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rust
View on CRAN: Click
here
Download and install rust package within the R console
Install from CRAN:
install.packages("rust")
Install from Github:
library("remotes")
install_github("cran/rust")
Install by package version:
library("remotes")
install_version("rust", "1.4.3")
Attach the package and use:
library("rust")
Maintained by
Paul J. Northrop
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-10-10
Latest Update: 2023-12-02
Description:
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) , 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
can be used to improve efficiency.
How to cite:
Paul J. Northrop (2016). rust: Ratio-of-Uniforms Simulation with Transformation. R package version 1.4.3, https://cran.r-project.org/web/packages/rust. Accessed 30 Jan. 2025.
Previous versions and publish date:
1.0.0 (2016-10-10 18:18), 1.1.0 (2016-11-18 12:43), 1.2.0 (2017-05-27 18:07), 1.2.1 (2017-06-01 07:48), 1.2.2 (2017-06-01 13:05), 1.2.3 (2017-08-28 13:37), 1.3.3 (2017-12-17 23:56), 1.3.4 (2017-12-22 15:44), 1.3.5 (2018-05-16 12:00), 1.3.6 (2019-02-10 06:20), 1.3.7 (2019-11-27 14:50), 1.3.8 (2019-12-20 09:40), 1.3.9 (2020-07-21 19:20), 1.3.10 (2020-09-02 12:00), 1.3.11 (2021-02-08 18:10), 1.3.12 (2021-06-03 19:10), 1.3.13 (2021-10-31 07:00), 1.4.0 (2022-11-16 13:10), 1.4.1 (2023-09-02 16:20), 1.4.2 (2023-12-02 18:40)
Other packages that cited rust R package
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Other R packages that rust depends,
imports, suggests or enhances
Complete documentation for rust
Functions, R codes and Examples using
the rust R package
Some associated functions: create_log_j_xptr . create_phi_to_theta_xptr . create_xptr . find_lambda . find_lambda_one_d . find_lambda_one_d_rcpp . find_lambda_rcpp . gpd_init . gpd_logpost . gpd_sum_stats . plot.ru . print.ru . rgpd . ru . ru_rcpp . rust-internal . rust-package . summary.ru .
Some associated R codes: RcppExports.R . box_cox_functions.R . box_cox_functions_rcpp.R . gp_example.R . ru_sampling.R . ru_sampling_rcpp.R . rust-internal.R . rust-package.R . sample_diagnostics.R . zzz.R . Full rust package functions and examples
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