[R] generate random numbers subject to constraints

[Giovanni Petris]

You have 4 random variables that satisfy 2 linear constraints, so you
are trying to generate a point in a (4-2) = 2 dimensional linear
(affine, in fact) subspace of R^4. 

If you don't have any further requirement for the distribution of the
random points you want to generate, there are infinitely many ways of
doing it. 

It would be a good idea if you could explain in some more detail what
you want to do, so that we can give you relevant suggestions. 

Best,
Giovanni

> Date: Wed, 26 Mar 2008 11:28:28 -0700
> From: "Ala' Jaouni" <ajaouni at gmail.com>
> Sender: r-help-bounces at r-project.org
> Precedence: list
> 
> I am trying to generate a set of random numbers that fulfill the
> following constraints:
> 
> X1 + X2 + X3 + X4 = 1
> 
> aX1 + bX2 + cX3 + dX4 = n
> 
> where a, b, c, d, and n are known.
> 
> Any function to do this?
> 
> Thanks,
> -Ala'
> 
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> 

-- 

Giovanni Petris  <GPetris @ uark.edu>
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/