renormalizing.js (1775B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2018 The Stdlib Authors. 5 * 6 * Licensed under the Apache License, Version 2.0 (the "License"); 7 * you may not use this file except in compliance with the License. 8 * You may obtain a copy of the License at 9 * 10 * http://www.apache.org/licenses/LICENSE-2.0 11 * 12 * Unless required by applicable law or agreed to in writing, software 13 * distributed under the License is distributed on an "AS IS" BASIS, 14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 15 * See the License for the specific language governing permissions and 16 * limitations under the License. 17 */ 18 19 'use strict'; 20 21 /** 22 * Samples without replacement from a discrete set using custom probabilities. 23 * 24 * ## Notes 25 * 26 * - After each draw, the probabilities of the remaining observations are renormalized so that they sum to one. 27 * 28 * 29 * @private 30 * @param {ArrayLike} x - array-like object from which to sample 31 * @param {NonNegativeInteger} size - sample size 32 * @param {Function} rand - PRNG for generating uniformly distributed numbers 33 * @param {ProbabilityArray} probabilities - element probabilities 34 * @returns {Array} sample 35 */ 36 function renormalizing( x, size, rand, probabilities ) { 37 var probs; 38 var psum; 39 var out; 40 var N; 41 var i; 42 var j; 43 var k; 44 var u; 45 46 N = x.length; 47 probs = new Array( N ); 48 for ( i = 0; i < N; i++ ) { 49 probs[ i ] = probabilities[ i ]; 50 } 51 out = new Array( size ); 52 for ( i = 0; i < size; i++ ) { 53 u = rand(); 54 psum = 0; 55 for ( j = 0; j < N; j++ ) { 56 psum += probs[ j ]; 57 if ( u < psum ) { 58 break; 59 } 60 } 61 for ( k = 0; k < N; k++ ) { 62 if ( k === j ) { 63 continue; 64 } 65 probs[ k ] /= 1.0 - probs[ j ]; 66 } 67 probs[ j ] = 0.0; 68 out[ i ] = x[ j ]; 69 } 70 return out; 71 } 72 73 74 // EXPORTS // 75 76 module.exports = renormalizing;