dsample: Discretization-Based Direct Random Sample Generation

Two discretization-based Monte Carlo algorithms, namely the Fu-Wang algorithm and the Wang-Lee algorithm, are provided for random sample generation from a high dimensional distribution of complex structure. The normalizing constant of the target distribution needs not to be known.

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AuthorChel Hee Lee [aut, cre], Liqun Wang [aut]
Date of publication2015-11-30 06:13:11
MaintainerChel Hee Lee <gnustats@gmail.com>
LicenseGPL (>= 2)

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