Configure and run HMC/NUTS safely — configure_hmc_safely • samOptiPro

Sets up an HMC/NUTS configuration via nimbleHMC, compiles the MCMC, runs it, and returns basic diagnostics.

Usage

configure_hmc_safely(
  build_fn,
  niter,
  nburnin,
  thin,
  monitors,
  nchains,
  out_dir = NULL
)

Arguments

build_fn: A function that builds the model and returns at least a list with components model and conf.
niter, nburnin, thin: Integers; MCMC iterations, burn-in, and thinning.
monitors: Character vector of node names to monitor.
nchains: Integer; number of chains to run.
out_dir: Character or NULL; if not NULL, figures are saved there.

Value

A list with elements:

conf: The configured MCMC configuration.
res: Raw run output (samples, runtime, …).
diag_tbl: A data frame of diagnostics (e.g., R-hat, ESS/s).

Examples

if (FALSE) { # \dontrun{
  out <- configure_hmc_safely(
    build_fn = my_build_fn, niter = 2000, nburnin = 1000, thin = 1,
    monitors = c("beta[1]", "sigma"), nchains = 4, out_dir = "outputs"
  )
  out$diag_tbl
} # }