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

[Heinz Nabielek]

Ingenious. Works with precision. Gigantically fast for a million random deviates. Ideal for Monte-Carlo simulations.

I had never heard of dsearch* before......
Thanks a lot
Heinz


* I wished the Scilab help files would be more readable.....

> On 18.03.2019, at 09:50, Dang Ngoc Chan, Christophe <Christophe.Dang at sidel.com> wrote:
> 
> 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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