public static void CDFSampling()
{
var cdfSampleTestCount = 2000000;
var pdfSizes = new[] { 5, 10, 25, 50, 100, 250 };
var rnd = new RandomSystem(0);
foreach (var pz in pdfSizes)
{
var pdf = new double[pz].SetByIndex(i => rnd.UniformDouble());
var sum = pdf.Sum();
var cdf = new DistributionFunction(pdf);
Assert.True(cdf.Norm.ApproximateEquals(sum, 1e-10));
rnd.ReSeed(0);
var sc1 = new int[pdf.Length];
Report.BeginTimed("Sample Binary Search");
for (int i = 0; i < cdfSampleTestCount; i++)
{
var ind = cdf.Sample(rnd.UniformDouble());
sc1[ind]++;
}
Report.End();
rnd.ReSeed(0);
var sc2 = new int[pdf.Length];
Report.BeginTimed("Sample Linear Search");
for (int i = 0; i < cdfSampleTestCount; i++)
{
var ind = SamplePDFLinear(pdf, sum, rnd.UniformDouble());
sc2[ind]++;
}
Report.End();
for (int i = 0; i < pdf.Length; i++)
{
Assert.True(sc1[i] == sc2[i]);
}
}
}
