Generate a sample from a probability distribution with a slice sampler.
stepout.slice.sample(target.dist, x0, sample.size, tuning=1,
step.out=TRUE, limit=length(x0)*100)
interval.slice.sample(...)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 interval length for slice.
Flag indicating whether to expand the initial interval before proposing a new coordinate.
A limit on the number of log-density evaluations per observation before sampling is aborted.
interval.slice.sample takes the same arguments
as stepout.slice.sample, except step.out.
stepout.slice.sample implements univariate slice sampling
with stepping out as described in sec. 4 of Neal (2003). If
step.out=FALSE or interval.slice.sample is called
instead, no stepping out is performed; the wrapper function
interval.slice.sample is provided for convenience when
calling compare.samplers.
If target.dist is a multivariate distribution, each step
of the Markov chain updates each coordinate once in sequence.
Neal, Radford M. (2003), “Slice Sampling,” The Annals of Statistics 31(3):705-767.
compare.samplers,
hyperrectangle.sample