Description Usage Arguments Value Examples

Adaptive Rejection Sampling from log-concave density functions h(x)

1 |

`h` |
input the original valid probability density function we want to sample from, the function h should only takes one argument x. i.e. correct: h = function(x) {dnorm(x,0,1)}; wrong: h = function(x,mean = 0,sd = 1) {dnorm(x,mean,sd)} |

`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 |

a vector of N sampled value from the density h(x)

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

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