How about generating the uniform numbers sequentially and keep the running sum
of all the previous numbers. At each step check if the newly generated random
number plus the running sum > 1 discard the number and generate a new one,
repeat the condition check. If the new number plus old sum < 1 a
You want random numbers within the n-dimensional simplex (sum xi <=1)
The easiest solution of course would be creating n-dimensions vectors
with iid uniform components on [0,1) and throwing away those
violating the inequality.
Since the volume of the n-dimensional simplex is 1/n! (factorial)
this b
Hello! I am relatively new using R, but this is my contribution to the
answer. How about using a Monte-Carlo method. Generate m numbers in the
support [0,1], where m>n. Then constrain by constructing a loop that takes
every one of the elements in the m sized vector and select the ones that
sum up t
In the 2 and 3 vector case it is possible do define a fairly simple sampling
space where this is possible.
Consider the unit square where the sample space is the area where x+y <1.
It generalizes to 3 dimensions with no difficulty.
x= (0:100)/100
y= (0:100)/100
z=outer(x,y, function(x,y) 1-
Of course they are random. But they can't all be randomly picked from [0,1).
By scaling them, one is effectively scaling the interval from which they are
picked.
B.
Nb: the scaling procedure will work for any probability distribution.
On Nov 22, 2014, at 10:54 AM, Ranjan Maitra
wrote:
> I d
I don't understand this discussion at all.
n random numbers constrained to have sum <=1 are still random. They are not all
independent.
That said, the original poster's question is ill=formed since there can be
multiple distributions these random numbers come from.
best wishes,
Ranjan
On Sa
These are contradictory requirements: either you have n random numbers from the
interval [0,1), then you can't guarantee anything about their sum except that
it will be in [0,n). Or you constrain the sum, then your random numbers cannot
be random in [0,1). You could possibly scale the random num
(Hit send key by accident before I was finished ...)
Bert Gunter
Genentech Nonclinical Biostatistics
(650) 467-7374
"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
Clifford Stoll
On Sat, Nov 22, 2014 at 7:14 AM, Bert Gunter wrote:
> Well, if th
Well, if their sum must be < 1 they ain't random...
But anyway... given n
randnums <- function(n)
{
Bert Gunter
Genentech Nonclinical Biostatistics
(650) 467-7374
"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
Clifford Stoll
On Sat, Nov 22,
Dear all,
I use R 3.1.1 for Windows.
kindly how can I generate n number of random numbers with probability from [0,1]
and their sum must not be more than one
thanks in advance
Ragia
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Hi everybody,
I try to simulate random numbers from a trivariate nested Archimedean
copula. My aim is to correlate two processes with, e.g. theta2, as the so
called child pair and then to correlate these two processes with a third one
with theta1 (parent). This "figure" tries to capture what I am
On Sun, 29 Apr 2012, Daniel Nordlund wrote:
I don't know what the OP is really trying to accomplish yet, and I am
not motivated (yet) to try to figure it out. However, all this
"flooring" and "ceiling) and "rounding" is not necessary for generating
uniform random integers. For N integers in
> -Original Message-
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
> On Behalf Of Mike Miller
> Sent: Sunday, April 29, 2012 5:21 PM
> To: Vale Fara
> Cc: r-help@r-project.org; billy am
> Subject: Re: [R] generate random numbers for lott
On Mon, 30 Apr 2012, Vale Fara wrote:
ok, what to do is to generate two sets (x,y) of integer uniform random
numbers so that the following condition is satisfied: the sum of the
numbers obtained in x,y matched two by two (first number obtained in x
with first number obtained in y and so on) is
On Sun, Apr 29, 2012 at 4:38 PM, Vale Fara wrote:
> Hi,
>
> thank you both for your replies, I really appreciate it!
>
> To Mike: yes, random integers. Can I use the function round() as in
> the example with 5 random numbers below?
>
> To Billy: for the second part I got an error, but it may be th
I would assume that you would use 'sample' to draw the numbers:
> sample(0:10,60,TRUE)
[1] 2 3 1 2 9 2 2 0 3
[10] 0 4 2 3 9 7 3 10 9
[19] 8 5 8 7 6 3 10 0 6
[28] 8 10 6 3 3 2 7 0 0
[37] 1 4 8 2 10 2 0 7 9
[46] 9 9 7 9 6 10 1 1 6
[55] 1 8 3 8 2
Hi,
thank you both for your replies, I really appreciate it!
To Mike: yes, random integers. Can I use the function round() as in
the example with 5 random numbers below?
To Billy: for the second part I got an error, but it may be that I
didn't properly set "i"...?
Here is the R output:
x <- runi
On Apr 29, 2012, at 2:25 AM, billy am wrote:
> Interesting set of question.. I am completely new to R but let me try my
> luck.
