Random Vectors with Fixed Sum

Randomly and uniformly generates vectors with a specified sum and values in a specified interval.
10,2K Downloads
Aktualisiert 24. Jan 2006

Keine Lizenz

Anmerkung des Herausgebers: This file was a File Exchange Pick of the Week

This generates m random n-element column vectors of values, [x1;x2;...;xn], each with a fixed sum, s, and subject to a restriction a<=xi<=b. The vectors are randomly and uniformly distributed in the n-1 dimensional space of solutions. This is accomplished by decomposing that space into a number of different types of simplexes (the many-dimensional generalizations of line segments, triangles, and tetrahedra.) The 'rand' function is used to distribute vectors within each simplex uniformly, and further calls on 'rand' serve to select different types of simplexes with probabilities proportional to their respective n-1 dimensional volumes. This algorithm does not perform any rejection of solutions - all are generated so as to already fit within the prescribed hypercube.

Zitieren als

Roger Stafford (2024). Random Vectors with Fixed Sum (https://www.mathworks.com/matlabcentral/fileexchange/9700-random-vectors-with-fixed-sum), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R10
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Kategorien
Mehr zu Performance finden Sie in Help Center und MATLAB Answers
Quellenangaben

Inspiriert: portfolio_sortino_ratio

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Veröffentlicht Versionshinweise
1.0.0.0