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. From version 1.2.0 the 'Rcpp' package <https://cran.r-project.org/package=Rcpp> can be used to improve efficiency. See the rust website for more information, documentation and examples.

Version: 1.2.3
Depends: R (≥ 3.3.1)
Imports: stats, graphics, methods, spatstat, Rcpp (≥ 0.12.10)
LinkingTo: Rcpp (≥ 0.12.10), RcppArmadillo
Suggests: knitr, rmarkdown, testthat, inline, microbenchmark
Published: 2017-08-28
Author: Paul J. Northrop [aut, cre, cph]
Maintainer: Paul J. Northrop <p.northrop at ucl.ac.uk>
BugReports: http://github.com/paulnorthrop/rust/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://github.com/paulnorthrop/rust
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: rust results

Downloads:

Reference manual: rust.pdf
Vignettes: Rusting Faster: Simulation using Rcpp
Introducing rust: Ratio-of-Uniforms Simulation with Transformation
Package source: rust_1.2.3.tar.gz
Windows binaries: r-devel: rust_1.2.3.zip, r-release: rust_1.2.3.zip, r-oldrel: rust_1.2.3.zip
OS X El Capitan binaries: r-release: rust_1.2.3.tgz
OS X Mavericks binaries: r-oldrel: rust_1.2.3.tgz
Old sources: rust archive

Reverse dependencies:

Reverse imports: revdbayes, threshr

Linking:

Please use the canonical form https://CRAN.R-project.org/package=rust to link to this page.