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Added checks within NUTS and NUTS_classic samplers to check validity of target nodes.
Testing of correct results of HMC samplers on CAR model structures.
NUTS and NUTS_classic samplers updated consistent with version 1.1.0 of nimble.
Renamed HMC sampler to NUTS_classic, and added NUTS HMC sampler which follows the implementation of version 2.32.2 of Stan.
Replaced nwarmup control argument to HMC samplers with the new warmupMode control argument. This provides four distinct methods of choosing the number of HMC warmup iterations.
configureHMC for sampler assignment to posterior predictive nodes.Initial release of nimbleHMC package. Initial version provides:
Hamiltonian Monte Carlo (HMC) sampler for use with nimble package MCMC engine.
Convenience functions addHMC, configureHMC, buildHMC and nimbleHMC, for managing MCMC configuration objects with HMC samplers.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.