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DESCRIPTION
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DESCRIPTION
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Package: rust
Type: Package
Title: Ratio-of-Uniforms Simulation with Transformation
Version: 1.4.3
Date: 2024-08-14
Authors@R: person(c("Paul", "J."), "Northrop", email = "[email protected]",
role = c("aut", "cre", "cph"))
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) <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.
Imports: graphics,
Rcpp (>= 0.12.10),
stats
License: GPL (>= 2)
Encoding: UTF-8
Depends:
R (>= 3.3.0)
RoxygenNote: 7.2.3
Suggests: bang,
knitr,
microbenchmark,
revdbayes,
rmarkdown,
testthat
VignetteBuilder: knitr
URL: https://paulnorthrop.github.io/rust/, https://github.com/paulnorthrop/rust
BugReports: https://github.com/paulnorthrop/rust/issues
LinkingTo: Rcpp (>= 0.12.10), RcppArmadillo
Config/testthat/edition: 3