rust: Ratio-of-Uniforms Simulation with Transformation

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) <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. See the rust website for more information, documentation and examples.

Version: 1.1.0
Depends: R (≥ 3.3.1)
Imports: stats, graphics, methods, spatstat
Suggests: knitr, rmarkdown, testthat, devtools
Published: 2016-11-18
Author: Paul J. Northrop [aut, cre, cph]
Maintainer: Paul J. Northrop <p.northrop at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README NEWS
CRAN checks: rust results


Reference manual: rust.pdf
Vignettes: Introducing rust: Ratio-of-Uniforms Simulation with Transformation
Package source: rust_1.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: rust_1.1.0.tgz, r-oldrel: rust_1.0.0.tgz
Old sources: rust archive

Reverse dependencies:

Reverse imports: revdbayes


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