Create HMC — monty_sampler_hmc • monty

Create a Hamiltonian Monte Carlo sampler, implemented using the leapfrog algorithm.

Usage

monty_sampler_hmc(
  epsilon = 0.015,
  n_integration_steps = 10,
  vcv = NULL,
  debug = FALSE
)

Arguments

epsilon: The step size of the HMC steps
n_integration_steps: The number of HMC steps per step
vcv: A variance-covariance matrix for the momentum vector. The default uses an identity matrix.
debug: Logical, indicating if we should save all intermediate points and their gradients. This will add a vector "history" to the details after the integration. This will slow things down though as we accumulate the history inefficiently.

Value

A monty_sampler object, which can be used with monty_sample