From: David Winsemius <dwinsemius_at_comcast.net>

Date: Tue, 04 Mar 2008 04:20:36 +0000 (UTC)

*>
*

> S0 <- cbind(rf1(n),rf2(n),rf3(n))

*> ix <- sample(c(1,2,3),n,3,prob=c(p1,p2,p3),replace=TRUE)
*

*>
*

*> So far so good!
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*>
*

*> S <- S0[,ix]
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*>
*

*> But this will not do what I intended (i.e. select element ix[1]
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*> from the first row os S0, ix[2] from the second row, and so on).
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*>
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*> Instead, it will return an nxn matrix with n rows, and n columns
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*> which are copies of columns of S0 in the order selected by ix!
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*>
*

*> The following will do the correct thing, though there must
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*> be a neater way of doing it! The example below has been
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*> corrected.
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*>
*

*> S <- S0[,1]*(ix==1) + S0[,2]*(ix==2) + S0[,3]*(ix==3)
*

p1 <- 0.2; p2 <- 0.3; p3 <-0.5

set.seed<-37

ix <- sample(c(1,2,3),10,prob=c(p1,p2,p3),replace=TRUE) #> ix

# [1] 2 3 1 3 1 2 1 2 2 1

S0

#----------

S0

[10,] -0.6289604 3.119195 7.216593

# [1] 0.1346979 -0.3072410 3.8230128 5.8485880 4.8642010 2.9815631 # [7] 10.2767916 9.8937904 8.0562542 7.2165927

**[10,] FALSE FALSE TRUE
**

Date: Tue, 04 Mar 2008 04:20:36 +0000 (UTC)

(Ted Harding) <Ted.Harding_at_manchester.ac.uk> wrote in news:XFMail.080221222007.Ted.Harding_at_manchester.ac.uk:

> I just realised I made a bad mistaqke (see below)

*>
**> On 21-Feb-08 21:39:56, Ted Harding wrote:
*

>> On 21-Feb-08 20:58:25, Evgenia wrote: >>> >>> Dear R users, >>> I would like to sample from a mixture distribution >>> p1*f1+p2*f2+p3*f3 with f1,f2,f3 three different forms >>> of distributions. I know that in the case of two >>> distributions I have to sample the mixture compoment >>> membership. >>> >>> How can I weight my three distributions with their >>> respective probabilities? >>> >>> Evgenia >> >> There are several ways in which you could write code >> to do this, but all amount to the fact that each value >> sampled from such a mixture is obtained by >> a) choose between f1, f2, f3 at random according to the >> probabilities p1, p2, p3 (it is assumed p1+p2+p3=1). >> b) sample 1 value from whichever of f1, f2, f3 was chosen. >> >> Suggestion: >> >> Suppose the functions rf1(n), rf2(n), rf3(n) respectively >> sample n values from f1, f2 and f3.

> S0 <- cbind(rf1(n),rf2(n),rf3(n))

I discovered a shorter method (and I even think I might understand why it works.) Try:

S0[col(S0)==ix]

R loops through the S0 matrix and finds only those entries where the column numbers match the ix[] values. I would have thought that the first row and ix[1]th column entry should be first but the machinery seems to be working differently. The user should realize that all the column==1 hits will occur first

#-----toy code------- rf1 <- function(n){rnorm(n,0,1)} ## normal distribution with mean=0 rf2 <- function(n){rnorm(n,4,1)} ## normal distribution with mean=4 rf3 <- function(n){rnorm(n,9,1)} ## normal distribution with mean=9S0 <- cbind(rf1(10),rf2(10),rf3(10))

p1 <- 0.2; p2 <- 0.3; p3 <-0.5

set.seed<-37

ix <- sample(c(1,2,3),10,prob=c(p1,p2,p3),replace=TRUE) #> ix

# [1] 2 3 1 3 1 2 1 2 2 1

S0

#----------

S0

[,1] [,2] [,3]

[1,] 0.5143426 3.823013 9.666210 [2,] 0.7044110 6.095287 10.276792 [3,] -0.3597926 5.848588 8.801378 [4,] 0.1346979 5.518667 8.357181 [5,] -0.6856507 2.882090 9.893790 [6,] 0.5882977 4.864201 8.708929 [7,] -0.4241657 2.891672 8.056254 [8,] 1.6243569 2.981563 11.684422 [9,] -0.3072410 4.379916 10.679470

[10,] -0.6289604 3.119195 7.216593

#-------------------------- S0[col(S0)==ix]

# [1] 0.1346979 -0.3072410 3.8230128 5.8485880 4.8642010 2.9815631 # [7] 10.2767916 9.8937904 8.0562542 7.2165927

R seems to be looping through the columns "looking" for the TRUE values in the col(S0)==ix matrix.

col(S0)==ix

[,1] [,2] [,3]

[1,] FALSE TRUE FALSE [2,] FALSE FALSE TRUE [3,] FALSE TRUE FALSE [4,] TRUE FALSE FALSE [5,] FALSE FALSE TRUE [6,] FALSE TRUE FALSE [7,] FALSE FALSE TRUE [8,] FALSE TRUE FALSE [9,] TRUE FALSE FALSE

-- Regards; David Winsemius ______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.Received on Tue 04 Mar 2008 - 04:23:00 GMT

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