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[ Източник: libranlip  ]

# Пакет: libranlip-dev (1.0-4.1)

## generates random variates with multivariate Lipschitz density

RanLip generates random variates with an arbitrary multivariate Lipschitz density.

While generation of random numbers from a variety of distributions is implemented in many packages (like GSL library http://www.gnu.org/software/gsl/ and UNURAN library http://statistik.wu-wien.ac.at/unuran/), generation of random variate with an arbitrary distribution, especially in the multivariate case, is a very challenging task. RanLip is a method of generation of random variates with arbitrary Lipschitz-continuous densities, which works in the univariate and multivariate cases, if the dimension is not very large (say 3-10 variables).

Lipschitz condition implies that the rate of change of the function (in this case, probability density p(x)) is bounded:

|p(x)-p(y)|<M||x-y||.

From this condition, we can build an overestimate of the density, so called hat function h(x)>=p(x), using a number of values of p(x) at some points. The more values we use, the better is the hat function. The method of acceptance/rejection then works as follows: generatea random variate X with density h(x); generate an independent uniform on (0,1) random number Z; if p(X)<=Z h(X), then return X, otherwise repeat all the above steps.

RanLip constructs a piecewise constant hat function of the required density p(x) by subdividing the domain of p (an n-dimensional rectangle) into many smaller rectangles, and computes the upper bound on p(x) within each of these rectangles, and uses this upper bound as the value of the hat function.

## Други пакети, свързани с libranlip-dev

 зависимости препоръчани предложени enhances
• dep: libc0.1 (>= 2.3)
Embedded GNU C Library: Shared libraries
също и виртуален пакет, предлаган от libc0.1-udeb
• dep: libgcc1 (>= 1:4.4)
GCC support library
• dep: libranlip1c2 (= 1.0-4.1)
generates random variates with multivariate Lipschitz density
• dep: libstdc++6 (>= 4.4)
GNU Standard C++ Library v3
• dep: libtnt-dev
interface for scientific computing in C++

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