Resampling. More...

Classes
class	mckl::ResampleAlgorithm< U01SeqType, Residual >
	Resampling algorithm. More...

class	mckl::ResampleEval< T >
	SMCSampler<T>::eval_type subtype. More...

class	mckl::ResampleIndex< IntType >
	Record and trace resampling index. More...

class	mckl::U01SequenceSorted
	Sorted of standard uniform numbers. More...

class	mckl::U01SequenceStratified
	Stratified standard uniform numbers. More...

class	mckl::U01SequenceSystematic
	Systematic standard uniform numbers. More...

Typedefs
using	mckl::ResampleMultinomial = ResampleAlgorithm< U01SequenceSorted, false >
	Multinomial resampling. More...

using	mckl::ResampleResidual = ResampleAlgorithm< U01SequenceSorted, true >
	Residual resampling. More...

using	mckl::ResampleResidualStratified = ResampleAlgorithm< U01SequenceStratified, true >
	Residual stratified resampling. More...

using	mckl::ResampleResidualSystematic = ResampleAlgorithm< U01SequenceSystematic, true >
	Residual systematic resampling. More...

using	mckl::ResampleStratified = ResampleAlgorithm< U01SequenceStratified, false >
	Stratified resampling. More...

using	mckl::ResampleSystematic = ResampleAlgorithm< U01SequenceSystematic, false >
	Systematic resampling. More...

Enumerations
enum	mckl::ResampleScheme { mckl::ResampleScheme::Multinomial, mckl::ResampleScheme::Stratified, mckl::ResampleScheme::Systematic, mckl::ResampleScheme::Residual, mckl::ResampleScheme::ResidualStratified, mckl::ResampleScheme::ResidualSystematic }
	Resampling schemes. More...

Functions
template<typename InputIter , typename OutputIter >
OutputIter	mckl::resample_trans_rep_index (std::size_t N, std::size_t M, InputIter replication, OutputIter index)
	Transform replication numbers into parent indices. More...

template<typename InputIter , typename OutputIterR , typename OutputIterI >
std::size_t	mckl::resample_trans_residual (std::size_t N, std::size_t M, InputIter weight, OutputIterR resid, OutputIterI integ)
	Transform normalized weights to normalized residual and integrals,. More...

template<typename InputIter , typename OutputIter , typename U01SeqType >
OutputIter	mckl::resample_trans_u01_rep (std::size_t N, std::size_t M, InputIter weight, U01SeqType &&u01seq, OutputIter replication)
	Transform uniform [0, 1) sequence into replication numbers. More...

template<typename RealType , typename RNGType >
void	mckl::u01_rand_sorted (RNGType &rng, std::size_t N, RealType *r)
	Generate sorted standard uniform numbers with \(O(N)\) cost. More...

template<typename RealType , typename RNGType >
void	mckl::u01_rand_stratified (RNGType &rng, std::size_t N, RealType *r)
	Generate stratified standard uniform numbers. More...

template<typename RealType , typename RNGType >
void	mckl::u01_rand_systematic (RNGType &rng, std::size_t N, RealType *r)
	Generate systematic standard uniform numbers. More...

template<typename RealType >
void	mckl::u01_trans_sorted (std::size_t N, const RealType u01, RealType r)
	Tranform a sequence of standard uniform random numbers to sorted sequence. More...

template<typename RealType >
void	mckl::u01_trans_stratified (std::size_t N, const RealType u01, RealType r)
	Transform a sequence of standard uniform random numbers to a stratified sequence. More...

template<typename RealType >
void	mckl::u01_trans_systematic (std::size_t N, const RealType u01, RealType r)
	Transform a single standard uniform random number to a systematic sequence. More...

Detailed Description

Resampling.

Typedef Documentation

◆ ResampleMultinomial

using mckl::ResampleMultinomial = typedef ResampleAlgorithm<U01SequenceSorted, false>

Multinomial resampling.

Definition at line 571 of file resample.hpp.

◆ ResampleResidual

using mckl::ResampleResidual = typedef ResampleAlgorithm<U01SequenceSorted, true>

Residual resampling.

Definition at line 583 of file resample.hpp.

◆ ResampleResidualStratified

using mckl::ResampleResidualStratified = typedef ResampleAlgorithm<U01SequenceStratified, true>

Residual stratified resampling.

Definition at line 588 of file resample.hpp.

◆ ResampleResidualSystematic

using mckl::ResampleResidualSystematic = typedef ResampleAlgorithm<U01SequenceSystematic, true>

Residual systematic resampling.

Definition at line 593 of file resample.hpp.

◆ ResampleStratified

using mckl::ResampleStratified = typedef ResampleAlgorithm<U01SequenceStratified, false>

Stratified resampling.

Definition at line 575 of file resample.hpp.

