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Code Listing by Vincent Mazet

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This function generate random variables distributed according to a truncated normal distribution (or, by a translation, to a normal distribution with positive support). This kind of problem is especially interesting for generating variables with MCMC methods.

We use a mixed accept-reject algorithm, i.e. a classical accept-reject algorithm using several proposal distributions, each one being adapted to the different values of the...



This program estimates the background (or baseline) of optical spectra by the polynomial minimizing a cost function. If the cost function was quadratic, the solution is the least squares estimation, which is not appropriate in this problem....