>
> Random number in R
>
> x <- runif(60 , 0 , 10) # 60 numbers from 0 to 10
> y<- runif(60, 15 , 25) # same as above , from 15 to 25
>
> The second part though. D
Interesting set of question.. I am completely new to R but let me try my
luck.
Random number in R
x <- runif(60 , 0 , 10) # 60 numbers from 0 to 10
y<- runif(60, 15 , 25) # same as above , from 15 to 25
The second part though. Do you mean ,
for( i in 1:length(x)) {
z = x[i] + y[i]
return z
}
On Fri, 27 Apr 2012, Vale Fara wrote:
I am working with lotteries and I need to generate two sets of uniform
random numbers.
Requirements:
1) each set has 60 random numbers
random integers?
2) random numbers in the first set are taken from an interval (0-10),
whereas numbers in the second s
Hi,
I am working with lotteries and I need to generate two sets of uniform
random numbers.
Requirements:
1) each set has 60 random numbers
2) random numbers in the first set are taken from an interval (0-10),
whereas numbers in the second set are taken from a higher interval
(15-25)
3) numbers ge
On 01/04/11 08:50, Ted Harding wrote:
On 31-Mar-11 19:23:33, Anna Lee wrote:
Hey List,
does anyone know how I can generate a vector of random numbers
from a given distribution? Something like "rnorm" just for non
normal distributions???
Thanks a lot!
Anna
SUppose we give your distribution the
On 31-Mar-11 19:23:33, Anna Lee wrote:
> Hey List,
> does anyone know how I can generate a vector of random numbers
> from a given distribution? Something like "rnorm" just for non
> normal distributions???
>
> Thanks a lot!
> Anna
SUppose we give your distribution the name "Dist".
The generic a
...@imail.org
801.408.8111
> -Original Message-
> From: r-help-boun...@r-project.org [mailto:r-help-bounces@r-
> project.org] On Behalf Of Anna Lee
> Sent: Thursday, March 31, 2011 1:24 PM
> To: r-help@r-project.org
> Subject: [R] generate random numbers
>
> Hey Lis
Hey List,
does anyone know how I can generate a vector of random numbers from a
given distribution? Something like "rnorm" just for non normal
distributions???
Thanks a lot!
Anna
--
Der Inhalt dieser E-Mail ist vertraulich. Sollte Ihnen die E-Mail
irrtümlich zugesandt worden sein, bitte ich
BTW, can you recommend a book on statistical simulations? I want to know
more on how to generate random numbers from distributions, how to generate
the theoretical models,...
Thanks a lot.
2010/8/24 Michael Dewey
> At 02:40 24/08/2010, rusers.sh wrote:
>
>> Hi all,
>> rmvnorm()can be used to ge
Great. It is more clearer for me. Thanks all.
2010/8/24 Michael Dewey
> At 02:40 24/08/2010, rusers.sh wrote:
>
>> Hi all,
>> rmvnorm()can be used to generate the random numbers from a multivariate
>> normal distribution with specified means and covariance matrix, but i want
>> to specify the c
Hi Jane:
On Mon, Aug 23, 2010 at 8:05 PM, rusers.sh wrote:
> Hi,
> If you see the link http://www.stata.com/help.cgi?drawnorm, and you can
> see an example,
> #draw a sample of 1000 observations from a bivariate standard
> normal distribution, with correlation 0.5.
> #drawnorm x y, n(1000) cor
On Aug 23, 2010, at 11:05 PM, rusers.sh wrote:
Hi,
If you see the link http://www.stata.com/help.cgi?drawnorm, and you
can
see an example,
#draw a sample of 1000 observations from a bivariate standard
normal distribution, with correlation 0.5.
#drawnorm x y, n(1000) corr(0.5)
This is what S
Hi,
If you see the link http://www.stata.com/help.cgi?drawnorm, and you can
see an example,
#draw a sample of 1000 observations from a bivariate standard
normal distribution, with correlation 0.5.
#drawnorm x y, n(1000) corr(0.5)
This is what Stata software did. What i hope to do in R should be
rusers.sh gmail.com> writes:
> rmvnorm()can be used to generate the random numbers from a multivariate
> normal distribution with specified means and covariance matrix, but i want
> to specify the correlation matrix instead of covariance matrix for the
> multivariate
> normal distribution.
> Do
Hi all,
rmvnorm()can be used to generate the random numbers from a multivariate
normal distribution with specified means and covariance matrix, but i want
to specify the correlation matrix instead of covariance matrix for the
multivariate
normal distribution.
Does anybody know how to generate the
On Thu, 27 Mar 2008, Robert A LaBudde wrote:
> At 05:06 PM 3/26/2008, Ted Harding wrote:
>> On 26-Mar-08 21:26:59, Ala' Jaouni wrote:
>>> X1,X2,X3,X4 should have independent distributions. They should be
>>> between 0 and 1 and all add up to 1. Is this still possible with
>>> Robert's method?
