Hello,
I was looking through the Math/Statistical Distributions and Random boost libraries to see if they provide an efficient way to generate random numbers from the multinomial distribution. I have read that one way of achieving this is to generate from binomial distributions sequentially, although I am uncertain as to how efficient this approach would be. Are there any alternative efficient approaches I could use? Does boost provide any other libraries that may help with this?
If anyone could recommend another reliable random number generator that does generate from a multinomial dist it would be great!
Thanks in advance.
Regards,
Stephan