» Tanglu » パッケージ » chromodoris » libs » libranlip1c2
staging  ] [  aequorea  ] [  bartholomea  ] [  dasyatis  ] [  chromodoris  ]
[ ソース: libranlip  ]

# パッケージ: libranlip1c2 (1.0-4.1)

## libranlip1c2 に関するリンク ### Tanglu の資源:

libranlip ソースパッケージをダウンロード:

### メンテナ:

Please consider filing a bug before contacting the maintainer directly.

### Original Maintainer (usually from Debian):

• Juan Esteban Monsalve Tobon

It should generally not be necessary for users to contact the original maintainer.

## generates random variates with multivariate Lipschitz density

RanLip generates random variates with an arbitrary multivariate Lipschitz density.

While generation of random numbers from a variety of distributions is implemented in many packages (like GSL library http://www.gnu.org/software/gsl/ and UNURAN library http://statistik.wu-wien.ac.at/unuran/), generation of random variate with an arbitrary distribution, especially in the multivariate case, is a very challenging task. RanLip is a method of generation of random variates with arbitrary Lipschitz-continuous densities, which works in the univariate and multivariate cases, if the dimension is not very large (say 3-10 variables).

Lipschitz condition implies that the rate of change of the function (in this case, probability density p(x)) is bounded:

|p(x)-p(y)|<M||x-y||.

From this condition, we can build an overestimate of the density, so called hat function h(x)>=p(x), using a number of values of p(x) at some points. The more values we use, the better is the hat function. The method of acceptance/rejection then works as follows: generatea random variate X with density h(x); generate an independent uniform on (0,1) random number Z; if p(X)<=Z h(X), then return X, otherwise repeat all the above steps.

RanLip constructs a piecewise constant hat function of the required density p(x) by subdividing the domain of p (an n-dimensional rectangle) into many smaller rectangles, and computes the upper bound on p(x) within each of these rectangles, and uses this upper bound as the value of the hat function.

## その他の libranlip1c2 関連パッケージ

 依存 推奨 提案
• dep: libc6 (>= 2.7-1)
GNU C Library: Shared libraries
以下のパッケージによって提供される仮想パッケージでもあります: libc6-udeb
• dep: libgcc1
GCC support library
• dep: libstdc++6 (>= 4.1.1-21)
GNU Standard C++ Library v3

## libranlip1c2 のダウンロード

すべての利用可能アーキテクチャ向けのダウンロード
アーキテクチャ パッケージサイズ インストールサイズ ファイル
amd64 103.2 kB176.0 kB [ファイル一覧]
i386 103.1 kB172.0 kB [ファイル一覧]