ranlip: Generation of Random Vectors with User-Defined Density

Random vectors with arbitrary Lipschitz density are generated using acceptance/ rejection. The method is based on G. Beliakov (2005) <doi:10.1016/j.cpc.2005.03.105>.

Getting started

Package details

AuthorGleb Beliakov [aut, cre], Daniela Calderon [aut], James Theiler [aut], Brian Gough [aut]
MaintainerGleb Beliakov <gleb@deakin.edu.au>
LicenseLGPL-3
Version1.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ranlip")

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ranlip documentation built on June 24, 2021, 9:08 a.m.