libranlip1c2 - generates random variates with multivariate Lipschitz density

Distribution: Debian 8 (Jessie)
Repository: Debian Main amd64
Package name: libranlip1c2
Package version: 1.0
Package release: 4.1
Package architecture: amd64
Package type: deb
Installed size: 176 B
Download size: 103.23 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.



  • libranlip1


    Source package: libranlip

    Install Howto

    1. Update the package index:
      # sudo apt-get update
    2. Install libranlip1c2 deb package:
      # sudo apt-get install libranlip1c2


    • /usr/lib/ranlip/
    • /usr/lib/ranlip/
    • /usr/share/doc/libranlip1c2/changelog.Debian.gz
    • /usr/share/doc/libranlip1c2/copyright
    • /usr/share/doc/libranlip1c2/
    • /usr/share/doc/libranlip1c2/examples/makefile.gz
    • /usr/share/doc/libranlip1c2/examples/ranliptest.cpp.gz
    • /usr/share/doc/libranlip1c2/examples/ranliptestproc.cpp.gz


    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).