Sample with covariance-matching slice sampling
Generate a sample from a probability distribution with the covariance-matching slice sampling method.
Target distribution; see
Sample size to draw.
A tuning parameter; corresponds to σ_c in sec. 4 of Thompson and Neal (2010).
A factor to scale the crumb standard deviation in
every direction after a proposal is rejected. So, after k
proposals, crumbs have standard deviation
A limit on the number of log-density evaluations per observation before sampling is aborted.
This function implements the covariance-matching method of slice
sampling, as described by Thompson and Neal (2010). It can be passed
compare.samplers in the
A list with elements
adapt.rate indicates the fraction of
crumb draws that resulted in adaptation. This sampler follows
the calling convention of
Thompson, M. B. and Neal, R. M. (2010). Covariance-adaptive slice sampling. Technical Report TR-1002, Dept. of Statistics, University of Toronto.
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