rAlias: Alias Method for Generating Discrete Random Variates

In MiscMath: Miscellaneous Mathematical Tools

Alias Method for Generating Discrete Random Variates

Description

Efficient method for generating discrete random variates from any distribution with a finite number (N) of states. The method is described in detail in Section 10.1 of the given reference.

Usage

rAlias(n, P) 

Arguments

n	numeric, constant number of variates to be simulated
P	numeric, probability mass function, assuming states from 1 through N

Value

numeric vector of containing n simulated values from the given discrete distribution

References

S. Ross (1990) A Course in Simulation, MacMillan.

Examples

  x <- rAlias(n = 100, P = c(1:5)/15)
  table(x)/100

MiscMath documentation built on April 13, 2025, 9:07 a.m.