residual.hpp

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//============================================================================
// vSMC/include/vsmc/resample/residual.hpp
//----------------------------------------------------------------------------
//                         vSMC: Scalable Monte Carlo
//----------------------------------------------------------------------------
// Copyright (c) 2013-2016, Yan Zhou
// All rights reserved.
//
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//============================================================================

#ifndef VSMC_RESAMPLE_RESIDUAL_HPP
#define VSMC_RESAMPLE_RESIDUAL_HPP

#include <vsmc/resample/internal/common.hpp>
#include <vsmc/resample/transform.hpp>

namespace vsmc
{

class ResampleResidual
{
    public:
    template <typename IntType, typename RNGType>
    void operator()(std::size_t M, std::size_t N, RNGType &rng,
        const double *weight, IntType *replication)
    {
        Vector<IntType> integ(M);
        Vector<double> resid(M);
        std::size_t R =
            resample_trans_residual(M, N, weight, resid.data(), integ.data());
        U01SequenceSorted<RNGType, double> u01seq(R, rng);
        resample_trans_u01_rep(M, R, resid.data(), u01seq, replication);
        add(M, replication, integ.data(), replication);
    }
}; // ResampleResidual

template <>
class ResampleTypeTrait<Residual>
{
    public:
    using type = ResampleResidual;
}; // class ResampleTypeTrait

} // namespace vsmc

#endif // VSMC_RESAMPLE_RESIDUAL_HPP