summary.ru: Summarizing ratio-of-uniforms samples

In rust: Ratio-of-Uniforms Simulation with Transformation

Summarizing ratio-of-uniforms samples

Description

summary method for class "ru".

print method for an object object of class "summary.ru".

Usage

## S3 method for class 'ru'
summary(object, ...)

## S3 method for class 'summary.ru'
print(x, ...)

Arguments

object	an object of class "ru", a result of a call to ru.
...	For summary.lm: additional arguments passed to summary. For print.lm: additional optional arguments passed to print.
x	an object of class "summary.ru", a result of a call to summary.ru.

Value

For summary.lm: a list of the following components from object:

• information about the ratio-of-uniforms bounding box, i.e., object$box

• an estimate of the probability of acceptance, i.e., object$pa

• a summary of the simulated values, via summary(object$sim_vals)

For print.summary.ru: the argument x, invisibly.

See Also

ru for descriptions of object$sim_vals and object$box.

plot.ru for a diagnostic plot.

Examples

# one-dimensional standard normal ----------------
x <- ru(logf = function(x) -x ^ 2 / 2, d = 1, n = 1000, init = 0)
summary(x)

# two-dimensional normal with positive association ----------------
rho <- 0.9
covmat <- matrix(c(1, rho, rho, 1), 2, 2)
log_dmvnorm <- function(x, mean = rep(0, d), sigma = diag(d)) {
  x <- matrix(x, ncol = length(x))
  d <- ncol(x)
  - 0.5 * (x - mean) %*% solve(sigma) %*% t(x - mean)
}
x <- ru(logf = log_dmvnorm, sigma = covmat, d = 2, n = 1000, init = c(0, 0))
summary(x)

rust documentation built on Sept. 2, 2023, 5:06 p.m.