I use multivariate random values frequently -- multinomial (using code contributed to the R-list by Ian Wilson), Dirichlet (using ratios of gamma/sum(gamma)), multivariate normal (using mvrnorm() from MASS, which I wish were called rmvnorm instead!) I have functions for them in some of my home-brewed packages. I would vote for adding some of them to the recommended packages.
Many multinomial distributions have matrices or vectors of arguments: if one wants to generate multiple variates with different parameters, how should these arguments be stacked? e.g. for multinomial deviates, should one be able to specify an m by p matrix for "prob" where m is a divisor of n? The other minor point is that I usually give d- and r-functions for these distributions but not p- and q- (since I don't really want to think about defining, much less computing, multidimensional cumulative distributions ...) Ben On Mon, 27 Jan 2003, Martin Maechler wrote: > I've had a need for multinomial "random number generation" > occasionally. And other people too. > The following code is currently in the > (very small ``not very high importance'') CRAN package normix > --- which I will rename to "nor1mix" very seen because of a > ``name registration'' problem > > I want to add "this" (well the functionality) to a standard > package -- "mva" probably. > > The reason for my post is to ask about importance for C code > (and a an official API to that). > 1) I think we have no clear precedence of a C interface to > **multivariate** random numbers, and > 2) It might be of too marginal importance. > > If you (discussants) conclude that a C interface is not at all > desired, I consider using the R code as it is now -- which is > not optimal --- and most importantly: > If this should ever be changed, the change would hardly be > back-compatible. > In other words, calling the not-yet existing C interface would > produce different random numbers... > > ---- > > - Opinions ? > > - Is there already C code around to do this ``in one step'' ? > > Martin Maechler <[EMAIL PROTECTED]> http://stat.ethz.ch/~maechler/ > Seminar fuer Statistik, ETH-Zentrum LEO C16 Leonhardstr. 27 > ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND > phone: x-41-1-632-3408 fax: ...-1228 <>< > > > > > ## This is based on rmultz2() from S-news by Alan Zaslavsky & Scott Chasalow; > ## in R available from library(combinat) -- but it has > ## Arg.names like rbinom(); returns n x p matrix > rmultinom <- function(n, size, prob) { > > K <- length(prob) # #{classes} > matrix(tabulate(sample(K, n * size, repl = TRUE, prob) + K * 0:(n - 1), > nbins = n * K), > nrow = n, ncol = K, byrow = TRUE) > } > > ______________________________________________ > [EMAIL PROTECTED] mailing list > http://www.stat.math.ethz.ch/mailman/listinfo/r-devel > -- 318 Carr Hall [EMAIL PROTECTED] Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker Box 118525 (ph) 352-392-5697 Gainesville, FL 32611-8525 (fax) 352-392-3704 ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-devel
