mathnet-numerics/src/Numerics/Signals/SignalGenerator.Random.cs

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// http://numerics.mathdotnet.com
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namespace MathNet.Numerics.Signals
{
    using System;
    using Distributions;

    /// <summary>
    /// Generic Function Sampling and Quantization Provider
    /// </summary>
    public static partial class SignalGenerator
    {
        /// <summary>
        /// Samples a function randomly with the provided distribution.
        /// </summary>
        /// <param name="function">The real-domain function to sample.</param>
        /// <param name="distribution">Random distribution of the real domain sample points.</param>
        /// <param name="sampleCount">The number of samples to generate.</param>
        /// <typeparam name="T">The value type of the function to sample.</typeparam>
        /// <returns>The generated sample vector.</returns>
        /// <exception cref="ArgumentNullException" />
        /// <exception cref="ArgumentOutOfRangeException" />
        public static T[] Random<T>(
            Func<double, T> function,
            IContinuousDistribution distribution,
            int sampleCount)
        {
            if (ReferenceEquals(function, null))
            {
                throw new ArgumentNullException("function");
            }

            if (ReferenceEquals(distribution, null))
            {
                throw new ArgumentNullException("distribution");
            }

            if (sampleCount < 0)
            {
                throw new ArgumentOutOfRangeException("sampleCount");
            }

            var samples = new T[sampleCount];

            for (int i = 0; i < samples.Length; i++)
            {
                samples[i] = function(distribution.Sample());
            }

            return samples;
        }

        /// <summary>
        /// Samples a function randomly with the provided distribution.
        /// </summary>
        /// <param name="function">The real-domain function to sample.</param>
        /// <param name="distribution">Random distribution of the real domain sample points.</param>
        /// <param name="sampleCount">The number of samples to generate.</param>
        /// <param name="samplePoints">The real domain points where the samples are taken at.</param>
        /// <typeparam name="T">The value type of the function to sample.</typeparam>
        /// <returns>The generated sample vector.</returns>
        /// <exception cref="ArgumentNullException" />
        /// <exception cref="ArgumentOutOfRangeException" />
        public static T[] Random<T>(
            Func<double, T> function,
            IContinuousDistribution distribution,
            int sampleCount,
            out double[] samplePoints)
        {
            if (ReferenceEquals(function, null))
            {
                throw new ArgumentNullException("function");
            }

            if (ReferenceEquals(distribution, null))
            {
                throw new ArgumentNullException("distribution");
            }

            if (sampleCount < 0)
            {
                throw new ArgumentOutOfRangeException("sampleCount");
            }

            var samples = new T[sampleCount];
            samplePoints = new double[sampleCount];

            for (int i = 0; i < samples.Length; i++)
            {
                double current = distribution.Sample();
                samplePoints[i] = current;
                samples[i] = function(current);
            }

            return samples;
        }

        /// <summary>
        /// Samples a two-domain function randomly with the provided distribution.
        /// </summary>
        /// <param name="function">The real-domain function to sample.</param>
        /// <param name="distribution">Random distribution of the real domain sample points.</param>
        /// <param name="sampleCount">The number of samples to generate.</param>
        /// <typeparam name="T">The value type of the function to sample.</typeparam>
        /// <returns>The generated sample vector.</returns>
        /// <exception cref="ArgumentNullException" />
        /// <exception cref="ArgumentOutOfRangeException" />
        public static T[] Random<T>(
            Func<double, double, T> function,
            IContinuousDistribution distribution,
            int sampleCount)
        {
            if (ReferenceEquals(function, null))
            {
                throw new ArgumentNullException("function");
            }

            if (ReferenceEquals(distribution, null))
            {
                throw new ArgumentNullException("distribution");
            }

            if (sampleCount < 0)
            {
                throw new ArgumentOutOfRangeException("sampleCount");
            }

            var samples = new T[sampleCount];

            for (int i = 0; i < samples.Length; i++)
            {
                samples[i] = function(distribution.Sample(), distribution.Sample());
            }

            return samples;
        }
    }
}