Description Usage Arguments References Examples
Algorithm to sample from an arbitrary density function.
1 2 | RejSampling(Fun, dens, len, cand, grid = 0.001, method = c("vector",
"free"))
|
Fun |
cumulative distribution function |
dens |
density |
len |
number of samples |
cand |
candidate area |
grid |
fineness degree |
method |
vectorial ("vector") or not ("free") |
Devroye, L. (1986). Non-Uniform Random Variate Generation. New York: Springer.
1 2 3 4 5 | plot(density(RejSampling(dens = function(x) dnorm(x, 5, 1),
len = 500, cand = seq(2, 9, by = 0.001), method = "free")))
lines(density(RejSampling(dens = function(x) dnorm(x, 5, 1), len = 500,
cand = seq(2, 9, by = 0.001), method = "vector")), col=2)
curve(dnorm(x, 5, 1), from = 2, to = 8, add = TRUE, col = 3)
|
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