rust (1.1.0)

0 users

Ratio-of-Uniforms Simulation with Transformation.

http://github.com/paulnorthrop/rust
http://cran.r-project.org/web/packages/rust

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) , 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. See the rust website for more information, documentation and examples.

Maintainer: Paul Northrop
Author(s): Paul J. Northrop [aut, cre, cph]

License: GPL (>= 2)

Uses: spatstat, testthat, devtools, knitr, rmarkdown

Released 4 months ago.


1 previous version

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of rust yet. Want to be the first? Write one now.


Related packages:(20 best matches, based on common tags.)


Search for rust on google, google scholar, r-help, r-devel.

Visit rust on R Graphical Manual.