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>.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp (≥ 1.0.0), stats, graphics |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown, covr |
| Published: | 2026-05-29 |
| DOI: | 10.32614/CRAN.package.LangevinFlow |
| Author: | Behrooz Moosavi 
[aut, cre] |
| Maintainer: | Behrooz Moosavi <bem159 at pitt.edu> |
| BugReports: | https://github.com/BehroozMoosavi/LangevinFlow/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/BehroozMoosavi/LangevinFlow |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | LangevinFlow results |
Documentation:
| Reference manual: | LangevinFlow.html , LangevinFlow.pdf |
| Vignettes: |
Introduction to LangevinFlow (source, R code) |
Downloads:
| Package source: | LangevinFlow_0.1.0.tar.gz |
| Windows binaries: | r-devel: LangevinFlow_0.1.0.zip, r-release: LangevinFlow_0.1.0.zip, r-oldrel: LangevinFlow_0.1.0.zip |
| macOS binaries: | r-release (arm64): LangevinFlow_0.1.0.tgz, r-oldrel (arm64): LangevinFlow_0.1.0.tgz, r-release (x86_64): LangevinFlow_0.1.0.tgz, r-oldrel (x86_64): LangevinFlow_0.1.0.tgz |
Linking:
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