multinomial.hpp

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//============================================================================
// vSMC/include/vsmc/resample/multinomial.hpp
//----------------------------------------------------------------------------
//                         vSMC: Scalable Monte Carlo
//----------------------------------------------------------------------------
// Copyright (c) 2013,2014, Yan Zhou
// All rights reserved.
//
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// modification, are permitted provided that the following conditions are met:
//
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//   this list of conditions and the following disclaimer.
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//   this list of conditions and the following disclaimer in the documentation
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//============================================================================

#ifndef VSMC_RESAMPLE_MULTINOMIAL_HPP
#define VSMC_RESAMPLE_MULTINOMIAL_HPP

#include <vsmc/resample/common.hpp>

namespace vsmc {

namespace internal {

typedef cxx11::integral_constant<ResampleScheme, Multinomial>
    ResampleMultinomial;

} // namespace vsmc::internal

template <>
class Resample<internal::ResampleMultinomial>
{
    public :

    template <typename IntType, typename RngType>
    void operator() (std::size_t M, std::size_t N, RngType &rng,
            const double *weight, IntType *replication)
    {
        u01_.resize(N);
        double *const uptr = &u01_[0];
        cxx11::uniform_real_distribution<double> runif(0, 1);
        for (std::size_t i = 0; i != N; ++i)
            uptr[i] = runif(rng);
        inversion_(M, N, weight, uptr, replication);
    }

    private :

    internal::Inversion inversion_;
    std::vector<double, AlignedAllocator<double> > u01_;
}; // Mulitnomial resampling

} // namespace vsmc

#endif //  VSMC_RESAMPLE_MULTINOMIAL_HPP