vsmc::DiscreteDistribution< IntType > Class Template Reference

Draw a single sample given weights. More...

#include <vsmc/rng/discrete_distribution.hpp>

Classes
class	param_type

Public Types
using	distribution_type = DiscreteDistribution< IntType >
using	result_type = IntType

Public Member Functions
	DiscreteDistribution ()
template<typename InputIter >
	DiscreteDistribution (InputIter first, InputIter last)
	DiscreteDistribution (std::initializer_list< double > weights)
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 RNGType >
result_type	operator() (RNGType &rng) const
template<typename RNGType , typename InputIter >
result_type	operator() (RNGType &rng, InputIter first, InputIter last, bool normalized=false) const
	Draw sample with external probabilities. More...
Vector< double >	probability () const

Friends
bool	operator!= (const distribution_type &dist1, const distribution_type &dist2)
template<typename CharT , typename Traits >
std::basic_ostream< CharT, Traits > &	operator<< (std::basic_ostream< CharT, Traits > &os, const distribution_type &dist)
bool	operator== (const distribution_type &dist1, const distribution_type &dist2)
template<typename CharT , typename Traits >
std::basic_istream< CharT, Traits > &	operator>> (std::basic_istream< CharT, Traits > &is, distribution_type &dist)

Detailed Description

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

Draw a single sample given weights.

Definition at line 48 of file discrete_distribution.hpp.

Member Typedef Documentation

template<typename IntType>

using vsmc::DiscreteDistribution< IntType >::distribution_type = DiscreteDistribution<IntType>

Definition at line 52 of file discrete_distribution.hpp.

template<typename IntType>

using vsmc::DiscreteDistribution< IntType >::result_type = IntType

Definition at line 51 of file discrete_distribution.hpp.

Constructor & Destructor Documentation

template<typename IntType>

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

inline

Definition at line 190 of file discrete_distribution.hpp.

template<typename IntType>

template<typename InputIter >

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

inline

Definition at line 193 of file discrete_distribution.hpp.

template<typename IntType>

vsmc::DiscreteDistribution< IntType >::DiscreteDistribution ( std::initializer_list< double >  weights )

inline

Definition at line 197 of file discrete_distribution.hpp.

template<typename IntType>

template<typename UnaryOperation >

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

inline

Definition at line 203 of file discrete_distribution.hpp.

template<typename IntType>

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

inlineexplicit

Definition at line 209 of file discrete_distribution.hpp.

template<typename IntType>

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

inlineexplicit

Definition at line 211 of file discrete_distribution.hpp.

Member Function Documentation

template<typename IntType>

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

inline

Definition at line 218 of file discrete_distribution.hpp.

template<typename IntType>

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

inline

Definition at line 216 of file discrete_distribution.hpp.

template<typename IntType>

template<typename RNGType >

result_type vsmc::DiscreteDistribution< IntType >::operator() ( RNGType &  rng ) const

inline

Definition at line 226 of file discrete_distribution.hpp.

template<typename IntType>

template<typename RNGType , typename InputIter >

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

inline

Draw sample with external probabilities.

Parameters

rng	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 weights 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 does not use dynamic memory and improve performance for normalized weights.

Definition at line 251 of file discrete_distribution.hpp.

template<typename IntType>

Vector<double> vsmc::DiscreteDistribution< IntType >::probability ( ) const

inline

Definition at line 223 of file discrete_distribution.hpp.

Friends And Related Function Documentation

template<typename IntType>

bool operator!= ( const distribution_type &  dist1, const distribution_type &  dist2  )

friend

Definition at line 295 of file discrete_distribution.hpp.

template<typename IntType>

template<typename CharT , typename Traits >

std::basic_ostream<CharT, Traits>& operator<< ( std::basic_ostream< CharT, Traits > &  os, const distribution_type &  dist  )

friend

Definition at line 302 of file discrete_distribution.hpp.

template<typename IntType>

bool operator== ( const distribution_type &  dist1, const distribution_type &  dist2  )

friend

Definition at line 289 of file discrete_distribution.hpp.

template<typename IntType>

template<typename CharT , typename Traits >

std::basic_istream<CharT, Traits>& operator>> ( std::basic_istream< CharT, Traits > &  is, distribution_type &  dist  )

friend

Definition at line 311 of file discrete_distribution.hpp.