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importance_sample

Function importance_sample 

Source
pub fn importance_sample(
    pdf: &[f64],
    n: usize,
    rng: &mut impl Rng,
) -> Vec<usize>
Expand description

Discrete inverse-CDF (importance) sampling.

Draws n indices from 0..pdf.len() with probability proportional to pdf[i]. Returns indices (with replacement).

ยงPanics

Panics if pdf is empty or all weights are zero.