[Gretl-users] Resample without replacement

Hi all, it seems that we don't have a resample _without_ replacement function so far -- at least I could not find any. I've got inspired by the following example from John D. Cook: https://stackoverflow.com/a/311716 I translated it to hansl and wrote 2 versions. The first one simply draws n integers from a vector taking values from 1 to N which could be used for selecting some rows of a matrix in another step. The second function does the first one's job but returns n randomly drawn rows from an input matrix X. I am not happy with the functions' name -- but maybe you've got another idea? Also, maybe one of the functions could be another candidate for extra.gfn? Best, Artur <hansl> function matrix SampleWithoutReplacement (int N[1::] "Size of set sampling from",                                           int draws[1::] "No. of draws or size of each sample")     /* Draws integers from a sequence from 1 to N. */     if draws > N         funcerr "Number of draws cannot exceed the size of the set to sample from"     endif     scalar t = 1    # total input records dealt with     scalar m = 0    # number of items selected so far     matrix sample = zeros(draws, 1)     loop while m < draws -q         scalar u = randgen1(u,0,1)         if (N-t)*u < (draws-m)             sample[1+m] = t             m++         endif         t++     endloop     return sample end function function matrix SampleMatrixWithoutReplacement (matrix X "Matrix to sample rows from",                                                     int draws[1::] "No. of draws or size of each sample")     /* Draws random rows from X */     scalar N = rows(X)     if draws > N         funcerr "Number of draws cannot exceed the size of the set to sample from"     endif     scalar t = 1    # total input records dealt with     scalar m = 0    # number of items selected so far     matrix sample = zeros(draws, 1)     loop while m < draws -q         scalar u = randgen1(u,0,1)         if (N-t)*u < (draws-m)             sample[1+m] = t             m++         endif         t++     endloop     # retrieve sampled rows from X     matrix R = zeros(draws,cols(X))     loop i=1..draws -q         R[i,] = X[sample[i],]     endloop     return R end function # Examples #---------- matrix sample = SampleWithoutReplacement(10, 5) sample matrix M = mnormal(10,2) matrix sampled_mat = SampleMatrixWithoutReplacement(M, 5) sampled_mat </hansl>