6 lines
381 B
Plaintext
6 lines
381 B
Plaintext
libranlip is a C++ library created by G. Beliakov, which generates random
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variates with arbitrary Lipschitz-continuous densities via the acceptance /
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rejection method. The density should have a dimension of no more than about
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five. The user needs to supply the density function using a simple syntax, and
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then call the methods of construction and generation provided in libranlip.
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