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) .


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install.packages("ranlip")

1.0.1 by Gleb Beliakov, 3 months ago


Browse source code at https://github.com/cran/ranlip


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