Faster weighted sampling without replacement

R's default sampling without replacement using base::sample.int() seems to require quadratic run time, e.g., when using weights drawn from a uniform distribution. For large sample sizes, this is too slow. This package contains several alternative implementations.

Details

Implementations are adapted from https://stackoverflow.com/q/15113650/946850.

References

Efraimidis, Pavlos S., and Paul G. Spirakis. "Weighted random sampling with a reservoir." Information Processing Letters 97, no. 5 (2006): 181-185.

Wong, Chak-Kuen, and Malcolm C. Easton. "An efficient method for weighted sampling without replacement." SIAM Journal on Computing 9, no. 1 (1980): 111-113.

Author

Kirill Müller

Examples

sample_int_rej(100, 50, 1:100)
#>  [1]  88  83  38  33  59  46  29  51  76  32 100  71  77  85  68  63  34  74  94
#> [20]  53  78  26  93  98  69  35  97  45  55  99  87  62  86  24   3  31  70  72
#> [39]  95  91  60  96  22  43  58  89  50   9  92   5