David J. Braden wrote: > Travis E. Oliphant wrote: >> Brendon Towle wrote: >>> I need to simulate scenarios like the following: "You have a deck of >>> 3 orange cards, 5 yellow cards, and 2 blue cards. You draw a card, >>> replace it, and repeat N times." >>> >> >> Thinking about the problem as drawing sample froms a discrete >> distribution defined by the population might help. >> >> For example, in SciPy you can define your own discrete random variable: >> >> var = scipy.stats.rv_discrete(name='sample', >> values=([0,1,2],[3/10.,5/10.,2/10.])) >> >> Then >> >> var.rvs(size=10000) >> >> would quickly return an array of "draws" >> >> If you didn't want to install SciPy, but were willing to install >> NumPy, then the crux of the algorithm is to generate an entire array >> of uniform random variables: numpy.random.rand(count) and then map >> them through the inverse cumulative distribution function to generate >> your samples. The inverse cumulative distribution function is just a >> series of steps whose width depends on the probablity distribution. >> >> Thus, the population defines the draw boundaries. To make it easy, >> just multiply the uniform random number by the total number of cards >> and then the boundaries are on the integers of the number of each kind >> of card. >> >> Here is an implementation. I find this version to be 2x - 5x faster >> depending on how many draws are used. >> >> >> import numpy as N >> >> def randomDrawing_N(count, population): >> probs = [x[0] for x in population] >> res = [[0, item[1]] for item in population] >> nums = N.random.rand(count) >> cprobs = N.cumsum([0]+probs) >> nums *= cprobs[-1] >> for k, val in enumerate(probs): >> res[k][0] += ((nums > cprobs[k]) & (nums < cprobs[k+1])).sum() >> return res >> >> >> -Travis Oliphant >> > > In response to what Travis and Simon wrote - > (1) Where the heck can I find a description of scipy's stat functions? > Documentation on these seems sparse. > > (2) How does one set up a good timer for Python as implemented for > Windows? (i.e., how can I make API calls to Windows from Python?) > > Please bear with me, or not; I am /just/ starting off with Python. > > Thanks, > Dave Braden
Oops, or rather, duh. Rereading Robert's post clarified for me where multinomial is, and that to get help I need to specify more than simply help(multinomial). Sheesh, I'm dim today. My question re timing code stands. TIA, DaveB -- http://mail.python.org/mailman/listinfo/python-list
