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 <maechler@stat.math.ethz.ch>
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)
> }
>
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>
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