LikelihoodMarginal Class Reference

Discrete marginal sampler using Vose's alias method. More...

#include <LikelihoodMarginal.h>

Inheritance diagram for LikelihoodMarginal:

Collaboration diagram for LikelihoodMarginal:

Public Member Functions
	LikelihoodMarginal (std::vector< double > values, std::vector< double > weights, unsigned int seed=std::random_device{}(), bool standardize=false)
	Constructs a discrete likelihood marginal.
std::vector< double >	rvs (std::size_t n) override
	Draws random samples from the marginal distribution.
double	logpdf (double) override
	Not implemented; use this class only for sampling.
PDFDiff	f_df_ddf (double) override
	Not implemented; use this class only for sampling.
double	cdf (double) override
	Not implemented; use this class only for sampling.
double	ppf (double) override
	Not implemented; use this class only for sampling.
double	mean () override
	Not implemented; use this class only for sampling.
double	std () override
	Not implemented; use this class only for sampling.
Public Member Functions inherited from IMarginalDistribution
virtual	~IMarginalDistribution ()=default
virtual Vector	sample (std::size_t n)=0
virtual	~IMarginalDistribution ()=default
	Virtual destructor for safe polymorphic deletion.

Detailed Description

Discrete marginal sampler using Vose's alias method.

This class implements efficient O(1) sampling from a finite weighted support.

The constructor:

• checks consistency of values/weights,
• optionally computes weighted mean and standard deviation,
• builds alias tables for fast random generation.

If standardize is enabled, samples returned by rvs are transformed as:

Note

Random sampling is implemented. Analytical distribution methods are deliberately unavailable until their discrete semantics are finalized; they throw std::logic_error instead of returning a plausible placeholder value.

Definition at line 63 of file LikelihoodMarginal.h.

Constructor & Destructor Documentation

LikelihoodMarginal()

LikelihoodMarginal::LikelihoodMarginal	(	std::vector< double >	values,
		std::vector< double >	weights,
		unsigned int	seed = std::random_device{}(),
		bool	standardize = false
	)

Constructs a discrete likelihood marginal.

Parameters

values	Support values.
weights	Non-negative weights associated with support values.
seed	Seed for the internal random engine.
standardize	If true, sampled values are centered and rescaled using the weighted mean and standard deviation.

Exceptions

std::invalid_argument

if: values is empty, values and weights sizes differ, a weight is invalid, the total weight is non-positive.

Definition at line 3 of file LikelihoodMarginal.cpp.

Member Function Documentation

cdf()

double LikelihoodMarginal::cdf ( double  )

inlineoverridevirtual

Not implemented; use this class only for sampling.

Implements IMarginalDistribution.

Definition at line 100 of file LikelihoodMarginal.h.

f_df_ddf()

PDFDiff LikelihoodMarginal::f_df_ddf ( double  )

inlineoverridevirtual

Not implemented; use this class only for sampling.

Implements IMarginalDistribution.

Definition at line 94 of file LikelihoodMarginal.h.

logpdf()

double LikelihoodMarginal::logpdf ( double  )

inlineoverridevirtual

Not implemented; use this class only for sampling.

Implements IMarginalDistribution.

Definition at line 89 of file LikelihoodMarginal.h.

mean()

double LikelihoodMarginal::mean ( )

inlineoverridevirtual

Not implemented; use this class only for sampling.

Implements IMarginalDistribution.

Definition at line 110 of file LikelihoodMarginal.h.

ppf()

double LikelihoodMarginal::ppf ( double  )

inlineoverridevirtual

Not implemented; use this class only for sampling.

Implements IMarginalDistribution.

Definition at line 105 of file LikelihoodMarginal.h.

rvs()

std::vector< double > LikelihoodMarginal::rvs ( std::size_t  n )

overridevirtual

Draws random samples from the marginal distribution.

Parameters

n	Number of samples to generate.

Returns

std::vector<double> of size n containing iid draws.

Implements IMarginalDistribution.

Definition at line 81 of file LikelihoodMarginal.cpp.

std()

double LikelihoodMarginal::std ( )

inlineoverridevirtual

Not implemented; use this class only for sampling.

Implements IMarginalDistribution.

Definition at line 115 of file LikelihoodMarginal.h.

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The documentation for this class was generated from the following files:

• /home/runner/work/Hyperiso/Hyperiso/Hyperiso/Hyperiso/core/src/Statistic/domain/Marginal/LikelihoodMarginal.h
• /home/runner/work/Hyperiso/Hyperiso/Hyperiso/Hyperiso/core/src/Statistic/domain/Marginal/LikelihoodMarginal.cpp