discrete_distribution 1.0.1
Fork of aliastable by Paul J Sanchez. If a categorical distribution has k distinct values, traditional approaches will require O(k) work to pick an outcome with the correct probabilities. This algorithm uses conditional probability to construct a table which will yield outcomes with the correct probabilities, but in O(1) time.
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Versions:
- 1.0.1 March 08, 2016 (23 KB)