vSMC
vSMC: Scalable Monte Carlo
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Resampling algorithm functor classes. More...
Typedefs | |
template<ResampleScheme Scheme> | |
using | vsmc::ResampleType = typename ResampleTypeTrait< Scheme >::type |
Type of resample class corresponding to ResampleScheme parameter. More... | |
Functions | |
template<typename IntType1 , typename IntType2 > | |
void | vsmc::resample_trans_index_rep (std::size_t M, std::size_t N, const IntType1 *index, IntType2 *replication) |
Transform parent indices into replication numbers. More... | |
template<typename IntType1 , typename IntType2 > | |
void | vsmc::resample_trans_rep_index (std::size_t M, std::size_t N, const IntType1 *replication, IntType2 *index) |
Transform replication numbers into parent indices. More... | |
template<typename IntType > | |
std::size_t | vsmc::resample_trans_residual (std::size_t M, std::size_t N, const double *weight, double *resid, IntType *integ) |
Transform normalized weights to normalized residual and integrals, and return the number of remaining elements to be resampled. More... | |
template<typename IntType , typename U01SeqType > | |
void | vsmc::resample_trans_u01_index (std::size_t M, std::size_t N, const double *weight, U01SeqType &&u01seq, IntType *index) |
Transform uniform [0, 1] sequence into parent indices. More... | |
template<typename IntType , typename U01SeqType > | |
void | vsmc::resample_trans_u01_rep (std::size_t M, std::size_t N, const double *weight, U01SeqType &&u01seq, IntType *replication) |
Transform uniform [0, 1] sequence into replication numbers. More... | |
Resampling algorithm functor classes.
using vsmc::ResampleType = typedef typename ResampleTypeTrait<Scheme>::type |
Type of resample class corresponding to ResampleScheme parameter.
Definition at line 50 of file common.hpp.
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Transform parent indices into replication numbers.
Definition at line 139 of file transform.hpp.
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Transform replication numbers into parent indices.
Definition at line 100 of file transform.hpp.
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Transform normalized weights to normalized residual and integrals, and return the number of remaining elements to be resampled.
Definition at line 155 of file transform.hpp.
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inline |
Transform uniform [0, 1] sequence into parent indices.
Definition at line 76 of file transform.hpp.
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Transform uniform [0, 1] sequence into replication numbers.
Definition at line 43 of file transform.hpp.