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inverse_cdf_sample

Function inverse_cdf_sample 

Source
pub fn inverse_cdf_sample(
    cdf_vals: &[f64],
    x_min: f64,
    x_max: f64,
    n: usize,
    rng: &mut Lcg,
) -> Vec<f64>
Expand description

Inverse-CDF importance sampling for a target distribution defined by its CDF, computed numerically on a grid.

cdf_vals[i] = CDF at x_min + i * dx. Draws n samples.