Re: [Gretl-users] Random draw from a known discrete distribution
On Sat, 11 Jun 2016, Riccardo (Jack) Lucchetti wrote:
On Sat, 11 Jun 2016, Giuseppe Vittucci wrote:
> Dear all,
>
> I am running gretl 2016b on Linux Mint Debian 2.
> I would like to sample from a known discrete distribution.
How do you like this?
<hansl>
function matrix msample(matrix p, scalar r, scalar c)
ret = {}
matrix p = vec(p) # ensure p is a column
matrix p /= sumc(p) # and it's a probability vector
if minc(p) >= 0
ret=sumr(muniform(r*c, 1) .< cum(p)')
endif
return ret
end function
</hansl>
Whoops, forgot one line, sorry!
<hansl>
function matrix msample(matrix p, scalar r, scalar c)
ret = {}
matrix p = vec(p) # ensure p is a column
matrix p /= sumc(p) # and it's a probability vector
if minc(p) >= 0
ret = sumr(muniform(r*c, 1) .< cum(p)')
ret = mshape(ret, r, c)
endif
return ret
end function
</hansl>
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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