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 |