Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/KPMstats/sample_discrete.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/KPMstats/sample_discrete.m Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,40 @@ +function M = sample_discrete(prob, r, c) +% SAMPLE_DISCRETE Like the built in 'rand', except we draw from a non-uniform discrete distrib. +% M = sample_discrete(prob, r, c) +% +% Example: sample_discrete([0.8 0.2], 1, 10) generates a row vector of 10 random integers from {1,2}, +% where the prob. of being 1 is 0.8 and the prob of being 2 is 0.2. + +n = length(prob); + +if nargin == 1 + r = 1; c = 1; +elseif nargin == 2 + c == r; +end + +R = rand(r, c); +M = ones(r, c); +cumprob = cumsum(prob(:)); + +if n < r*c + for i = 1:n-1 + M = M + (R > cumprob(i)); + end +else + % loop over the smaller index - can be much faster if length(prob) >> r*c + cumprob2 = cumprob(1:end-1); + for i=1:r + for j=1:c + M(i,j) = sum(R(i,j) > cumprob2)+1; + end + end +end + + +% Slower, even though vectorized +%cumprob = reshape(cumsum([0 prob(1:end-1)]), [1 1 n]); +%M = sum(R(:,:,ones(n,1)) > cumprob(ones(r,1),ones(c,1),:), 3); + +% convert using a binning algorithm +%M=bindex(R,cumprob);