rust: Ratio-of-Uniforms Simulation with Transformation v1.3.7

rust 1.3.7

Bug fixes and minor improvements

• An extra argument shoof has been added to ru() and ru_rcpp() to enable the user to have control over the initial value used to check that a non-zero convergence indicator is indeed spurious.

• Functions that are not intended to be called by the user have been moved to rust-internal.R

• Use inherits() to check the class of objects returned from try(), rather than class().

• Hyperlinks corrected in vignettes.

• pkgdown documentation at https://paulnorthrop.github.io/rust/

rust: Ratio-of-Uniforms Simulation with Transformation v1.3.6

rust 1.3.6

Bug fixes and minor improvements

• Further steps are taken in the opimisations used to set up the ratio-of-uniforms bounding box (specifically in find_a() and in cpp_find_a()) to avoid erroneous (lack of) convergence warnings. These can occur if we start the optimisation algorithm too close to the solution.

• LF line endings used in inst/include/rust.h and inst/include/rust_RcppExports.h to avoid CRAN NOTE

rust: Ratio-of-Uniforms Simulation with Transformation v1.3.5

rust 1.3.5

Bug fixes and minor improvements

• The summary method for class "ru" is now set up according to Section 8.1 of the R FAQ at (https://cran.r-project.org/doc/FAQ/R-FAQ.html).

• In the extra checks used to try to avoid erroneous convergence warnings lower and upper bounds on the parameters are now used.

• Corrected minor typo in the penultimate sentence of the "Cauchy density" subsection in the "When can rust be used vignette": b1* should be b1+.

rust: Ratio-of-Uniforms Simulation with Transformation v1.3.4

rust 1.3.4

New features

• New vignette. "When can rust be used?".

rust: Ratio-of-Uniforms Simulation with Transformation version 1.2.3

Bug fixes and minor improvements

• In ru() and ru_rcpp() the constant hscale is used to shift logf (and hence scale the target density f) in function logf in the returned object. This helps to avoid over/under-flow when contouring f in plot.ru when d = 2.

• The var_names argument to ru_rcpp didn't work. This has been corrected.

• The arguments lower, upper to ru and ru_rcpp are now used, at least partly even when rotate = TRUE. See the updated description of lower, upper in the documentation of ru and ru_rcpp.

• That the function logf supplied to ru or ru_rcpp should return -Inf when the density f is zero is stated explicitly in the help files.

• ru() did not work when trans = "user" and d > 1. This has been corrected.

• Extra checks are used to try to avoid erroneous convergence warnings.

• Incorrectly formatted link to the Rcpp Gallery webpage corrected in the vignette "Rusting Faster: Simulation using Rcpp".

• Extra examples provided for ru and for ru_rcpp: (a) Cauchy, (b) half-Cauchy and (c) bivariate normal x bivariate student-t.

rust: Ratio-of-Uniforms Simulation with Transformation version 1.2.2

Bug fixes and minor improvements

• An overloading ambiguity has been corrected to ensure installation on Solaris.

rust: Ratio-of-Uniforms Simulation with Transformation version 1.2.1

Bug fixes and minor improvements

• Corrected C++ function vecpow to avoid compilation errors on some platforms.

• Unnecessary dependence on packages devtools and roxygen2 via Suggests is removed.

• Minor edit to vignette: provide link directly to example C++ file user_fns.cpp in src directory, rather than the the (identical) example_user_fns.cpp file in the vignettes directory.

rust: Ratio-of-Uniforms Simulation with Transformation version 1.2.0

rust 1.2.0

New features

• Packages Rcpp (https://CRAN.R-project.org/package=Rcpp) and RcppArmadillo (https://CRAN.R-project.org/package=RcppArmadillo) to speed up the computations if the user provides a C++ function to evaluate their target log-density.

• New functions: ru_rcpp, find_lambda_rcpp and find_lambda_one_d_rcpp.

• New vignette. "Rusting faster: Simulation using Rcpp".

Bug fixes and minor improvements

• Bug fixed in plot.ru(): previously plot.ru() failed when d > 2 and no axis label names were provided.

• Bug fixed in plot.ru : previously, in the d = 2 case, providing the graphical parameter col produced an error because col = 8 was hard-coded in a call to points. Now the extra argument points_par enables the user to provide a list of arguments to points.

• "using pairs()" removed from the last sentence Description of plot.ru() because pairs() is not used when d > 2, rather a single plot is produced for each pair of variables.

• Obsolete function rho_to_theta() removed from function ru in ru_sampling.R.

• If the user calls ru (or ru_rcpp) with trans = "user" but doesn't supply phi_to_theta then an error is returned.

• plot.ru edited to avoid warning message that occurred in the d=1 case when breaks was supplied as an argument.

• The functions rgpd, gpd_sum_stats, gpd_init and gpd_logpost are now exported.

rust: Ratio-of-Uniforms Simulation with Transformation version 1.1.0

rust 1.1.0

New features

• plot.ru() can now be used when d > 2: it produces pairwise plots of the
  simulated values.
• find_lamba(): argument init_lambda added to enable the user to supply an
  initial value for the Box-Cox transformation vector lambda.

Bug fixes and minor improvements

• Unnecessary print statement print(dim(phi)) removed from function
  find_lambda().
• Unnecessary print statement print(a_algor) removed from function
  ru().
• Correct lambda$init to lambda$init_psi in ru() when extracting
  Box-Cox information.
• Documentation of ru() updated to include a description of the returned
  function logf_rho() and simulated values sim_vals_rho and to clarify
  the meaning of the returned value of f_mode.
• ru(): the expression for the inverse Box-Cox transformation in the case
  where lambda is exactly 0 has been corrected.
• find_lambda(): carry out calculation of the target on a shifted log scale
  to avoid underflow.
• Set up plot.ru() so that if the user supplies axis labels then they are
  used and otherwise the column name(s) of ru_object$sim_vals are used.
  Also enable plotmath symbols to be rendered in the axis labels.