AliasMethod

Implementation of Walker’s Alias method by Elixir. The algorithm is principally useful when you need to random sampling with replacement by O(1).

Example

iex> weights = [1, 1, 8]
iex> table = AliasMethod.generate_table(weights)
iex> table
%AliasMethod.Table{alias_table: %{0 => 2, 1 => 2, 2 => 0}, length: 3, probability_table: %{0 => 0.3, 1 => 0.3, 2 => 1.0}}

iex> n = AliasMethod.choice(table)
iex> 0 <= n && n <= table.length
true

License

This project is licensed under the MIT License - see the LICENSE file for details

Author

Tomochika Hara - thara