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ranlip (version 1.0.1)
Generation of Random Vectors with User-Defined Density
Description
Random vectors with arbitrary Lipschitz density are generated using acceptance/ rejection. The method is based on G. Beliakov (2005)
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Version
Version
1.0.1
1.0.0
Install
install.packages('ranlip')
Monthly Downloads
4
Version
1.0.1
License
LGPL-3
Maintainer
Gleb Beliakov
Last Published
June 24th, 2021
Functions in ranlip (1.0.1)
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ranlip
Ranlip Package
ranlip.PrepareHatFunction
Builds the hat function for a given Lipschitz constant
ranlip.Init
Initialization of the internal variables
ranlip.FreeMem
Free Memory Function
ranlip.PrepareHatFunctionAuto
Computation function of building the hat function and an estimated Lipschitz constant
ranlip.RandomVec
Generated variate function with density p
ranlip.SavePartition
Saves the computed hat function into a file
ranlip.LoadPartition
Load the computed hat function
ranlip.RandomVecN
Generates variate function with density p
ranlip.Seed
Function of setting the seed