ENH: use rand instead of draw for drv sampling (#164)

* ENH: use rand instead of draw for drv sampling (closes #162)

* Add `rand!(::AbstractArray{<:Integer}, ::DiscreteRV)` method

src/discrete_rv.jl

@@ -53,7 +53,7 @@ Make a single draw from the discrete distribution
 
 - `out::Int`: One draw from the discrete distribution
 """
-draw(d::DiscreteRV) = searchsortedfirst(d.Q, rand())
+Base.rand(d::DiscreteRV) = searchsortedfirst(d.Q, rand())
 
 """
 Make multiple draws from the discrete distribution represented by a
@@ -68,4 +68,13 @@ Make multiple draws from the discrete distribution represented by a
 
 - `out::Vector{Int}`: `k` draws from `d`
 """
-draw(d::DiscreteRV, k::Int) = Int[draw(d) for i=1:k]
+Base.rand(d::DiscreteRV, k::Int) = Int[rand(d) for i=1:k]
+
+function Base.rand!{T<:Integer}(out::AbstractArray{T}, d::DiscreteRV)
+ @inbounds for I in eachindex(out)
+ out[I] = rand(d)
+ end
+ out
+end
+
+@deprecate draw Base.rand

src/markov/mc_tools.jl

@@ -312,7 +312,7 @@ Base.start(mcis::MCIndSimulator) = (mcis.init, 0)
 
 function Base.next(mcis::MCIndSimulator, state::Tuple{Int,Int})
  ix, t = state
- (ix, (draw(mcis.drvs[ix]), t+1))
+ (ix, (rand(mcis.drvs[ix]), t+1))
 end
 
 Base.done(mcis::MCIndSimulator, s::Tuple{Int,Int}) = s[2] >= mcis.len

test/test_discrete_rv.jl

@@ -1,5 +1,5 @@
 @testset "Testing discrete_rv.jl" begin
- 
+
  # set up
  n = 10
  x = rand(n)
@@ -10,7 +10,18 @@
  @test drv.Q[end] ≈ 1.0
 
  # test lln
- draws = draw(drv, 100000)
+ draws = rand(drv, 100_000)
+ c = counter(draws)
+ counts = Array{Float64}(n)
+ for i=1:n
+ counts[i] = c[i]
+ end
+ counts ./= sum(counts)
+
+ @test isapprox(Base.maximum(abs, counts - drv.q), 0.0; atol=1e-2)
+
+ draws = Array{Int}(100_000)
+ rand!(draws, drv)
  c = counter(draws)
  counts = Array{Float64}(n)
  for i=1:n