resample.hpp File Reference

#include <mckl/internal/common.hpp>
#include <mckl/core/particle.hpp>
#include <mckl/random/u01_distribution.hpp>

Go to the source code of this file.

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...

Namespaces
	mckl
	mckl::internal

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<std::size_t K, typename RealType , typename RNGType >
void	mckl::internal::u01_rand_sorted_impl (RNGType &rng, std::size_t n0, std::size_t n, RealType *r, std::size_t N, RealType &lmax)
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::internal::u01_rand_stratified_impl (RNGType &rng, std::size_t n0, std::size_t n, RealType *r, RealType delta)
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<std::size_t K, typename RealType >
void	mckl::internal::u01_trans_sorted_impl (std::size_t n0, std::size_t n, const RealType *u01, RealType *r, std::size_t N, RealType &lmax)
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::internal::u01_trans_stratified_impl (std::size_t n0, std::size_t n, const RealType *u01, RealType *r, RealType delta)
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...
template<typename RealType >
void	mckl::internal::u01_trans_systematic_impl (std::size_t n0, std::size_t n, RealType u, RealType *r, RealType delta)

Variables
constexpr ResampleScheme	mckl::Multinomial = ResampleScheme::Multinomial
constexpr ResampleScheme	mckl::Residual = ResampleScheme::Residual
constexpr ResampleScheme	mckl::ResidualStratified
constexpr ResampleScheme	mckl::ResidualSystematic
constexpr ResampleScheme	mckl::Stratified = ResampleScheme::Stratified
constexpr ResampleScheme	mckl::Systematic = ResampleScheme::Systematic