ranlip: Ranlip Package

In ranlip: Generation of Random Vectors with User-Defined Density

Description

This function shows a list of function included in this toolbox

Usage

  ranlip()

Details

The method of building the hat function, and generation of random variates using acceptance/ rejection described

Value

output

No return value

Author(s)

Gleb Beliakov, Daniela L. Calderon, Deakin University

References

[1] G. Beliakov. Class library ranlip for multivariate nonuniform random variate generation. Computer Physics Communications, 170:93-108, 2005.

[2] G. Beliakov. Universal nonuniform random vector generator based on acceptance-rejection. ACM Transactions on Modeling and Computer Simulation, 15:205-232, 2005.

[3] L. Devroye Non-uniform Random Variate Generation. Springer Verlag New York, 1986.

[4] W.Hormann, A rejection technique for sampling from t-concave distribution. ACM Transactions on Mathematical Software, 21:182-193,1995.

[5]W.Hormann, J. Leydold and G Derflinger. Austomatic Nonuniform Random Variate Generation, Springer, Berlin, 2004.

[6] J. Leydold and W.Hormann. A sweep-plane algorithm for generatin random tuples in simple polytopes. Mathematics of Computation, 67:1617-1635, 1998.

[7] M. Luescher. A portable high-quality random number generator for lattice field theory calculation. Computer Physics Communications, 79:100-11, 1994.

Examples

	ranlip()

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