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 by Gilks W R, Wild P (1992) <doi:10.2307/2347565>. For others, we can use Modifed Adaptive Rejection Sampling (MARS) algorithm by Martino L, Míguez J (2011) <doi:10.1007/s11222-010-9197-9>, Concave-Convex Adaptive Rejection (CCARS) Sampling algorithm by Görür D, Teh Y W (2011) <doi:10.1198/jcgs.2011.09058> and Adaptive Slice Sampling (ASS) algorithm by Radford M. Neal (2003) <doi:10.1214/aos/1056562461>. 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.

Version: 1.0
Imports: pracma, stats, utils
Published: 2017-09-08
Author: Dong Zhang
Maintainer: Dong Zhang <dzhang0716 at 126.com>
License: GPL-2
NeedsCompilation: no
CRAN checks: AdapSamp results

Downloads:

Reference manual: AdapSamp.pdf
Package source: AdapSamp_1.0.tar.gz
Windows binaries: r-devel: AdapSamp_1.0.zip, r-release: AdapSamp_1.0.zip, r-oldrel: AdapSamp_1.0.zip
OS X El Capitan binaries: r-release: AdapSamp_1.0.tgz
OS X Mavericks binaries: r-oldrel: AdapSamp_1.0.tgz

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