Source code for TransportMaps.Samplers.SamplerBase

#
# This file is part of TransportMaps.
#
# TransportMaps is free software: you can redistribute it and/or modify
# it under the terms of the GNU Lesser General Public License as published by
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# TransportMaps is distributed in the hope that it will be useful,
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# GNU Lesser General Public License for more details.
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# Transport Maps Library
# Copyright (C) 2015-2018 Massachusetts Institute of Technology
# Uncertainty Quantification group
# Department of Aeronautics and Astronautics
#
# Authors: Transport Map Team
# Website: transportmaps.mit.edu
# Support: transportmaps.mit.edu/qa/
#

import TransportMaps as TM

__all__ = ['Sampler']

[docs]class Sampler(TM.TMO): r""" Generic sampler of distribution ``d`` This main class just mirrors all the sampling methods provided by the distribution ``d``. Args: d (Distributions.Distribution): distribution to sample from. """ def __init__(self, d): super(Sampler, self).__init__() self.distribution = d
[docs] def rvs(self, m, *args, **kwargs): r""" Generate :math:`m` samples and weights from the distribution Args: m (int): number of samples to generate Returns: (:class:`tuple` (:class:`ndarray<numpy.ndarray>` [:math:`m,d`], :class:`ndarray<numpy.ndarray>` [:math:`m`])) -- list of points and weights """
return (self.distribution.rvs(m, *args, **kwargs), np.ones(m)/float(m))