XDNUTS: Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length

Hamiltonian Monte Carlo for both continuous and discontinuous posterior distributions with a customizable 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: 1.6.5
Depends: R (≥ 2.10)
Imports: base, coda, ggplot2, graphics, grDevices, gridExtra, parallel, purrr, Rcpp (≥ 1.0.12), Rdpack, stats, MASS
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, KernSmooth
Published: 2025-09-14
DOI: 10.32614/CRAN.package.XDNUTS
Author: Paolo Manildo ORCID iD [aut, cre]
Maintainer: Paolo Manildo <paolo.manildo at phd.unipd.it>
License: MIT + file LICENSE
NeedsCompilation: yes
CRAN checks: XDNUTS results

Documentation:

Reference manual: XDNUTS.html , XDNUTS.pdf
Vignettes: Tutorial for main functions (source, R code)

Downloads:

Package source: XDNUTS_1.6.5.tar.gz
Windows binaries: r-devel: XDNUTS_1.6.5.zip, r-release: XDNUTS_1.6.5.zip, r-oldrel: XDNUTS_1.6.5.zip
macOS binaries: r-release (arm64): XDNUTS_1.6.5.tgz, r-oldrel (arm64): XDNUTS_1.6.5.tgz, r-release (x86_64): XDNUTS_1.6.5.tgz, r-oldrel (x86_64): XDNUTS_1.6.5.tgz
Old sources: XDNUTS archive

Linking:

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