[R] Efficient sampling from a discrete distribution in R

Robin Hankin r.hankin at noc.soton.ac.uk
Tue Sep 4 10:00:34 CEST 2007


On 4 Sep 2007, at 08:40, Issac Trotts wrote:

> On 9/3/07, Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:
>
>> Yes, vectorize, and don't grow vectors. See 'S  
>> Programming' (details in
>> the R FAQ).
>
> It's easy to avoid growing the samples vector but it doesn't seem to
> make much difference.  Vectorizing would be probably help, but in this
> algorithm each step depends on the one before it.  Do you know of an
> alternative to the Chinese restaurant process that is vectorizable?
>


The Chinese restaurant process is simulated in the untb package,
in what I believe is a reasonably efficient manner.

[I find to my horror that "help.search("Chinese restaurant") returns
empty-handed.  I will add a suitable \concept{} entry to untb.Rd]

Best wishes


Robin



>> We've no idea about you (the R posting guide does ask for a signature
>> block), but if this is homework some people are going to be annoyed.
>
> No, it's for my job at Google, so maybe I should use my work email
> address to avoid confusion.  Sorry if the questions are so basic that
> they sound like homework, but you and others on the list know things
> that aren't easy to find in the documentation.
>
> -- 
> Issac Trotts
> Web Operations Chair
> Silicon Valley Web Builder
> http://svwebbuilder.com
>
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--
Robin Hankin
Uncertainty Analyst
National Oceanography Centre, Southampton
European Way, Southampton SO14 3ZH, UK
  tel  023-8059-7743



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