shrinking.rank.sample: Sample with shrinking-rank slice sampling

Description Usage Arguments Details Value References See Also

View source: R/c-samplers.R

Description

Generate a sample from a probability distribution with the shrinking-rank slice sampling method.

Usage

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shrinking.rank.sample(target.dist, x0, sample.size, tuning=1,
         downscale=0.95, min.dimension=1)

Arguments

target.dist

Target distribution; see make.dist.

x0

Numeric vector containing initial state.

sample.size

Requested sample size.

tuning

A tuning parameter; corresponds to σ_c in sec. 5 of Thompson and Neal (2010).

downscale

Factor to reduce crumb standard deviation by when a proposal is rejected.

min.dimension

The minimum dimension to sample crumbs from.

Details

shrinking.rank.slice.sample implements the shrinking-rank method of slice sampling, as described by Thompson and Neal (2010). It can be passed to compare.samplers in the samplers list argument.

Value

A list with elements X, evals, and grads, following the calling convention of compare.samplers.

References

Thompson, M. B. and Neal, R. M. (2010). Covariance-adaptive slice sampling. Technical Report TR-1002, Dept. of Statistics, University of Toronto.

See Also

compare.samplers cov.match.sample


SamplerCompare documentation built on May 29, 2017, 10:14 p.m.