[Rd] algorithm reference for sample()

Vadim Ogranovich vograno at evafunds.com
Fri Sep 24 02:48:45 CEST 2004

Don't know if it belongs to r-devel or r-help, but since I am planning
to alter some of R's internal code I am sending it here.
The existing implementation of the sample() function, when the optional
'prob' argument is given, is quite inefficient. The complexity is
O(sampleSize * universeSize), see ProbSampleReplace() and
ProbSampleNoReplace() in random.c. This makes the function impractical
for the vector sizes I use.  I want to re-code these functions and I
"think" I can come up with a more efficient algorithm. However before I
go and reinvent the wheel I wonder if there is a published description
of an efficient sampling algorithm with user-specified probabilities?

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