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genmil
2002 Aug 08
0
RE: rmultinom
Hi Mark:
I had also used sample and tabulate for generating multinomial and found it
to be quite slow. So I had written a multinomial random numbers generator
based on the GENMUL subroutine from "ranlib", which in turn is based on the
algorithm from Luc Devroye's book on "Non-Uniform Random Variate Generation"
You may want to compare this with your hybrid algorithm and see their
relative performance.
Best,
Ravi.
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