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Ratio-of-Uniforms Simulation with Transformation

Installation

About

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 can be used to improve efficiency.

paulnorthrop.github.io/rust/
github.com/paulnorthrop/rust
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Key Metrics

Version 1.4.2
R ≥ 3.3.0
Published 2023-12-02 315 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks rust results

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Maintainer

Maintainer

Paul J. Northrop

Authors

Paul J. Northrop

aut / cre / cph

Material

README
NEWS
Reference manual
Package source

In Views

Distributions

Vignettes

Introducing rust: Ratio-of-Uniforms Simulation with Transformation
When can rust be used?
Rusting Faster: Simulation using Rcpp

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

rust archive

Depends

R ≥ 3.3.0

Imports

graphics
Rcpp ≥ 0.12.10
stats

Suggests

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LinkingTo

Rcpp ≥ 0.12.10
RcppArmadillo

Reverse Imports

bang
DSSP
lite
revdbayes
threshr