Science Score: 23.0%
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○CITATION.cff file
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○Scientific vocabulary similarity
Low similarity (16.5%) to scientific vocabulary
Keywords
1977
bayesian-inference
cran
kinderman
monahan
of
posterior-samples
r
ratio
ratio-of-uniforms
ratio-of-uniforms-method
rcpp
simulation
transformation
uniforms
Last synced: 6 months ago
·
JSON representation
Repository
Ratio-of-Uniforms Simulation with Transformation.
Basic Info
- Host: GitHub
- Owner: paulnorthrop
- License: gpl-3.0
- Language: R
- Default Branch: master
- Homepage: https://paulnorthrop.github.io/rust/
- Size: 52.6 MB
Statistics
- Stars: 0
- Watchers: 1
- Forks: 1
- Open Issues: 0
- Releases: 19
Topics
1977
bayesian-inference
cran
kinderman
monahan
of
posterior-samples
r
ratio
ratio-of-uniforms
ratio-of-uniforms-method
rcpp
simulation
transformation
uniforms
Created over 9 years ago
· Last pushed over 1 year ago
Metadata Files
Readme
Changelog
License
README.Rmd
---
output: github_document
---
```{r, echo = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "README-"
)
```
# rust
[](https://ci.appveyor.com/project/paulnorthrop/rust)
[](https://github.com/paulnorthrop/rust/actions/workflows/R-CMD-check.yaml)
[](https://app.codecov.io/github/paulnorthrop/rust?branch=master)
[](https://cran.r-project.org/package=rust)
[](https://cran.r-project.org/package=rust)
[](https://cran.r-project.org/package=rust)
## Ratio-of-uniforms simulation with transformation
### What does rust do?
The `rust` package implements the multivariate generalized ratio-of-uniforms method of simulating random variates from a d-dimensional continuous distribution. The user specifies (the log of) a positive target function `f` that is proportional to the density function of the distribution.
### A simple example
We use the function `ru` to simulate a sample of size 1000 from a two-dimensional standard normal distribution with strong positive correlation between the components. Of course, this particular example is purely illustrative: there are better ways to simulate from a multivariate normal distribution.
```{r, eval = FALSE}
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))
```
From version 1.2.0 onwards the faster function `ru_rcpp` can be used. See the vignette "Rusting Faster: Simulation using Rcpp" for details.
```{r, eval = FALSE}
# Create an external pointer to a C++ function to evaluate the log-density.
ptr_bvn <- create_xptr("logdnorm2")
# Pass the external pointer to `ru_rcpp`.
x <- ru_rcpp(logf = ptr_bvn, rho = rho, d = 2, n = 1000, init = c(0, 0))
```
### Installation
To get the current released version from CRAN:
```{r installation, eval = FALSE}
install.packages("rust")
```
### Vignettes
See `vignette("rust-a-vignette", package = "rust")` for an overview of the package,
`vignette("rust-b-when-to-use-vignette", package = "rust")` for guidance on when `rust` can be used and `vignette("rust-c-using-rcpp-vignette", package = "rust")` for information on how to take advantage of the Rcpp package.
Owner
- Name: Paul Northrop
- Login: paulnorthrop
- Kind: user
- Repositories: 17
- Profile: https://github.com/paulnorthrop
GitHub Events
Total
Last Year
Committers
Last synced: over 2 years ago
Top Committers
| Name | Commits | |
|---|---|---|
| Paul Northrop | p****p@u****k | 535 |
Committer Domains (Top 20 + Academic)
ucl.ac.uk: 1
Issues and Pull Requests
Last synced: 8 months ago
All Time
- Total issues: 2
- Total pull requests: 2
- Average time to close issues: about 17 hours
- Average time to close pull requests: 2 months
- Total issue authors: 2
- Total pull request authors: 2
- Average comments per issue: 3.0
- Average comments per pull request: 1.5
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 0
- Pull requests: 0
- Average time to close issues: N/A
- Average time to close pull requests: N/A
- Issue authors: 0
- Pull request authors: 0
- Average comments per issue: 0
- Average comments per pull request: 0
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- lbelzile (1)
- paulnorthrop (1)
Pull Request Authors
- katrinleinweber (1)
- lbelzile (1)
Top Labels
Issue Labels
Pull Request Labels
Packages
- Total packages: 1
-
Total downloads:
- cran 722 last-month
- Total docker downloads: 43,390
- Total dependent packages: 4
- Total dependent repositories: 7
- Total versions: 21
- Total maintainers: 1
cran.r-project.org: rust
Ratio-of-Uniforms Simulation with Transformation
- Homepage: https://paulnorthrop.github.io/rust/
- Documentation: http://cran.r-project.org/web/packages/rust/rust.pdf
- License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
-
Latest release: 1.4.3
published over 1 year ago
Rankings
Docker downloads count: 0.6%
Dependent packages count: 9.3%
Dependent repos count: 11.1%
Average: 15.4%
Downloads: 15.7%
Forks count: 21.0%
Stargazers count: 34.5%
Maintainers (1)
Last synced:
6 months ago
Dependencies
.github/workflows/R-CMD-check.yaml
actions
- actions/checkout v3 composite
- r-lib/actions/check-r-package v2 composite
- r-lib/actions/setup-pandoc v2 composite
- r-lib/actions/setup-r v2 composite
- r-lib/actions/setup-r-dependencies v2 composite
DESCRIPTION
cran
- R >= 3.3.0 depends
- Rcpp >= 0.12.10 imports
- graphics * imports
- stats * imports
- bang * suggests
- knitr * suggests
- microbenchmark * suggests
- revdbayes * suggests
- rmarkdown * suggests
- testthat * suggests