Adaptive Sampling Algorithms

For distributions whose probability density functions are log-concave, the adaptive rejection sampling algorithm can be used to build envelope functions for sampling. For others, we can use the modified adaptive rejection sampling algorithm, the concave-convex adaptive rejection sampling algorithm and the adaptive slice sampling algorithm. So we designed an R package mainly including 4 functions: rARS(), rMARS(), rCCARS() and rASS(). These functions can realize sampling based on the algorithms above.


Reference manual

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1.1.1 by Dong Zhang, 10 months ago

Browse source code at

Authors: Dong Zhang

Documentation:   PDF Manual  

GPL-2 license

Imports pracma, stats

See at CRAN