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2001 Oct 28
0
Summary: A speed improvement challenge
...oblem:
1.) do the linear interpolation as a first cut.
2.) find the subset of points that have more than one neighbour - this
is
kernel density estimation with a boxcar window of half-width del
3.) perform multinomial sampling on the x values for that subset - ie
from
(abc)(defg)(hij) select, say, afj, with probabilities (pqr)(stuv)(wxy)
Step 2 could be done with a call to outer(), but that would probably be
wasteful, especially 'cos it doesn't exploit the ordering of the values.
A C
program that runs through the sorted values would be quick.
As for 3, sample() does multinomial samplin...