rsamplers.slice is the constructor for the slice algorithm following [Planas et al., 2015] and [Planas and Rossi, 2018]

The syntax is

obj = rsamplers.slice(target,x0,lb,ub)
obj = rsamplers.slice(target,x0,lb,ub,opts)
obj = rsamplers.slice(target,x0,lb,ub,opts,constraints)

INPUTS:

  • *target* : objective to MAXIMIZE

  • *x0* : vector of initial conditions

  • *lb* : lower bound

  • *ub* : upper bound

  • *opts* : options for the class. These include the properties from the superclass rsamplers.rsampler.

  • *constraints* (optional): - Matrix (n_constraints x 2) where each row [a, b] enforces x(a) <= x(b)

OUTPUT:

  • *obj* : object of class rsamplers.rwmh

OWN PROPERTIES AND DEFAULT VALUES: None

INHERITED PROPERTIES AND DEFAULT VALUES (same as the inherited properties of rsamplers.rwmh):

  • *nchain* = 1 : number of chains

  • *N* = 2000 : number of draws

  • *thinning* =1 : number of thinning draws

  • *burnin* = 0 : burnin sample

  • *MaxTime* = inf : Max Time

  • *MaxFunEvals* = inf :

See also

rsamplers.apt, rsamplers.imh, rsamplers.rsampler, rsamplers.rwmh