galpy.util.bovy_ars.bovy_ars¶
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galpy.util.bovy_ars.
bovy_ars
(domain, isDomainFinite, abcissae, hx, hpx, nsamples=1, hxparams=(), maxn=100)¶ bovy_ars: Implementation of the Adaptive-Rejection Sampling algorithm by Gilks & Wild (1992): Adaptive Rejection Sampling for Gibbs Sampling, Applied Statistics, 41, 337 Based on Wild & Gilks (1993), Algorithm AS 287: Adaptive Rejection Sampling from Log-concave Density Functions, Applied Statistics, 42, 701
Input:
domain - [.,.] upper and lower limit to the domain
isDomainFinite - [.,.] is there a lower/upper limit to the domain?
abcissae - initial list of abcissae (must lie on either side of the peak in hx if the domain is unbounded
hx - function that evaluates h(x) = ln g(x)
hpx - function that evaluates hp(x) = d h(x) / d x
nsamples - (optional) number of desired samples (default=1)
hxparams - (optional) a tuple of parameters for h(x) and h’(x)
maxn - (optional) maximum number of updates to the hull (default=100)
Output:
list with nsamples of samples from exp(h(x))External dependencies:
math scipy scipy.stats- History:
- 2009-05-21 - Written - Bovy (NYU)