This package is a straight-forward port of the functions hmc2.m and
hmc2_opt.m from the
MCMCstuff matlab
toolbox written by Aki Vehtari. The code is originally based on the
functions hmc.m from the netlab
toolbox written by Ian
T Nabney. The portion of algorithm involving “windows” is derived from
the C code for this function included in the Software for Flexible
Bayesian
Modeling
written by Radford Neal.
The original Python port was
made by Kilian Koepsell, and subsequently modernized by Robert T.
McGibbon.
