matlab mhsample,slicesample,mhsample编程求助……

help slicesample

slicesample Slice sampling method.

RND = slicesample(INITIAL,NSAMPLES,'pdf',PDF) draws NSAMPLES random

samples from a target distribution with the density function PDF using

the slice sampling. INITIAL is a row vector or scalar containing the

initial value of the random sample sequences. INITIAL must be within

the domain of the target distribution. NSAMPLES is the number of

samples to be generated. PDF is a function handle created using @. PDF

takes only one argument as an input and this argument has the same type

and size as INITIAL. It defines a function that is proportional to the

target density function. If log density function is preferred, 'pdf'

can be replaced with 'logpdf'. The log density function is not

necessarily normalized, either.

RND = slicesample(...,'width',W) performs slice sampling for the target

distribution with a typical width W. W is a scalar or vector. If it is

a scalar, all dimensions are assumed to have the same typical widths.

If it is a vector, each element of the vector is the typical width of

the marginal target distribution in that dimension. The default value

of W is 10.

RND = slicesample(...,'burnin',K) generates random samples with values

between the starting point and the K-th point omitted in the generated

sequence, but keep points after that. K is a non-negative integer. The

default value of K is 0.

RND = slicesample(...,'thin',M) generates random samples with M-1 out of

M values omitted in the generated sequence. M is a positive integer.

The default value of M is 1.

[RND, NEVAL] = slicesample(...) also returns NEVAL as the averaged

number of function evaluations occurred in the slice sampling. NEVAL is

a scalar.

Example:

Generate random samples from a distribution with a user-defined pdf:

f = @(x) exp( -x.^2/2).* ...       % This is a function proportional

(1+(sin(3*x)).^2).* ...   % to the pdf for a multi-modal

(1+(cos(5*x).^2));        % distribution

x = slicesample(1,2000,'pdf',f,'thin',5,'burnin',1000);

hist(x,50)

set(get(gca,'child'),'facecolor',[0.6 .6 .6]);

hold on

xd = get(gca,'XLim');              % Gets the x-data of the bins.

binwidth = (xd(2)-xd(1));          % Finds the width of each bin.

y = 5.6398*binwidth* ...           % Normalization necessary to

f(linspace(xd(1),xd(2),1000)); % overplot the histogram.

plot(linspace(xd(1),xd(2),1000),y,'r')

See also: mhsample, rand, hist, plot.

Reference page in Help browser

doc slicesample