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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Package details

AuthorChel Hee Lee [aut, cre], Liqun Wang [aut]
Date of publication2015-11-30 06:13:11
MaintainerChel Hee Lee <[email protected]>
LicenseGPL (>= 2)
URL https://r-forge.r-project.org/projects/wanglee/
Package repositoryView on CRAN
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dsample documentation built on May 29, 2017, 6:47 p.m.