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);