rand_discr.sci.svn-base

general toolbox......

function sample = rand_discr(p, m)

// rand_discr - discrete random generator 
// 
//   y = rand_discr(p, n);
//
//   y is a random vector of length n drawn from 
//   a variable X such that
//       p(i) = Prob( X=i )
//
//   Copyright (c) 2008 Gabriel Peyrre


if argn(2)<2
    m = 1;
end

// makes sure it sums to 1
p = p(:)' / sum(p(:));

n = length(p);

coin = rand(1,m);
cumprob=[0 cumsum(p)];
sample=zeros(1,m);
for j=1:n
  ind=find((coin>cumprob(j)) & (coin<=cumprob(j+1)));
  sample(ind)=j;
end


endfunction