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16 November 2022
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publication date: 27 May 2017
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publication date: 27 November 2019
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publication date: 21 July 2020
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publication date: 31 October 2021
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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.
Property / 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. / rank
 
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Property / author: Paul J. Northrop / rank
 
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Property / copyright license: GNU General Public License, version 2.0 / rank
 
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Property / copyright license: GNU General Public License, version 3.0 / rank
 
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edition/version: expanded from: GPL (≥ 2) (English)
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Property / imports: Rcpp / rank
 
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Property / cites work: Efficient generation of random variates via the ratio-of-uniforms method / rank
 
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Revision as of 13:52, 28 February 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
    programmed in
    R
    0 references
    last update
    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
    imports
    graphics
    0 references
    Rcpp
    software version identifier
    ≥ 0.12.10
    0 references
    stats
    0 references

    Identifiers

    swMATH work ID
    17072
    0 references
    CRAN project
    rust
    0 references
     
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