[S] How do you quickly generate multinomials with different probabilities?

Frank E Harrell Jr (fharrell@virginia.edu)
Sun, 14 Jun 1998 13:12:18 -0400

I need to efficiently simulate realizations from multinomial distributions
having varying values of category probabilities p1, p2, ..., pk, where
k is the number of categories. Suppose for example that P is an
n x k matrix where each row contains row-specific p1,p2,...,pk
that sum to one but are not related between rows. I want to generate
n independent but not identically distributed multinomials.
Solutions are welcomed - I will summarize to s-news.

-Frank Harrell

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