ars: ARS class providing object with methods for communication...

In andrea2910/ars: Adaptive Rejection Sampling

Description

ARS class providing object with methods for communication with R6

ARS class providing object with methods for communication with R6

Usage

example <- ars$new(funx=dnorm, D=c(-Inf, Inf))

Format

R6Class object.

Value

Object of R6Class with methods to generate adaptive rejection sampling

Public Methods

sample(n, init_l, init_r, squeeze)

This method samples n points from using adaptive rejection sampling. User may pick two initalizing points, init_l and init_r which represent data points to start at. Useful if -1 and 1 are far from the pdf, i.e rnorm(mean=3000, sd=1)

f(x)

This method calculates our funx observation at a given x

plot_sampdist()

This method plots our normalized envelope function

calc_sampdist()

This method calculates the sampling distribution from a uniform distribution

plot_samples()

This method plots our samples in a histogramm, with a blue line highlighting the median value

s()

This method calculates the envelope or sampling function

Private Methods

h(x)

This method calculates the log of our funx at a given point x

init_hprim()

This method intializes our hprim values

init_hval()

This method initalizes our h values

init_scdf()

This method initalizes our cdf under the upper hull

init_u()

This method initializes our upper hull values

init_y()

This method initalizes our y values

l(p)

This method is a function that returns the slope of a lowerhull line given a point p

u(p)

This method is a function that returns the slope of a upperhull line given a point p

sampl_exph()

This method samples from our exp(h values)

update(y, hy, hy_prim)

This method updates our private variables after an interation

Public fields

self$f

Desnity function we want to sample from

self$var_max

Upper bound on function we want to sample from

self$var_min

Lower bound on function we want to sample from

private$h_prims

A R6 namedVector that contains h'(x)

private$h_vals

A R6 namedVector that contains h(x)

private$s_cdfs

A R6 namedVector that contains each interval's CDF

private$u_vals

A R6 namedVector that contains u(x)

private$x

a vector of x values that are our sample values. Empty unless sample() run

private$y

a vector of y values that begins to increase once sample() is run

private$z

a vector of z values, or intersection points, that begins to increase once sample() is run

Active bindings

self$f

Desnity function we want to sample from

self$var_max

Upper bound on function we want to sample from

self$var_min

Lower bound on function we want to sample from

private$h_prims

A R6 namedVector that contains h'(x)

private$h_vals

A R6 namedVector that contains h(x)

private$s_cdfs

A R6 namedVector that contains each interval's CDF

private$u_vals

A R6 namedVector that contains u(x)

private$x

a vector of x values that are our sample values. Empty unless sample() run

private$y

a vector of y values that begins to increase once sample() is run

private$z

a vector of z values, or intersection points, that begins to increase once sample() is run

Methods

Public methods

• ars$new()

• ars$calc_sampdist()

• ars$sample()

• ars$plot_samples()

• ars$plot_sampdist()

• ars$plot_u_l()

• ars$clone()

---

Method new()

Usage

ars$new(funx, D = c(-Inf, Inf), ...)

Arguments

funx

a function we want to sample from

D

a vector of length 2 of numbers for bounds of function

---

Method calc_sampdist()

Usage

ars$calc_sampdist()

---

Method sample()

Usage

ars$sample(n = 1000, init_l = -1, init_r = 1, squeeze = TRUE)

---

Method plot_samples()

Usage

ars$plot_samples()

---

Method plot_sampdist()

Usage

ars$plot_sampdist()

---

Method plot_u_l()

Usage

ars$plot_u_l()

---

Method clone()

The objects of this class are cloneable with this method.

Usage

ars$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

ex <- ars$new(dnorm, c(-Inf,Inf),mean=3, sd=1)
samples <- ex$sample(n=1000)
ex$plot_samples()

andrea2910/ars documentation built on June 17, 2021, 3:32 a.m.