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
Browse package contents
Package details |
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| Author | Andrea Bonilla, Dingxin Cai, Yulun Wu |
| Maintainer | |
| License | GPL-2 |
| Version | 0.1.0 |
| URL | https://github.com/andrea2910/ars |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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