Random Sampling in VBA


Occasionally we get asked to provide random samples from our database, and it’s the sort of thing that can be done very easily in SAS.

For example, here’s a SAS routine I have often used to extract a sample sampleset of size 100 without replacement from a large dataset bigset (I can’t remember where this code originally came from but I definitely can’t take credit for it):

data sampleset (drop=remainder size);
size=100;
remainder=totobs;

do while (size > 0);
pickit + 1;
if ranuni(0) < size/remainder then do; set bigset point=pickit nobs=totobs; output; size=size - 1; end; remainder=remainder - 1; end; stop; run;[/sourcecode] While this is usually sufficient, I have sometimes wondered whether it would be possible to use the same logic to extract a sample in VBA. So tonight I decided to test it out. The following code appears to do the trick quite nicely, but be warned, I haven't done a lot of testing yet. [sourcecode language='vb']Public Sub SampleArray(ByRef avBigset As Variant, ByRef avSmallset As Variant) ' SampleArray populates a random sample avSmallset from an array avBigset ' without replacement (each element in avBigset is considered once only) Dim lRemainder As Long Dim lSize As Long Dim lOb As Long Dim lPickit As Long ' Make sure we're dealing with arrays... If Not IsArray(avBigset) Or Not IsArray(avSmallset) Then Exit Sub ' Initialise lRemainder = UBound(avBigset) lSize = UBound(avSmallset) Randomize 0 Do While lSize > 0 ‘ Still some left to pick up
lOb = lOb + 1
If Rnd < lSize / lRemainder Then lPickit = lPickit + 1 avSmallset(lPickit) = avBigset(lOb) lSize = lSize - 1 End If lRemainder = lRemainder - 1 Loop ' Sample complete End Sub[/sourcecode] It coped fairly well with populating a sample array of size 1,000 from an array of size 10,000,000, but as I say I haven't tested too extensively so I don't yet know its limits, or whether there is a much more efficient method out there. Has anyone else used VBA in this way? What sort of method would you use?

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