Package index

All functions

barker_proposal()

Create a new Barker proposal object.

chain_state()

Construct a new chain state.

dual_averaging_scale_adapter()

Create object to adapt proposal scale to coerce average acceptance rate using dual averaging scheme of Nesterov (2009) and Hoffman and Gelman (2014).

example_gaussian_stan_model()

Construct an example BridgeStan StanModel object for a Gaussian model.

hamiltonian_proposal()

Create a new Hamiltonian proposal object.

langevin_proposal()

Create a new Langevin proposal object.

random_walk_proposal()

Create a new random walk proposal object.

robust_shape_adapter()

Create object to adapt proposal shape (and scale) using robust adaptive Metropolis algorithm of Vihola (2012).

sample_chain()

Sample a Markov chain

simple_scale_adapter()

Create object to adapt proposal scale to coerce average acceptance rate using a Robbins and Monro (1951) scheme.

target_distribution_from_stan_model()

Construct target distribution from a BridgeStan StanModel object.

trace_function_from_stan_model()

Construct trace function from a BridgeStan StanModel object.

variance_shape_adapter()

Create object to adapt proposal with per dimension scales based on estimates of target distribution variances.