Re: [R] Generate random numbers under constrain

2014-11-27 Thread Jue Lin-Ye
Hello! I am relatively new using R, but this is my contribution to the answer. How about using a Monte-Carlo method. Generate m numbers in the support [0,1], where mn. Then constrain by constructing a loop that takes every one of the elements in the m sized vector and select the ones that sum up

Re: [R] Generate random numbers under constrain

2014-11-27 Thread Erich Neuwirth
You want random numbers within the n-dimensional simplex (sum xi =1) The easiest solution of course would be creating n-dimensions vectors with iid uniform components on [0,1) and throwing away those violating the inequality. Since the volume of the n-dimensional simplex is 1/n! (factorial) this

Re: [R] Generate random numbers under constrain

2014-11-27 Thread Mikhail Umorin
How about generating the uniform numbers sequentially and keep the running sum of all the previous numbers. At each step check if the newly generated random number plus the running sum 1 discard the number and generate a new one, repeat the condition check. If the new number plus old sum 1

Re: [R] Generate random numbers under constrain

2014-11-22 Thread Bert Gunter
Well, if their sum must be 1 they ain't random... But anyway... given n randnums - function(n) { Bert Gunter Genentech Nonclinical Biostatistics (650) 467-7374 Data is not information. Information is not knowledge. And knowledge is certainly not wisdom. Clifford Stoll On Sat, Nov 22,

Re: [R] Generate random numbers under constrain

2014-11-22 Thread Bert Gunter
(Hit send key by accident before I was finished ...) Bert Gunter Genentech Nonclinical Biostatistics (650) 467-7374 Data is not information. Information is not knowledge. And knowledge is certainly not wisdom. Clifford Stoll On Sat, Nov 22, 2014 at 7:14 AM, Bert Gunter bgun...@gene.com

Re: [R] Generate random numbers under constrain

2014-11-22 Thread Boris Steipe
These are contradictory requirements: either you have n random numbers from the interval [0,1), then you can't guarantee anything about their sum except that it will be in [0,n). Or you constrain the sum, then your random numbers cannot be random in [0,1). You could possibly scale the random

Re: [R] Generate random numbers under constrain

2014-11-22 Thread Ranjan Maitra
I don't understand this discussion at all. n random numbers constrained to have sum =1 are still random. They are not all independent. That said, the original poster's question is ill=formed since there can be multiple distributions these random numbers come from. best wishes, Ranjan On

Re: [R] Generate random numbers under constrain

2014-11-22 Thread Boris Steipe
Of course they are random. But they can't all be randomly picked from [0,1). By scaling them, one is effectively scaling the interval from which they are picked. B. Nb: the scaling procedure will work for any probability distribution. On Nov 22, 2014, at 10:54 AM, Ranjan Maitra

Re: [R] Generate random numbers under constrain

2014-11-22 Thread David Winsemius
In the 2 and 3 vector case it is possible do define a fairly simple sampling space where this is possible. Consider the unit square where the sample space is the area where x+y 1. It generalizes to 3 dimensions with no difficulty. x= (0:100)/100 y= (0:100)/100 z=outer(x,y, function(x,y)

Re: [R] generate random numbers for lotteries

2012-04-29 Thread Mike Miller
On Fri, 27 Apr 2012, Vale Fara wrote: I am working with lotteries and I need to generate two sets of uniform random numbers. Requirements: 1) each set has 60 random numbers random integers? 2) random numbers in the first set are taken from an interval (0-10), whereas numbers in the second

Re: [R] generate random numbers for lotteries

2012-04-29 Thread billy am
Interesting set of question.. I am completely new to R but let me try my luck. Random number in R x - runif(60 , 0 , 10) # 60 numbers from 0 to 10 y- runif(60, 15 , 25) # same as above , from 15 to 25 The second part though. Do you mean , for( i in 1:length(x)) { z = x[i] + y[i] return z }

Re: [R] generate random numbers for lotteries

2012-04-29 Thread R. Michael Weylandt michael.weyla...@gmail.com
On Apr 29, 2012, at 2:25 AM, billy am wickedpu...@gmail.com wrote: Interesting set of question.. I am completely new to R but let me try my luck. Random number in R x - runif(60 , 0 , 10) # 60 numbers from 0 to 10 y- runif(60, 15 , 25) # same as above , from 15 to 25 The second

Re: [R] generate random numbers for lotteries

2012-04-29 Thread Vale Fara
Hi, thank you both for your replies, I really appreciate it! To Mike: yes, random integers. Can I use the function round() as in the example with 5 random numbers below? To Billy: for the second part I got an error, but it may be that I didn't properly set i...? Here is the R output: x -

Re: [R] generate random numbers for lotteries

2012-04-29 Thread jim holtman
I would assume that you would use 'sample' to draw the numbers: sample(0:10,60,TRUE) [1] 2 3 1 2 9 2 2 0 3 [10] 0 4 2 3 9 7 3 10 9 [19] 8 5 8 7 6 3 10 0 6 [28] 8 10 6 3 3 2 7 0 0 [37] 1 4 8 2 10 2 0 7 9 [46] 9 9 7 9 6 10 1 1 6 [55] 1 8 3 8 2

