[Scilab-users] Can you suggest a more efficient procedure for generating random variables?
Heinz Nabielek
heinznabielek at icloud.com
Sun Mar 17 23:49:51 CET 2019
I need to generate random deviates x according to a given cumulative distribution y that is available only in tabular form.
Scilab coding was easy by table lookup:
length(y)= 360. // only for general information
N=1000;
z=grand(1,N,'def');
x=[];
for i=1:N;
x=[x find(y>z(i),1)];
end;
Problem is that execution times are exponentially increasing when I want one million deviates.
Can you suggest a significantly more efficient procedure?
Heinz
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