private static double[] GenerateRandom(DistributionsEvaluator evaluator, Dictionary <string, DistributionSettings> univariateDistributions, Dictionary <string[], MultivariateDistributionSettings> multivariateDistributions, int samples)
{
double[] random = new double[samples];
var order = evaluator.Parameters;
MultivariateGenerator generator = new MultivariateGenerator(order, univariateDistributions, multivariateDistributions);
Parallel.For(0, samples, i =>
{
Random rnd = Rnd.Value;
double[] args = generator.Generate(rnd);
random[i] = evaluator.EvaluateCompiled(args);
});
return(random);
}
private static double[] GenerateRandom(DistributionsEvaluator evaluator, Dictionary <string, DistributionSettings> randomSource, int samples)
{
double[] random = new double[samples];
var order = evaluator.Parameters;
int argsCount = order.Length;
UnivariateContinuousDistribution[] orderedDistributions = new UnivariateContinuousDistribution[argsCount];
ThreadLocal <double[]> argsLocal = new ThreadLocal <double[]>(() => new double[argsCount]);
for (int i = 0; i < argsCount; i++)
{
string arg = order[i];
if (randomSource.TryGetValue(arg, out DistributionSettings value))
{
orderedDistributions[i] = value.GetUnivariateContinuoisDistribution();
}
else
{
// TODO: check this out
// throw new DistributionsArgumentException($"Parameter value \"{arg}\" is missing", $"Отсутствует значение параметра \"{arg}\"");
throw new DistributionsArgumentException(DistributionsArgumentExceptionType.ParameterValueIsMissing, arg);
}
}
Parallel.For(0, samples, i =>
{
double[] args = argsLocal.Value;
Random rnd = Rnd.Value;
for (int j = 0; j < argsCount; j++)
{
args[j] = orderedDistributions[j].Generate(rnd);
}
random[i] = evaluator.EvaluateCompiled(args);
});
return(random);
}