/// <summary>
/// Sample from the provided discrete probability distribution.
/// </summary>
/// <param name="rng">Random source.</param>
/// <param name="dist">The discrete distribution to sample from.</param>
public static int Sample(IRandomSource rng, DiscreteDistribution dist)
{
double[] pArr = dist.Probabilities;
// Obtain a random threshold value by sampling uniformly from interval [0,1).
double thresh = rng.NextDouble();
// Loop through the discrete probabilities, accumulating as we go and stopping once
// the accumulator is greater than the random sample.
double acc = 0.0;
for (int i = 0; i < pArr.Length; i++)
{
acc += pArr[i];
if (acc > thresh)
{
return(dist.Labels[i]);
}
}
// We might get here through floating point arithmetic rounding issues.
// e.g. accumulator == throwValue.
// Find a nearby non-zero probability to select.
// Wrap around to start of array.
for (int i = 0; i < pArr.Length; i++)
{
if (0.0 != pArr[i])
{
return(dist.Labels[i]);
}
}
// If we get here then we have an array of zero probabilities.
throw new InvalidOperationException("Invalid operation. No non-zero probabilities to select.");
}
/// <summary>
/// Fill an array with samples from a distribution.
/// </summary>
/// <param name="buf">The array to fill with samples.</param>
public void Sample(int[] buf)
{
DiscreteDistribution.Sample(_rng, _dist, buf);
}
/// <summary>
/// Construct with the given distribution and a random source.
/// </summary>
/// <param name="dist">Discrete distribution.</param>
/// <param name="rng">Random source.</param>
public DiscreteDistributionSampler(DiscreteDistribution dist, IRandomSource rng)
{
_dist = dist;
_rng = rng;
}
/// <summary>
/// Take a sample from the distribution.
/// </summary>
public int Sample()
{
return(DiscreteDistribution.Sample(_rng, _dist));
}
/// <summary>
/// Construct with the given distribution and a new random source.
/// </summary>
/// <param name="dist">Discrete distribution.</param>
/// <param name="seed">Random source seed.</param>
public DiscreteDistributionSampler(DiscreteDistribution dist, ulong seed)
{
_dist = dist;
_rng = RandomDefaults.CreateRandomSource(seed);
}