CrossEntropyProgramSample Method

Draws a sample having the specified size from a distribution defined in the given context and characterized by the designated parameter.

Namespace: Novacta.Analytics.Advanced
Assembly: Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0

Syntax

C++

Copy

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: Type: Novacta.Analytics.AdvancedCrossEntropyContext
The context in which the method must be executed.
sampleSize: Type: SystemInt32
The sample size.
parameter: Type: Novacta.AnalyticsDoubleMatrix
The sampling parameter.

Return Value

Type: DoubleMatrix
The matrix containing the sample data.

Exceptions

Exception	Condition
ArgumentNullException	context is null. -or- parameter is null.
ArgumentOutOfRangeException	sampleSize is not positive.
ArgumentException	The dimensions of parameter do not match those of the InitialParameter of context.

Remarks

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

CrossEntropyProgram Class

Novacta.Analytics.Advanced Namespace

CrossEntropyProgramAddLanguageSpecificTextSet("LST532440B6_0?cpp=::|nu=.");Sample Method

Parameters

Return Value

Reference

CrossEntropyProgramSample Method