Package: pHMC
Type: Package
Title: Proximal Hamiltonian Monte Carlo for Non-Smooth Bayesian
        Inference
Version: 0.1.0
Authors@R: c(
    person("Shikhar", "Tyagi", email = "shikhar1093tyagi@gmail.com",
           role = c("aut", "cre"),
           comment = c(ORCID = "0000-0003-1606-0844")),
    person("Arvind", "Pandey", email = "arvindmzu@gmail.com",
           role = "aut"),
    person("Bhupendra", "Singh", email = "bhupendra.rana@gmail.com",
           role = "aut"),
    person("Vrijesh", "Tripathi", email = "vrijesh.tripathi@uwi.edu",
           role = "aut")
    )
Description: Implements the Proximal Hamiltonian Monte Carlo (p-HMC)
        algorithm for Bayesian sampling and estimation from
        non-differentiable target densities. The method decomposes a
        target potential into a smooth component f(x) and a non-smooth
        convex component g(x), approximating only g(x) via its
        Moreau-Yosida envelope while retaining exact gradient
        information for f(x). This approach, based on the methodology
        described in Shukla, Vats, and Chi (2025)
        <doi:10.48550/arXiv.2510.22252>, yields improved Hamiltonian
        conservation over full-potential smoothing approaches. The
        package provides generalized routines accepting user-defined
        probability density functions, log-likelihoods, priors, and
        proximal operators, together with automated hyperparameter
        tuning for the Moreau-Yosida regularization parameter, Markov
        chain Monte Carlo convergence diagnostics, effective sample
        size computation, and model evaluation metrics including the
        Akaike information criterion and Bayesian information
        criterion.
License: GPL (>= 2)
Encoding: UTF-8
RoxygenNote: 7.3.3
Imports: stats, graphics, grDevices, utils, Matrix
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-10-21 09:11:21 UTC; root
Author: Shikhar Tyagi [aut, cre] (ORCID:
        <https://orcid.org/0000-0003-1606-0844>), Arvind Pandey [aut],
        Bhupendra Singh [aut], Vrijesh Tripathi [aut]
Maintainer: Shikhar Tyagi <shikhar1093tyagi@gmail.com>
Repository: https://shikhartyagi.r-universe.dev
Date/Publication: 2026-08-21 12:40:09 UTC
RemoteUrl: https://github.com/cran/pHMC
RemoteRef: HEAD
RemoteSha: 70429eb55b931a72f4a362185b64014d3d82a1be