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nonuniform sampling with replacement

Alf P. Steinbach alfps at start.no
Sun Mar 21 08:28:15 EDT 2010 
* Alf P. Steinbach:
> * Jah_Alarm:
>> I've got a vector length n of integers (some of them are repeating),
>> 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.
> 
> <code>
[snip]
> </code>
> 
> 
> Disclaimer: I just cooked it up and just cooked up binary searches 
> usually have bugs. They usually need to be exercised and fixed. But I 
> think you get the idea. Note also that division differs in Py3 and Py2. 
> This is coded for Py3.

Sorry, I realized this just now: the name "p" in the choice() method is utterly 
misleading, which you can see from the call; it's a random number not a 
probability. I guess my fingers just repeated what they typed earlier.


Cheeers,

- Alf (repeat typist)
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