draw.multinomial: Pseudo-Random Number Generation under Multivariate...

In MultiRNG: Multivariate Pseudo-Random Number Generation

Description

This function implements pseudo-random number generation for a multivariate multinomial distribution with pdf

f(x|θ_{1},...,θ_{d})=\frac{N!}{∏ x_{j}!}∏_{j=1}^{d}θ_{j}^{x_{j}}

for 0<θ_{j}<1, x_{j}≥q 0, and ∑_{j=1}^{d}x_{j}=N, where θ_{1},...,θ_{d} are cell probabilities and N is the size.

Usage

draw.multinomial(no.row,d,theta,N)

Arguments

no.row	Number of rows to generate.
d	Number of variables to generate.
theta	Vector of cell probabilities.
N	Sample Size. Must be at least 2.

Value

A no.row \times d matrix of generated data.

Examples

theta.vec=c(0.3,0.3,0.25,0.15) ; N=4
mydata=draw.multinomial(no.row=1e5,d=4,theta=c(0.3,0.3,0.25,0.15),N=4)
apply(mydata,2,mean)-N*theta.vec

MultiRNG documentation built on March 6, 2021, 1:06 a.m.