Description Usage Arguments Details Value References See Also

View source: R/oblique-hyperrect.R

Generate a sample from a probability distribution with the hyperrectangle method with slice approximation axes oriented along eigenvectors.

1 2 3 | ```
oblique.hyperrect.sample(target.dist, x0, sample.size, tuning=1,
edge.scale=5, cheat=FALSE)
cheat.oblique.hyperrect.sample(target.dist, x0, sample.size, tuning=1)
``` |

`target.dist` |
Target distribution; see |

`x0` |
Numeric vector containing initial state. |

`sample.size` |
Sample size requested. |

`tuning` |
Scale of initial/fallback hypercube edge; |

`edge.scale` |
The initial slice approximation has edges of length equal to the square root of the corresponding eigenvalue times this factor. |

`cheat` |
Set to true to use the covariance from |

These two functions implement the hyperrectangle method (Neal,
2003, sec. 5.1) with the hyperrectangle oriented along estimates
of the eigenvectors of the target distribution's covariance, as
described by Thompson (2011, ch. 3). The functions follow the
interface used by `compare.samplers`

. Calling
`cheat.oblique.hyperrect.sample`

is equivalent to calling
`oblique.hyperrect.sample`

with `cheat=TRUE`

; it is
provided as a convenience so that it can be passed directly to
`compare.samplers`

.

A list with elements `X`

, `evals`

, and `grads`

.
See `compare.samplers`

for more information.

Neal, Radford M. (2003), “Slice Sampling,” The Annals of Statistics 31(3):705-767.

Thompson, M. B. (2011), Slice Sampling with Multivariate Steps. http://hdl.handle.net/1807/31955.

`compare.samplers`

,
`univar.eigen.sample`

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