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/// ------------------------------------------------------
/// RandomOps - (Pseudo) Random Number Generator For C#
/// Copyright (C) 2003-2010 Magnus Erik Hvass Pedersen.
/// Please see the file license.txt for license details.
/// RandomOps on the internet: http://www.Hvass-Labs.org/
/// ------------------------------------------------------
namespace RandomOps
{
/// <summary>
/// A set of integers enumerated from zero and upwards that
/// can be drawn at random according to the given probability
/// distribution. Probabilities are assumed to sum to one.
/// Various functions for drawing numbers are supplied with
/// different time-complexity advantages. Thread-safe if
/// supplied RNG's Uniform() is thread-safe.
/// </summary>
public class IndexDistribution
{
#region Constructors.
/// <summary>
/// Create the object. Time-complexity for doing this is O(n),
/// where n is the length of the probabilities-array.
/// </summary>
/// <param name="rand">RNG object to use.</param>
/// <param name="probabilities">Probability distribution.</param>
public IndexDistribution(Random rand, double[] probabilities)
{
Rand = rand;
ProbabilitySum = new double[probabilities.Length + 1];
ProbabilitySum[0] = 0;
double sum = 0;
for (int i = 0; i < probabilities.Length; i++)
{
sum += probabilities[i];
ProbabilitySum[i + 1] = sum;
}
}
#endregion
#region Public methods.
/// <summary>
/// Draw a random integer from {0, .., n-1} according to previously
/// supplied probability distribution. Time-complexity is O(n),
/// where n is the length of the probabilities-array supplied to
/// CreateIndexDistribution().
/// Use this function if you make repeated draws from the same
/// set and the set-size is small.
/// </summary>
/// <returns></returns>
public int DrawLinearSearch()
{
double r = Rand.Uniform();
int i;
for (i = 0; ProbabilitySum[i] < r && i < ProbabilitySum.Length-1; i++)
{
}
return i - 1;
}
/// <summary>
/// Draw a random integer from {0, .., n-1} according to previously
/// supplied probability distribution. Time-complexity is O(log(n)),
/// where n is the length of the probabilities-array supplied to
/// CreateIndexDistribution().
/// Use this function if you make repeated draws from the same
/// set and the set-size is large.
/// </summary>
public int DrawBinarySearch()
{
double r = Rand.Uniform();
int minIdx=0;
int maxIdx = ProbabilitySum.Length - 1;
while (minIdx < maxIdx - 1)
{
int middle = (maxIdx - minIdx) / 2 + minIdx;
if (r < ProbabilitySum[middle])
{
maxIdx = middle;
}
else
{
minIdx = middle;
}
}
return minIdx;
}
#endregion
#region Public properties.
/// <summary>
/// RNG object being used.
/// </summary>
public Random Rand
{
get;
set;
}
#endregion
#region Internal variables.
/// <summary>
/// Intermediate summation of the probability-distribution.
/// </summary>
private double[] ProbabilitySum;
#endregion
}
}
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