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R code for eHMC
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MCHMC
Model
UniversalFunctions
README.md

README.md

eHMC

R code for eHMC

folder "UniversalFunctions": consisting of leapfrog integrator, longestbatch, empirical distribution of steps, eHMC sampler, eHMCq sampler and eHMCu sampler.

folder "Model": consisting of 5 models: Logit, IRT, MVN, SIR, SV -- Metric: the covariance matrix of the momentum, the identity and adapted diagonal matrix -- ModelSpecificFunctions: consisting of the observation data (if existing), the U and grad_U and the function returning summary statistics -- SimulationResult: show the comparison amongst NUTS, eHMC, eHMCq and eHMCu over 8 targetted accept probabilities.

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