Description: | Contains universal (also called automatic or black-box) algorithms
that can generate random numbers from large classes of continuous or
discrete distributions, and also from practically all standard
distributions.
To generate random numbers the user must supply some information
about the desired distribution, especially a C-function that computes
the density and - depending on the chosen methods - some additional
information (like the borders of the domain, the mode, the derivative
of the density ...). After a user has given this information an
init-program computes all tables and constants necessary for the
random variate generation. The sample program can then generate
variates from the desired distribution. |