rust: Ratio-of-Uniforms Simulation with Transformation
Version 1.2.3

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

Package details

AuthorPaul J. Northrop [aut, cre, cph]
Date of publication2017-08-28 11:37:17 UTC
MaintainerPaul J. Northrop <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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rust documentation built on Aug. 28, 2017, 5:03 p.m.