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mir.random.discrete - fix for zero probilities #236

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9il merged 2 commits into from
Jun 26, 2016
Merged

mir.random.discrete - fix for zero probilities #236

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mir.random.discrete - fix for zero probilities
wilzbach Jun 26, 2016
ad3bde4
replace Random alias with Mt19937
wilzbach Jun 26, 2016
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39 changes: 31 additions & 8 deletions source/mir/random/discrete.d
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Original file line number Diff line number Diff line change
Expand Up @@ -37,7 +37,7 @@ unittest

// sample from the discrete distribution
auto obs = new uint[cdPoints.length];
foreach (i; 0..1000)
foreach (i; 0..10_000)
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@wilzbach wilzbach Jun 26, 2016 •
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the split looks too random with 1000

obs[ds()]++;
}

Expand Down Expand Up @@ -81,34 +81,57 @@ struct Discrete(T)
import std.range : assumeSorted;

T v = uniform!("[)", T, T)(0, cdPoints[$-1], gen);
return cdPoints.assumeSorted!"a <= b".lowerBound(v).length;
return cdPoints.length - cdPoints.assumeSorted!"a < b".upperBound(v).length;
}
}

// test with cumulative probs
unittest
{
import std.random : Random;
auto gen = Random(42);
import std.random : Mt19937;
auto gen = Mt19937(42);

// 10%, 20%, 20%, 40%, 10%
auto cdPoints = [0.1, 0.3, 0.5, 0.9, 1];
auto ds = discrete(cdPoints);

auto obs = new uint[cdPoints.length];
foreach (i; 0..1000)
foreach (i; 0..10_000)
obs[ds(gen)]++;

assert(obs == [1030, 1964, 1968, 4087, 951]);
}

// test with cumulative count
unittest
{
import std.random : Random;
auto gen = Random(42);
import std.random : Mt19937;
auto gen = Mt19937(42);

// 1, 2, 1
auto cdPoints = [1, 3, 4];
auto ds = discrete(cdPoints);

auto obs = new uint[cdPoints.length];
foreach (i; 0..1000)
foreach (i; 0..10_000)
obs[ds(gen)]++;

assert(obs == [2536, 4963, 2501]);
}

// test with zero probabilities
unittest
{
import std.random : Mt19937;
auto gen = Mt19937(42);

// 0, 1, 2, 0, 1
auto cdPoints = [0, 1, 3, 3, 4];
auto ds = discrete(cdPoints);

auto obs = new uint[cdPoints.length];
foreach (i; 0..10_000)
obs[ds(gen)]++;

assert(obs == [0, 2536, 4963, 0, 2501]);
}