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stors: Step Optimised Rejection Sampling
Fast and efficient sampling from general univariate probability density functions. Implements a rejection sampling approach designed to take advantage of modern CPU caches and minimise evaluation of the target density for most samples. Many standard densities are internally implemented in 'C' for high performance, with general user defined densities also supported. A paper describing the methodology will be released soon.
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Package details |
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| Author | Ahmad ALQabandi [cre, aut, cph] (<https://orcid.org/0009-0006-0055-3846>), Louis Aslett [aut, ths, cph] (<https://orcid.org/0000-0003-2211-233X>) |
| Maintainer | Ahmad ALQabandi <ahmad.alqabandi@durham.ac.uk> |
| License | MIT + file LICENSE |
| Version | 1.0.1 |
| URL | https://ahmad-alqabandi.github.io/stors/ |
| Package repository | View on CRAN |
| Installation |
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