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.


Reference manual

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install.packages("AdapSamp")

1.2.0 by Dong Zhang, 2 months ago


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


Authors: Dong Zhang [aut, cre]


Documentation:   PDF Manual  


GPL-2 | file LICENSE license


Imports pracma, stats, utils


See at CRAN