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

[Dang Ngoc Chan, Christophe]

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

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