# R/onesample.R In Kitetsu3rd/Project1:

```#' what is the function does: Single variable Rejection Sampling
#'
#' This function implements single variabel rejection sampling for rvs with bounded support and which have have bounded pdf.
#'
#' The second paragraph will show up somewhere else and should be addition
#'
#' Usage
#' oneDsample(f, N, lb = -Inf, ub = Inf)
#'
#'Arguments
#' @param f the pdf that we are sampling from.
#' @param N the nimber of output samples.
#' @param lb lower bound of support of f, deault is infinity.
#' @param ub upper bound of support of f, default is infinity.
#'
#' @return A vector containing samples from pdf
#' @export
#'
#' @examples
#'
#' betaPDF <- function(x) {
#' ifelse(0 < x & x < 1, 3*x^2, 0)}
#' oneDsample(f = betaPDF, N=100, lb = 0, ub = 1)
#' ggplot(oneDsample(f = betaPDF, N=5000, lb=0, ub=1), aes(x)) + geom_density()

oneDsample <- function(f, N, lb = -Inf, ub = Inf, mean = 0) {
bdtest <- runif(1000000,-50,50)
if (f(-50) == 0 & f(50) == 0 & mean(f(bdtest)) > 0){
lb = min(bdtest[which(f(bdtest)>0)])
ub = max(bdtest[which(f(bdtest)>0)])
}
if (f(-50) == 0 & f(50) > 0 & mean(f(bdtest)) > 0){
lb = min(bdtest[which(f(bdtest)>0)])
}
if (f(-50) > 0 & f(50) == 0 & mean(f(bdtest)) > 0){
ub = max(bdtest[which(f(bdtest)>0)])
}
if (abs(integrate(f, lb, ub)\$val - 1) > 0.001) {
stop("Error: Bound is missing/wrong or the function is not a pdf. The area under the function you given should be 1")
}
else{
if (lb != -Inf & ub != Inf){
maxf <- optimize(f,c(lb,ub),maximum = TRUE)
maxf <- maxf\$objective
ones = c()
n = 0
while (n < N) {
one <-runif(1,lb,ub)
if (runif(1, 0, maxf) < f(one)){
ones = c(ones, one)
n = n + 1
}
}
return(data.frame(x=ones))
}
else {
max <- optimize(f,c(-5000,5000),maximum = TRUE)
maxf <- max\$objective          #get the maximum of the given pdf
if (maxf == 0){
stop("Error: Bound is missing/wrong")
}
df = 10
if (maxf >= 0.32){

C = maxf/dt(0,1,0)
}
else{
while (dt(0,df,0) > maxf & df > 1) {
df = df/1.1
}
C = maxf/dt(0,df,0)
}
mu=max\$maximum
ones = c()
n = 0
while (n < N) {
one1 = rt(1, df, 0)
one2 = one1 + mu
if (runif(1, 0, C * dt(one1,df,0)) < f(one2)){
ones = c(ones, one2)
n = n + 1
}
}
return(data.frame(x=ones))
}
}
}
```
Kitetsu3rd/Project1 documentation built on May 30, 2019, 3:49 p.m.