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>