Randomly sample discrete events with an empirical distribution.
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#include <gsl_randist.h>
Randomly sample discrete events with an empirical distribution.
This is an RAII wrapper on the GNU GSL code to support sampling from an empirically-defined distribution of discrete events.
- Exceptions
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- See Also
- http://www.gnu.org/software/gsl/manual/html_node/General-Discrete-Distributions.html
| kjb::Gsl_ran_discrete::Gsl_ran_discrete |
( |
size_t |
event_count, |
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const double * |
event_probs |
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) |
| |
|
inline |
build the sampler from an array of event weights or probabilities
Event weights do not need to be normalized to sum to 1.
| kjb::Gsl_ran_discrete::Gsl_ran_discrete |
( |
const Vector & |
event_probs | ) |
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|
inline |
build the sampler from a Vector event weights or probabilities
Event weights do not need to be normalized to sum to 1.
| kjb::Gsl_ran_discrete::Gsl_ran_discrete |
( |
const std::vector< double > & |
event_probs | ) |
|
|
inline |
build the sampler from a std::vector< double > of event weights
Event weights do not need to be normalized to sum to 1.
| double kjb::Gsl_ran_discrete::pdf |
( |
size_t |
k | ) |
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|
inline |
Recompute the probability mass (or density) for event k.
- Warning
- this is sort of an expensive operation: if you can save the original array of probabilities (or densities) that were used in the ctor, that would be quicker.
| double kjb::Gsl_ran_discrete::sample |
( |
const gsl_rng * |
rng | ) |
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|
inline |
sample from the discrete distribution
- Parameters
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| rng | This is a GSL random number generator pointer. I recommend that you instantiate a class such as Gsl_rng_mt19937 and pass in that object, which will be transparently converted to the correct type. To prevent correlations, you should not instantiate a new RNG object each time you sample or even each time you instantiate this class. You should minimize the number of instantiations of random number generators. |
swap the internal state of two of these objects
The documentation for this class was generated from the following file:
1.8.6