search for: bistochast

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2006 Oct 16
2
Generate a random bistochastic matrix
Please, I would like to generate a random bistochastic matrix, that is a squared matrix of non-negative numbers with each row and each column sum to 1, for example : .2 .3 .5 .6 .3 .1 .2 .4 .4 I don't know of to code this. Do you have any idea ? Thanks Florent Bresson ________________________________________...
2006 Oct 16
2
Re : Re : Generate a random bistochastic matrix
Yes, you're right. In fact, it's just an adaptation of a matlab command and the author advises using N^4 replications that's why it's the default in the function. The bistochastic matrix is not my subject of interest, but I need it to perform some random tranformation of a vector of incomes. Florent Bresson ----- Message d'origine ---- De : Richard M. Heiberger <rmh at temple.edu> ? : Florent Bresson <f_bresson at yahoo.fr>; r-help at stat.math.ethz.ch En...
2006 Oct 16
5
Re : Generate a random bistochastic matrix
...erform a mean-preserving transformation of a vector. ----- Message d'origine ---- De : Richard M. Heiberger <rmh at temple.edu> ? : Florent Bresson <f_bresson at yahoo.fr>; r-help at stat.math.ethz.ch Envoy? le : Lundi, 16 Octobre 2006, 14h58mn 13s Objet : Re: [R] Generate a random bistochastic matrix bistochastic.3x3 <- function() { B <- matrix(0, 3, 3) ## 2 df tmp.1 <- runif(3) B[1,] <- tmp.1/sum(tmp.1) ## 1 df tmp.2 <- runif(2) B[2:3, 1] <- (1-B[1,1]) * tmp.2/sum(tmp.2) ## 1 df B[2, 2] <- runif(1, max=min(1-B[1,2], 1-B[2,1])) ## F...