Ratio-of-Uniforms Simulation with Transformation


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Documentation for package ‘rust’ version 1.4.2

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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 the Box-Cox parameter for general d
find_lambda_one_d Selecting the Box-Cox parameter in the 1D case
find_lambda_one_d_rcpp Selecting the Box-Cox parameter in the 1D case using Rcpp
find_lambda_rcpp Selecting the Box-Cox parameter for general d using 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.ru Print method for an '"ru"' object
print.summary.ru Summarizing ratio-of-uniforms samples
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