Resampling algorithms

Resampling algorithm functor classes. More...

Classes
class	vsmc::ResampleAlgorithm< U01SeqType, Residual >
	Resampling algorithm. More...
class	vsmc::ResampleIndex< IntType >
	Record and trace resampling index. More...
class	vsmc::ResampleTypeTrait< ResampleScheme >
	Type trait of ResampleScheme parameter. More...
class	vsmc::ResampleTypeTrait< Multinomial >
	Type trait of Multinomial scheme. More...
class	vsmc::ResampleTypeTrait< Residual >
	Type trait of Residual scheme. More...
class	vsmc::ResampleTypeTrait< ResidualStratified >
	Type trait of ResidualStratified scheme. More...
class	vsmc::ResampleTypeTrait< ResidualSystematic >
	Type trait of ResidualSystematic scheme. More...
class	vsmc::ResampleTypeTrait< Stratified >
	Type trait of Stratified scheme. More...
class	vsmc::ResampleTypeTrait< Systematic >
	Type trait of Systematic scheme. More...

Typedefs
using	vsmc::ResampleMultinomial = ResampleAlgorithm< U01SequenceSorted, false >
	Multinomial resampling. More...
using	vsmc::ResampleResidual = ResampleAlgorithm< U01SequenceSorted, true >
	Residual resampling. More...
using	vsmc::ResampleResidualStratified = ResampleAlgorithm< U01SequenceStratified, true >
	Residual stratified resampling. More...
using	vsmc::ResampleResidualSystematic = ResampleAlgorithm< U01SequenceSystematic, true >
	Residual systematic resampling. More...
using	vsmc::ResampleStratified = ResampleAlgorithm< U01SequenceStratified, false >
	Stratified resampling. More...
using	vsmc::ResampleSystematic = ResampleAlgorithm< U01SequenceSystematic, false >
	Systematic resampling. More...
template<ResampleScheme Scheme>
using	vsmc::ResampleType = typename ResampleTypeTrait< Scheme >::type
	Type of resample class corresponding to ResampleScheme parameter. More...

Functions
template<typename InputIter , typename OutputIter >
OutputIter	vsmc::resample_trans_rep_index (std::size_t N, std::size_t M, InputIter replication, OutputIter index)
	Transform replication numbers into parent indices. More...
template<typename InputIter , typename OutputIterR , typename OutputIterI >
std::size_t	vsmc::resample_trans_residual (std::size_t N, std::size_t M, InputIter weight, OutputIterR resid, OutputIterI integ)
	Transform normalized weights to normalized residual and integrals,. More...
template<typename InputIter , typename OutputIter , typename U01SeqType >
OutputIter	vsmc::resample_trans_u01_rep (std::size_t N, std::size_t M, InputIter weight, U01SeqType &&u01seq, OutputIter replication)
	Transform uniform [0, 1) sequence into replication numbers. More...

Detailed Description

Resampling algorithm functor classes.

Typedef Documentation

using vsmc::ResampleMultinomial = typedef ResampleAlgorithm<U01SequenceSorted, false>

Multinomial resampling.

Definition at line 161 of file algorithm.hpp.

using vsmc::ResampleResidual = typedef ResampleAlgorithm<U01SequenceSorted, true>

Residual resampling.

Definition at line 173 of file algorithm.hpp.

using vsmc::ResampleResidualStratified = typedef ResampleAlgorithm<U01SequenceStratified, true>

Residual stratified resampling.

Definition at line 178 of file algorithm.hpp.

using vsmc::ResampleResidualSystematic = typedef ResampleAlgorithm<U01SequenceSystematic, true>

Residual systematic resampling.

Definition at line 183 of file algorithm.hpp.

using vsmc::ResampleStratified = typedef ResampleAlgorithm<U01SequenceStratified, false>

Stratified resampling.

Definition at line 165 of file algorithm.hpp.

using vsmc::ResampleSystematic = typedef ResampleAlgorithm<U01SequenceSystematic, false>

Systematic resampling.

Definition at line 169 of file algorithm.hpp.

template<ResampleScheme Scheme>

using vsmc::ResampleType = typedef typename ResampleTypeTrait<Scheme>::type

Type of resample class corresponding to ResampleScheme parameter.

Definition at line 247 of file algorithm.hpp.

Function Documentation

template<typename InputIter , typename OutputIter >

OutputIter vsmc::resample_trans_rep_index ( std::size_t  N, std::size_t  M, InputIter  replication, OutputIter  index  )

inline

Transform replication numbers into parent indices.

Parameters

N	Sample size before resampling
M	Sample size after resampling
replication	N-vector of replication numbers
index	M-vector of parent indices

Definition at line 130 of file transform.hpp.

template<typename InputIter , typename OutputIterR , typename OutputIterI >

std::size_t vsmc::resample_trans_residual ( std::size_t  N, std::size_t  M, InputIter  weight, OutputIterR  resid, OutputIterI  integ  )

inline

Transform normalized weights to normalized residual and integrals,.

Parameters

N	Sample size before resampling
M	Sample size after resampling
weight	N-vector of normalized weights
resid	N-vector of normalized residuals
integ	N-vector of integral parts

Returns

The number of remaining elements to be resampled

Definition at line 50 of file transform.hpp.

template<typename InputIter , typename OutputIter , typename U01SeqType >

OutputIter vsmc::resample_trans_u01_rep ( std::size_t  N, std::size_t  M, InputIter  weight, U01SeqType &&  u01seq, OutputIter  replication  )

inline

Transform uniform [0, 1) sequence into replication numbers.

Parameters

N	Sample size before resampling
M	Sample size after resampling
weight	N-vector of normalized weights
u01seq	M ordered uniform [0, 1) random numbers
replication	N-vector of replication numbers

Definition at line 90 of file transform.hpp.