Uses the generalized 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.
Version: 1.4.3 Depends: R (≥ 3.3.0) Imports: graphics, Rcpp (≥ 0.12.10), stats LinkingTo: Rcpp (≥ 0.12.10), RcppArmadillo Suggests: bang, knitr, microbenchmark, revdbayes, rmarkdown, testthat Published: 2024-08-17 DOI: 10.32614/CRAN.package.rust Author: Paul J. Northrop [aut, cre, cph] Maintainer: Paul J. Northrop <p.northrop at ucl.ac.uk> BugReports: https://github.com/paulnorthrop/rust/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://paulnorthrop.github.io/rust/, https://github.com/paulnorthrop/rust NeedsCompilation: yes Materials: README NEWS In views: Distributions CRAN checks: rust results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=rust to link to this page.
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