Ratio-of-Uniforms Simulation with Transformation


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Documentation for package ‘rust’ version 1.3.13

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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 Box-Cox parameter lambda for general d.
find_lambda_one_d Selecting Box-Cox parameter lambda in the one-dimensional case
find_lambda_one_d_rcpp Selecting Box-Cox parameter lambda in the one-dimensional case using C++ via Rcpp
find_lambda_rcpp Selecting Box-Cox parameter lambda for general d using C++ via 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 Print method for objects of class "summary.ru"
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