Multinomial {stats}

R Documentation

The Multinomial Distribution

Description

Generate multinomially distributed random number vectors and compute multinomial probabilities.

Usage

rmultinom(n, size, prob)
dmultinom(x, size = NULL, prob, log = FALSE)

Arguments

x	vector of length K of integers in 0:size.
n	number of random vectors to draw.
size	integer, say N, specifying the total number of objects that are put into K boxes in the typical multinomial experiment. For dmultinom, it defaults to sum(x).
prob	numeric non-negative vector of length K, specifying the probability for the K classes; is internally normalized to sum 1.
log	logical; if TRUE, log probabilities are computed.

Details

If x is a $K$-component vector, dmultinom(x, prob) is the probability

P(X_1=x_1,\ldots,X_K=x_k) = C \times \prod_{j=1}^K \pi_j^{x_j}

where C is the ‘multinomial coefficient’ C = N! / (x_1! \cdots x_K!) and N = \sum_{j=1}^K x_j.
By definition, each component X_j is binomially distributed as Bin(size, prob[j]) for j = 1,\ldots,K.

The rmultinom() algorithm draws binomials from Bin(n_j,P_j) sequentially, where n_1 = N (N := size), P_1 = \pi_1 (\pi is prob scaled to sum 1), and for j \ge 2, recursively n_j = N - \sum_{k=1}^{j-1} n_k and P_j = \pi_j / (1 - \sum_{k=1}^{j-1} \pi_k).

Value

For rmultinom(), an integer K x n matrix where each column is a random vector generated according to the desired multinomial law, and hence summing to size. Whereas the transposed result would seem more natural at first, the returned matrix is more efficient because of columnwise storage.

Note

dmultinom is currently not vectorized at all and has no C interface (API); this may be amended in the future.

See Also

rbinom which is a special case conceptually.

Examples

rmultinom(10, size = 12, prob=c(0.1,0.2,0.8))

pr <- c(1,3,6,10) # normalization not necessary for generation
rmultinom(10, 20, prob = pr)

## all possible outcomes of Multinom(N = 3, K = 3)
X <- t(as.matrix(expand.grid(0:3, 0:3))); X <- X[, colSums(X) <= 3]
X <- rbind(X, 3:3 - colSums(X)); dimnames(X) <- list(letters[1:3], NULL)
X
round(apply(X, 2, function(x) dmultinom(x, prob = c(1,2,5))), 3)

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