R software for Hamiltonian Monte Carlo & other MCMC methods

This is the page for software that accompanies my review paper on MCMC using Hamiltonian dynamics.

The R program for the very simple HMC implementation in Figure 2 is here.

I've decided to put the more elaborate R programs for various variations on HMC into my R package GRIMS. You can get a preliminary release of GRIMS, which now implements most of the HMC methods discussed in the review.

You can obtain R from the R project web site.

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