Draw a single sample given weights. More...

#include <vsmc/rng/discrete_distribution.hpp>

Public Types
typedef std::vector< double >	param_type

typedef IntType	result_type

Public Member Functions
	DiscreteDistribution ()

template<typename InputIter >
	DiscreteDistribution (InputIter first, InputIter last)

template<typename UnaryOperation >
	DiscreteDistribution (std::size_t count, double xmin, double xmax, UnaryOperation unary_op)

	DiscreteDistribution (const param_type &param)

	DiscreteDistribution (param_type &&param)

result_type	max () const

result_type	min () const

template<typename URNG >
result_type	operator() (URNG &eng) const

template<typename URNG , typename InputIter >
result_type	operator() (URNG &eng, InputIter first, InputIter last, bool normalized=false) const
	Draw sample with external probabilities. More...

param_type	param () const

void	param (const param_type &param)

void	param (param_type &&param)

std::vector< double >	probability () const

void	reset ()

Friends
bool	operator!= (const DiscreteDistribution< IntType > &rdisc1, const DiscreteDistribution< IntType > &rdisc2)

template<typename CharT , typename Traits >
std::basic_ostream< CharT, Traits > &	operator<< (std::basic_ostream< CharT, Traits > &os, const DiscreteDistribution< IntType > &rdisc)

bool	operator== (const DiscreteDistribution< IntType > &rdisc1, const DiscreteDistribution< IntType > &rdisc2)

template<typename CharT , typename Traits >
std::basic_istream< CharT, Traits > &	operator>> (std::basic_istream< CharT, Traits > &is, DiscreteDistribution< IntType > &rdisc)

Detailed Description

template<typename IntType = int>
class vsmc::DiscreteDistribution< IntType >

Draw a single sample given weights.

Definition at line 47 of file discrete_distribution.hpp.

Member Typedef Documentation

template<typename IntType = int>

typedef std::vector<double> vsmc::DiscreteDistribution< IntType >::param_type

Definition at line 52 of file discrete_distribution.hpp.

template<typename IntType = int>

typedef IntType vsmc::DiscreteDistribution< IntType >::result_type

Definition at line 51 of file discrete_distribution.hpp.

Constructor & Destructor Documentation

template<typename IntType = int>

vsmc::DiscreteDistribution< IntType >::DiscreteDistribution ( )

inline

Definition at line 54 of file discrete_distribution.hpp.

template<typename IntType = int>

template<typename InputIter >

vsmc::DiscreteDistribution< IntType >::DiscreteDistribution	(	InputIter	first,
		InputIter	last
	)

inline

Definition at line 57 of file discrete_distribution.hpp.

template<typename IntType = int>

template<typename UnaryOperation >

vsmc::DiscreteDistribution< IntType >::DiscreteDistribution	(	std::size_t	count,
		double	xmin,
		double	xmax,
		UnaryOperation	unary_op
	)

inline

Definition at line 74 of file discrete_distribution.hpp.

template<typename IntType = int>

vsmc::DiscreteDistribution< IntType >::DiscreteDistribution ( const param_type & param )

inlineexplicit

Definition at line 86 of file discrete_distribution.hpp.

template<typename IntType = int>

vsmc::DiscreteDistribution< IntType >::DiscreteDistribution ( param_type && param )

inlineexplicit

Definition at line 94 of file discrete_distribution.hpp.

Member Function Documentation

template<typename IntType = int>

result_type vsmc::DiscreteDistribution< IntType >::max ( ) const

inline

Definition at line 123 of file discrete_distribution.hpp.

template<typename IntType = int>

result_type vsmc::DiscreteDistribution< IntType >::min ( ) const

inline

Definition at line 122 of file discrete_distribution.hpp.

template<typename IntType = int>

template<typename URNG >

result_type vsmc::DiscreteDistribution< IntType >::operator() ( URNG & eng ) const

inline

Definition at line 129 of file discrete_distribution.hpp.

template<typename IntType = int>

template<typename URNG , typename InputIter >

result_type vsmc::DiscreteDistribution< IntType >::operator()	(	URNG &	eng,
		InputIter	first,
		InputIter	last,
		bool	normalized = `false`
	)		const

inline

Draw sample with external probabilities.

Parameters

eng	A uniform random number generator
first	The first iterator of the weights sequence.
last	The one past the end iterator of the weights sequence.
normalized	If the weights are already normalized

Given weights \((W_1,\dots,\W_N)\), it is possible to draw the index \(i\) using the std::discrete_distribuiton template. However, there are two drawbacks with this approach. First, if the weightsa are already normalized, this template does uncessary extra work to normalized the weights. Second, whenever the weights change, a new distribution need to be constructed (the param_type of the distribution is implementation defined and cannot be used to write portable code), which will lead to uncessary dynamic memory allocation.

This function requires the normalized weights, specified using the iterators first and last, and return the index (counting from zero) of the random draw. No dynamic memory allocaiton will be invovled by calling this function.

Definition at line 155 of file discrete_distribution.hpp.

template<typename IntType = int>

param_type vsmc::DiscreteDistribution< IntType >::param ( ) const

inline

Definition at line 102 of file discrete_distribution.hpp.

template<typename IntType = int>

void vsmc::DiscreteDistribution< IntType >::param ( const param_type & param )

inline

Definition at line 104 of file discrete_distribution.hpp.

template<typename IntType = int>

void vsmc::DiscreteDistribution< IntType >::param ( param_type && param )

inline

Definition at line 112 of file discrete_distribution.hpp.

template<typename IntType = int>

std::vector<double> vsmc::DiscreteDistribution< IntType >::probability ( ) const

inline

Definition at line 126 of file discrete_distribution.hpp.

template<typename IntType = int>

void vsmc::DiscreteDistribution< IntType >::reset ( )

inline

Definition at line 120 of file discrete_distribution.hpp.

Friends And Related Function Documentation

template<typename IntType = int>

bool operator!=	(	const DiscreteDistribution< IntType > &	rdisc1,
		const DiscreteDistribution< IntType > &	rdisc2
	)

friend

Definition at line 198 of file discrete_distribution.hpp.

template<typename IntType = int>

template<typename CharT , typename Traits >

std::basic_ostream<CharT, Traits>& operator<<	(	std::basic_ostream< CharT, Traits > &	os,
		const DiscreteDistribution< IntType > &	rdisc
	)

friend

Definition at line 204 of file discrete_distribution.hpp.

template<typename IntType = int>

bool operator==	(	const DiscreteDistribution< IntType > &	rdisc1,
		const DiscreteDistribution< IntType > &	rdisc2
	)

friend

Definition at line 193 of file discrete_distribution.hpp.

template<typename IntType = int>

template<typename CharT , typename Traits >

std::basic_istream<CharT, Traits>& operator>>	(	std::basic_istream< CharT, Traits > &	is,
		DiscreteDistribution< IntType > &	rdisc
	)

friend

Definition at line 229 of file discrete_distribution.hpp.

Public Types

Public Member Functions

Friends

Detailed Description

template<typename IntType = int> class vsmc::DiscreteDistribution< IntType >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

template<typename IntType = int>
class vsmc::DiscreteDistribution< IntType >