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From |
"Akshay Shanker" <Akshay.Shanker@standards.org.au> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Random walk simplex |

Date |
Fri, 23 Oct 2009 13:55:13 +1100 |

Hi all, I was hoping someone would be able to help me out. I am trying to create a random walking simplex in STATA. The procedure to create a random K dimension simplex seems straightforward: - generate K uniform RVs Xi...Xk in (0,1) - each point in the random simplex is then i/(sum(-logXi)). But how would I go about getting this simplex to do a random walk in Stata? More specifically, how can I choose a markov like draw of -logXi,t based on an already given -logXi,t-1. There seems to be a metropolis-hastings algo which selects this draw from a gamma distribution with a mean of Xi,t-1 - but not sure how to do this in STATA. Ideally I'd like to be able to generate a KxN matrix where the coloumns are the simplex, which walk over the rows. Regards, Akshay ______________________________________________________________________ This email has been scanned by the MessageLabs Email Security System. For more information please visit http://www.messagelabs.com/email ______________________________________________________________________ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Random walk simplex***From:*Austin Nichols <austinnichols@gmail.com>

**st: Compute mean for groups leaving one member out***From:*kokootchke <kokootchke@hotmail.com>

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