HMC Step

hmc_step(log_posterior, gradient, step_size, n_steps, position, d)

Arguments

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

position

the current value of the parameter vector

d

the dimension of the parameter vector

Value