arsample: Accept/Reject Algorithm

Description Usage Arguments Value Author(s)

Description

Accept/Reject Algorithm

Usage

1
  arsample(f, g, M, kappa, Haar, ...)

Arguments

f

target density

g

sampling density

M

real valued constant, maximum of g

kappa

second parameter in the target density

Haar

should f be with respect to Haar or not

...

additional arguments passed to samping density, g

Value

a random observation from target density

Author(s)

Heike Hofmann


heike/rotations documentation built on May 17, 2019, 3:24 p.m.