Bug#249546: marked as done (ITP: libranlip -- generates random variates with multivariate Lipschitz density)
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and subject line Bug#249546: fixed in libranlip 1.0-1
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Date: Tue, 18 May 2004 14:03:20 +1000
From: Anibal Monsalve Salazar <A.Monsalve.Salazar@IEEE.org>
To: Debian Bug Tracking System <submit@bugs.debian.org>
Subject: ITP: libranlip -- generates random variates with multivariate Lipschitz density
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Package: wnpp
Severity: wishlist
* Package name : libranlip
Version : 1.0
Upstream Author : Gleb Beliakov <gleb@deakin.edu.au>
* URL : http://www.deakin.edu.au/~gleb/ranlip.html
* License : GPL
Description : generates random variates with multivariate Lipschitz d=
ensity
RanLip generates random variates with an arbitrary multivariate
Lipschitz density.=20
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||.
=46rom this condition, we can build an overestimate of the density, so
called hat function h(x)>=3Dp(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)<=3DZ 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.
See http://www.deakin.edu.au/~gleb/ranlip.html for more information.
Anibal Monsalve Salazar
--
.''`. Debian GNU/Linux | Building 28C
: :' : Free Operating System | Monash University VIC 3800, Australia
`. `' http://debian.org/ | http://www-personal.monash.edu/~anibal/
`- |
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From: Anibal Monsalve Salazar <A.Monsalve.Salazar@IEEE.org>
To: 249546-close@bugs.debian.org
X-Katie: lisa $Revision: 1.30 $
Subject: Bug#249546: fixed in libranlip 1.0-1
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Sender: Randall Donald <rdonald@newraff.debian.org>
Date: Tue, 08 Jun 2004 01:17:58 -0400
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Source: libranlip
Source-Version: 1.0-1
We believe that the bug you reported is fixed in the latest version of
libranlip, which is due to be installed in the Debian FTP archive:
libranlip-dev_1.0-1_i386.deb
to pool/main/libr/libranlip/libranlip-dev_1.0-1_i386.deb
libranlip1_1.0-1_i386.deb
to pool/main/libr/libranlip/libranlip1_1.0-1_i386.deb
libranlip_1.0-1.diff.gz
to pool/main/libr/libranlip/libranlip_1.0-1.diff.gz
libranlip_1.0-1.dsc
to pool/main/libr/libranlip/libranlip_1.0-1.dsc
libranlip_1.0.orig.tar.gz
to pool/main/libr/libranlip/libranlip_1.0.orig.tar.gz
A summary of the changes between this version and the previous one is
attached.
Thank you for reporting the bug, which will now be closed. If you
have further comments please address them to 249546@bugs.debian.org,
and the maintainer will reopen the bug report if appropriate.
Debian distribution maintenance software
pp.
Anibal Monsalve Salazar <A.Monsalve.Salazar@IEEE.org> (supplier of updated libranlip package)
(This message was generated automatically at their request; if you
believe that there is a problem with it please contact the archive
administrators by mailing ftpmaster@debian.org)
-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1
Format: 1.7
Date: Wed, 19 May 2004 21:38:33 +1000
Source: libranlip
Binary: libranlip1 libranlip-dev
Architecture: source i386
Version: 1.0-1
Distribution: unstable
Urgency: low
Maintainer: Anibal Monsalve Salazar <A.Monsalve.Salazar@IEEE.org>
Changed-By: Anibal Monsalve Salazar <A.Monsalve.Salazar@IEEE.org>
Description:
libranlip-dev - generates random variates with multivariate Lipschitz density
libranlip1 - generates random variates with multivariate Lipschitz density
Closes: 249546
Changes:
libranlip (1.0-1) unstable; urgency=low
.
* Initial release (Closes: #249546).
Files:
b25cb9fca86ebb9582a0924e5b18a1e2 647 math optional libranlip_1.0-1.dsc
fc56eb62531549304600941cc65a18e8 477069 math optional libranlip_1.0.orig.tar.gz
689dde3ba4a94ac9a6389e94c4a18e95 3010 math optional libranlip_1.0-1.diff.gz
fc90a9292a63c275cfdbe73bb4b31e38 105146 libs optional libranlip1_1.0-1_i386.deb
0990f13304883e37d367815c69efe0a8 15754 libdevel optional libranlip-dev_1.0-1_i386.deb
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