GRIMS is an R package for performing MCMC simulations, for distributions that are defined using R functions, using Markov sampling methods that are defined by R functions. In particular, it has implementations of some variations on Hamiltonian Monte Carlo (HMC), as mentioned in my review paper on HMC.

References in zbMATH (referenced in 1 article , 1 standard article )

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  1. Neal, Radford M.: MCMC using Hamiltonian dynamics (2011)