variates with arbitrary Lipschitz-continuous densities via the acceptance /
rejection method. The density should have a dimension of no more than about
five. The user needs to supply the density function using a simple syntax, and
then call the methods of construction and generation provided in libranlip.
WWW: http://www.deakin.edu.au/~gleb/ranlip.html
PR: ports/143624
Submitted by: bf <bf1783 at gmail.com>
