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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.
| Web site | http://prxq.wordpress.com/2006/04/23/more-on-the-alias-method/ |
| Mailing list | |
| Version | 2 - Sunday, 23 April 2006 |
| Maturity | Experimental |
| OS compatibility | Any |
| ASDF installable | No |
| Official Download | http://common-lisp.net/~mmommer/alias_method_v2.lisp |
| Mirrored Download | |
| Source code repository |
Statistics | Code Snippets | Libraries | Any operating system | MIT
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