On Mon, 3 Sep 2007, Issac Trotts wrote:
> Hello r-help,
>
> As far as I've seen, there is no function in R dedicated to sampling
> from a discrete distribution with a specified mass function. The
> standard library doesn't come with anything called rdiscrete or rpmf,
> and I can't find any such thing on the cheat sheet or in the
> Probability Distributions chapter of _An Introduction to R_. Googling
> also didn't bring back anything. So, here's my first attempt at a
> solution. I'm hoping someone here knows of a more efficient way.
It's called sample().
There are much more efficient algorithms than the one you used, and
sample() sometimes uses one of them (Walker's alias method): see any good
book on simulation (including my 'Stochastic Simulation, 1987).
> # Sample from a discrete distribution with given probability mass function
> rdiscrete = function(size, pmf) {
> stopifnot(length(pmf) > 1)
> cmf = cumsum(pmf)
> icmf = function(p) {
> min(which(p < cmf))
> }
> ps = runif(size)
> sapply(ps, icmf)
> }
>
> test.rdiscrete = function(N = 10000) {
> err.tol = 6.0 / sqrt(N)
> xs = rdiscrete(N, c(0.5, 0.5))
> err = abs(sum(xs == 1) / N - 0.5)
> stopifnot(err < err.tol)
> list(e = err, xs = xs)
> }
>
> Thanks,
> Issac
>
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--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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