I have a vector of n distributions and I am trying to create a n x t matrix of t draws from each of the n distributions.
using Distributions
d = [Uniform(0,1), Uniform(1,2), Uniform(3,4)]
r = [rand(i, 2) for i in d] # Want a 3x2 matrix, but get an array of arrays
Expected:
[0.674744 0.781853; 1.70171 1.56444; 3.65103 3.76522]
Actual:
[[0.674744, 0.781853], [1.70171, 1.56444], [3.65103, 3.76522]]
Try double indexing of a comprehension:
julia> using Distributions
julia> d = [Uniform(0,1), Uniform(1,2), Uniform(3,4)]
3-element Array{Uniform{Float64},1}:
Uniform{Float64}(a=0.0, b=1.0)
Uniform{Float64}(a=1.0, b=2.0)
Uniform{Float64}(a=3.0, b=4.0)
julia> r = [rand(i) for i in d, _ in 1:2]
3×2 Array{Float64,2}:
0.687725 0.433771
1.28782 1.00533
3.37017 3.88304
Another interesting option is to use broadcasting assignment:
julia> out = Matrix{Float64}(undef, 3, 2)
3×2 Array{Float64,2}:
1.0735e-313 7.30082e-316
7.30082e-316 7.30082e-316
7.30082e-316 6.11918e-316
julia> out .= rand.(d)
3×2 Array{Float64,2}:
0.803554 0.457955
1.4354 1.41107
3.31749 3.2684
This is shorter and might be useful if you need to sample many times and want an in-place operation (which is often the case in simulation modeling).