77 lines
1.7 KiB
JavaScript
77 lines
1.7 KiB
JavaScript
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2018 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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/**
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* Samples without replacement from a discrete set using custom probabilities.
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*
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* ## Notes
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*
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* - After each draw, the probabilities of the remaining observations are renormalized so that they sum to one.
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*
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*
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* @private
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* @param {ArrayLike} x - array-like object from which to sample
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* @param {NonNegativeInteger} size - sample size
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* @param {Function} rand - PRNG for generating uniformly distributed numbers
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* @param {ProbabilityArray} probabilities - element probabilities
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* @returns {Array} sample
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*/
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function renormalizing( x, size, rand, probabilities ) {
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var probs;
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var psum;
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var out;
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var N;
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var i;
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var j;
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var k;
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var u;
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N = x.length;
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probs = new Array( N );
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for ( i = 0; i < N; i++ ) {
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probs[ i ] = probabilities[ i ];
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}
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out = new Array( size );
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for ( i = 0; i < size; i++ ) {
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u = rand();
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psum = 0;
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for ( j = 0; j < N; j++ ) {
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psum += probs[ j ];
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if ( u < psum ) {
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break;
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}
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}
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for ( k = 0; k < N; k++ ) {
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if ( k === j ) {
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continue;
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}
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probs[ k ] /= 1.0 - probs[ j ];
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}
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probs[ j ] = 0.0;
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out[ i ] = x[ j ];
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}
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return out;
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}
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// EXPORTS //
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module.exports = renormalizing;
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