NUTS
and NUTS_classic
samplers, which could leave model in an
inconsistent state.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.