rust: Ratio-of-Uniforms Simulation with Transformation

Uses the generalized ratio-of-uniforms (RU) method to simulate from univariate and (low-dimensional) multivariate continuous distributions. The user specifies the log-density, up to an additive constant. The RU algorithm is applied after relocation of mode of the density to zero, and the user can choose a tuning parameter r. For details see Wakefield, Gelfand and Smith (1991) <doi:10.1007/BF01889987>, Efficient generation of random variates via the ratio-of-uniforms method, Statistics and Computing (1991) 1, 129-133. A Box-Cox variable transformation can be used to make the input density suitable for the RU method and to improve efficiency. In the multivariate case rotation of axes can also be used to improve efficiency. From version 1.2.0 the 'Rcpp' package <https://cran.r-project.org/package=Rcpp> can be used to improve efficiency.

Version: 1.4.3
Depends: R (≥ 3.3.0)
Imports: graphics, Rcpp (≥ 0.12.10), stats
LinkingTo: Rcpp (≥ 0.12.10), RcppArmadillo
Published: 2024年08月17日
Author: Paul J. Northrop [aut, cre, cph]
Maintainer: Paul J. Northrop <p.northrop at ucl.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README, NEWS
In views: Distributions
CRAN checks: rust results

Documentation:

Reference manual: rust.html , rust.pdf

Downloads:

Package source: rust_1.4.3.tar.gz
Windows binaries: r-devel: rust_1.4.3.zip, r-release: rust_1.4.3.zip, r-oldrel: rust_1.4.3.zip
macOS binaries: r-release (arm64): rust_1.4.3.tgz, r-oldrel (arm64): rust_1.4.3.tgz, r-release (x86_64): rust_1.4.3.tgz, r-oldrel (x86_64): rust_1.4.3.tgz
Old sources: rust archive

Reverse dependencies:

Reverse imports: bang, DSSP, fitdistcp, lite, revdbayes, threshr

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