This is the development version of the R-package pdmphmc, which is a re-implementation of the methodology in Kleppe (2022), Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates, Journal of Computational and Graphical Statistics, forthcoming
More verbose documentation is available at [https://torekleppe.github.io/pdmphmc.doc/]
The R-package has currently been tested on mac (using the clang compiler and several of R 4.x), linux (using native gcc and R 4.x). Windows testing is done using R 4.0 and using the mingw64 compiler that ships with Rtools4.0. So far, the package does not work with R 4.2/Rtools4.2.
In general, it requires that you have a working installation of R>=4.0.0 and a working installation of the R-package rstan.
Installation of the package is most easily done using the devtools function install_github(), e.g.: devtools::install_github("https://github.com/torekleppe/pdmphmc")