Generate a sample from a probability distribution with the nonadaptive-crumb slice sampling method.
nonadaptive.crumb.sample(target.dist, x0, sample.size,
tuning=1, downscale=0.95)A list with elements X, evals, and grads,
following the calling convention of compare.samplers.
Target distribution; see make.dist.
Numeric vector containing initial state.
Requested sample size.
Initial crumb standard deviation.
Factor to reduce crumb standard deviation by when a proposal is rejected.
This function implements slice sampling with nonadaptive crumbs.
Crumbs are Gaussian with spherical covariance starting at
tuning, decreasing by downscale each time a proposal
is rejected. More information can be found in sec. 5.2 of Neal
(2003). This function can be passed to compare.samplers
in the samplers list argument.
Neal, Radford M. (2003), “Slice Sampling,” The Annals of Statistics 31(3):705-767.
shrinking.rank.sample,
compare.samplers