套件：libranlip-dev（1.0-4.4）

[ 原始碼： libranlip  ]

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.

標籤: 軟體開發: 函式庫, 角色: 開發用函式庫

其他與 libranlip-dev 有關的套件

• dep: libc6 (>= 2.14) [amd64]

  GNU C 函式庫：共用函式庫
  同時作為一個虛擬套件由這些套件填實： libc6-udeb

  dep: libc6 (>= 2.17) [arm64, ppc64el]

  dep: libc6 (>= 2.7) [除 amd64, arm64, ppc64el]

• dep: libgcc-s1 (>= 3.5) [armel, armhf]

  GCC 支援函式庫

• dep: libranlip1c2 (= 1.0-4.4)

  generates random variates with multivariate Lipschitz density

• dep: libstdc++6 (>= 5)

  GNU Standard C++ Library v3

• dep: libtnt-dev

  interface for scientific computing in C++

下載 libranlip-dev

下載可用於所有硬體架構的

硬體架構	套件大小	安裝後大小	檔案
amd64	15。0 kB	61。0 kB	[檔案列表]
arm64	14。6 kB	61。0 kB	[檔案列表]
armel	15。1 kB	56。0 kB	[檔案列表]
armhf	14。2 kB	51。0 kB	[檔案列表]
i386	16。3 kB	59。0 kB	[檔案列表]
mips64el	16。6 kB	72。0 kB	[檔案列表]
mipsel	16。4 kB	60。0 kB	[檔案列表]
ppc64el	17。3 kB	72。0 kB	[檔案列表]
s390x	15。0 kB	62。0 kB	[檔案列表]