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2011 Dec 15
1
how to draw random numbers from many categorical distributions quickly?
Dear R helpers, I have a question about drawing random numbers from many categorical distributions. Consider n individuals, each follows a categorical distribution defined over k categories. Consider a simple case in which n=4, k=3 as below catDisMat <- rbind(c(0.1,0.2,0.7),c(0.2,0.2,0.6),c(0.1,0.2,0.7),c(0.1,0.2,0.7)) outVec <- rep(NA,nrow(catDisMat)) for (i in 1:nrow(catDisMat)){ outVec[i] <- sample(1:3,1, prob=catDisMat[i,], replace = TRUE) } I can think of one way to potentially speed it up (in reality, my n is very large, so spe...