[R] Loop avoidance in simulating a vector

[Greg Snow]

Or you can do it in one line (rnorm is vectorized):

DV <- rnorm( sum(n), rep(mu, each=n), rep(sigma, each=n) )


--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Ray Brownrigg
> Sent: Thursday, October 16, 2008 2:36 PM
> To: r-help at r-project.org
> Cc: 'David Afshartous'; Bert Gunter
> Subject: Re: [R] Loop avoidance in simulating a vector
>
> If you want to avoid using a loop, rather than coding a loop, then
> someting like:
>
> DV <- rnorm(sum(n))
> DV <- DV * rep(sigma, times=n) + rep(mu, times=n)
>
> will achieve the same as the loop you specified, but generalised to
> non-constant n.
>
> HTH
> Ray Brownrigg
>
> On Fri, 17 Oct 2008, Bert Gunter wrote:
> > mapply is still a (disguised) loop (at the interpreted level). So
> other
> > than improving code readability (always a good thing!), it shouldn't
> make
> > much of an efficiency difference.
> >
> > A longer answer is: if all you're doing is a location-scale family of
> > distributions, then creating a matrix of standard normal (or
> whatever)
> > distributed data for all 1:N at once and then using matrix operations
> to
> > multiply and add, say, so each column becomes your different
> distribution
> > might be faster. This gets the loops down to C code.
> >
> > A shorter answer is: it's unlikely that any of this makes enough of a
> > difference to be worth the effort. Random number generation is so
> efficient
> > in R that "avoiding loops" rarely matters.
> >
> > Also see ?replicate for a way to perhaps write cleaner code (but
> still
> > using hidden interpreted loops).
> >
> > -- Bert Gunter
> >
> > -----Original Message-----
> > From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On
> > Behalf Of Christos Hatzis
> > Sent: Thursday, October 16, 2008 1:06 PM
> > To: 'David Afshartous'; r-help at r-project.org
> > Subject: Re: [R] Loop avoidance in simulating a vector
> >
> > Have a look at mapply.
> >
> > -Christos
> >
> > > -----Original Message-----
> > > From: r-help-bounces at r-project.org
> > > [mailto:r-help-bounces at r-project.org] On Behalf Of David Afshartous
> > > Sent: Thursday, October 16, 2008 3:47 PM
> > > To: r-help at r-project.org
> > > Subject: [R] Loop avoidance in simulating a vector
> > >
> > >
> > >
> > > All,
> > >
> > > I'd like to simulate a vector that is formed from many
> > > distinct distributions and avoid a loop if possible.  E.g,
> consider:
> > >
> > > mu = c(1, 2, 3)
> > > sigma = c(1, 2, 3)
> > > n = c(10, 10, 10)
> > >
> > > And we simulate a vector of length 30 that consists of
> > > N(mu[i], sigma[i])
> > > distributed data, each of length n[i].   Of course for just
> > > three groups we
> > > can simply write it out as:
> > >
> > > DV = c(rnorm(n[1], mu[1], sigma[1]), rnorm(n[2], mu[2],
> > > sigma[2]), rnorm(n[3], mu[3], sigma[3]) )
> > >
> > > For many groups we can use a loop (assuming equal numbers per
> group):
> > >
> > > n = n[1]
> > > DV = numeric(N*n)
> > > for (i in 1:N) {
> > >     DV[(n*i - (n-1)): (n*i)] = rnorm(n, mu[i], sigma[i])
> > >     }
> > >
> > > Is there any way to do the general cas without using a loop?
> > >
> > > Cheers,
> > > David
> > >
> > > ______________________________________________
> > > R-help at r-project.org mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-help
> > > PLEASE do read the posting guide
> > > http://www.R-project.org/posting-guide.html
> > > and provide commented, minimal, self-contained, reproducible code.
> >
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html and provide commented,
> minimal,
> > self-contained, reproducible code.
> >
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html and provide commented,
> minimal,
> > self-contained, reproducible code.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.