qslice

Description

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.

Downloads

Trend: +2.6% (30d vs prior 30d)

CRAN Check Status

Check History

Version History