andrea2910/ars: Adaptive Rejection Sampling

A package that uses R6 Classes to perfrom Adaptive Rejection Sampling based on W. R. Gilks, P. Wild (1992), "Adaptive Rejection Sampling for Gibbs Sampling," Applied Statistics, Vol. 41, Issue 2, 337-348. The function works for probability density functions that are log-concave. The algorithm builds envelope functions for sampling.

Getting started

Package details

AuthorAndrea Bonilla, Dingxin Cai, Yulun Wu
Maintainer
LicenseGPL-2
Version0.1.0
URL https://github.com/andrea2910/ars
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("andrea2910/ars")
andrea2910/ars documentation built on May 17, 2019, 3:13 a.m.