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.
|Author||Andrea Bonilla, Dingxin Cai, Yulun Wu|
|Package repository||View on GitHub|
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