rust (Q28933): Difference between revisions
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software version identifier: ≥ 3.3.0 | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:e77b3b89f7b58ecfc6bd5d7578d88e9d06d66ba8 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:e77b3b89f7b58ecfc6bd5d7578d88e9d06d66ba8 / qualifier | |||||||||||||||
point in time: 19 December 2023
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Latest revision as of 19:16, 21 March 2024
Ratio-of-Uniforms Simulation with Transformation
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | rust |
Ratio-of-Uniforms Simulation with Transformation |
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2 December 2023
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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.
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expanded from: GPL (≥ 2) (English)
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19 December 2023
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