08 April 2020 10:01:36 AM WALKER_SAMPLE_TEST: C++ version. Test the WALKER_SAMPLE library. WALKER_SAMPLER_TEST: WALKER_SAMPLER creates Walker sample vectors Y and A for efficient sampling of a discrete probability vector. Test the Walker sampler with a Zipf-type probability. Use seed = 123456789 to initialize srand48(): After 100 warmup calls, next 3 values of drand48(): 0.689429 0.0974186 0.811735 Zipf probabilities for N = 10 and parameter P = 2 I X[I] 1 0.645258 2 0.161314 3 0.0716953 4 0.0403286 5 0.0258103 6 0.0179238 7 0.0131685 8 0.0100822 9 0.00796615 10 0.00645258 Randomly permuted X: I X[I] 1 0.0716953 2 0.00645258 3 0.00796615 4 0.0131685 5 0.0403286 6 0.0179238 7 0.0100822 8 0.0258103 9 0.645258 10 0.161314 Built the sampler i Y[i] A[i]: 1 0.716953 10 2 0.0645258 9 3 0.0796615 9 4 0.131685 9 5 0.403286 9 6 0.179238 9 7 0.100822 9 8 0.258103 9 9 0.669902 10 10 1 10 100000 samples: prob #samples: 0.0716953 7268 0.00645258 658 0.00796615 804 0.0131685 1329 0.0403286 3991 0.0179238 1772 0.0100822 1032 0.0258103 2626 0.645258 64468 0.161314 16052 sumvar = 0.423845 (should be about 1) Verification sum: 1.11022e-16 (Should be close to 0.) WALKER_SAMPLE_TEST: Normal end of execution. 08 April 2020 10:01:36 AM