pgdraw: Generate Random Samples from the Polya-Gamma Distribution

Generates random samples from the Polya-Gamma distribution using an implementation of the algorithm described in J. Windle's PhD thesis (2013) <https://repositories.lib.utexas.edu/bitstream/handle/2152/21842/WINDLE-DISSERTATION-2013.pdf>. The underlying implementation is in C.

Package details

AuthorDaniel F. Schmidt [aut, cph, cre], Enes Makalic [aut, cph]
MaintainerDaniel F. Schmidt <[email protected]>
LicenseGPL (>= 3)
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pgdraw")

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pgdraw documentation built on May 1, 2019, 9:22 p.m.