Ratio-of-Uniforms Simulation with Transformation


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Documentation for package ‘rust’ version 1.0.0

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rust-package rust: Ratio-of-Uniforms Simulation with Transformation
find_lambda Selecting Box-Cox parameter lambda for general d.
find_lambda_one_d Selecting Box-Cox parameter lambda in the one-dimensional case
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
rgpd Generalized Pareto simulation
ru Generalized ratio-of-uniforms sampling
rust rust: Ratio-of-Uniforms Simulation with Transformation
summary.ru Summarizing ratio-of-uniforms samples