libranlip-dev - generates random variates with multivariate Lipschitz density

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:
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 and UNURAN library, 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.



    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


    • /usr/include/ranlip/ranlip.h
    • /usr/include/ranlip/ranlipdist.h
    • /usr/include/ranlip/ranlipproc.h
    • /usr/lib/ranlip/libranlip.a
    • /usr/lib/ranlip/
    • /usr/lib/ranlip/
    • /usr/share/doc/libranlip-dev


    2008-01-16 - Luca Falavigna <> libranlip (1.0-4.1) unstable; urgency=low * Non-maintainer upload. * debian/rules: - Fix bashisms (Closes: #378598). - Fix debian-rules-ignores-make-clean-error lintian warnings. * debian/control: - Use ${binary:Version}, fix substvar-source-version-is-deprecated lintian warning. - Move to new Homepage field. * debian/shlibs: - Move to libranlip1c2, fix shlibs-declares-dependency-on-other-package lintian warning.

    2006-06-20 - Juan Esteban Monsalve Tobon <> libranlip (1.0-4) unstable; urgency=low * ACK NMU. * Set Standards-Version to 3.7.2. * Fixed old-fsf-address-in-copyright-file.

    2005-10-24 - Luk Claes <> libranlip (1.0-3.1) unstable; urgency=medium * Non-maintainer upload. * C++ ABI transition

    2005-04-10 - Juan Esteban Monsalve Tobon <> libranlip (1.0-3) unstable; urgency=low * New maintainer.

    2005-02-19 - Anibal Monsalve Salazar <> libranlip (1.0-2) unstable; urgency=low * Maintainer's new email address. * Removed unnecessary build-depends.

    2004-05-19 - Anibal Monsalve Salazar <> libranlip (1.0-1) unstable; urgency=low * Initial release (Closes: #249546).