Class library ranlip for multivariate nonuniform random variate generation

DOI10.1016/j.cpc.2005.03.105zbMath1196.60008MaRDI QIDQ709796

Gleb Beliakov

Publication date: 18 October 2010

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2005.03.105

zbMATH Keywords

multimodal distributions; acceptance/rejection; multivariate Lipschitz densities; nonuniform random variate generation

Mathematics Subject Classification ID

60E05: Probability distributions: general theory

60-04: Software, source code, etc. for problems pertaining to probability theory

Related Items

ranlip

Uses Software

• RANLUX