teacher7738/AdapSamp: Adaptive Sampling Algorithms

For distributions whose probability density functions are log- concave, Adaptive Rejection Sampling (ARS) algorithm can be used to build for sampling. For others, we can use Modifed Adaptive Rejection Sampling (MARS) algorithm, Concave-Convex Adaptive Rejection (CCARS) Sampling algorithm and Adaptive Slice Sampling (ASS) algorithm So we designed an R package including mainly 4 functions: rARS, rMARS, rCCARS, and rASS. These functions can realize sampling based on the algorithms above.

Getting started

Package details

AuthorDong Zhang [cre]
MaintainerDong Zhang <[email protected]>
LicenseGPL-2
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("teacher7738/AdapSamp")
teacher7738/AdapSamp documentation built on Sept. 8, 2017, 12:13 a.m.