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.
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rust.pdf |rust.html✨
rust/json (API)
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
1977bayesian-inferencekindermanmonahanofposterior-samplesratioratio-of-uniformsratio-of-uniforms-methodrcppsimulationtransformationuniforms
Last updated 3 months agofrom:aec2d31b6a. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 27 2024 |
| R-4.5-win-x86_64 | OK | Oct 27 2024 |
| R-4.5-linux-x86_64 | OK | Oct 27 2024 |
| R-4.4-win-x86_64 | OK | Oct 27 2024 |
| R-4.4-mac-x86_64 | OK | Oct 27 2024 |
| R-4.4-mac-aarch64 | OK | Oct 27 2024 |
| R-4.3-win-x86_64 | OK | Oct 27 2024 |
| R-4.3-mac-x86_64 | OK | Oct 27 2024 |
| R-4.3-mac-aarch64 | OK | Oct 27 2024 |
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
Rendered fromrust-a-vignette.Rmdusingknitr::rmarkdownon Oct 27 2024.Last update: 2024-02-24
Started: 2018-12-16
Rusting Faster: Simulation using Rcpp
Rendered fromrust-c-using-rcpp-vignette.Rmdusingknitr::rmarkdownon Oct 27 2024.Last update: 2024-02-24
Started: 2018-12-16
When can rust be used?
Rendered fromrust-b-when-to-use-vignette.Rmdusingknitr::rmarkdownon Oct 27 2024.Last update: 2024-02-24
Started: 2018-12-16
