Package: rust 1.4.4

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.

Authors:Paul J. Northrop [aut, cre, cph]

rust_1.4.4.tar.gz
rust_1.4.4.zip(r-4.7)rust_1.4.4.zip(r-4.6)rust_1.4.4.zip(r-4.5)
rust_1.4.4.tgz(r-4.6-x86_64)rust_1.4.4.tgz(r-4.6-arm64)rust_1.4.4.tgz(r-4.5-x86_64)rust_1.4.4.tgz(r-4.5-arm64)
rust_1.4.4.tar.gz(r-4.7-arm64)rust_1.4.4.tar.gz(r-4.7-x86_64)rust_1.4.4.tar.gz(r-4.6-arm64)rust_1.4.4.tar.gz(r-4.6-x86_64)
rust_1.4.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
rust/json (API)

# Install 'rust' in R:
install.packages('rust', repos = c('https://paulnorthrop.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/paulnorthrop/rust/issues

Pkgdown/docs site:https://paulnorthrop.github.io

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

1977bayesian-inferencekindermanmonahanofposterior-samplesratioratio-of-uniformsratio-of-uniforms-methodrcppsimulationtransformationuniformsopenblascpp

7.77 score 8 packages 53 scripts 3.5k downloads 3 mentions 13 exports 2 dependencies

Last updated from:c9fda89784. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK207
linux-devel-x86_64OK182
source / vignettesOK327
linux-release-arm64OK216
linux-release-x86_64OK203
macos-release-arm64OK113
macos-release-x86_64OK191
macos-oldrel-arm64OK122
macos-oldrel-x86_64OK301
windows-develOK133
windows-releaseOK120
windows-oldrelOK133
wasm-releaseOK214

Exports:create_log_j_xptrcreate_phi_to_theta_xptrcreate_xptrfind_lambdafind_lambda_one_dfind_lambda_one_d_rcppfind_lambda_rcppgpd_initgpd_logpostgpd_sum_statsrgpdruru_rcpp

Dependencies:RcppRcppArmadillo

Introducing rust: Ratio-of-Uniforms Simulation with Transformation
The multivariate generalized ratio-of-uniforms method | Example: the multivariate normal distribution | Transformation of variable prior to sampling | Relocation of the mode to the origin | Transformations to improve normality and reduce association | Using the code | Example 1: posterior density from a generalized Pareto extreme value analysis | Example 2: log-normal density | Example 3: gamma density | Example 4: normal density | References
Rendered fromrust-a-vignette.Rmdusingknitr::rmarkdown

Last update: 2024-02-24
Started: 2018-12-16

Rusting Faster: Simulation using Rcpp
Providing a C++ function to ru_rcpp | Examples : ru_rcpp | Standard normal density | Multivariate normal density | Log-normal density after Box-Cox transformation | Generalized Pareto posterior density | Examples : find_lambda_one_d_rcpp and find_lambda_rcpp | Gamma density: example for find_lambda_one_d_rcpp | Generalized Pareto posterior density: example for find_lambda_rcpp | References
Rendered fromrust-c-using-rcpp-vignette.Rmdusingknitr::rmarkdown

Last update: 2024-02-24
Started: 2018-12-16

When can rust be used?
Conditions on $f$ | Unbounded densities | Heavy-tailed densities | Cauchy density | Hierarchical 1-way ANOVA with few groups | Multimodal densities | References
Rendered fromrust-b-when-to-use-vignette.Rmdusingknitr::rmarkdown

Last update: 2024-02-24
Started: 2018-12-16