mirror of
https://github.com/Andreaierardi/Master-DataScience-Notes.git
synced 2024-12-11 21:07:55 +01:00
15 lines
355 B
R
15 lines
355 B
R
|
library(stats)
|
||
|
|
invtransform<-function(p,s){
|
||
|
|
#generate a random number in the states s,
|
||
|
|
#with discrete distribution p with the method of
|
||
|
|
#the inverse transform
|
||
|
|
|
||
|
|
#s=vector of states
|
||
|
|
#p=probability of each state. Vector of the same length as s
|
||
|
|
n<-length(p)
|
||
|
|
cs<-cumsum(p)
|
||
|
|
u<-runif(1,min = 0,max = 1)
|
||
|
|
d<-cs-u
|
||
|
|
i<-min(which(d>0))
|
||
|
|
s[i]
|
||
|
|
}
|