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rando

PURPOSE

rando.m generates a random variable in {1, 2, ..., n} given a distribution vector.

SYNOPSIS

function [index] = rando(p)

DESCRIPTION

  rando.m generates a random variable in {1, 2, ..., n} given a distribution vector.

CROSS-REFERENCE INFORMATION

This function calls:

This function is called by:

simulate_chain simulate_chain.m simulates a Markov chain on {1, 2, ..., n} given an
slot_machine slot_machine.m generates several outcomes of wealth while playing a hypothetical slot machine

SOURCE CODE

0001 %  rando.m generates a random variable in {1, 2, ..., n} given a distribution vector.
0002 
0003 function [index] = rando(p)
0004 u = rand;
0005 i = 1;
0006 s = p(1);
0007 
0008 while ((u > s) && (i < length(p))),
0009   i=i+1;
0010   s=s+p(i);
0011 end
0012 
0013 index=i;