Random choice from set with probabilities

[buddha314]

Very simple idea implemented in most languages, but apparently not in C# or MathNet yet.

I have a set {A, B, C} and I want to pick an element from it with probabilities {0.1, 0.75, 0.15}. Python uses and argument to random.choice(x, p=[0.1, 0.75, 0.15]) and that works nicely.

[PasaOpasen]

Try this:

    public static T GetRandomElementFromArrayWithProbabilities<T>(T[] vals, double[] probs)
    {
        var vers = new double[probs.Length];
        double sum = probs.Sum();

        vers[0] = probs[0] / sum;
        for (int i = 1; i < vers.Length - 1; i++)
        {
            vers[i] = probs[i] / sum + vers[i - 1];
        }
        vers[vers.Length - 1] = 1.0;

        double rndval = randomgen.NextDouble();
        for (int i = 0; i < vers.Length; i++)
            if (vers[i] >= rndval)
                return vals[i];
        return vals.Last();
    }