libranlip1c2 - generates random variates with multivariate Lipschitz density

Property Value
Distribution Debian 8 (Jessie)
Repository Debian Main i386
Package name libranlip1c2
Package version 1.0
Package release 4.1
Package architecture i386
Package type deb
Installed size 172 B
Download size 103.05 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:
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.


Package Version Architecture Repository
libranlip1c2_1.0-4.1_amd64.deb 1.0 amd64 Debian Main
libranlip1c2 - - -


Name Value
libc6 >= 2.7-1
libgcc1 -
libstdc++6 >= 4.1.1-21


Name Value
libranlip1 -


Type URL
Binary Package libranlip1c2_1.0-4.1_i386.deb
Source Package libranlip

Install Howto

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



See Also

Package Description
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libraptor1-doc_1.4.21-11_all.deb Documentation for the Raptor RDF parser and serializer library
libraptor1_1.4.21-11+b1_i386.deb Raptor RDF parser and serializer library
libraptor2-0_2.0.14-1_i386.deb Raptor 2 RDF syntax library
libraptor2-dev_2.0.14-1_i386.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_i386.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_i386.deb Documentation meta-data library (library package)
libraspell-ruby1.8_1.3-1_all.deb Transitional package for raspell
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libraspell-ruby_1.3-1_all.deb Transitional package for raspell
librasqal3-dev_0.9.32-1_i386.deb Rasqal RDF query library development libraries and headers
librasqal3-doc_0.9.32-1_all.deb Documentation for the Rasqal RDF Query library
librasqal3_0.9.32-1_i386.deb Rasqal RDF query library