ar_method: Acceptance-Rejection method
In mnaR99/mshelpers: Models and Simulation course utility functions
ar_method R Documentation
Acceptance-Rejection method
Description
Acceptance-Rejection method
Usage
ar_method(n, f, g, rg, c)
Arguments
n
number of random numbers
f
interest density function
g
sampling density function
rg
random number generator function with distribution g
c
constant or a vector containing the end-points of the interval to be searched
for the maximum constant such that f(y)/g(y)<=c for all y
Value
Vector of random numbers, with the acceptance rate and optimal c as attributes.
mnaR99/mshelpers documentation built on May 22, 2022, 6:03 a.m.
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| ar_method | R Documentation |
Acceptance-Rejection method
Description
Acceptance-Rejection method
Usage
ar_method(n, f, g, rg, c)
Arguments
n |
number of random numbers |
f |
interest density function |
g |
sampling density function |
rg |
random number generator function with distribution g |
c |
constant or a vector containing the end-points of the interval to be searched for the maximum constant such that f(y)/g(y)<=c for all y |
Value
Vector of random numbers, with the acceptance rate and optimal c as attributes.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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