Uses the generalized ratio-of-uniforms (RU) method to simulate from univariate and (low-dimensional) multivariate continuous distributions. The user specifies the log-density, up to an additive constant. The RU algorithm is applied after relocation of mode of the density to zero, and the user can choose a tuning parameter r. For details see Wakefield, Gelfand and Smith (1991) <DOI:10.1007/BF01889987>, Efficient generation of random variates via the ratio-of-uniforms method, Statistics and ...
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Licenses
| License | URL |
|---|---|
| GPL (>= 2) |
Developers
| Name | Dev Id | Roles | Organization | |
|---|---|---|---|---|
| Paul J. Northrop [aut | | |||
| cre | | |||
| cph] | |