libranlip-dev_1.0-4.1_amd64.deb


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Description

libranlip-dev - generates random variates with multivariate Lipschitz density

Property Value
Distribution Debian 8 (Jessie)
Repository Debian Main amd64
Package name libranlip-dev
Package version 1.0
Package release 4.1
Package architecture amd64
Package type deb
Installed size 92 B
Download size 16.12 KB
Official Mirror ftp.br.debian.org
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.

Alternatives

Package Version Architecture Repository
libranlip-dev_1.0-4.1_i386.deb 1.0 i386 Debian Main
libranlip-dev - - -

Requires

Name Value
libc6 >= 2.7-1
libgcc1 -
libranlip1c2 = 1.0-4.1
libstdc++6 >= 4.1.1-21
libtnt-dev -

Download

Type URL
Binary Package libranlip-dev_1.0-4.1_amd64.deb
Source Package libranlip

Install Howto

  1. Update the package index:
    # sudo apt-get update
  2. Install libranlip-dev deb package:
    # sudo apt-get install libranlip-dev

Files

Path
/usr/include/ranlip/ranlip.h
/usr/include/ranlip/ranlipdist.h
/usr/include/ranlip/ranlipproc.h
/usr/lib/ranlip/libranlip.a
/usr/lib/ranlip/libranlip.la
/usr/lib/ranlip/libranlip.so
/usr/share/doc/libranlip-dev

See Also

Package Description
libranlip1c2_1.0-4.1_amd64.deb generates random variates with multivariate Lipschitz density
libraptor1-dev_1.4.21-11+b1_amd64.deb Raptor RDF parser and serializer development libraries and headers
libraptor1-doc_1.4.21-11_all.deb Documentation for the Raptor RDF parser and serializer library
libraptor1_1.4.21-11+b1_amd64.deb Raptor RDF parser and serializer library
libraptor2-0_2.0.14-1_amd64.deb Raptor 2 RDF syntax library
libraptor2-dev_2.0.14-1_amd64.deb Raptor 2 RDF syntax library development libraries and headers
libraptor2-doc_2.0.14-1_all.deb Documentation for the Raptor 2 RDF syntax library
librarian-dev_0.8.1-6_amd64.deb Documentation meta-data library (header files)
librarian-puppet_1.0.3-1_all.deb bundler for your puppet modules
librarian0_0.8.1-6_amd64.deb Documentation meta-data library (library package)
libraspell-ruby1.8_1.3-1_all.deb Transitional package for raspell
libraspell-ruby1.9.1_1.3-1_all.deb Transitional package for raspell
libraspell-ruby_1.3-1_all.deb Transitional package for raspell
librasqal3-dev_0.9.32-1_amd64.deb Rasqal RDF query library development libraries and headers
librasqal3-doc_0.9.32-1_all.deb Documentation for the Rasqal RDF Query library
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