Rejection Sampling

Performs rejection sampling to generate samples from a target distribution.

Usage

rejection_sampling(n, f, max_f, proposal_fun, ...)

Arguments

n

Integer. The number of samples to generate.

f

Function. The target density function from which to sample.

max_f

Numeric. The maximum value of the target density function f.

proposal_fun

Function. A function that generates samples from the proposal distribution.

...

Additional arguments to be passed to the target density function f.

Value

A numeric vector of length n containing samples from the target distribution.

Examples

target_density <- function(x) brms::dvon_mises(x, mu = 0, kappa = 10)
proposal <- function(n) runif(n, min = -pi, max = pi)
samples <- rejection_sampling(10000, target_density, max_f = target_density(0), proposal)
hist(samples, freq = FALSE)
curve(target_density, col = "red", add = TRUE)