1-D Derivative-free Adaptive Rejection Sampler
Offered here is a templated C++ (with MATLAB MEX interface) implementation
of the Derivative-free Adaptive Rejecting Sampling algorithm for 1-D
log-concave density functions. Current version: 0.5; last
updated 26 April 2008.
If you're not sure whether you need this code, refer to this
good tutorial
on Adaptive Rejection Sampling.
Check the README for the sampler for more
insight into whether my implementation is right for you.
Read the MATLAB wrapper function to learn what using
the sampler in MATLAB is like.
And, finally, if you're still interested, you can
download the sampler
source code.
If you use this code and/or have comments or improvements, I hope you'll drop
me a line at tss *at* ri.cmu.edu. Thanks!
