SMPLPRB

Name

smplprb

Purpose (one Line Only)

Sample a probability function to facilitate drawing random numbers from it.

Description

This program is intended to take a probability function, and return
an array that if plotted as a histogram will look like the probability
function. The array that is produced is meant to be used to draw
random numbers that will be characterized by the probility function.

Calling Sequence

xval=SMPLPRB(func,x1,x2,n)

Inputs

func -String. Function name. ex: 'sqrt' or 'alog'
Any positive definite function can be used and must take
one and only one argument.
x1 - Min of x range.
x2 - Max of x range.

Optional Input Parameters

n - Size of output array. Determines sampling size.
DEFAULT=10000. As this number is increased the resolution of
the sampled probability function is improved. Successful usage
of this routine will depend on tuning this value.

Keyword Input Parameters

PLOT - Flag, if set will cause a plots to be generated to show
a histogram derived from xval with the function overplotted.
DEBUG - Flag, if set will print some internal debugging information.
RANDOMIZE - Flag, if set will force the returned array to be in random
order. The default is to turn them in an order sorted by
increasing function value.

Outputs

returns an array of n x-values between x1 and x2. Each discrete value of
X appears in the output array as many times as is needed to represent
the probability of that value. This is a relative number since
increasing N will increase the number of times that every value of X
will appear.

Keyword Output Parameters

Common Blocks

Side Effects

Restrictions

Can only take probability functions, i.e. the function cannot be
less than zero.

Procedure

Modification History

2004/07/13, Written by Maureen Teyssier, REU Lowell Observatory
2004/07/15, MWB, incorporated into library.
2013/08/14, MWB, slight algorithmic improvements, on average the results
are nearly the same but the sampling is slightly more
robust and cleaner now. Also added the DEBUG and
RANDOMIZE keyword.
2016/08/18, MWB, changed plots to black on white and fixed a minor
edge effect that would cause the routine to crash.