forked from personal/squiggle.c
reword comments
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@ -22,13 +22,10 @@
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// Pseudo Random number generator
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uint64_t xorshift32(uint32_t* seed)
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{
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// The reader isn't expected to understand this code immediately;
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// read the linked Wikipedia page!
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// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
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// See <https://stackoverflow.com/questions/53886131/how-does-xorshift32-works>
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// https://en.wikipedia.org/wiki/Xorshift
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// Also some drama: <https://www.pcg-random.org/posts/on-vignas-pcg-critique.html>, <https://prng.di.unimi.it/>
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// for floats
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uint64_t x = *seed;
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x ^= x << 13;
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x ^= x >> 17;
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@ -38,7 +35,7 @@ uint64_t xorshift32(uint32_t* seed)
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uint64_t xorshift64(uint64_t* seed)
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{
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// same as above, but for generating doubles
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// same as above, but for generating doubles instead of floats
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uint64_t x = *seed;
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x ^= x << 13;
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x ^= x >> 7;
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@ -79,7 +76,7 @@ double sample_lognormal(double logmean, double logstd, uint64_t* seed)
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return exp(sample_normal(logmean, logstd, seed));
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}
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inline double sample_normal_from_95_confidence_interval(double low, double high, uint64_t* seed)
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inline double sample_normal_from_90_confidence_interval(double low, double high, uint64_t* seed)
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{
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// Explanation of key idea:
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// 1. We know that the 90% confidence interval of the unit normal is
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@ -112,7 +109,7 @@ double sample_to(double low, double high, uint64_t* seed)
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// Then see code for sample_normal_from_95_confidence_interval
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double loglow = logf(low);
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double loghigh = logf(high);
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return exp(sample_normal_from_95_confidence_interval(loglow, loghigh, seed));
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return exp(sample_normal_from_90_confidence_interval(loglow, loghigh, seed));
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}
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double sample_gamma(double alpha, uint64_t* seed)
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