direct-sampler: Direct Sampler

In andrewraim/DirectSampling: Direct Sampling

Direct Sampler

Description

Basic and customized versions of the direct sampler.

Usage

direct_sampler_basic(n, w, g, N = 100, max_iter = 10000)

direct_sampler(
  n,
  w,
  g,
  tol = 1e-08,
  N = 100,
  fill_method = "small_rects",
  priority_weight = 1/2
)

Arguments

n	Number of draws to generate.
w	A weight function object.
g	A base distribution object.
N	Number of knots to use in approximation for p(u). Specifically, N+1 points will be used.
max_iter	Maximum number of accept/reject attempts to try for each draw.
tol	Tolerance for step function approximation in customized sampler.
fill_method	Knot selection method for customized sampler. See Stepdown.
priority_weight	TBD

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