/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var floor = require( '@stdlib/math/base/special/floor' ); // MAIN // /** * Samples with replacement and non-uniform probabilities using Vose's [alias method][alias-method]. * * ## References * * - Vose, Michael D. 1991. "A linear algorithm for generating random numbers with a given distribution." _IEEE Transactions on Software Engineering_ 17 (9): 972–75. doi:[10.1109/32.92917][@vose:1991]. * * [alias-method]: http://keithschwarz.com/darts-dice-coins/ * [@vose:1991]: https://doi.org/10.1109/32.92917 * * * @private * @param {ArrayLike} x - array-like object from which to sample * @param {NonNegativeInteger} size - sample size * @param {Function} rand - PRNG for generating uniformly distributed numbers * @param {ProbabilityArray} probabilities - element probabilities * @returns {Array} sample */ function vose( x, size, rand, probabilities ) { var small; var large; var probs; var alias; var out; var N; var p; var g; var i; var l; probs = probabilities.slice(); N = x.length; small = []; large = []; for ( i = 0; i < N; i++ ) { probs[ i ] *= N; if ( probs[ i ] < 1.0 ) { small.push( i ); } else { large.push( i ); } } alias = new Array( N ); p = new Array( N ); while ( small.length !== 0 && large.length !== 0 ) { l = small.shift(); g = large.shift(); p[ l ] = probs[ l ]; alias[ l ] = g; probs[ g ] = probs[ g ] + probs[ l ] - 1.0; if ( probs[ g ] < 1.0 ) { small.push( g ); } else { large.push( g ); } } for ( i = 0; i < large.length; i++ ) { p[ large[ i ] ] = 1.0; } for ( i = 0; i < small.length; i++ ) { p[ small[ i ] ] = 1.0; } out = new Array( size ); for ( i = 0; i < size; i++ ) { l = floor( N*rand() ); if ( rand() < p[ l ] ) { out[ i ] = x[ l ]; } else { out[ i ] = x[ alias[ l ] ]; } } return out; } // EXPORTS // module.exports = vose;