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: 2026-08-05 11:36:31 UTC; shikhar tyagi
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: CRAN
Date/Publication: 2026-08-21 12:40:09 UTC
Built: R 4.5.2; ; 2026-08-21 16:41:42 UTC; unix
