[R] Simulation
gb
gb at stat.umu.se
Wed Dec 6 14:13:33 CET 2000
I want to draw a random sample Y_1, ..., Y_n, iid Poisson,
but condition on their sum being equal to k. Two
suggestions:
1) lambda <- k / n ## optimal value
ysum <- -1
while (ysum != k){
y <- rpois(n, lambda)
ysum <- sum(y)
}
y
2) Aiming at Multinom(k, 1/n, ..., 1/n):
y <- as.vector(table(factor(sample(n, k, replace = T), levels = 1:n)))
1) seems to be faster than 2), but my question is whether there is
something even better? 'sample' is fast enough, but how can I do
the rest (factor, table) smarter in 2)?
Thanks for any suggestions!
Göran
--
Göran Broström tel: +46 90 786 5223
professor fax: +46 90 786 6614
Department of Statistics http://www.stat.umu.se/egna/gb/
Umeå University
SE-90187 Umeå, Sweden e-mail: gb at stat.umu.se
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