RejSampling: Rejection Sampling Algorithm

In BaPreStoPro: Bayesian Prediction of Stochastic Processes

Description

Algorithm to sample from an arbitrary density function.

Usage

RejSampling(Fun, dens, len, cand, grid = 0.001, method = c("vector",
  "free"))

Arguments

Fun	cumulative distribution function
dens	density
len	number of samples
cand	candidate area
grid	fineness degree
method	vectorial ("vector") or not ("free")

References

Devroye, L. (1986). Non-Uniform Random Variate Generation. New York: Springer.

Examples

plot(density(RejSampling(dens = function(x) dnorm(x, 5, 1),
   len = 500, cand = seq(2, 9, by = 0.001), method = "free")))
lines(density(RejSampling(dens = function(x) dnorm(x, 5, 1), len = 500,
      cand = seq(2, 9, by = 0.001), method = "vector")), col=2)
curve(dnorm(x, 5, 1), from = 2, to = 8, add = TRUE, col = 3)

BaPreStoPro documentation built on May 2, 2019, 3:34 p.m.