add option to sample to get initial point #108
Merged
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When working with complex state distributions (mixed discrete/continuous) I ran into a problem trying to simulate from the AdvancedParticleFilter, because the initial point is per default the mean of the distribution.
Generally, the mean of a distribution (even a continuous one) is never guaranteed to be in the support of the distribution. Hence, providing the user the choice to sample instead of taking the mean of the distribution to get an initial distribution for the particle filter would be beneficial. Especially since this barely changes the code.