Re: [R] generate random numbers for lotteries

2012-04-29 Thread R. Michael Weylandt
On Sun, Apr 29, 2012 at 4:38 PM, Vale Fara vale...@gmail.com wrote: Hi, thank you both for your replies, I really appreciate it! To Mike: yes, random integers. Can I use the function round() as in the example with 5 random numbers below? To Billy: for the second part I got an error, but it

Re: [R] generate random numbers for lotteries

2012-04-29 Thread Mike Miller
On Mon, 30 Apr 2012, Vale Fara wrote: ok, what to do is to generate two sets (x,y) of integer uniform random numbers so that the following condition is satisfied: the sum of the numbers obtained in x,y matched two by two (first number obtained in x with first number obtained in y and so on)

Re: [R] generate random numbers for lotteries

2012-04-29 Thread Daniel Nordlund
-Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Mike Miller Sent: Sunday, April 29, 2012 5:21 PM To: Vale Fara Cc: r-help@r-project.org; billy am Subject: Re: [R] generate random numbers for lotteries On Mon, 30 Apr 2012

Re: [R] generate random numbers for lotteries

2012-04-29 Thread Mike Miller
On Sun, 29 Apr 2012, Daniel Nordlund wrote: I don't know what the OP is really trying to accomplish yet, and I am not motivated (yet) to try to figure it out. However, all this flooring and ceiling) and rounding is not necessary for generating uniform random integers. For N integers in the

Re: [R] generate random numbers

2011-03-31 Thread Greg Snow
There are several non-normal distributions built in that you could just use their generationg functions. There are packages (most with dist somewhere in the name) that allow for functions on standard distributions including combining together distributions. If your distribution is not one of

Re: [R] generate random numbers

2011-03-31 Thread Ted Harding
On 31-Mar-11 19:23:33, Anna Lee wrote: Hey List, does anyone know how I can generate a vector of random numbers from a given distribution? Something like rnorm just for non normal distributions??? Thanks a lot! Anna SUppose we give your distribution the name Dist. The generic approach

Re: [R] generate random numbers

2011-03-31 Thread David Scott
On 01/04/11 08:50, Ted Harding wrote: On 31-Mar-11 19:23:33, Anna Lee wrote: Hey List, does anyone know how I can generate a vector of random numbers from a given distribution? Something like rnorm just for non normal distributions??? Thanks a lot! Anna SUppose we give your distribution the

Re: [R] generate random numbers from a multivariate distribution with specified correlation matrix

2010-08-24 Thread rusers.sh
Great. It is more clearer for me. Thanks all. 2010/8/24 Michael Dewey m...@aghmed.fsnet.co.uk At 02:40 24/08/2010, rusers.sh wrote: Hi all, rmvnorm()can be used to generate the random numbers from a multivariate normal distribution with specified means and covariance matrix, but i want to

Re: [R] generate random numbers from a multivariate distribution with specified correlation matrix

2010-08-24 Thread rusers.sh
BTW, can you recommend a book on statistical simulations? I want to know more on how to generate random numbers from distributions, how to generate the theoretical models,... Thanks a lot. 2010/8/24 Michael Dewey m...@aghmed.fsnet.co.uk At 02:40 24/08/2010, rusers.sh wrote: Hi all,

Re: [R] generate random numbers from a multivariate distribution with specified correlation matrix

2010-08-23 Thread Ben Bolker
rusers.sh rusers.sh at gmail.com writes: rmvnorm()can be used to generate the random numbers from a multivariate normal distribution with specified means and covariance matrix, but i want to specify the correlation matrix instead of covariance matrix for the multivariate normal

Re: [R] generate random numbers from a multivariate distribution with specified correlation matrix

2010-08-23 Thread rusers.sh
Hi, If you see the link http://www.stata.com/help.cgi?drawnorm, and you can see an example, #draw a sample of 1000 observations from a bivariate standard normal distribution, with correlation 0.5. #drawnorm x y, n(1000) corr(0.5) This is what Stata software did. What i hope to do in R should be

Re: [R] generate random numbers from a multivariate distribution with specified correlation matrix

2010-08-23 Thread David Winsemius
On Aug 23, 2010, at 11:05 PM, rusers.sh wrote: Hi, If you see the link http://www.stata.com/help.cgi?drawnorm, and you can see an example, #draw a sample of 1000 observations from a bivariate standard normal distribution, with correlation 0.5. #drawnorm x y, n(1000) corr(0.5) This is what

Re: [R] generate random numbers from a multivariate distribution with specified correlation matrix

2010-08-23 Thread Dennis Murphy
Hi Jane: On Mon, Aug 23, 2010 at 8:05 PM, rusers.sh rusers...@gmail.com wrote: Hi, If you see the link http://www.stata.com/help.cgi?drawnorm, and you can see an example, #draw a sample of 1000 observations from a bivariate standard normal distribution, with correlation 0.5. #drawnorm x

