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 <> can be used to improve efficiency.

Version: 1.3.4
Depends: R (≥ 3.3.1)
Imports: graphics, methods, Rcpp (≥ 0.12.10), spatstat, stats
LinkingTo: Rcpp (≥ 0.12.10), RcppArmadillo
Suggests: bang, inline, knitr, microbenchmark, revdbayes, rmarkdown, testthat
Published: 2017-12-22
Author: Paul J. Northrop [aut, cre, cph]
Maintainer: Paul J. Northrop <p.northrop at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
In views: Distributions
CRAN checks: rust results


Reference manual: rust.pdf
Vignettes: Rusting Faster: Simulation using Rcpp
Introducing rust: Ratio-of-Uniforms Simulation with Transformation
When can rust be used?
Package source: rust_1.3.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: rust_1.3.4.tgz
OS X Mavericks binaries: r-oldrel: rust_1.3.4.tgz
Old sources: rust archive

Reverse dependencies:

Reverse imports: bang, revdbayes, threshr


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