[R] Generate random numbers under constrain

Jue Lin-Ye jl.iccp at gmail.com
Thu Nov 27 14:57:23 CET 2014


Hello! I am relatively new using R, but this is my contribution to the
answer. How about using a Monte-Carlo method. Generate m numbers in the
support [0,1], where m>n. Then constrain by constructing a loop that takes
every one of the elements in the m sized vector and select the ones that
sum up to one. If it is very uncommon to sum up to one, given the
distribution that you use to generate the random numbers, you can construct
a loop that generates as many random numbers as you need and then follow
the steps
1.generate
2.select

until you find a total of n number.

> Dear all,
> I use R 3.1.1 for Windows.
> kindly how can I generate n number of random numbers with probability
from [0,1]
> and their sum must not be more than one
> thanks in advance
> Ragia

​Best regards,​

-- 
Jue Lin-Ye

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Civil Engineering phD candidate
Maritime Engineering Laboratory (LIM)
Universitat Politècnica de Catalunya (UPC)
C/Jordi Girona 1-3, Barcelona 08034 (Spain)
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