oneDSample1: Single Variable Rejection Sampling

In zwang8889/project4800: This package generate the graphs for oneDsample and twoDsample, also calculate the expect value and the probability

Description

This function implements one variables rejection sampling for rvs with bounded support and which have a bounded pdf.

Usage

oneDSample1(f, N = 10000, lb = Inf, ub = Inf, continuous = TRUE)

Arguments

f	the pdf that we are sampling from
N	the number of attempted samples
lb	the lower bound of support
ub	the upper bound of support

Details

Here are more details about the algorithm that we are using

Value

A vector containing samples from pdf

Examples

f<- function(x) {ifelse(-1< x & x < 0, 3*x^2, 0)}
w=oneDsample(f,50000,-1,0)
ggplot(w,aes(x)) + geom_density() + stat_function(fun = f, color = "red")

f<- function(x) {1/pi/(1+x^2)}
w=oneDSample1(f,50000)
ggplot(w,aes(x)) + geom_density() + stat_function(fun = f, color = "red")

f <- function(x) {dunif(x, -100, 100)}
a <- oneDSample1(f,500)
ggplot(a,aes(x)) + geom_density() + stat_function(fun = f, color = "red")


f<- function(x){dnorm(x,-5000,5000)}
w=oneDSample1(f,50000)
ggplot(w,aes(x)) + geom_density() + stat_function(fun = f, color = "red")

zwang8889/project4800 documentation built on May 29, 2019, 12:20 p.m.