ProbabilityDist::DiscreteInversion Class Reference

Class which uses inversion sampling to sample from a discrete distribution. More...

#include <probability_dist.h>

Collaboration diagram for ProbabilityDist::DiscreteInversion:

Public Member Functions
	DiscreteInversion (const Eigen::Matrix< double, Eigen::Dynamic, 2 > &probabilities_matrix)
	Constructor for the DiscreteInversion class.
double	sample () const
	Returns a sample from the discrete distribution.
double	getExpectationValue () const
	Returns the expectation value of the discrete distribution.

Private Member Functions
void	normalize ()
Eigen::Matrix< double, Eigen::Dynamic, 2 >	generateCDF () const

Static Private Member Functions
static Eigen::VectorXd	cumsum (const Eigen::VectorXd &vector)

Private Attributes
Eigen::Matrix< double, Eigen::Dynamic, 2 >	probabilities_matrix_
Eigen::Matrix< double, Eigen::Dynamic, 2 >	cdf_matrix_
std::string	sampling_algorithm_
ProbabilityDist::Uniform	uniform_dist_

Detailed Description

Class which uses inversion sampling to sample from a discrete distribution.

Definition at line 61 of file probability_dist.h.

Constructor & Destructor Documentation

DiscreteInversion()

ProbabilityDist::DiscreteInversion::DiscreteInversion ( const Eigen::Matrix< double, Eigen::Dynamic, 2 > & probabilities_matrix )

explicit

Constructor for the DiscreteInversion class.

Parameters

probabilities_matrix

A 2 column matrix containing the values and probabilities of the discrete distribution.

Member Function Documentation

getExpectationValue()

double ProbabilityDist::DiscreteInversion::getExpectationValue

(

)

const

Returns the expectation value of the discrete distribution.

Returns

The expectation value of the discrete distribution.

sample()

double ProbabilityDist::DiscreteInversion::sample

(

)

const

Returns a sample from the discrete distribution.

Returns

A sample from the discrete distribution.

Member Data Documentation

cdf_matrix_

Eigen::Matrix<double, Eigen::Dynamic, 2> ProbabilityDist::DiscreteInversion::cdf_matrix_

private

Definition at line 85 of file probability_dist.h.

probabilities_matrix_

Eigen::Matrix<double, Eigen::Dynamic, 2> ProbabilityDist::DiscreteInversion::probabilities_matrix_

private

Definition at line 84 of file probability_dist.h.

sampling_algorithm_

std::string ProbabilityDist::DiscreteInversion::sampling_algorithm_

private

Definition at line 86 of file probability_dist.h.

uniform_dist_

ProbabilityDist::Uniform ProbabilityDist::DiscreteInversion::uniform_dist_

private

Definition at line 87 of file probability_dist.h.

---

The documentation for this class was generated from the following file:

• include/MIDSX/Core/probability_dist.h