rust: Ratio-of-Uniforms Simulation with Transformation

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:

Reference manual:	rust.pdf
Vignettes:	Introducing rust: Ratio-of-Uniforms Simulation with Transformation (source, R code) When can rust be used? (source, R code) Rusting Faster: Simulation using Rcpp (source, R code)

Downloads:

Package source:	rust_1.4.3.tar.gz
Windows binaries:	r-devel: rust_1.4.3.zip, r-release: rust_1.4.3.zip, r-oldrel: rust_1.4.3.zip
macOS binaries:	r-release (arm64): rust_1.4.3.tgz, r-oldrel (arm64): rust_1.4.3.tgz, r-release (x86_64): rust_1.4.3.tgz, r-oldrel (x86_64): rust_1.4.3.tgz
Old sources:	rust archive

Reverse dependencies:

Reverse imports:

bang, DSSP, lite, revdbayes, threshr

Linking:

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