Simulation of counting processes and piecewise constant functions: simgeom(npoints, p) - File Exchange

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Simulation of counting processes and piecewise constant functions

[ctimes, cval]=linjpcut(jmpti... LINJPCUT Truncate piecewise linear functions at a given time.
[ctimes, cval]=staircut(jmpti... STAIRCUT Truncate piecewise constant functions at a given time.
[ctimes, le_ij, cle_ij, exi, ... STTIMESCUT Truncate nondecreasing sequences at a given point.
countpath(cdir) COUNTPATH add the counting processes and random number
distrmu(distr, dpar) DISTRMU a table-lookup function. For a given handle to an external
distrstat(distr, dpar)
onoff(nproc, maxtime, on_dist... ONOFF generate N independent stationary on-off processes. An
rencount(nproc, maxtime, dist... % RENCOUNT Simulate independent renewal counting processes
renewpp(nproc, maxtime, distr... RENEWPP Generate a matrix of N independent renewal point
renrew(nproc, maxtime, ren1_d... % RENREW Generate N independent renewal reward processes
renuni(nproc, maxtime) RENUNI Generate a matrix of N independent renewal counting
simbinom(npoints, n, p) SIMBINOM random numbers from binomial distribution
simdiscr(npoints, pdf, val) SIMDISCR random numbers from a discrete random
simexp(M, N, lambda) SIMEXP random numbers from exponential distribution
simgeom(npoints, p) SIMGEOM random numbers from geometric distribution
simlinear(M, N)
simpareto(M, N, alpha) SIMPARETO random numbers from Pareto distribution:
simparetonrm(M, N, alpha, gam... SIMPARETONRM Generate a matrix of random numbers from the
stairintegr(jptimes, fval, st... % STAIRINTEGR Integrate piecewise constant (stair) functions. The results
stairsum(jmptimes, fval) % STAIRSUM Add piecewise constant (stair) functions.
stsumplot(jptimes, fval, stim... STSUMPLOT Plot piecewise constant functions and their sum. The
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from Simulation of counting processes and piecewise constant functions by Ingemar Kaj Raimundas Gaigalas
Simulate renewal, renewal reward, on-off processes

simgeom(npoints, p)

function [sample] = simgeom(npoints, p)
% SIMGEOM random numbers from geometric distribution
%  pdf p(k)=p(1-p)^k,   k=0,1,...
% 
% [sample] = simgeom(npoints, p)
%
% Inputs: npoints - sample size
%         p - parameter of the distribution
%
% Outputs: sample - vector of random numbers
%
% See also SIMBINOM, SIMDISCR, SIMEXP, SIMPARETO

% Authors: R.Gaigalas, I.Kaj
% v1.2 04-Oct-02

  % generate a sample of Exp(lambda) with lambda=-log(1-p)
  % and take the largest integer less than or equal to the result 
  sample = floor(log(rand(1, npoints))./log(1-p));

Highlights from Simulation of counting processes and piecewise constant functions

Highlights from
Simulation of counting processes and piecewise constant functions