Uses the generalized ratioofuniforms (RU) method to simulate from univariate and (lowdimensional) multivariate continuous distributions. The user specifies the logdensity, 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 ratioofuniforms method, Statistics and Computing (1991) 1, 129133. A BoxCox 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.rproject.org/package=Rcpp> can be used to improve efficiency.
Package details 


Maintainer  
License  GPL (>= 2) 
Version  1.3.5.9000 
URL  http://github.com/paulnorthrop/rust 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

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