R/rvsample.R

In final4800/4800shilin: sampling from continuous distributions, given their pdfs

#' 4800shilin
#' 
#' what does the function do: implements sampling from a continuous random variable.
#'
#' @description what does the function do: implements sampling from a continuous random variable.
#'
#' @param n the number of samples
#' @param pdf a function that is the pdf of the random variable that you wish to sample from
#' @param lb a numeric that is the lower bound of the random variable you wish to sample from
#' @param ub a numeric that is the upper bound of the random variable you wish to sample from m, so P(a <= X <= b) = 1.
#' @param c a numeric that is such that f(x) <= C for all values of x
 
#' @return a random sample of size n from the rv with pdf provided to the function, using rejection sampling
#' @export

rvsample <- function(n, pdf, lb, ub, c){
  integratepdf <- integrate(pdf,lb,ub)
  returnrandomsample <- c()
  if(!(intergratepdf[1] == 1)){stop("this is not a pdf P(a ≤ X ≤ b) = 1")}
  if(ub <= lb){stop("lb lower bound has to be less than the ub upper bound")}
  if(n <= 0){stop("n should be a positive integer number")}
  if(length(returnrandomsample <= n)){
  x <- runif(n, lb, ub)
  y <- runif(1, 0, c)
  if(pdf(x)<=y){x}else{(print(invalid))}}
  if(length(returnrandomsample > n)){returnrandomsample[1:n]}
return(returnrandomsample)}