Package: rust 1.4.3

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]

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NEWS

# 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 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

7.13 score 7 packages 36 scripts 964 downloads 3 mentions 13 exports 2 dependencies

Last updated 7 months agofrom:aec2d31b6a. Checks:11 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 24 2025
R-4.5-win-x86_64OKFeb 24 2025
R-4.5-mac-x86_64OKFeb 24 2025
R-4.5-mac-aarch64OKFeb 24 2025
R-4.5-linux-x86_64OKFeb 24 2025
R-4.4-win-x86_64OKFeb 24 2025
R-4.4-mac-x86_64OKFeb 24 2025
R-4.4-mac-aarch64OKFeb 24 2025
R-4.3-win-x86_64OKFeb 24 2025
R-4.3-mac-x86_64OKFeb 24 2025
R-4.3-mac-aarch64OKFeb 24 2025

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

Paul Northrop

Rendered fromrust-a-vignette.Rmdusingknitr::rmarkdownon Feb 24 2025.

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

Rusting Faster: Simulation using Rcpp

Paul Northrop

Rendered fromrust-c-using-rcpp-vignette.Rmdusingknitr::rmarkdownon Feb 24 2025.

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

When can rust be used?

Paul Northrop

Rendered fromrust-b-when-to-use-vignette.Rmdusingknitr::rmarkdownon Feb 24 2025.

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