manual: add guidance on number of draws in slice sampler
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@ -7259,6 +7259,17 @@ observed variables.
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Ratto, and Rossi (2015)*. Note that ``'slice'`` is
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Ratto, and Rossi (2015)*. Note that ``'slice'`` is
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incompatible with ``prior_trunc=0``.
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incompatible with ``prior_trunc=0``.
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Whereas one Metropolis-Hastings iteration requires one
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evaluation of the posterior, one slice iteration requires :math:`neval`
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evaluations, where as a rule of thumb :math:`neval=7\times npar` with
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:math:`npar` denoting the number of estimated parameters. Spending
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the same computational budget of :math:`N` posterior evaluations in the
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slice sampler then implies setting ``mh_replic=N/neval``.
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Note that the slice sampler will typically return less autocorrelated Monte Carlo Markov
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Chain draws than the MH-algorithm. Its relative (in)efficiency can be investigated via
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the reported inefficiency factors.
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.. option:: posterior_sampler_options = (NAME, VALUE, ...)
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.. option:: posterior_sampler_options = (NAME, VALUE, ...)
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A list of NAME and VALUE pairs. Can be used to set options for
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A list of NAME and VALUE pairs. Can be used to set options for
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