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Re: Choose index into array of probabilities


From: Søren Hauberg
Subject: Re: Choose index into array of probabilities
Date: Thu, 24 Aug 2006 20:18:57 +0200

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);
  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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