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multinomial.go
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/
multinomial.go
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package random
import (
"errors"
"math/rand"
"gonum.org/v1/gonum/floats"
)
// Multinomial draw samples from a multinomial distribution like numpy.random.multinomial.
// See https://docs.scipy.org/doc/numpy-1.15.0/reference/generated/numpy.random.multinomial.html
func Multinomial(n int, pvals []float64, size int) [][]int {
result := make([][]int, size)
l := len(pvals)
x := make([]float64, l)
floats.CumSum(x, pvals)
for i := range result {
result[i] = make([]int, l)
for j := 0; j < n; j++ {
var index int
r := rand.Float64()
for i := range x {
if x[i] > r {
index = i
break
}
}
result[i][index]++
}
}
return result
}
// ArgMaxMultinomial returns the index sampled by multinomial distribution with given probabilities.
func ArgMaxMultinomial(pvals []float64) (int, error) {
x := make([]float64, len(pvals))
floats.CumSum(x, pvals)
r := rand.Float64()
for i := range x {
if x[i] > r {
return i, nil
}
}
return 0, errors.New("invalid pvals")
}