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. From version 1.2.0 the 'Rcpp' package can be used to improve efficiency. See the rust website for more information, documentation and examples.

Maintainer: Paul J. Northrop <p.northrop at ucl.ac.uk>

Author(s): Paul J. Northrop*

Install package and any missing dependencies by running this line in your R console:

install.packages("rust")

Depends R (>= 3.3.1)
Imports stats, graphics, methods, spatstat, Rcpp(>=0.12.10)
Suggests knitr, rmarkdown, testthat, inline, microbenchmark
Enhances
Linking to Rcpp(>=0.12.10), RcppArmadillo
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revdbayes, threshr
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Package rust
Materials
URL http://github.com/paulnorthrop/rust
Task Views
Version 1.2.3
Published 2017-08-28
License GPL (>= 2)
BugReports http://github.com/paulnorthrop/rust/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks rust check results
Package source rust_1.2.3.tar.gz