[Scilab-users] Can you suggest a more efficient procedure for generating random variables?

[Federico Miyara]

Heinz,

I don't find your example clear enough. What's y? Is it defined previously?

Perhaps an example would be useful.

Regards,

Federico Miyara


On 17/03/2019 19:49, Heinz Nabielek wrote:
> 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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