twoDsample: Two variable Rejection Sampling

In sissidong/4800-project: Rejection Sampling

Description

This function "twoDsample(f, N, lbx, ubx, lby, uby)" implements two variabel rejection sampling for rvs with bounded support and which have bounded pdf.

Usage

twoDsample(f, N, lbx = -5000, ubx = 5000, lby = -5000, uby = 5000)

Arguments

f	the pdf that we are sampling from
N	the nimber of attempted samples.
lbx	lower bound of x support of f
ubx	upper bound of x support of f
lby	lower bound of y support of f
uby	upper bound of y support of f

Details

Additionaly, the function 'twoDsampleplot()' shows the plot of simulation joint density function.

Value

A vector containing samples from pdf ggplot of simulation joint density function

Examples

f <- function(x){
x1 = x[1]
x2 = x[2]
ifelse(0<x1 & x1<1 & 0<x2 & x2<1 & 0<x1+x2 & x1+x2<1, 24*x1*x2, 0)}
a <- twoDsample(f , N=1000, lbx = 0, ubx = 1, lby = 0, uby = 1)
ggplot(a, aes(x, y)) +  geom_density_2d()

sissidong/4800-project documentation built on May 12, 2019, 8:45 a.m.