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RanLip Matlab toolbox 1.0

  Date Added: June 12, 2013  |  Visits: 206

RanLip Matlab toolbox

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RanLip uses acceptance/rejection approach to generate random vectors, which is based on approximation of the probability density function from above with a "hat" function. It is assumed that the distribution hasLipschitz-continuous density, which is either given analytically or has a black box. It exhibits good performance for up to five variables, and provides the user with a black boxnonuniform random variate generator for a large class of distributions, in particular, multimodal distributions.

Requirements: No special requirements
Platforms: Matlab
Keyword: Analytically Black Exhibits Nonuniform Performance Variables Variate
Users rating: 0/10

License: Shareware Size: 450.56 KB
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