Slice sampling: the step-out procedure failed.

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CT
CT 2020-5-21
I want to sample R random numbers from a custom probability density function in Matlab.
This is the expression of the probability density function evaluated at x.
I thought about using slicesample
R=10^6;
f = @(x) 1/(2*pi^(1/2))*(1/(x^(3/2)))*exp(-1/(4*x));
epsilon= slicesample(0.3,R,'pdf',f,'thin',1,'burnin',1000);
However, it does not work because I get the error
Error using slicesample (line 175)
The step-out procedure failed.
I tried to change starting value and values of thin and burning parameters but it does not seem to work. Could you advise, either on how to make slicesample work or on alternative solutions to sample random numbers from a custom probability density function in Matlab?

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