rust: Ratio-of-Uniforms Simulation with Transformation

Uses the generalised 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. See the rust website for more information, documentation and examples.

AuthorPaul J. Northrop [aut, cre, cph]
Date of publication2016-11-18 12:43:17
MaintainerPaul J. Northrop <p.northrop@ucl.ac.uk>
LicenseGPL (>= 2)
Version1.1.0
http://github.com/paulnorthrop/rust

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rust
rust/inst
rust/inst/doc
rust/inst/doc/rust-vignette.Rmd
rust/inst/doc/rust-vignette.R
rust/inst/doc/rust-vignette.html
rust/tests
rust/tests/testthat.R
rust/tests/testthat
rust/tests/testthat/test_rou.R
rust/NAMESPACE
rust/NEWS.md
rust/R
rust/R/gp_example.R rust/R/rust.R rust/R/box_cox_functions.R rust/R/sample_diagnostics.R rust/R/ru_sampling.R
rust/vignettes
rust/vignettes/rust-vignette.Rmd
rust/vignettes/rust.bib
rust/README.md
rust/MD5
rust/build
rust/build/vignette.rds
rust/DESCRIPTION
rust/man
rust/man/rust.Rd rust/man/plot.ru.Rd rust/man/find_lambda_one_d.Rd rust/man/summary.ru.Rd rust/man/ru.Rd rust/man/find_lambda.Rd rust/man/gpd_logpost.Rd rust/man/gpd_init.Rd rust/man/gpd_sum_stats.Rd rust/man/rgpd.Rd

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