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## Copyright (C) 1996, 1997 Kurt Hornik
##
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
##
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## usage: discrete_rnd (N, V, P)
##
## Generate a random sample of size N from the univariate distribution
## which assumes the values in V with probabilities P.
##
## Currently, N must be a scalar.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: Random deviates from a discrete distribution
function rnd = discrete_rnd (N, V, P)
if (nargin != 3)
usage ("discrete_rnd (N, V, P)");
endif
if !is_scalar (N)
error ("discrete_rnd: N must be a scalar");
endif
if (! is_vector (V))
error ("discrete_rnd: V must be a vector");
elseif (! is_vector (P) || (length (P) != length (V)))
error ("discrete_rnd: P must be a vector with length (V) elements");
elseif (! (all (P >= 0) && any (P)))
error ("discrete_rnd: P must be a nonzero, nonnegative vector");
endif
u = rand (1, N);
m = length (P);
s = reshape (cumsum (P / sum (P)), m, 1);
rnd = V (1 + sum ((s * ones (1, N)) <= ((ones (m, 1) * u))));
if (prefer_column_vectors)
rnd = rnd';
endif
endfunction
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