direct-sampler-ar: Direct sampler with accept-reject

In andrewraim/DirectSampling: Direct Sampling

Direct sampler with accept-reject

Description

Direct sampler with accept-reject

Usage

direct_sampler_ar(
  n,
  w,
  g,
  tol = 1e-08,
  N = 10,
  max_rejections,
  fill_method = "small_rects",
  priority_weight = 1/2,
  verbose = FALSE
)

Arguments

n	Number of draws to generate.
w	A weight function object.
g	A base distribution object.
tol	Tolerance for step function approximation in customized sampler.
N	Number of knots to use in approximation for p(u). Specifically, N+1 points will be used.
max_rejections	Maximum number of rejections to allow. If this number is reached, an exception will be thrown.
fill_method	Knot selection method for customized sampler. See Stepdown.
priority_weight	TBD
verbose	Return a list with the sample x and the number of rejections rejections.

Details

Direct sampling with accept-reject algorithm can be used to take exact draws from the target distribution, with the added cost that same candidate draws will be rejected.

The function direct_sampler_ar does not adapt the underlying step function using rejections; here, the number of knots N is kept constant throughout sampling.

Value

A vector of length n which represents the sample.

andrewraim/DirectSampling documentation built on June 5, 2024, 4:36 p.m.