g05eyf

g05eyf © Numerical Algorithms Group, 2002.

Purpose

G05EYF Pseudo-random integer from reference vector

Synopsis

[fun_value] = g05eyf(r)

Description

 
 This routine is designed for use in conjunction with other 
 routines in this chapter, which set up the reference vector R for
 specific distributions or according to a distribution specified 
 in terms of the PDF (probability density function) or CDF 
 (cumulative distribution function). See the G05 Chapter 
 Introduction.
 
 The routine generates a random number x from G05CAF and searches 
 the CDF in R for the smallest value y such that CDF(y)>=x and CDF
 (y-1)<x. R will contain an index to speed this process and the 
 more space allotted to R the faster this will become.

Parameters

g05eyf

Required Input Arguments:

r (:)                                 real