Getting Started

Installation

You can install the package with the Julia package manager Pkg:

# Press ']' to enter the Pkg REPL mode.
pkg> add PolyaGammaHybridSamplers

or:

julia> using Pkg
julia> Pkg.add("PolyaGammaHybridSamplers")

Sampling

Start by including the package:

julia> using PolyaGammaHybridSamplers

Then create a sampler object:

julia> s = PolyaGammaHybridSampler(5, 4.0)

The rand function can be used to draw samples from the sampler object s:

julia> rand(s, 3)

The default sampling method is HYBRID, which dymanically selects between DEVROYE, SADDLEPOINT, and NORMALAPPROX depending on the parameters (see the README for more details). A sampler can be forced to always use a certain method by including it as an argument, e.g.:

julia> s = PolyaGammaHybridSampler(5, 4.0, SADDLEPOINT)