RandomSamplerFromCDF.h

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#ifndef _utl_RandomSamplerFromCDF_h_
#define _utl_RandomSamplerFromCDF_h_

#include <vector>
#include <map>
#include <algorithm>
#include <string>

#include <utl/VRandomSampler.h>


namespace utl {

  class RandomSamplerFromPDF;
  class TabulatedFunction;


  class RandomSamplerFromCDF : public VRandomSampler {

  public:
    RandomSamplerFromCDF(const std::vector<double>& x, const std::vector<double>& y)
      : fX(x), fY(y) { CheckAndNormalize(); }

    RandomSamplerFromCDF(const TabulatedFunction& cdf);

    RandomSamplerFromCDF(const std::vector<double>& cdf);

    RandomSamplerFromCDF(const std::map<double, double>& cdf);

    RandomSamplerFromCDF(const std::string& function,
                         const std::string& independentVariableName,
                         const double min, const double max, const int bins)
    { SetFunction(function, independentVariableName, min, max, bins); }

    RandomSamplerFromCDF(const std::string& function,
                         const double min, const double max, const int bins)
    { SetFunction(function, "x", min, max, bins); }

    virtual ~RandomSamplerFromCDF() { }

    double GetInverseCDF(const double y) const;

    double GetMinX() const { return fX.front(); }

    double GetMaxX() const { return fX.back(); }

  protected:
    virtual double MapRandom(const double rand) const
    { return GetInverseCDF(rand); }

    const std::vector<double>& GetCDFX() const { return fX; }

    const std::vector<double>& GetCDFY() const { return fY; }

  private:
    void SetFunction(const std::string& function,
                     const std::string& independentVariableName,
                     const double min, const double max, const int bins);

    int GetIndex(const double y) const
    { return std::distance(fY.begin(), std::lower_bound(fY.begin(), fY.end(), y)); }

    void CheckAndNormalize();

    void Dump() const;

    std::vector<double> fX;
    std::vector<double> fY;

    friend class RandomSamplerFromPDF;
  };

}


#endif