secure-weighted-sample

Weighted sampling using a secure RNG in O(n)

Usage

// Either approx sampling with percentage weights (imprecision stems from the passed weights)
var sample = require('secure-weighted-sample')
console.log(sample([0.1, 0.5, 0.2, 0.05, 0.15]))

// or exact sampling using integers
var sampleInteger = require('secure-weighted-sample/integer')
console.log(sampleInteger([8, 40, 16, 4, 6]))

API

const idx = sample(weights)

Approximate sampling using decimal percentage weights. Imprecision occurs if the passed weights are not exactly representable in the double floating point interval [0, 1). Only performs a single sample from the RNG and does a linear pass over the weights until the random number is less than the cumulative weights. Hence O(n).

Returns the index from the weights array, which can be used to index another data array or used directly.

const idx = sampleInteger(integerWeights)

Exact sampling using integer weights. The sum of weights must be less than Number.MAX_SAFE_INTEGER. The RNG is sampled until a suitable candidate is found. The expected number of samples is 2. If the sum of weights is a power of 2, only a single sample is needed. It then does a linear pass over the weights until the random number is less than the cumulative weights. Hence O(n).

Returns the index from the weights array, which can be used to index another data array or used directly.

Install

npm install secure-weighted-sample

License

ISC