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Random vectors with arbitrary Lipschitz density are generated using acceptance/ rejection. The method is based on G. Beliakov (2005) doi:10.1016/j.cpc.2005.03.105.
| Copyright | Gleb Beliakov. The 'gsl_randist' random number generation library is copyright to James Theiler and Brian Gough. |
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| Maintainer | Gleb Beliakov |