| uni.slice {SeBR} | R Documentation |
Univariate Slice Sampler from Neal (2008)
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.