May 26, 2018
Random variate generator for Lipschitz-continuous densities
libranlip is a C++ library created by G. Beliakov, which generates random variates with arbitrary Lipschitz-continuous densities via the acceptance / rejection method. The density should have a dimension of no more than about five. The user needs to supply the density function using a simple syntax, and then call the methods of construction and generation provided in libranlip.