Ingenious. Works with precision. Gigantically fast for a million random deviates. Ideal for Monte-Carlo simulations.
I had never heard of dsearch* before...... Thanks a lot Heinz * I wished the Scilab help files would be more readable..... > On 18.03.2019, at 09:50, Dang Ngoc Chan, Christophe > <[email protected]> wrote: > > Hello Heinz, > >> De : Heinz Nabielek >> Envoyé : dimanche 17 mars 2019 23:50 >> >> I need to generate random deviates x according to a given cumulative >> distribution y that is available only in tabular form. >> [...] >> for i=1:N; >> x=[x find(y>z(i),1)]; >> end; >> >> y is a previously defined table with values monotonically increasing from >> zero > > I guess these are quantiles. > > I think you can vectorise with something like > > x = dsearch(z, y) > > I tried a little bit and it seems to work but I don't know the exact > application so... > > HTH > > -- > Christophe Dang Ngoc Chan > Mechanical calculation engineer > > Public > This e-mail may contain confidential and/or privileged information. If you > are not the intended recipient (or have received this e-mail in error), > please notify the sender immediately and destroy this e-mail. Any > unauthorized copying, disclosure or distribution of the material in this > e-mail is strictly forbidden. > _______________________________________________ > users mailing list > [email protected] > http://lists.scilab.org/mailman/listinfo/users _______________________________________________ users mailing list [email protected] http://lists.scilab.org/mailman/listinfo/users
