#ifndef VOSE_H
#define VOSE_H
/*
* vose.h
*
* This file is part of NEST.
*
* Copyright (C) 2004 The NEST Initiative
*
* NEST is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 2 of the License, or
* (at your option) any later version.
*
* NEST is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with NEST. If not, see <http://www.gnu.org/licenses/>.
*
*/
#include <vector>
#include "nest.h"
#include "randomgen.h"
namespace nest
{
/**
* Vose's alias method for selecting a random number using a discrete
* probability distribution. See Michael D. Vose (1991), A linear
* algorithm for generating random numbers with a given distribution,
* IEEE trans. softw. eng. 17(9):972.
* See also http://www.keithschwarz.com/darts-dice-coins/
*/
class Vose {
/**
* An object containing two possible outcomes and a probability to
* choose between the two.
*/
struct BiasedCoin {
index heads, tails;
double_t probability; ///< Probability for heads
BiasedCoin() : heads(0), tails(0), probability(0) {};
BiasedCoin(index h, index t, double_t p) : heads(h), tails(t), probability(p) {};
};
public:
/**
* Constructor taking a probability distribution.
* @param dist - probability distribution.
*/
Vose(std::vector<double_t> dist);
/**
* @returns a randomly selected index with the given distribution
*/
index get_random_id(librandom::RngPtr rng) const;
private:
std::vector<BiasedCoin> dist_;
};
} // namespace nest
#endif