Description Details References See Also

Uses the multivariate generalized ratio-of-uniforms method to simulate from a
distribution with log-density `logf`

(up to an additive constant).
`logf`

must be bounded, perhaps after a transformation of variable.

The main functions in the rust package are `ru`

and
`ru_rcpp`

, which implement the generalized ratio-of-uniforms
algorithm. The latter uses the Rcpp package to improve efficiency.
Also provided are two functions,
`find_lambda`

and `find_lambda_one_d`

, that may be used to
set a suitable value for the parameter `lambda`

if Box-Cox
transformation is used prior to simulation.
If `ru_rcpp`

is used the equivalent functions are
`find_lambda_rcpp`

and `find_lambda_one_d_rcpp`

Basic `plot`

and `summary`

methods are also provided.

See `vignette("rust-vignette", package = "rust")`

for an overview of
the package.

Wakefield, J. C., Gelfand, A. E. and Smith, A. F. M. Efficient generation of random variates via the ratio-of-uniforms method. Statistics and Computing (1991) 1, 129-133. http://dx.doi.org/10.1007/BF01889987.

Box, G. and Cox, D. R. (1964) An Analysis of Transformations. Journal of the Royal Statistical Society. Series B (Methodological), 26(2), 211-252, http://www.jstor.org/stable/2984418.

Eddelbuettel, D. and Francois, R. (2011). Rcpp: Seamless R and C++ Integration. Journal of Statistical Software, 40(8), 1-18. http://www.jstatsoft.org/v40/i08/.

Eddelbuettel, D. (2013) Seamless R and C++ Integration with Rcpp. Springer, New York. ISBN 978-1-4614-6867-7.

`ru`

and `ru_rcpp`

to perform
ratio-of-uniforms sampling.

`summary.ru`

for summaries of the simulated values
and properties of the ratio-of-uniforms algorithm.

`plot.ru`

for a diagnostic plot (for `d`

= 1
and `d`

= 2 only).

`find_lambda_one_d`

and
`find_lambda_one_d_rcpp`

to produce (somewhat) automatically
a list for the argument `lambda`

of `ru`

for the
`d`

= 1 case.

`find_lambda`

and `find_lambda_rcpp`

to produce (somewhat) automatically
a list for the argument `lambda`

of `ru`

for any value of
`d`

.

paulnorthrop/rust documentation built on Jan. 6, 2019, 3:09 a.m.

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