Re: [R] generate random numbers subject to constraints

2008-03-27 Thread Robert A LaBudde
At 05:06 PM 3/26/2008, Ted Harding wrote: On 26-Mar-08 21:26:59, Ala' Jaouni wrote: X1,X2,X3,X4 should have independent distributions. They should be between 0 and 1 and all add up to 1. Is this still possible with Robert's method? Thanks I don't think so. A whileago you wrote The

Re: [R] generate random numbers subject to constraints

2008-03-27 Thread Naji Nassar
Hi all One suggestion, tranforme the x 0x11 Tranforme x1=exp(u1)/(exp(u1)+exp(u2)+exp(u3)+1) 0x21 Tranforme x2=exp(u2)/(exp(u1)+exp(u2)+exp(u3)+1) 0x31 Tranforme x3=exp(u3)/(exp(u1)+exp(u2)+exp(u3)+1) 0x41 Tranforme x4= 1/(exp(u1)+exp(u2)+exp(u3)+1) x1+x2+x3+x4=1 Now

Re: [R] generate random numbers subject to constraints

2008-03-27 Thread Charles C. Berry
On Thu, 27 Mar 2008, Robert A LaBudde wrote: At 05:06 PM 3/26/2008, Ted Harding wrote: On 26-Mar-08 21:26:59, Ala' Jaouni wrote: X1,X2,X3,X4 should have independent distributions. They should be between 0 and 1 and all add up to 1. Is this still possible with Robert's method? Thanks I

Re: [R] generate random numbers subject to constraints

2008-03-26 Thread Giovanni Petris
You have 4 random variables that satisfy 2 linear constraints, so you are trying to generate a point in a (4-2) = 2 dimensional linear (affine, in fact) subspace of R^4. If you don't have any further requirement for the distribution of the random points you want to generate, there are

Re: [R] generate random numbers subject to constraints

2008-03-26 Thread Paul Smith
On Wed, Mar 26, 2008 at 7:27 PM, Ala' Jaouni [EMAIL PROTECTED] wrote: I failed to mention that the X values have to be positive and between 0 and 1. Use Robert's method, and to do his step 1, use runif (?runif) to get random numbers from the uniform distribution between 0 and 1. Paul

Re: [R] generate random numbers subject to constraints

2008-03-26 Thread Ted Harding
On 26-Mar-08 20:13:50, Robert A LaBudde wrote: At 01:13 PM 3/26/2008, Ala' Jaouni wrote: I am trying to generate a set of random numbers that fulfill the following constraints: X1 + X2 + X3 + X4 = 1 aX1 + bX2 + cX3 + dX4 = n where a, b, c, d, and n are known. Any function to do this? 1.

Re: [R] generate random numbers subject to constraints

2008-03-26 Thread Ala' Jaouni
X1,X2,X3,X4 should have independent distributions. They should be between 0 and 1 and all add up to 1. Is this still possible with Robert's method? Thanks On Wed, Mar 26, 2008 at 12:52 PM, Ted Harding [EMAIL PROTECTED] wrote: On 26-Mar-08 20:13:50, Robert A LaBudde wrote: At 01:13 PM

Re: [R] generate random numbers subject to constraints

2008-03-26 Thread Ala' Jaouni
X1,X2,X3,X4 should have independent distributions. They should be between 0 and 1 and all add up to 1. Is this still possible with Robert's method? Thanks __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read

Re: [R] generate random numbers subject to constraints

2008-03-26 Thread Alberto Monteiro
Ala' Jaouni wrote: I am trying to generate a set of random numbers that fulfill the following constraints: X1 + X2 + X3 + X4 = 1 aX1 + bX2 + cX3 + dX4 = n where a, b, c, d, and n are known. Any function to do this? You must give more information. How are those numbers

Re: [R] generate random numbers subject to constraints

2008-03-26 Thread Ted Harding
On 26-Mar-08 21:26:59, Ala' Jaouni wrote: X1,X2,X3,X4 should have independent distributions. They should be between 0 and 1 and all add up to 1. Is this still possible with Robert's method? Thanks I don't think so. A whileago you wrote The numbers should be uniformly distributed (but in the

Re: [R] generate random numbers subject to constraints

2008-03-26 Thread Ted Harding
OOPS! A mistake below. I should have written: This raises a general question: Does anyone know of an R function to sample uniformly in the interior of a general (k-r)-dimensional simplex embedded in k dimensions, with (k-r+1) given vertices? On 26-Mar-08 22:06:54, Ted Harding wrote: On

Re: [R] generate random numbers subject to constraints

2008-03-26 Thread Charles C. Berry
Ala' Jaouni ajaouni at gmail.com writes: X1,X2,X3,X4 should have independent distributions. They should be between 0 and 1 and all add up to 1. Is this still possible with Robert's method? NO. If they add to 1 they are not independent. As Ted remarked, the constraints define two