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IMSL_DISCR_TABLE

IMSL_DISCR_TABLE

IMSL_DISCR_TABLE

The IMSL_DISCR_TABLE function sets up table to generate pseudorandom numbers from a general discrete distribution.

IMSL_DISCR_TABLE sets up a table that IMSL_RAND_GEN_CONT uses to generate pseudorandom deviates from a discrete distribution. The distribution can be specified either by its probability function prf or by a vector of values of the cumulative probability function. Note that prf is not the cumulative probability distribution function. If the cumulative probabilities are already available in Cum_Probs, the only reason to call IMSL_DISCR_TABLE is to form an index vector in the upper portion of the result so as to speed up the generation of random deviates by the routine RAND_GEN_CONT.



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