On Tue, Oct 13, 2009 at 7:59 PM, David Warde-Farley wrote:

On 13-Oct-09, at 5:01 PM, per freem wrote:

...

hi all,

i have a series of probability vector that i'd like to feed into multinomial to get an array of vector outcomes back. for example, given:

p = array([[ 0.9 ,  0.05,  0.05],       [ 0.05,  0.05,  0.9 ]])

i'd like to call multinomial like this:

multinomial(1, p)

to get a vector of multinomial samplers, each using the nth list in 'p'. something like:

array([[1, 0, 0], [0, 0 1]]) in this case. is this possible? it seems like 'multinomial' takes only a one dimensional array. i could write this as a "for" loop of course but i prefer a vectorized version since speed is crucial for me here.

thanks very much.

Your best bet is probably to copy the pyrex/Cython code for multinomial in numpy/random/mtrand/mtrand.pyx, and add the functionality you want there.  If you do it right (i.e. type your loop indices) then it should be fast.

David _______________________________________________ SciPy-User mailing list SciPy-User@scipy.org http://mail.scipy.org/mailman/listinfo/scipy-user

Hi David thanks for your reply. i am not sure how to do this though -- is the vectorized version i would write in pyrex/cython simply going to iterate through this vector of vectors and do the operation? will that really be efficient? is there some other library that can do vectorized multinomial like i described? i really am not sure how to write this cython.