Publisher review:RanLip Matlab toolbox generates random vectors with arbitrary Lipschitz densities in 1-5 variables RanLip uses acceptance/rejection approach to generate random vectors, which is based on approximation of the probability density function from above with a "hat" function.
It is assumed that the distribution has Lipschitz-continuous density, which is either given analytically or has a black box. It exhibits good performance for up to five variables, and provides the user with a black box nonuniform random variate generator for a large class of distributions, in particular, multimodal distributions. Requirements: ยท MATLAB Release: R14
RanLip Matlab toolbox is a Matlab script for Statistics and Probability scripts design by Gleb Beliakov.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Operating system:Windows / Linux / Mac OS / BSD / Solaris
RanLip Matlab toolbox script details 
