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GAMS Module 802 in TOMS


802

 
ALC2D: Automatic generator for bivariate log-concave distributions. Given a
computable log-concave density f(x,y), its partial derivatives, and the domain
of the distribution, generates random variates (X,Y) with the desired
distribution. (See W. Hoermann, ACM TOMS 26 (2000) pp. 201-219).
 
Classes  :  L6b . Generate pseudo-random numbers from multivariate
                distributions
 
Type     : C software in TOMS collection.
Access   : Some uses prohibited. Portable.
Precision: Double.
 
Details  : Fullsource
Sites    : (1) NETLIB
 

Implementation of 802 from TOMS on NETLIB

 
NETLIB:    Public access repository, The University of Tennessee at
           Knoxville and Bell Laboratories
 
Precision: Double.
 
You may access components from NETLIB outside GAMS as follows.
 
   Fullsource   : echo "send 802 from toms" | mail netlib@ornl.gov


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