从在C离散概率分布采样++ [英] Sampling from a discrete probability distribution in C++

问题描述

我是新的C ++和缺乏访问，共同概率处理工具（即升压缺少的东西和标准库）非常惊讶。我已经做了很多其他语言的科学规划的，但标准和/或普遍存在的第三方插件总是包括全方位的概率工具。一位朋友发单了加速是相当的无处不在附加的C ++，但我读了Boost文档，甚至它似乎有什么，我会考虑非常基本的内置插件的缺乏。

I am new to C++ and extremely surprised by the lack of accessible, common probability manipulation tools (i.e. the lack of things in Boost and the standard library). I've done a lot of scientific programming in other languages, but the standard and/or ubiquitious third party add-ons always include a full range of probability tools. A friend billed up Boost to be the equivalent ubiquitous add-on for C++, but as I read the Boost documentation, even it seems to have a dearth of what I would consider extremely elementary built-ins.

我不能找到一个内置在需要某种离散概率阵列，并产生根据这些概率选择的索引。我当然可以写我自己的功能，但我只是想检查我是否缺少一个标准的方式来做到这一点。

I cannot find a built in that takes some sort of array of discrete probabilities and produces an index chosen according to those probabilities. I can of course write my own function for this, but I just wanted to check whether I am missing a standard way to do this.

具有这样的低级别写我自己的函数是一件坏事，我的感觉，但我写了一个更大的项目，是所有在C ++中一个新的仿真模块。我通常去到战术将它写在Python和Python的链接到C ++，但由于其他几人将不得不一旦我完成它，他们都不知道Python来管理这个code，I认为这将是更谨慎地交付给他们所有的C ++。

Having to write my own functions at such a low-level is a bad thing, I feel, but I am writing a new simulation module for a larger project that is all in C++. My usual go-to tactic would be to write it in Python and link the Python to the C++, but because several other people are going to have to manage this code once I finish it, and none of them know Python, I think it would be more prudent to deliver it to them all in C++.

更一般地，什么人做的C ++之类的东西从标准抽样分布，尤其是一些基本的一个多变量正态分布？

More generally, what do people do in C++ for things like sampling from standard distributions, in particular something as basic as a multi-variate normal distribution?

推荐答案

^{（从评论感动。）}

你看 Boost.Math.StatisticalDistributions ？具体来说，其离散概率分布的？

Did you look at Boost.Math.StatisticalDistributions? Specifically, its Discrete Probability Distributions?

升压是不是一个图书馆，这是一个的集的库，所以有时很难找到你正在寻找什么＆ndash的;但是，这并不意味着它不存在。 ; - ]

Boost is not a library, it's a collection of libraries, so it can sometimes be difficult to find exactly what you're looking for – but that doesn't mean it isn't there. ;-]

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