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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Description file content

Package
rust
Type
Package
Title
Ratio-of-Uniforms Simulation with Transformation
Version
1.3.5
Date
2018-05-16
Description
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) , 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.
Imports
graphics, methods, Rcpp (>= 0.12.10), spatstat, stats
License
GPL (>= 2)
LazyData
TRUE
Depends
R (>= 3.3.0)
RoxygenNote
6.0.1
Suggests
bang, inline, knitr, microbenchmark, revdbayes, rmarkdown, testthat
VignetteBuilder
knitr
URL
BugReports
http://github.com/paulnorthrop/rust/issues
LinkingTo
Rcpp (>= 0.12.10), RcppArmadillo
NeedsCompilation
yes
Packaged
2018-05-16 09:07:16 UTC; paul
Author
Paul J. Northrop [aut, cre, cph]
Maintainer
Paul J. Northrop
Repository
CRAN
Date/Publication
2018-05-16 10:00:53 UTC

install.packages('rust')

1.3.5

2 months ago

http://github.com/paulnorthrop/rust

Paul J. Northrop

GPL (>= 2)

Depends on

R (>= 3.3.0)

Imports

graphics, methods, Rcpp (>= 0.12.10), spatstat, stats

Suggests

bang, inline, knitr, microbenchmark, revdbayes, rmarkdown, testthat

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