Software for Slice Sampling

The R function here implements one of the univariate slice sampling procedures described in the following paper:
Neal, R. M. (2003) ``Slice sampling'' (with discussion), Annals of Statistics, vol. 31, pp. 705-767: abstract, text from online journal site, associated references, associated software.

The function here is designed for use as part of a larger MCMC program for some application.

Release of 17 March 2008: R file.

Note that an earlier release on 14 March 2008 had problems with the test function (but not with the actual slice sampling function).

You can obtain R from the R project web site.

Note that the full range of slice sampling procedures described in the above paper are implemented in my Software for Flexible Bayesian Modeling, but in a form that is not so easily adapted for use as part of another program.

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