Description Usage Arguments Details Value References See Also
Generate a sample from a probability distribution with the nonadaptive-crumb slice sampling method.
1 2 | nonadaptive.crumb.sample(target.dist, x0, sample.size,
tuning=1, downscale=0.95)
|
target.dist |
Target distribution; see |
x0 |
Numeric vector containing initial state. |
sample.size |
Requested sample size. |
tuning |
Initial crumb standard deviation. |
downscale |
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.
A list with elements X
, evals
, and grads
,
following the calling convention of compare.samplers
.
Neal, Radford M. (2003), “Slice Sampling,” The Annals of Statistics 31(3):705-767.
shrinking.rank.sample
,
compare.samplers
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