wrswoR-package: Faster weighted sampling without replacement

In wrswoR: Weighted Random Sampling without Replacement

Description

R's default sampling without replacement using base::sample.int() seems to require quadratic run time, e.g., when using weights drawn from a uniform distribution. For large sample sizes, this is too slow. This package contains several alternative implementations.

Details

Implementations are adapted from https://stackoverflow.com/q/15113650/946850.

Author(s)

Kirill Müller

References

Efraimidis, Pavlos S., and Paul G. Spirakis. "Weighted random sampling with a reservoir." Information Processing Letters 97, no. 5 (2006): 181-185.

Wong, Chak-Kuen, and Malcolm C. Easton. "An efficient method for weighted sampling without replacement." SIAM Journal on Computing 9, no. 1 (1980): 111-113.

Examples

sample_int_rej(100, 50, 1:100)

Example output

 [1] 58 67 57 84 77 20 14 86 95 64 94 49 98 79 74 85 87 62 97 60 75 45 69 59 40
[26] 72 24 78 91 90 89 65 71 76 51 54 88 82 52 39 15 47 27 42 96 99 13 92 22 63

wrswoR documentation built on July 27, 2020, 1:08 a.m.