Another Look at the Acceptance-Rejection Method

In mathematics, 'rejection sampling' is a basic technique used to generate observations from a distribution. It is also commonly called 'the Acceptance-Rejection method' or 'Accept-Reject algorithm' and is a type of Monte Carlo method. 'Acceptance-Rejection method' is based on the observation that to sample a random variable one can perform a uniformly random sampling of the 2D cartesian graph, and keep the samples in the region under the graph of its density function. Package 'AR' is able to generate/simulate random data from a probability density function by Acceptance-Rejection method. Moreover, this package is a useful teaching resource for graphical presentation of Acceptance-Rejection method. From the practical point of view, the user needs to calculate a constant in Acceptance-Rejection method, which package 'AR' is able to compute this constant by optimization tools. Several numerical examples are provided to illustrate the graphical presentation for the Acceptance-Rejection Method.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("AR")

1.1 by Abbas Parchami, a year ago


Browse source code at https://github.com/cran/AR


Authors: Abbas Parchami (Department of Statistics , Faculty of Mathematics and Computer , Shahid Bahonar University of Kerman , Kerman , Iran)


Documentation:   PDF Manual  


LGPL (>= 3) license


Imports DISTRIB


See at CRAN