#39 #40 git add for last commit

smc/sampling/CumulativeSampler.h

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+#ifndef CUMULATIVESAMPLER_H
+#define CUMULATIVESAMPLER_H
+
+#include <vector>
+#include <memory>
+#include <algorithm>
+#include "../Particle.h"
+#include "ParticleTrajectorieSampler.h"
+
+namespace SMC {
+
+	/**
+     * drawing trajectories using a cumulative drawer
+	 */
+    template <typename State>
+    class CumulativeSampler : public ParticleTrajectorieSampler<State> {
+
+	public:
+
+        /** ctor */
+        CumulativeSampler(){
+
+        }
+
+        /** draw a single particle */
+        Particle<State> drawSingleParticle(std::vector<Particle<State>> const& particles){
+
+            // ensure the copy vector has the same size as the real particle vector
+            std::vector<Particle<State>> particlesCopy;
+            particlesCopy.resize(particles.size());
+
+            // swap both vectors
+            particlesCopy = particles;
+
+            // calculate cumulative weight
+            double cumWeight = 0;
+            for (uint32_t i = 0; i < particles.size(); ++i) {
+                cumWeight += particlesCopy[i].weight;
+                particlesCopy[i].weight = cumWeight;
+            }
+
+            return draw(cumWeight, particlesCopy, particles);
+
+        }
+
+        /** draw a trajectorie of n particles */
+        std::vector<Particle<State>> drawTrajectorie(std::vector<Particle<State>> const& particles, const int numRealizations){
+
+            // ensure the copy vector has the same size as the real particle vector
+            std::vector<Particle<State>> particlesCopy;
+            particlesCopy.reserve(particles.size());
+            particlesCopy = particles;
+
+            // calculate cumulative weight
+            double cumWeight = 0;
+            for (uint32_t i = 0; i < particles.size(); ++i) {
+                cumWeight += particlesCopy[i].weight;
+                particlesCopy[i].weight = cumWeight;
+            }
+
+            // now draw the initial weights and therefore the corresponding particles
+            std::vector<Particle<State>> trajectorie;
+            trajectorie.reserve(numRealizations);
+            for (uint32_t i = 0; i < numRealizations; ++i) {
+                trajectorie.push_back(draw(cumWeight, particlesCopy, particles));
+            }
+
+            return trajectorie;
+        }
+
+    private:
+
+        /** function for drawing particles */
+        Particle<State> draw(const double cumWeight, std::vector<Particle<State>> const& cumParticles, std::vector<Particle<State>> const& origParticles){
+
+            // random value between [0;1]
+            const double rand01 = double(rand()) / double(RAND_MAX);
+
+            // random value between [0; cumulativeWeight]
+            const double rand = rand01 * cumWeight;
+
+            // search comparator
+            auto comp = [] (const Particle<State>& s, const double d) {return s.weight < d;};
+            auto it = std::lower_bound(cumParticles.begin(), cumParticles.end(), rand, comp);
+
+            //get the idx for the iterator it. this is the same as std::distance(..,..)
+            int idx = it - cumParticles.begin();
+
+            //get the original weight instead of the cumulative weight
+            Particle<State> drawnParticle = *it;
+            drawnParticle.weight = origParticles[idx].weight;
+
+            return drawnParticle;
+
+        }
+	};
+
+}
+
+#endif // ARTIFICIALDISTRIBUTION_H

smc/sampling/ParticleTrajectorieSampler.h

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+#ifndef PARTICLETRAJECTORIESAMPLER_H
+#define PARTICLETRAJECTORIESAMPLER_H
+
+#include <vector>
+#include "..//Particle.h"
+
+namespace SMC {
+
+	/**
+     * interface for Sampling Trajectories of Particles
+	 */
+    template <typename State>
+    class ParticleTrajectorieSampler {
+
+	public:
+
+        /** draw a single particle */
+        virtual Particle<State> drawSingleParticle(std::vector<Particle<State>> const& particles) = 0;
+
+        /** draw a trajectorie of all incoming particles / like resampling*/
+        virtual std::vector<Particle<State>> drawTrajectorie(std::vector<Particle<State>>const& particles, const int num) = 0;
+
+    private:
+
+        /** function for drawing particles */
+        virtual Particle<State> draw(const double cumWeight, std::vector<Particle<State>> const& cumParticles, std::vector<Particle<State>> const& origParticles) = 0;
+	};
+
+}
+
+#endif // ARTIFICIALDISTRIBUTION_H