AdapSamp: 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.
Version 1.2.0 fixes several correctness bugs and improves numerical
robustness.
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