Summarizing ratio-of-uniforms samples

summary method for class "ru".

print method for an object object of class "summary.ru".

# S3 method for ru
summary(object, ...)

# S3 method for summary.ru
print(x, ...)

Arguments

object: an object of class "ru", a result of a call to ru.
...: For summary.lm: additional arguments passed to summary. For print.lm: additional optional arguments passed to print.
x: an object of class "summary.ru", a result of a call to summary.ru.

Value

For summary.lm: a list of the following components from

object:

information about the ratio-of-uniforms bounding box, i.e., object$box
an estimate of the probability of acceptance, i.e., object$pa
a summary of the simulated values, via summary(object$sim_vals)

For print.summary.ru: the argument x, invisibly.

Examples

# one-dimensional standard normal ----------------
x <- ru(logf = function(x) -x ^ 2 / 2, d = 1, n = 1000, init = 0)
summary(x)
#> ru bounding box:  
#>               box    vals1 conv
#> a        1.000000  0.00000    0
#> b1minus -1.050542 -1.73205    0
#> b1plus   1.050542  1.73205    0
#> 
#> estimated probability of acceptance:  
#> [1] 0.785546
#> 
#> sample summary 
#>        V1          
#>  Min.   :-3.08111  
#>  1st Qu.:-0.70554  
#>  Median : 0.01786  
#>  Mean   : 0.02942  
#>  3rd Qu.: 0.70533  
#>  Max.   : 3.57657  

# two-dimensional normal with positive association ----------------
rho <- 0.9
covmat <- matrix(c(1, rho, rho, 1), 2, 2)
log_dmvnorm <- function(x, mean = rep(0, d), sigma = diag(d)) {
  x <- matrix(x, ncol = length(x))
  d <- ncol(x)
  - 0.5 * (x - mean) %*% solve(sigma) %*% t(x - mean)
}
x <- ru(logf = log_dmvnorm, sigma = covmat, d = 2, n = 1000, init = c(0, 0))
summary(x)
#> ru bounding box:  
#>                box         vals1         vals2 conv
#> a        1.0000000  0.000000e+00  0.000000e+00    0
#> b1minus -0.8008868 -1.320440e+00 -7.414894e-09    0
#> b2minus -0.8008868 -9.922367e-10 -1.320440e+00    0
#> b1plus   0.8008868  1.320440e+00 -2.548085e-09    0
#> b2plus   0.8008868 -9.851831e-10  1.320440e+00    0
#> 
#> estimated probability of acceptance:  
#> [1] 0.5302227
#> 
#> sample summary 
#>        V1                  V2            
#>  Min.   :-2.874822   Min.   :-2.7193359  
#>  1st Qu.:-0.681508   1st Qu.:-0.7002091  
#>  Median : 0.008561   Median :-0.0120202  
#>  Mean   :-0.009142   Mean   :-0.0007608  
#>  3rd Qu.: 0.693424   3rd Qu.: 0.7296717  
#>  Max.   : 3.389452   Max.   : 3.0375486

Summarizing ratio-of-uniforms samples

Arguments

Value

See also

Examples