/// <summary>
/// Initializes a new instance of the <see cref="ProbabilityDistribution"/> class.
/// </summary>
/// <param name="weights">The probabilities of possible outcomes.</param>
/// <param name="random">The random number generator.</param>
public ProbabilityDistribution(IList <float> weights, Random random)
{
if (weights == null)
{
throw new ArgumentNullException(nameof(weights));
}
this.random = new RandomGeneratorF(random);
this.pdf = weights.ToArray();
float sum = Vectors.CumulativeSum(this.pdf.Length, this.pdf, 0);
if (sum != 0.0f)
{
Mathematics.DivC(this.pdf.Length, sum, this.pdf, 0);
}
}
public void DivC(float alpha) => Mathematics.DivC(this.Idx.Length, alpha, this.X, 0);
public void AddProductC(float alpha, float[] y, int offy) => Mathematics.AddProductC(this.length, this.x, this.offset, alpha, y, offy);
public void DivC(float alpha) => Mathematics.DivC(this.length, alpha, this.x, this.offset);
public void MulC(float alpha) => Mathematics.MulC(this.x.Length, alpha, this.x, 0);