random sampling from arbitrary distribution with spline smoothing.

gen_rand.R

general_distribution <- function(points, step=1) {
  N <- nrow(points)
  L <- points[1,1]
  R <- points[N,1]
  U <- max(points[,2])
  D <- min(points[,2])

  sp <- smooth.spline(points[,1],points[,2])
  x <- seq(L,R,step)
  predict(sp,x)
}

general_sample <- function(pred, size=1) {
  r<-rmultinom(1,size,pred$y)
  rr<-c()
  while (any(r>0)) { 
    i<-which(r>0); 
    rr<-c(rr,i); 
    r[i]<-r[i]-1; 
  }
  return(pred$x[rr])
}

d <- general_distribution(
  rbind(
    c(25,10),
    c(27,10),
    c(28,30),
    c(30,70),
    c(32,50),
    c(35,20),
    c(40,10)
  ))

par(mfrow=c(2,1))
plot(d$x,d$y)
lines(d$x,d$y)

t <- general_sample(d,1000)
hist(t)

x<-factor(c("a","b"))
y<-c(2,3)
t<-general_sample(data.frame(x=x,y=y),10)
print(t)