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
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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