get_hmc_mcmc_result {catalytic} | R Documentation |
Run Hamiltonian Monte Carlo to Get MCMC Sample Result
Description
This function uses Hamiltonian Monte Carlo (HMC) to generate samples for Markov Chain Monte Carlo (MCMC)
sampling from a target distribution specified by neg_log_den_func
. Each iteration performs a full HMC update
to generate a new sample position.
Usage
get_hmc_mcmc_result(
neg_log_den_func,
neg_log_den_grad_func,
coefs_0,
iter = 5,
hmc_scale = 0.01,
hmc_steps = 5
)
Arguments
neg_log_den_func |
A function that computes the negative log-density of the target distribution at a given position. |
neg_log_den_grad_func |
A function that computes the gradient of |
coefs_0 |
A numeric vector specifying the initial position of the chain in the parameter space. |
iter |
An integer specifying the number of HMC sampling iterations. Defaults to 5. |
hmc_scale |
A numeric value representing the scale factor for the leapfrog step size in the HMC update. Defaults to 0.01. |
hmc_steps |
An integer specifying the number of leapfrog steps in each HMC update. Defaults to 5. |
Value
A numeric vector representing the final position in the parameter space after the specified number of iterations.