sampleEnv: Sample from the Rejection Envelope

In bsearchinger/ARS: Adaptive Rejection Sampling

Description

sampleEnv samples from the rejection envelope formed by the piecewise upper hull for the given function

Usage

sampleEnv(
  n,
  x_abs,
  f,
  f_params = NULL,
  supp = c(-Inf, Inf),
  z = NULL,
  hx = NULL,
  dhdx = NULL
)

Arguments

n	The number of samples
x_abs	A numeric vector of length k for k > 1, representing the abscissae.
f	A function representing the target sampling distribution.
f_params	A list of any associated parameters of f.
supp	The support of f, as a two-membered numeric vector. Default is c(-Inf, Inf)
z	The tangent intersection points at given abscissae.
hx	The log of the density f at point x
dhdx	The derivative of the log of the density f at point x

Value

A numeric vector containing the sampled values.

bsearchinger/ARS documentation built on Dec. 19, 2021, 12:44 p.m.