vSMC
vSMC: Scalable Monte Carlo
Enumerations | Functions
Resample algorithms

Enumerations

enum  vsmc_resample_scheme {
  VSMC_RESAMPLE_MULTINOMIAL,
  VSMC_RESAMPLE_STRATIFIED,
  VSMC_RESAMPLE_SYSTEMATIC,
  VSMC_RESAMPLE_RESIDUAL,
  VSMC_RESAMPLE_RESIDUAL_STRATIFIED,
  VSMC_RESAMPLE_RESIDUAL_SYSTEMATIC
}
 

Functions

void vsmc_resample (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication, vsmc_resample_scheme scheme)
 
void vsmc_resample_multinomial (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication)
 
void vsmc_resample_residual (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication)
 
void vsmc_resample_residual_stratified (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication)
 
void vsmc_resample_residual_systematic (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication)
 
void vsmc_resample_stratified (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication)
 
void vsmc_resample_systematic (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication)
 
void vsmc_resample_trans_index_rep (int m, int n, const int *src_idx, int *replication)
 
void vsmc_resample_trans_rep_index (int m, int n, const int *replication, int *src_idx)
 
int vsmc_resample_trans_residual (int m, int n, const double *weight, double *resid, int *integ)
 
void vsmc_resample_trans_u01_index (int m, int n, const double *weight, const double *u01, int *src_idx)
 
void vsmc_resample_trans_u01_rep (int m, int n, const double *weight, const double *u01, int *replication)
 

Detailed Description

Enumeration Type Documentation

Enumerator
VSMC_RESAMPLE_MULTINOMIAL 
VSMC_RESAMPLE_STRATIFIED 
VSMC_RESAMPLE_SYSTEMATIC 
VSMC_RESAMPLE_RESIDUAL 
VSMC_RESAMPLE_RESIDUAL_STRATIFIED 
VSMC_RESAMPLE_RESIDUAL_SYSTEMATIC 

Definition at line 277 of file vsmc.h.

Function Documentation

void vsmc_resample ( int  m,
int  n,
vsmc_rng rng_ptr,
const double *  weight,
int *  replication,
vsmc_resample_scheme  scheme 
)
void vsmc_resample_multinomial ( int  m,
int  n,
vsmc_rng rng_ptr,
const double *  weight,
int *  replication 
)
void vsmc_resample_residual ( int  m,
int  n,
vsmc_rng rng_ptr,
const double *  weight,
int *  replication 
)
void vsmc_resample_residual_stratified ( int  m,
int  n,
vsmc_rng rng_ptr,
const double *  weight,
int *  replication 
)
void vsmc_resample_residual_systematic ( int  m,
int  n,
vsmc_rng rng_ptr,
const double *  weight,
int *  replication 
)
void vsmc_resample_stratified ( int  m,
int  n,
vsmc_rng rng_ptr,
const double *  weight,
int *  replication 
)
void vsmc_resample_systematic ( int  m,
int  n,
vsmc_rng rng_ptr,
const double *  weight,
int *  replication 
)
void vsmc_resample_trans_index_rep ( int  m,
int  n,
const int *  src_idx,
int *  replication 
)
void vsmc_resample_trans_rep_index ( int  m,
int  n,
const int *  replication,
int *  src_idx 
)
int vsmc_resample_trans_residual ( int  m,
int  n,
const double *  weight,
double *  resid,
int *  integ 
)
void vsmc_resample_trans_u01_index ( int  m,
int  n,
const double *  weight,
const double *  u01,
int *  src_idx 
)
void vsmc_resample_trans_u01_rep ( int  m,
int  n,
const double *  weight,
const double *  u01,
int *  replication 
)