LikelihoodMarginal.h

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#ifndef LIKELIHOOD_DISCRETE_H
#define LIKELIHOOD_DISCRETE_H
 
#include <random>
#include <vector>
#include <numeric>
#include <stdexcept>
#include <cmath>
 
#include "IMarginalDistribution.h"
#include "AbstractConfig.h"
 
struct LikelihoodMarginalCfg : public AbstractConfig {
    std::vector<double> values;  
    std::vector<double> weights; 
};
 
class LikelihoodMarginal final : public IMarginalDistribution {
public:
    LikelihoodMarginal(std::vector<double> values,
                       std::vector<double> weights,
                       unsigned int seed = std::random_device{}(),
                       bool standardize = false);
    
    std::vector<double> rvs(std::size_t n) override;
 
    double logpdf(double) override {
        throw std::logic_error("LikelihoodMarginal::logpdf is not implemented");
    }
 
    PDFDiff f_df_ddf(double) override {
        throw std::logic_error("LikelihoodMarginal::f_df_ddf is not implemented");
    }
 
    double cdf(double) override {
        throw std::logic_error("LikelihoodMarginal::cdf is not implemented");
    }
 
    double ppf(double) override {
        throw std::logic_error("LikelihoodMarginal::ppf is not implemented");
    }
 
    double mean() override {
        throw std::logic_error("LikelihoodMarginal::mean is not implemented");
    }
 
    double std() override {
        throw std::logic_error("LikelihoodMarginal::std is not implemented");
    }
 
private:
    void build_alias_tables(std::vector<double> weights);
 
    std::mt19937 eng_;                              
    std::uniform_real_distribution<double> u01_;    
    std::vector<double> values_;                    
 
    std::vector<double> prob_;                      
    std::vector<std::size_t> alias_;                
 
    bool standardize_;                              
    double mean_ = 0.0;                             
    double std_  = 1.0;                             
};
 
#endif