RanLip Matlab toolbox 1.0

Date Added: June 12, 2013 | Visits: 330

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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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