nonuniform sampling with replacement

[Robert Kern]

On 2010-03-21 05:11 AM, Jah_Alarm wrote:
> I've got a vector length n of integers (some of them are repeating),

I recommend reducing it down to unique integers first.

> and I got a selection probability vector of the same length. How will
> I sample with replacement k (<=n) values with the probabilty vector.
> In Matlab this function is randsample. I couldn't find anything to
> this extent in Scipy or Numpy.

In [19]: from scipy.stats import rv_discrete

In [20]: p = rv_discrete(name='adhoc', values=([0, 1, 2], [0.5, 0.25, 0.25]))

In [21]: p.rvs(size=100)
Out[21]:
array([0, 1, 0, 1, 1, 0, 1, 0, 1, 0, 0, 1, 2, 2, 2, 1, 0, 0, 2, 0, 0, 1, 0,
        0, 2, 2, 0, 1, 2, 1, 0, 0, 2, 1, 1, 1, 1, 1, 2, 1, 2, 0, 2, 0, 2, 0,
        0, 2, 0, 1, 0, 2, 2, 1, 0, 0, 1, 0, 2, 1, 0, 0, 1, 0, 2, 1, 2, 1, 0,
        1, 0, 1, 0, 0, 1, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 2, 0, 1,
        2, 1, 1, 0, 0, 0, 1, 0])

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma
  that is made terrible by our own mad attempt to interpret it as though it had
  an underlying truth."
   -- Umberto Eco