Package index • rust

Package

rust rust-package: rust: Ratio-of-Uniforms Simulation with Transformation

Ratio-of-uniforms simulation

ru(): Generalized ratio-of-uniforms sampling

ru_rcpp(): Generalized ratio-of-uniforms sampling using C++ via Rcpp

Box-Cox parameter selection

find_lambda(): Selecting the Box-Cox parameter for general d

find_lambda_rcpp(): Selecting the Box-Cox parameter for general d using Rcpp

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

Generics

plot(<ru>): Plot diagnostics for an ru object

summary(<ru>) print(<summary.ru>): Summarizing ratio-of-uniforms samples

print(<ru>): Print method for an "ru" object

GP example

gpd_init(): Initial estimates for Generalized Pareto parameters

gpd_logpost(): Generalized Pareto posterior log-density

gpd_sum_stats(): Generalized Pareto summary statistics

rgpd(): Generalized Pareto simulation

Miscellaneous

create_xptr(): Create external pointer to a C++ function for logf

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