Package: rust 1.4.4

Paul J. Northrop

rust: Ratio-of-Uniforms Simulation with Transformation

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.

Authors:Paul J. Northrop [aut, cre, cph]

rust_1.4.4.tar.gz
rust_1.4.4.tar.gz(r-4.7-arm64)rust_1.4.4.tar.gz(r-4.7-x86_64)rust_1.4.4.tar.gz(r-4.6-arm64)rust_1.4.4.tar.gz(r-4.6-x86_64)
rust_1.4.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
rust/json (API)
NEWS

# Install 'rust' in R:
install.packages('rust', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/paulnorthrop/rust/issues

Pkgdown/docs site:https://paulnorthrop.github.io

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

openblascpp

6.37 score 8 packages 53 scripts 4.1k downloads 3 mentions 13 exports 2 dependencies

Last updated from:1a144cd1a8. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK205
linux-devel-x86_64OK164
source / vignettesOK292
linux-release-arm64OK166
linux-release-x86_64OK155
wasm-releaseOK133

Exports:create_log_j_xptrcreate_phi_to_theta_xptrcreate_xptrfind_lambdafind_lambda_one_dfind_lambda_one_d_rcppfind_lambda_rcppgpd_initgpd_logpostgpd_sum_statsrgpdruru_rcpp

Dependencies:RcppRcppArmadillo

Introducing rust: Ratio-of-Uniforms Simulation with Transformation

Paul Northrop

Rendered fromrust-a-vignette.Rmdusingknitr::rmarkdownon Jun 11 2026.

Last update: 2024-08-18
Started: 2019-02-10

Rusting Faster: Simulation using Rcpp

Paul Northrop

Rendered fromrust-c-using-rcpp-vignette.Rmdusingknitr::rmarkdownon Jun 11 2026.

Last update: 2024-08-18
Started: 2019-02-10

When can rust be used?

Paul Northrop

Rendered fromrust-b-when-to-use-vignette.Rmdusingknitr::rmarkdownon Jun 11 2026.

Last update: 2024-08-18
Started: 2019-02-10