discr {mixedsde}

Simulation Of Random Variables

Description

Simulation of (discrete) random variables from a vector of probability (the nonparametrically estimated values of the density renormalised to sum at 1) and a vectors of real values (the grid of estimation)

Usage

discr(x, p)

Arguments

x

n real numbers

p

vector of probability, length n

Value

y a simulated value from the discrete distribution