README.md

In kaiwei-berkeley/ars: Adaptive Rejection Sampling

Adaptive Rejection Sampling

Description

Adaptive Rejection Sampling From Log-concave Density Functions h(x)

Usage

ars(h, start, end, N, k = 3, x1 = NULL, xk = NULL)

Arguments

h the original function we want to sample from

start lower bound of the domain of h(x)

end upper bound of the domain of h(x)

N sample size

k number of starting points, the default is 3

x1 the right starting point, if NULL, the function will find one

xk the left starting point, if NULL, the function will find one

kaiwei-berkeley/ars documentation built on May 21, 2019, 10:12 a.m.