HMC No-U-Turn sampler (NUTS) implementation in R
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R add diagonal mass matrix May 25, 2017
man add wrapper for NUTS May 4, 2017
DESCRIPTION add wrapper for NUTS May 4, 2017
NAMESPACE initial commit Apr 30, 2017
README.md init readme May 2, 2017

README.md

No-U-Turn Sampler - an R implementation

This R package implements the No-U-Turn sampler for Hamiltonian Monte Carlo, as described algorithm 6 in the paper by Hoffman and Gelman.