tfaulk13/ars: Adaptive Rejection Sampler
This package lets you run adaptive rejection sampling on a distribution of your choice. It uses a series of functions to run through the initialization, sampling, and updating steps of ARS. The functions also perform necessary duties of any ARS process, e.g. testing for log-concavity. An informative slide deck on ARS can be found here: http://www2.stat.duke.edu/~cnk/Links/slides.pdf.
Getting started
Browse package contents
Package details |
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| Author | Dodo Qian, Hatim Ezbakhe, Naomi Wilcox, and Todd Faulkenberry |
| Maintainer | Todd Faulkenberry <todd_faulkenberry@berkeley.edu> |
| License | GPL-2 |
| Version | 1.0.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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