Generate a Random Data from Discrete Probability Function
Generates random data from a given empirical probability function. It also returns cumulative distribution function corresponding to the entered probability function.
number of observations.
empirical probability function.
pf is an array of any dimensionality with all elements sum up to one. If its dimension is greater than one, it is transformed to a row vector column-by-column.
A list including
an nx1 vector that gives generated random data.
a vector including cumulative distribution function.
Maintainer: Haydar Demirhan <firstname.lastname@example.org>
Kroese D.P., Taimre T., Botev Z.I. (2011) Handbook of Monte Carlo Methods, Wiley, New York.
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p = c(0.23,0.11,0.05,0.03,0.31,0.03,0.22,0.02) rDiscrete(n=2,pf=p) # pf would be entered as a matrix: p = matrix(c(0.23,0.11,0.05,0.03,0.31,0.03,0.22,0.02), nrow=2, ncol=4, byrow = TRUE) rDiscrete(n=2,pf=p) p = matrix(c(0.23,0.11,0.05,0.03,0.31,0.03,0.22,0.02), nrow=4, ncol=2, byrow = TRUE) rDiscrete(n=2,pf=p) # or pf would be entered as a three dimensional array: p = array(c(0.23,0.11,0.05,0.03,0.31,0.03,0.22,0.02), dim=c(2,2,2)) rDiscrete(n=2,pf=p)