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