Code corresponding to the paper "Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates" by Tore Selland Kleppe published in Journal of Computational and Graphical Statistics
The code has so far only been run on mac computers, using the clang c++ compiler.
To run the code, first install the R-package pdphmc which is included in this repository.
The code has been run using R version 4.0.3 (2020-10-10) -- "Bunny-Wunnies Freak Out", and with rstan Version 2.21.2.
The development version of pdphmc (which now runs on windows) may be found at https://github.com/torekleppe/pdphmc