/* Stochastic Trinomial Sampler */
new; cls;
p={0.3,0.6,0.1};
nr=10;
print/rz ptrisampler(p,nr);



/*
**  ptrisampler.txt - Stochastic Trinomial 0-1-2 Sampler.
** (C) Copyright 2005 Yosuke Amijima. All Rights Reserved.
**
**  Purpose:    Gets stochastic Trinomial 0-1-2 index numbers in a very easy way.
**
**  Format:     x=ptrisampler(p,nr);
**
**  Input:      p        vector,    3 x 1 of probability vector(p[1] for 2, p[2] for 1, p[3] for 0)
**
**              nr       scalar,    number of rows
**
**
**  Output:     x        vector,    nr x 1 of resulting 0-1 index vector
**
*/
proc ptrisampler(p,nr);
   local x;
   p=cumsumc(p);
   x=rndu(nr,1);
   x=2*(x.<=p[1])+1*(x.>p[1] .and x.<=p[2]);
   retp(x);
endp;