/// <summary>
/// Generate samples for the distributions provided
/// </summary>
/// <param name="sampler">Sampler</param>
/// <param name="count">Number (approximate) of samples to create</param>
/// <param name="distributions">Distributions</param>
public static IEnumerable <double[]> GenerateSamples(this ISampler sampler,
int count,
IEnumerable <IContinuousProbabilityDistribution> distributions)
{
if (sampler is null)
{
throw new ArgumentNullException(nameof(sampler));
}
else if (count < 0)
{
throw new ArgumentOutOfRangeException(nameof(count));
}
else if (distributions is null)
{
throw new ArgumentNullException(nameof(distributions));
}
IContinuousProbabilityDistribution[] dist = distributions.ToArray();
if (dist.Length <= 0)
{
throw new ArgumentOutOfRangeException(nameof(distributions));
}
else if (dist.Any(d => d is null))
{
throw new ArgumentException("nulls are not allowed within distributions", nameof(distributions));
}
foreach (double[] points in sampler.Generate(dist.Length, count))
{
for (int i = 0; i < points.Length; ++i)
{
points[i] = dist[i].Qdf(points[i]);
}
yield return(points);
}
}
