Implementations of the quantile slice sampler of Heiner et al. (2024+, in preparation) as well as other popular slice samplers are provided. Helper functions for specifying pseudo-target distributions are included, both for diagnostics and for tuning the quantile slice sampler. Other implemented methods include the generalized elliptical slice sampler of Nishihara et al. (2014)<https://jmlr.org/papers/v15/nishihara14a.html}, latent slice sampler of Li and Walker (2023)<doi:10.1016/j.csda.2022.107652>, and stepping-out slice sampler of Neal (2003)<doi:10.1214/aos/1056562461>, and independence Metropolis-Hastings sampler.
Package details |
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Author | Matthew Heiner [aut] (<https://orcid.org/0000-0002-7944-5517>), David B. Dahl [aut, cre] (<https://orcid.org/0000-0002-8173-1547>), Sam Johnson [aut] |
Maintainer | David B. Dahl <dahl@stat.byu.edu> |
License | MIT + file LICENSE | Apache License 2.0 |
Version | 0.3.1 |
Package repository | View on CRAN |
Installation |
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