6.7.11.5.5. statsmodels.sandbox.regression.treewalkerclass.randintw¶

statsmodels.sandbox.regression.treewalkerclass.randintw(w, size=1)[source]¶

generate integer random variables given probabilties

useful because it can be used as index into any array or sequence type

Parameters:

w : 1d array_like

sequence of weights, probabilites. The weights are normalized to add to one.

size : int or tuple of ints

shape of output array

Returns:

rvs : array of shape given by size

random variables each distributed according to the same discrete distribution defined by (normalized) w.

Examples

>>> np.random.seed(0)
>>> randintw([0.4, 0.4, 0.2], size=(2,6))
array([[1, 1, 1, 1, 1, 1],
       [1, 2, 2, 0, 1, 1]])

>>> np.bincount(randintw([0.6, 0.4, 0.0], size=3000))/3000.
array([ 0.59566667,  0.40433333])