Ratio-of-Uniforms Simulation with Transformation


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Documentation for package ‘rust’ version 1.3.6

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rust-package rust: Ratio-of-Uniforms Simulation with Transformation
create_log_j_xptr Create external pointer to a C++ function for log_j
create_phi_to_theta_xptr Create external pointer to a C++ function for phi_to_theta
create_xptr Create external pointer to a C++ function for logf
find_lambda Selecting Box-Cox parameter lambda for general d.
find_lambda_one_d Selecting Box-Cox parameter lambda in the one-dimensional case
find_lambda_one_d_rcpp Selecting Box-Cox parameter lambda in the one-dimensional case using C++ via Rcpp
find_lambda_rcpp Selecting Box-Cox parameter lambda for general d using C++ via Rcpp.
gpd_init Initial estimates for Generalized Pareto parameters
gpd_logpost Generalized Pareto posterior log-density
gpd_sum_stats Generalized Pareto summary statistics
plot.ru Plot diagnostics for an ru object
print.summary.ru Print method for objects of class "summary.ru"
rgpd Generalized Pareto simulation
ru Generalized ratio-of-uniforms sampling
rust rust: Ratio-of-Uniforms Simulation with Transformation
ru_rcpp Generalized ratio-of-uniforms sampling using C++ via Rcpp
summary.ru Summarizing ratio-of-uniforms samples