CrossEntropyProgramSample Method

protected DoubleMatrix Sample(
	CrossEntropyContext context,
	int sampleSize,
	DoubleMatrix parameter
)

Protected Function Sample ( 
	context As CrossEntropyContext,
	sampleSize As Integer,
	parameter As DoubleMatrix
) As DoubleMatrix

protected:
DoubleMatrix^ Sample(
	CrossEntropyContext^ context, 
	int sampleSize, 
	DoubleMatrix^ parameter
)

member Sample : 
        context : CrossEntropyContext * 
        sampleSize : int * 
        parameter : DoubleMatrix -> DoubleMatrix 

Parameters

context  CrossEntropyContext

The context in which the method must be executed.

sampleSize  Int32

The sample size.

parameter  DoubleMatrix

The sampling parameter.

Return Value

This method executes the sampling step of a Cross-Entropy program.

Method Sample returns a DoubleMatrix whose rows represent the generated sample points, while its NumberOfColumns is the StateDimension of the points in the specified context. This is equivalent to require that a state of the system under study must be representable by a row vector.

Reference