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.