void Sampler::discreteCumulativeDistribution( const VectorXd &pdf, VectorXd &cdf )
{
unsigned int m=pdf.size();
//cdf.setZero(m);
cdf(0)=pdf(0);
for (unsigned int i=1; i<m; i++)
cdf.coeffRef(i)=cdf.coeffRef(i-1)+pdf(i);
}
double Sampler::inverseCumulativeSampling( const VectorXd &cdf, double delta )
{
int i=0;
int m=cdf.size();
double u = unifRand(0.0,1.0);
while ( i<m && cdf.coeffRef(i)<u ) ++i;
double value = ( static_cast<double>(i) - static_cast<double>(m)*0.5 ) *delta;
return value;
}