libranlip-dev binary package in Ubuntu Xenial amd64

 RanLip generates random variates with an arbitrary multivariate
 Lipschitz density.
 .
 While generation of random numbers from a variety of distributions is
 implemented in many packages (like GSL library
 http://www.gnu.org/software/gsl/ and UNURAN library
 http://statistik.wu-wien.ac.at/unuran/), generation of random variate
 with an arbitrary distribution, especially in the multivariate case, is
 a very challenging task. RanLip is a method of generation of random
 variates with arbitrary Lipschitz-continuous densities, which works in
 the univariate and multivariate cases, if the dimension is not very
 large (say 3-10 variables).
 .
 Lipschitz condition implies that the rate of change of the function (in
 this case, probability density p(x)) is bounded:
 .
 |p(x)-p(y)|<M||x-y||.
 .
 From this condition, we can build an overestimate of the density, so
 called hat function h(x)>=p(x), using a number of values of p(x) at some
 points. The more values we use, the better is the hat function. The
 method of acceptance/rejection then works as follows: generatea random
 variate X with density h(x); generate an independent uniform on (0,1)
 random number Z; if p(X)<=Z h(X), then return X, otherwise repeat all
 the above steps.
 .
 RanLip constructs a piecewise constant hat function of the required
 density p(x) by subdividing the domain of p (an n-dimensional rectangle)
 into many smaller rectangles, and computes the upper bound on p(x)
 within each of these rectangles, and uses this upper bound as the value
 of the hat function.

Source package