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15 lines
355 B
R
15 lines
355 B
R
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library(stats)
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invtransform<-function(p,s){
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#generate a random number in the states s,
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#with discrete distribution p with the method of
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#the inverse transform
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#s=vector of states
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#p=probability of each state. Vector of the same length as s
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n<-length(p)
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cs<-cumsum(p)
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u<-runif(1,min = 0,max = 1)
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d<-cs-u
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i<-min(which(d>0))
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s[i]
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}
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