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Weighted sampling * Move sampling code to separate header file * Add weighted sampling methods * Document sampling algorithm * Add vignette on sampling methods
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@@ -16,4 +16,5 @@ License: AGPL-3 | |
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| Files: * | ||
| Copyright: 2018-2019 Ralf Stubner (daqana GmbH) | ||
| 2022-2023 Ralf Stubner | ||
| License: AGPL-3 | ||
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| // Copyright 2018-2019 Ralf Stubner (daqana GmbH) | ||
| // Copyright 2022 Ralf Stubner | ||
| // | ||
| // This file is part of dqrng. | ||
| // | ||
| // dqrng is free software: you can redistribute it and/or modify it | ||
| // under the terms of the GNU Affero General Public License as published by | ||
| // the Free Software Foundation, either version 3 of the License, or | ||
| // (at your option) any later version. | ||
| // | ||
| // dqrng 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 Affero General Public License for more details. | ||
| // | ||
| // You should have received a copy of the GNU Affero General Public License | ||
| // along with dqrng. If not, see <http://www.gnu.org/licenses/>. | ||
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| #ifndef DQRNG_SAMPLE_H | ||
| #define DQRNG_SAMPLE_H 1 | ||
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| #include <mystdint.h> | ||
| #include <Rcpp.h> | ||
| #include <dqrng_generator.h> | ||
| #include <dqrng_distribution.h> | ||
| #include <minimal_int_set.h> | ||
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| namespace dqrng { | ||
| namespace sample { | ||
| template<int RTYPE, typename INT> | ||
| inline Rcpp::Vector<RTYPE> replacement(std::function<INT(INT)> selector, INT m, INT n, int offset) { | ||
| using storage_t = typename Rcpp::traits::storage_type<RTYPE>::type; | ||
| Rcpp::Vector<RTYPE> result(Rcpp::no_init(n)); | ||
| std::generate(result.begin(), result.end(), | ||
| [m, offset, selector] () {return static_cast<storage_t>(offset + selector(m));}); | ||
| return result; | ||
| } | ||
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| template<int RTYPE, typename INT> | ||
| inline Rcpp::Vector<RTYPE> no_replacement_shuffle(std::function<INT(INT)> selector, INT m, INT n, int offset) { | ||
| using storage_t = typename Rcpp::traits::storage_type<RTYPE>::type; | ||
| Rcpp::Vector<RTYPE> tmp(Rcpp::no_init(m)); | ||
| std::iota(tmp.begin(), tmp.end(), static_cast<storage_t>(offset)); | ||
| for (INT i = 0; i < n; ++i) { | ||
| std::swap(tmp[i], tmp[i + selector(m - i)]); | ||
| } | ||
| if (m == n) | ||
| return tmp; | ||
| else | ||
| return Rcpp::Vector<RTYPE>(tmp.begin(), tmp.begin() + n); | ||
| } | ||
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| template<int RTYPE, typename INT, typename SET> | ||
| inline Rcpp::Vector<RTYPE> no_replacement_set(std::function<INT(INT)> selector, INT m, INT n, int offset) { | ||
| using storage_t = typename Rcpp::traits::storage_type<RTYPE>::type; | ||
| Rcpp::Vector<RTYPE> result(Rcpp::no_init(n)); | ||
| SET elems(m, n); | ||
| for (INT i = 0; i < n; ++i) { | ||
| INT v = selector(m); | ||
| while (!elems.insert(v)) { | ||
| v = selector(m); | ||
| } | ||
| result(i) = static_cast<storage_t>(offset + v); | ||
| } | ||
| return result; | ||
| } | ||
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| template<typename INT> | ||
| inline INT roulette_wheel_selection(const dqrng::rng64_t &rng, INT m, Rcpp::NumericVector probs, double max_probs) { | ||
| while (true) { | ||
| INT index = (*rng)(m); | ||
| if (dqrng::uniform01((*rng)()) < probs(index) / max_probs) | ||
| return index; | ||
| } | ||
| } | ||
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| template<int RTYPE, typename INT> | ||
| inline Rcpp::Vector<RTYPE> sample(const dqrng::rng64_t &rng, | ||
| INT m, | ||
| INT n, | ||
| bool replace, | ||
| Rcpp::Nullable<Rcpp::NumericVector> probs = R_NilValue, | ||
| int offset = 0) { | ||
| std::function<INT(INT)> selector = [rng] (INT m) {return (*rng)(m);}; | ||
| if (probs.isNotNull()) { | ||
| Rcpp::NumericVector tmp = probs.as(); | ||
| double max_probs = Rcpp::max(tmp); | ||
| selector = [rng, tmp, max_probs] (INT m) {return roulette_wheel_selection<INT>(rng, m, tmp, max_probs);}; | ||
| } | ||
| if (replace || n <= 1) { | ||
| return dqrng::sample::replacement<RTYPE, INT>(selector, m, n, offset); | ||
| } else { | ||
| if (!(m >= n)) | ||
| Rcpp::stop("Argument requirements not fulfilled: m >= n"); | ||
| if (m < 2 * n) { | ||
| return dqrng::sample::no_replacement_shuffle<RTYPE, INT>(selector, m, n, offset); | ||
| } else if (m < 1000 * n) { | ||
| return dqrng::sample::no_replacement_set<RTYPE, INT, dqrng::minimal_bit_set>(selector, m, n, offset); | ||
| } else { | ||
| return dqrng::sample::no_replacement_set<RTYPE, INT, dqrng::minimal_hash_set<INT>>(selector, m, n, offset); | ||
| } | ||
| } | ||
| } | ||
| } // sample | ||
| } // dqrng | ||
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| #endif // DQRNG_SAMPLE_H |
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