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The Alias Method
Created by amoroso on: Thu, 20 Apr 2006 07:13:11 GMT, Last modification: Mon, 24 Apr 2006 11:48:33 GMT

An implementation of the Alias Method for generating a function that returns the value of a random variable with a specified probability. It is described in "On the alias method for generating random variables from a discrete distribution" by R.A. Kronmal and A.V. Peterson, The American Statistician, 33:214-218, 1979.

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Web sitehttp://prxq.wordpress.com/2006/04/23/more-on-the-alias-method/
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Version2 - Sunday, 23 April 2006
MaturityExperimental
OS compatibilityAny
ASDF installableNo
Official Downloadhttp://common-lisp.net/~mmommer/alias_method_v2.lisp
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Source code repository

Compatible Implementations

Generic ANSI Common Lisp

Authors and Maintainers

Mario Mommer

Tags

Statistics | Code Snippets | Libraries | Any operating system | MIT

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