AdapSamp: Adaptive Sampling Algorithms
Version 1.0

For distributions whose probability density functions are log-concave, Adaptive Rejection Sampling (ARS) algorithm can be used to build for sampling by Gilks W R, Wild P (1992) . For others, we can use Modifed Adaptive Rejection Sampling (MARS) algorithm by Martino L, Míguez J (2011) , Concave-Convex Adaptive Rejection (CCARS) Sampling algorithm by Görür D, Teh Y W (2011) and Adaptive Slice Sampling (ASS) algorithm by Radford M. Neal (2003) . So we designed an R package including mainly 4 functions: rARS(), rMARS(), rCCARS(), and rASS(). These functions can realize sampling based on the algorithms above.

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Package details

AuthorDong Zhang
Date of publication2017-09-08 10:39:55 UTC
MaintainerDong Zhang <[email protected]>
Package repositoryView on CRAN
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AdapSamp documentation built on Sept. 8, 2017, 5:07 p.m.