Re: Choose index into array of probabilities

[Søren Hauberg]

tor, 24 08 2006 kl. 20:18 +0200, skrev Søren Hauberg:
> tor, 24 08 2006 kl. 23:38 +0530, skrev Masatran (Deepak), R.:
> > I have an array, of probabilities which add up to 1. How can I generate an
> > index into this array with each array cell being chosen with probability
> > equal to the cell value?
> Assuming p is the array of probabilities:
> 
>   cs = cumsum(a);
Sorry, this should of course be
    cs = sumsum(p);

>   idx = find(cs >= rand());
> 
> This should do it. I think I've written those line of code 100 times
> (it's a central part of the particle filter)
> 
> Søren
> 
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> 
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