rust (Q28933): Difference between revisions

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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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+Efficient generation of random variates via the ratio-of-uniforms method
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+Software:28933

Latest revision as of 18:16, 21 March 2024

Ratio-of-Uniforms Simulation with Transformation

Language	Label	Description	Also known as
English	rust	Ratio-of-Uniforms Simulation with Transformation

Statements

instance of

R package

0 references

software version identifier

1.4.0

publication date

16 November 2022

0 references

1.0.0

publication date

10 October 2016

0 references

1.1.0

publication date

18 November 2016

0 references

1.2.0

publication date

27 May 2017

0 references

1.2.1

publication date

1 June 2017

0 references

1.2.2

publication date

1 June 2017

0 references

1.2.3

publication date

28 August 2017

0 references

1.3.3

publication date

17 December 2017

0 references

1.3.4

publication date

22 December 2017

0 references

1.3.5

publication date

16 May 2018

0 references

1.3.6

publication date

10 February 2019

0 references

1.3.7

publication date

27 November 2019

0 references

1.3.8

publication date

20 December 2019

0 references

1.3.9

publication date

21 July 2020

0 references

1.3.10

publication date

2 September 2020

0 references

1.3.11

publication date

8 February 2021

0 references

1.3.12

publication date

3 June 2021

0 references

1.3.13

publication date

31 October 2021

0 references

1.4.1

publication date

2 September 2023

0 references

1.4.2

publication date

2 December 2023

0 references

0 references

0 references

2 December 2023

0 references

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.

0 references

author

Paul J. Northrop

0 references

copyright license

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0

edition/version

expanded from: GPL (≥ 2) (English)

0 references

imports