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.
Version: | 1.1 |
Imports: | DISTRIB |
Published: | 2018-05-02 |
Author: | Abbas Parchami (Department of Statistics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman, Iran) |
Maintainer: | Abbas Parchami <parchami at uk.ac.ir> |
License: | LGPL (≥ 3) |
NeedsCompilation: | no |
CRAN checks: | AR results |
Reference manual: | AR.pdf |
Package source: | AR_1.1.tar.gz |
Windows binaries: | r-devel: AR_1.1.zip, r-release: AR_1.1.zip, r-oldrel: AR_1.1.zip |
macOS binaries: | r-release: AR_1.1.tgz, r-oldrel: AR_1.1.tgz |
Old sources: | AR archive |
Please use the canonical form https://CRAN.R-project.org/package=AR to link to this page.