A Base R, simple implementation of the No-Underrun Sampler. This package aims to mostly directly implement the algorithm as described by th
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R/NURS.R
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R/NURS.R
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#' @source <https://arxiv.org/abs/2501.18548v2>
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NURS <- function(logpdf, theta_init, n, epsilon, h, M) {
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stopifnot(epsilon >= 0, h > 0)
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d <- length(theta_init)
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draws <- matrix(NA, n, d)
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draws <- matrix(0, n, length(theta_init))
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draws[1, ] <- theta_init
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for (i in 2:n) {
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draws[i, ] <- NURS_step(logpdf, draws[i - 1, ], epsilon, h, M)