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Multivariate nonuniform random variate generator with arbitrary Lipschitz density

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RanLip

Multivariate nonuniform random variate generator with arbitrary Lipschitz density

These source files are for Maple package, standalone library and Matlab package. All are located in their respective folders. Maple sources in the src folder, standalone C/C++ library in C folder, matleb inmatlab folder. Makefiles folder contains makefiles for Maple version.

Please see the manuals ranlipmaple.pdf (maple) ranlip.pdf (standalone)

June 2021 R version is added, the sources had minor modification to suppress warnings. Use the C/C++ sources in R package tarball for the mst uptodate version.

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Multivariate nonuniform random variate generator with arbitrary Lipschitz density

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