rejection_samplr: Rejection Sampler

In hpatterson97/machine-gene: CD Sample

Description

This is code that performs rejection sampling on a continuous random variable

Usage

rejection_samplr(n, pdf, a, b, C)

Arguments

n	the number of samples
pdf	a function that is the pdf of the random variable that you wish to sample from
a	a numeric that is the lower bound of the random variable you wish to sample from
b	a numeric that is the upper bound of the random variable you wish to sample from, so P(a ≤ X ≤ b) = 1
C	a numeric that is such that f(x) ≤ C for all values of x

Value

a random sample of size n from the rv with pdf provided

Examples

## sampling from custom pdf
 my_pdf <- function(x) {
   ifelse(x>=0 & x<=2, (x/2), 0)}
 sim_data <- rejection_samplr(30000, my_pdf, 0,2,1)
 hist(sim_data, probability = TRUE)
 curve(my_pdf(x), col = "red", add = TRUE)
## sampling from dunif
 sim_data <- rejection_samplr(1300, dunif, 0,1,2)
 hist(sim_data, probability = TRUE)
 curve(dunif(x,0,1), col = "red", add = TRUE)
## sampling from beta
 sim_data <- rejection_samplr(1300, pdf_beta, a = 0,b = 1,C =1.5)
 pdf_beta <- function(x) {
   dbeta(x, 2, 3)
 }
 hist(sim_data, probability = TRUE)
 curve(dbeta(x,2,3), col = "red", add = TRUE)

hpatterson97/machine-gene documentation built on May 24, 2019, 4:09 p.m.