Getting Started

Installation

We start by drawing 2 observations from a Polya-Gamma random variable with parameters 2 and 1.0.

The first step is to set up the environment:

julia> using Random, Distributions, PolyaGammaSamplers;

julia> Random.seed!(123); # Setting the seed

Then, we create a sampler s. As the first parameter is a small integer, we employ the PSW sampler ([1]).

julia> s = PolyaGammaPSWSampler(2, 1.0);

Finally, we obtain samples using rand.

julia> x = rand(s, 2)
5-element Vector{Float64}:
 0.19409207900581654
 0.21775655550527578