uni.slice: Univariate Slice Sampler from Neal (2008)

In drkowal/FDLM: A Bayesian Multivariate Functional Dynamic Linear Model

Description

Compute a draw from a univariate distribution using the code provided by Radford M. Neal. The documentation below is also reproduced from Neal (2008).

Usage

uni.slice(x0, g, w = 1, m = Inf, lower = -Inf, upper = +Inf,
  gx0 = NULL)

Arguments

x0	Initial point
g	Function returning the log of the probability density (plus constant)
w	Size of the steps for creating interval (default 1)
m	Limit on steps (default infinite)
lower	Lower bound on support of the distribution (default -Inf)
upper	Upper bound on support of the distribution (default +Inf)
gx0	Value of g(x0), if known (default is not known)

Value

The point sampled, with its log density attached as an attribute.

Note

The log density function may return -Inf for points outside the support of the distribution. If a lower and/or upper bound is specified for the support, the log density function will not be called outside such limits.

drkowal/FDLM documentation built on May 20, 2019, 5:20 p.m.