AR 1.0

Another Look at the Acceptance-Rejection Method

Released May 18, 2017 by Abbas Parchami (Department of Statistics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman, Iran)

This package cannot yet be used with Renjin because there was a problem building the package using Renjin's toolchain. View Build Log



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.

Test Results

This package was last tested against Renjin 0.8.2359 on May 26, 2017.



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