Function rejection_sample_1d 

pub fn rejection_sample_1d(
    pdf: impl Fn(f64) -> f64,
    lo: f64,
    hi: f64,
    envelope: f64,
    n: usize,
    rng: &mut Lcg,
) -> Vec<f64>

Draw n samples from an arbitrary 1-D PDF using rejection sampling.

pdf must be non-negative; envelope must satisfy pdf(x) ≤ envelope for all x ∈ \[lo, hi).

Arguments

• pdf – target density function
• lo, hi – support of the distribution
• envelope – upper bound of pdf over the support
• n – number of samples to draw
• rng – LCG random source