Add random weighted distribution

libs/random/include/psemek/random/weighted.hpp

@@ -0,0 +1,43 @@
+#pragma once
+
+#include <psemek/random/uniform.hpp>
+
+#include <vector>
+#include <algorithm>
+
+namespace psemek::random
+{
+
+	template <typename T>
+	struct weighted_distribution
+	{
+		weighted_distribution(std::vector<T> frequencies)
+			: prefix_sum_(std::move(frequencies))
+		{
+			T sum = T{0};
+			for (auto const & w : prefix_sum_)
+				sum += w;
+
+			for (auto & w : prefix_sum_)
+				w /= sum;
+
+			for (std::size_t i = 1; i < prefix_sum_.size(); ++i)
+				prefix_sum_[i] += prefix_sum_[i - 1];
+		}
+
+		std::size_t size() const { return prefix_sum_.size(); }
+
+		template <typename RNG>
+		std::size_t operator()(RNG && rng) const
+		{
+			auto roll = uniform<T>(rng);
+			auto it = std::upper_bound(prefix_sum_.begin(), prefix_sum_.end(), roll);
+			if (it == prefix_sum_.end()) --it;
+			return it - prefix_sum_.begin();
+		}
+
+	private:
+		std::vector<T> prefix_sum_;
+	};
+
+}