qslice: Implementations of Various Slice Samplers

Implementations of the quantile slice sampler of Heiner et al. (2026+, in preparation) <doi:10.48550/arXiv.2407.12608> 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>, as well as independence Metropolis-Hastings and random-walk Metropolis samplers.

install.packages("qslice")

Try the qslice package in your browser