qslice

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.

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