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CRAN: Package XDNUTS

XDNUTS: Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length

Hamiltonian Monte Carlo for both continuous and discontinuous posterior distributions with customisable trajectory length termination criterion. See Nishimura et al. (2020) <doi:10.1093/biomet/asz083> for the original Discontinuous Hamiltonian Monte Carlo, Hoffman et al. (2014) <doi:10.48550/arXiv.1111.4246> and Betancourt (2016) <doi:10.48550/arXiv.1601.00225> for the definition of possible Hamiltonian Monte Carlo termination criteria.

Version: 1.6 Depends: R (≥ 2.10) Imports: base, coda, ggplot2, graphics, grDevices, gridExtra, parallel, purrr, Rcpp (≥ 1.0.12), Rdpack, stats LinkingTo: Rcpp, RcppArmadillo Suggests: knitr, rmarkdown, KernSmooth Published: 2025-04-25 DOI: 10.32614/CRAN.package.XDNUTS Author: Paolo Manildo [aut, cre] Maintainer: Paolo Manildo <paolo.manildo at phd.unipd.it> License: MIT + file LICENSE NeedsCompilation: yes CRAN checks: XDNUTS results Documentation: Downloads: Linking:

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