>>>
Hi all
One suggestion, tranforme the x
00
u > or < ln()
(u1 & u2 are not independant)
Compute u3 given the above formula
Generate the x
Hope this help
Naji
Le 26/03/08 22:41, « Ala' Jaouni » <[EMAIL PROTECTED]> a écrit :
> X1,X2,X3,X4 should have independent distributions. They shoul
At 05:06 PM 3/26/2008, Ted Harding wrote:
>On 26-Mar-08 21:26:59, Ala' Jaouni wrote:
> > X1,X2,X3,X4 should have independent distributions. They should be
> > between 0 and 1 and all add up to 1. Is this still possible with
> > Robert's method?
> >
> > Thanks
>
>I don't think so. A whileago you wro
Ala' Jaouni gmail.com> writes:
>
> X1,X2,X3,X4 should have independent distributions. They should be
> between 0 and 1 and all add up to 1. Is this still possible with
> Robert's method?
>
NO.
If they add to 1 they are not independent.
As Ted remarked, the constraints define two simplexes an
OOPS! A mistake below. I should have written:
This raises a general question: Does anyone know of
an R function to sample uniformly in the interior
of a general (k-r)-dimensional simplex embedded in
k dimensions, with (k-r+1) given vertices?
On 26-Mar-08 22:06:54, Ted Harding wrote:
> On
On 26-Mar-08 21:26:59, Ala' Jaouni wrote:
> X1,X2,X3,X4 should have independent distributions. They should be
> between 0 and 1 and all add up to 1. Is this still possible with
> Robert's method?
>
> Thanks
I don't think so. A whileago you wrote
"The numbers should be uniformly distributed" (but
Ala' Jaouni wrote:
>
> I am trying to generate a set of random numbers that fulfill the
> following constraints:
>
> X1 + X2 + X3 + X4 = 1
>
> aX1 + bX2 + cX3 + dX4 = n
>
> where a, b, c, d, and n are known.
>
> Any function to do this?
>
You must give more information.
How are those numbers
X1,X2,X3,X4 should have independent distributions. They should be
between 0 and 1 and all add up to 1. Is this still possible with
Robert's method?
Thanks
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read t
X1,X2,X3,X4 should have independent distributions. They should be
between 0 and 1 and all add up to 1. Is this still possible with
Robert's method?
Thanks
On Wed, Mar 26, 2008 at 12:52 PM, Ted Harding
<[EMAIL PROTECTED]> wrote:
> On 26-Mar-08 20:13:50, Robert A LaBudde wrote:
> > At 01:13 PM 3/2
On 26-Mar-08 20:13:50, Robert A LaBudde wrote:
> At 01:13 PM 3/26/2008, Ala' Jaouni wrote:
>>I am trying to generate a set of random numbers that fulfill
>>the following constraints:
>>
>>X1 + X2 + X3 + X4 = 1
>>
>>aX1 + bX2 + cX3 + dX4 = n
>>
>>where a, b, c, d, and n are known.
>>
>>Any function
On Wed, Mar 26, 2008 at 7:27 PM, Ala' Jaouni <[EMAIL PROTECTED]> wrote:
> I failed to mention that the X values have to be positive and between 0 and
> 1.
Use Robert's method, and to do his step 1, use runif (?runif) to get
random numbers from the uniform distribution between 0 and 1.
Paul
___
You have 4 random variables that satisfy 2 linear constraints, so you
are trying to generate a point in a (4-2) = 2 dimensional linear
(affine, in fact) subspace of R^4.
If you don't have any further requirement for the distribution of the
random points you want to generate, there are infinitely
Hi,
I failed to mention that the X values have to be positive and between 0 and 1.
e.g.
0.1812*X1 + 0.1871*X2 + 0.1847*X3 + 0.2745*X4 + 0.1304*X5 = 0.2
so one possible combination of X values can be:
0.319, 0.201, 0.084, 0.26, 0.136
another possible combination:
0.151, 0.253, 0.197, 0.256, 0.14
At 01:13 PM 3/26/2008, Ala' Jaouni wrote:
>I am trying to generate a set of random numbers that fulfill the following
>constraints:
>
>X1 + X2 + X3 + X4 = 1
>
>aX1 + bX2 + cX3 + dX4 = n
>
>where a, b, c, d, and n are known.
>
>Any function to do this?
1. Generate random variates for X1, X2, based
I am trying to generate a set of random numbers that fulfill the
following constraints:
X1 + X2 + X3 + X4 = 1
aX1 + bX2 + cX3 + dX4 = n
where a, b, c, d, and n are known.
Any function to do this?
Thanks,
-Ala'
__
R-help@r-project.org mailing list
ht
I am trying to generate a set of random numbers that fulfill the following
constraints:
X1 + X2 + X3 + X4 = 1
aX1 + bX2 + cX3 + dX4 = n
where a, b, c, d, and n are known.
Any function to do this?
Thanks,
-Ala'
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