Rejection Sampling

Module that contains function that performs rejection sampling.

raises ValueError:: Error raised if bounds provided are of different dimensions
return:: Accepted samples
rtype:: ndarray

monte.rejection_sampling.rejection(pdf, lower_bounds, upper_bounds, n)[source]

Performs rejection sampling from a distribution whose probability density/mass function is specified in pdf.

Parameters:

pdf (callable) – Probability density/mass function of a distribution that we want to sample from
lower_bounds (ndarray) – Lower bound(s) of the sampling region
upper_bounds (ndarray) – Upper bound(s) of the sampling region
n (int) – Total number of samples (both rejected and accepted)

Raises:

ValueError – Error raised if bounds provided are of different dimensions

Returns:

Accepted samples

Return type:

ndarray