File Exchange Pick of the Week

April 12th, 2006

Uniform random samples with fixed sum

Thanks again to guest-picker-in-residence John D’Errico …

Yes, I’ll admit that I’m one of those people who enjoys a pretty piece of mathematics. Its something you will find in a randfixedsum, by Roger Stafford. Roger managed to find a way to compute uniform random samples that lie inside a hypercube, but still satisfy a sum constraint on the samples. Yes, I had figured out how to do that in 2 or 3 or 5 dimensions, but I was totally stymied when I tried to push my approach to higher numbers of dimensions. Roger’s code works (efficiently!) in higher dimensions with ease.

Its definitely not something you would need to use every day, but its worth a peek.

By Scott Hirsch

06:35 UTC | Posted in Uncategorized | Permalink |

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2 Responses to “Uniform random samples with fixed sum”

  1. beats replied on February 7th, 2009 at 02:51 UTC :

    Your right. Know everyday knowledge but very useful ;-)

  2. Beats replied on July 1st, 2009 at 16:04 UTC :

    Not useful for everyday but very interesting. Thanks.

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a = magic(3);
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