simulated_example.R

# Below is an example of how to use the code.
par(mfrow = c(1, 2))
set.seed(012920)
HMC_beta_samples <- HMC(n_samples = 2000, U_type = "beta", epsilon = 0.01,
                        L = 2, current_q = 0.3, alpha = 50, beta = 50)
hist(HMC_beta_samples, breaks = "scott", freq = FALSE, border = "#ffffff",
     col = "#81ddff", xlab = "Values of HMC Samples",
     main = "Histogram of HMC Samples (Beta Dist)")
curve(dbeta(x, 50, 50), col = "#FF6666", add = TRUE, lwd = 2)

set.seed(012920)
HMC_norm_samples <- HMC(n_samples = 2000, U_type = "norm", epsilon = 0.2, L = 2,
                        current_q = 0.3, mu = 0, sigma = 1)
hist(HMC_norm_samples, breaks = "scott", freq = FALSE, border = "#ffffff",
     col = "#f79ee1", xlab = "Values of HMC Samples",
     main = "Histogram of HMC Samples (Normal Dist)")
curve(dnorm(x, 0, 1), col = "#6699FF", add = TRUE, lwd = 2)