mouriersacha/ars: Adaptive Rejection Sampling

Method for rejection sampling for any univariate log-concave probability density function. Rejection techniques based on Gilks, W. R, Wild, P. (1992) Adaptive Rejection Sampling for Gibbs Sampling, Applied Statistics 41:337-348

Getting started

Package details

AuthorCindy Zhang, Sihan Chen, Sacha Mourier
Maintainer
LicenseGPL-2
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("mouriersacha/ars")
mouriersacha/ars documentation built on May 24, 2019, 9:54 a.m.