◆ ResampleSystematic

using mckl::ResampleSystematic = typedef ResampleAlgorithm<U01SequenceSystematic, false>

Systematic resampling.

Definition at line 579 of file resample.hpp.

Enumeration Type Documentation

◆ ResampleScheme

enum mckl::ResampleScheme

strong

Resampling schemes.

Enumerator
Multinomial	Multinomial resampling.
Stratified	Stratified resampling.
Systematic	Systematic resampling.
Residual	Residual resampling.
ResidualStratified	Stratified resampling on residuals.
ResidualSystematic	Systematic resampling on residuals.

Definition at line 43 of file resample.hpp.

Function Documentation

◆ resample_trans_rep_index()

template<typename InputIter , typename OutputIter >

OutputIter mckl::resample_trans_rep_index	(	std::size_t	N,
		std::size_t	M,
		InputIter	replication,
		OutputIter	index
	)

inline

Transform replication numbers into parent indices.

Parameters

N	Sample size before resampling
M	Sample size after resampling
replication	N-vector of replication numbers
index	M-vector of parent indices

Definition at line 417 of file resample.hpp.

◆ resample_trans_residual()

template<typename InputIter , typename OutputIterR , typename OutputIterI >

std::size_t mckl::resample_trans_residual	(	std::size_t	N,
		std::size_t	M,
		InputIter	weight,
		OutputIterR	resid,
		OutputIterI	integ
	)

inline

Transform normalized weights to normalized residual and integrals,.

Parameters

N	Sample size before resampling
M	Sample size after resampling
weight	N-vector of normalized weights
resid	N-vector of normalized residuals
integ	N-vector of integral parts

Returns: The number of remaining elements to be resampled

Definition at line 334 of file resample.hpp.

◆ resample_trans_u01_rep()

template<typename InputIter , typename OutputIter , typename U01SeqType >

OutputIter mckl::resample_trans_u01_rep	(	std::size_t	N,
		std::size_t	M,
		InputIter	weight,
		U01SeqType &&	u01seq,
		OutputIter	replication
	)

inline

Transform uniform [0, 1) sequence into replication numbers.

Parameters

N	Sample size before resampling
M	Sample size after resampling
weight	N-vector of normalized weights
u01seq	M ordered uniform [0, 1) random numbers
replication	N-vector of replication numbers

Definition at line 375 of file resample.hpp.

◆ u01_rand_sorted()

template<typename RealType , typename RNGType >

void mckl::u01_rand_sorted	(	RNGType &	rng,
		std::size_t	N,
		RealType *	r
	)

inline

Generate sorted standard uniform numbers with \(O(N)\) cost.

Definition at line 217 of file resample.hpp.

◆ u01_rand_stratified()

template<typename RealType , typename RNGType >

void mckl::u01_rand_stratified	(	RNGType &	rng,
		std::size_t	N,
		RealType *	r
	)

inline

Generate stratified standard uniform numbers.

Definition at line 240 of file resample.hpp.

◆ u01_rand_systematic()

template<typename RealType , typename RNGType >

void mckl::u01_rand_systematic	(	RNGType &	rng,
		std::size_t	N,
		RealType *	r
	)

inline

Generate systematic standard uniform numbers.

Definition at line 259 of file resample.hpp.

◆ u01_trans_sorted()

template<typename RealType >

void mckl::u01_trans_sorted	(	std::size_t	N,
		const RealType *	u01,
		RealType *	r
	)

inline

Tranform a sequence of standard uniform random numbers to sorted sequence.

Definition at line 143 of file resample.hpp.

◆ u01_trans_stratified()

template<typename RealType >

void mckl::u01_trans_stratified	(	std::size_t	N,
		const RealType *	u01,
		RealType *	r
	)

inline

Transform a sequence of standard uniform random numbers to a stratified sequence.

Definition at line 167 of file resample.hpp.

◆ u01_trans_systematic()

template<typename RealType >

void mckl::u01_trans_systematic	(	std::size_t	N,
		const RealType *	u01,
		RealType *	r
	)

inline

Transform a single standard uniform random number to a systematic sequence.

Definition at line 192 of file resample.hpp.

Classes

Typedefs

Enumerations

Functions

Detailed Description

Typedef Documentation

◆ ResampleMultinomial

◆ ResampleResidual

◆ ResampleResidualStratified

◆ ResampleResidualSystematic

◆ ResampleStratified

◆ ResampleSystematic

Enumeration Type Documentation

◆ ResampleScheme

Function Documentation

◆ resample_trans_rep_index()

◆ resample_trans_residual()

◆ resample_trans_u01_rep()

◆ u01_rand_sorted()

◆ u01_rand_stratified()

◆ u01_rand_systematic()

◆ u01_trans_sorted()

◆ u01_trans_stratified()

◆ u01_trans_systematic()