Generation of Random Vectors with User-Defined Density

Random vectors with arbitrary Lipschitz density are generated using acceptance/ rejection. The method is based on G. Beliakov (2005) .


Reference manual

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1.0.1 by Gleb Beliakov, 7 months ago

Browse source code at

Authors: Gleb Beliakov [aut, cre] , Daniela Calderon [aut] , James Theiler [aut] , Brian Gough [aut]

Documentation:   PDF Manual  

LGPL-3 license

Imports Rcpp

Linking to Rcpp

See at CRAN