Perform Hamiltonian Monte Carlo
hmc_helper(log_posterior, gradient, step_size, n_steps, init_parameters, iters)
| log_posterior | a function for the unnormalised log-posterior from parameters -> log-likelihood |
|---|---|
| gradient | the gradient of the log_posterior |
| step_size | the step size of the leapfrog steps |
| n_steps | the number of leapfrog steps |
| init_parameters | a named vector containing the initial parameters |
| iters | the number of iterations |
a matrix of iterations from the HMC algorithm representing draws from the posterior distribution