> ISTM that this elementary functionality deserves an implementation > that's as fast as it can be.
To substantiate this, I just wrote a simple implementation of "categorical" in "numpy/random/mtrand.pyx" and it's more than 8x faster than your version for multiple samples of the same distribution and more than 3x faster than using "multinomial(1, ...)" for multiple samples of different distributions (each time tested with 1000 samples drawn from distributions over 1000 categories). I can provide it as a patch if there's any interest. - Hagen _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion