Welcome!

If you are interested in reading the documentation, and not the source files, go to [https://torekleppe.github.io/pdmphmc.doc/]

This document provides documentation of the pdmphmc(piecewise deterministic Markov process HMC) R package.

The package is available on github (https://github.com/torekleppe/pdmphmc) and is most easily installed via the R-command devtools::install_github("https://github.com/torekleppe/pdmphmc")

The package implements, with some modifications and substantial additions, the methodology of Kleppe (2022), Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates, Journal of Computational and Graphical Statistics, forthcoming