sampling.RejectionSampling.scala Maven / Gradle / Ivy
/*
* Copyright 2019 Pierre Nodet
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package aruku.sampling
import scala.util.Random
sealed abstract case class RejectionSampling private (private val nextInt: () => Int)(
f: Int => Double,
upperBound: Double,
lowerBound: Double = 0,
random: Random = new Random
) {
def sample(): Int = {
var hit = false
var dart = 0.0
var i = 0
while (!hit) {
i = nextInt()
dart = random.nextDouble() * upperBound
if (dart < lowerBound || dart < f(i)) {
hit = true
}
}
return i
}
}
object RejectionSampling {
def fromDomain(
inf: Int,
sup: Int
)(f: Int => Double, upperBound: Double, lowerBound: Double = 0, random: Random = new Random): RejectionSampling = {
require(sup > inf)
require(lowerBound >= 0)
require(upperBound >= lowerBound)
require(upperBound > 0)
new RejectionSampling(() => random.nextInt(sup - inf + 1) + inf)(f, upperBound, lowerBound, random) {}
}
def fromPrior(
prior: () => Int
)(f: Int => Double, upperBound: Double, lowerBound: Double = 0, random: Random = new Random): RejectionSampling = {
require(lowerBound >= 0)
require(upperBound >= lowerBound)
require(upperBound > 0)
new RejectionSampling(prior)(f, upperBound, lowerBound, random) {}
}
}