[SciPy-User] vectorized version of 'multinomial' sampling function
Tue Oct 13 16:01:52 CDT 2009
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,
p = array([[ 0.9 , 0.05, 0.05],
[ 0.05, 0.05, 0.9 ]])
i'd like to call multinomial like this:
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.
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