Efficient way to draw multinomial distribution random samples

[Currurant]

I realized that neither numpy.random.multinomial nor rng.multinomial has the
ability to draw from different multinomial distributions at the same time
like what MATLAB mnrnd() does here:

https://www.mathworks.com/help/stats/mnrnd.html

Also, I have asked this question on StackOverFlow:

https://stackoverflow.com/questions/64529620/is-there-an-efficient-way-to-generate-multinomial-random-variables-in-parallel?noredirect=1#comment114131565_64529620

It seems like this is something good to add to numpy.random, since it would
be much more faster when you have many multinomial distributions to draw
from---using loops.



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[bashtage]

This is in the pending PR.  Hopefully out in 1.20.  

Kevin

On Sun, Nov 1, 2020, 23:55 Currurant <[hidden email]> wrote:

I realized that neither numpy.random.multinomial nor rng.multinomial has the
ability to draw from different multinomial distributions at the same time
like what MATLAB mnrnd() does here:

https://www.mathworks.com/help/stats/mnrnd.html

Also, I have asked this question on StackOverFlow:

https://stackoverflow.com/questions/64529620/is-there-an-efficient-way-to-generate-multinomial-random-variables-in-parallel?noredirect=1#comment114131565_64529620

It seems like this is something good to add to numpy.random, since it would
be much more faster when you have many multinomial distributions to draw
from---using loops.



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