Software for Covariance-Adaptive Slice Sampling

These programs were written by Madeleine Thompson, and implement the methods in the following paper:

Thompson, M. and Neal, R. M. (2010) ``Covariance-adaptive slice sampling'', Technical Report No. 1002, Dept. of Statistics, University of Toronto, 17 pages: abstract, postscript, pdf.

The program is in R (see the R project web site), with a Fortran routine from LINPACK. You need to download both the R file and the Fortran file below. Documentation is in comments at the start of the R file.

First release of 14 March 2010: R function, Fortran routine

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