LangevinFlow
Langevin Diffusion Samplers with a C++ Backend
Provides lightweight, dependency-minimal implementations of Langevin diffusion based Markov chain Monte Carlo samplers, including the Unadjusted Langevin Algorithm (ULA) and the Metropolis-Adjusted Langevin Algorithm (MALA). The core sampling loops are written in C++ via 'Rcpp' and 'RcppArmadillo' for performance, while exposing a simple R-level interface where the user supplies the gradient of the negative log-density (and, for MALA, the negative log-density itself). Intended as a building block for Bayesian inference and stochastic optimization rather than a full probabilistic programming framework. Methods follow Roberts and Tweedie (1996) <doi:10.2307/3318418> and Roberts and Rosenthal (1998) <doi:10.1111/1467-9868.00123>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | LangevinFlow_0.1.0.tar.gz |
141.7 KiB |
0.1.0 |
rolling linux/noble R-4.5 | LangevinFlow_0.1.0.tar.gz |
143.9 KiB |
0.1.0 |
rolling source/ R- | LangevinFlow_0.1.0.tar.gz |
74.4 KiB |
0.1.0 |
latest linux/jammy R-4.5 | LangevinFlow_0.1.0.tar.gz |
141.7 KiB |
0.1.0 |
latest linux/noble R-4.5 | LangevinFlow_0.1.0.tar.gz |
143.9 KiB |
0.1.0 |
latest source/ R- | LangevinFlow_0.1.0.tar.gz |
74.4 KiB |
0.1.0 |
2026-04-23 source/ R- | LangevinFlow_0.1.0.tar.gz |
0 B |