forked from personal/squiggle.c
give more expressive names to main functions
This bash function was helpful: function replace(){ grep "$1" -rl . grep "$1" -rl . | xargs sed -i "s/$1/$2/g"; }
This commit is contained in:
parent
8cc63dce4b
commit
04070a934e
|
@ -77,7 +77,7 @@ Behaviour on error can be toggled by the `EXIT_ON_ERROR` variable. This library
|
|||
|
||||
## To do list
|
||||
|
||||
- [ ] Rename functions to something more self-explanatory, e.g,. sample_unit_normal.
|
||||
- [ ] Rename functions to something more self-explanatory, e.g,. sample_sample_sample_unit_normal.
|
||||
- [ ] Have some more complicated & realistic example
|
||||
- [ ] Add summarization functions, like mean, std, 90% ci (or all c.i.?)
|
||||
- [ ] Publish online
|
||||
|
@ -90,7 +90,7 @@ Behaviour on error can be toggled by the `EXIT_ON_ERROR` variable. This library
|
|||
- [x] Add example for many samples
|
||||
- ~~[ ] Add a custom preprocessor to allow simple nested functions that don't rely on local scope?~~
|
||||
- [x] Use gcc extension to define functions nested inside main.
|
||||
- [x] Chain various mixture functions
|
||||
- [x] Chain various sample_mixture functions
|
||||
- [x] Add beta distribution
|
||||
- See <https://stats.stackexchange.com/questions/502146/how-does-numpy-generate-samples-from-a-beta-distribution> for a faster method.
|
||||
- ~~[-] Use OpenMP for acceleration~~
|
||||
|
|
Binary file not shown.
|
@ -16,12 +16,12 @@ float sample_1(uint32_t* seed)
|
|||
|
||||
float sample_few(uint32_t* seed)
|
||||
{
|
||||
return random_to(1, 3, seed);
|
||||
return sample_to(1, 3, seed);
|
||||
}
|
||||
|
||||
float sample_many(uint32_t* seed)
|
||||
{
|
||||
return random_to(2, 10, seed);
|
||||
return sample_to(2, 10, seed);
|
||||
}
|
||||
|
||||
int main(){
|
||||
|
@ -37,7 +37,7 @@ int main(){
|
|||
float weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
|
||||
float (*samplers[])(uint32_t*) = { sample_0, sample_1, sample_few, sample_many };
|
||||
|
||||
float result_one = mixture(samplers, weights, n_dists, seed);
|
||||
float result_one = sample_mixture(samplers, weights, n_dists, seed);
|
||||
printf("result_one: %f\n", result_one);
|
||||
}
|
||||
|
||||
|
|
Binary file not shown.
|
@ -16,12 +16,12 @@ float sample_1(uint32_t* seed)
|
|||
|
||||
float sample_few(uint32_t* seed)
|
||||
{
|
||||
return random_to(1, 3, seed);
|
||||
return sample_to(1, 3, seed);
|
||||
}
|
||||
|
||||
float sample_many(uint32_t* seed)
|
||||
{
|
||||
return random_to(2, 10, seed);
|
||||
return sample_to(2, 10, seed);
|
||||
}
|
||||
|
||||
int main(){
|
||||
|
@ -40,7 +40,7 @@ int main(){
|
|||
int n_samples = 1000000;
|
||||
float* result_many = (float *) malloc(n_samples * sizeof(float));
|
||||
for(int i=0; i<n_samples; i++){
|
||||
result_many[i] = mixture(samplers, weights, n_dists, seed);
|
||||
result_many[i] = sample_mixture(samplers, weights, n_dists, seed);
|
||||
}
|
||||
|
||||
printf("result_many: [");
|
||||
|
|
Binary file not shown.
|
@ -16,8 +16,8 @@ int main(){
|
|||
|
||||
float sample_0(uint32_t* seed){ return 0; }
|
||||
float sample_1(uint32_t* seed) { return 1; }
|
||||
float sample_few(uint32_t* seed){ return random_to(1, 3, seed); }
|
||||
float sample_many(uint32_t* seed){ return random_to(2, 10, seed); }
|
||||
float sample_few(uint32_t* seed){ return sample_to(1, 3, seed); }
|
||||
float sample_many(uint32_t* seed){ return sample_to(2, 10, seed); }
|
||||
|
||||
float (*samplers[])(uint32_t*) = { sample_0, sample_1, sample_few, sample_many };
|
||||
float weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
|
||||
|
@ -25,7 +25,7 @@ int main(){
|
|||
int n_samples = 1000000;
|
||||
float* result_many = (float *) malloc(n_samples * sizeof(float));
|
||||
for(int i=0; i<n_samples; i++){
|
||||
result_many[i] = mixture(samplers, weights, n_dists, seed);
|
||||
result_many[i] = sample_mixture(samplers, weights, n_dists, seed);
|
||||
}
|
||||
|
||||
printf("result_many: [");
|
||||
|
|
Binary file not shown.
|
@ -84,12 +84,12 @@ int main()
|
|||
test_and_time_sampler_float("cdf_normal_0_1", cdf_normal_0_1, seed);
|
||||
|
||||
// Get some normal samples using a previous approach
|
||||
printf("\nGetting some samples from unit_normal\n");
|
||||
printf("\nGetting some samples from sample_unit_normal\n");
|
||||
|
||||
clock_t begin_2 = clock();
|
||||
|
||||
for (int i = 0; i < NUM_SAMPLES; i++) {
|
||||
float normal_sample = unit_normal(seed);
|
||||
float normal_sample = sample_unit_normal(seed);
|
||||
// printf("%f\n", normal_sample);
|
||||
}
|
||||
|
||||
|
|
Binary file not shown.
40
squiggle.c
40
squiggle.c
|
@ -28,48 +28,44 @@ uint32_t xorshift32(uint32_t* seed)
|
|||
}
|
||||
|
||||
// Distribution & sampling functions
|
||||
float rand_0_to_1(uint32_t* seed)
|
||||
float sample_unit_uniform(uint32_t* seed)
|
||||
{
|
||||
// samples uniform from [0,1] interval.
|
||||
return ((float)xorshift32(seed)) / ((float)UINT32_MAX);
|
||||
}
|
||||
|
||||
float rand_float(float max, uint32_t* seed)
|
||||
{
|
||||
return rand_0_to_1(seed) * max;
|
||||
}
|
||||
|
||||
float unit_normal(uint32_t* seed)
|
||||
float sample_unit_normal(uint32_t* seed)
|
||||
{
|
||||
// See: <https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform>
|
||||
float u1 = rand_0_to_1(seed);
|
||||
float u2 = rand_0_to_1(seed);
|
||||
float u1 = sample_unit_uniform(seed);
|
||||
float u2 = sample_unit_uniform(seed);
|
||||
float z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2);
|
||||
return z;
|
||||
}
|
||||
|
||||
float random_uniform(float from, float to, uint32_t* seed)
|
||||
float sample_uniform(float from, float to, uint32_t* seed)
|
||||
{
|
||||
return rand_0_to_1(seed) * (to - from) + from;
|
||||
return sample_unit_uniform(seed) * (to - from) + from;
|
||||
}
|
||||
|
||||
float random_normal(float mean, float sigma, uint32_t* seed)
|
||||
float sample_normal(float mean, float sigma, uint32_t* seed)
|
||||
{
|
||||
return (mean + sigma * unit_normal(seed));
|
||||
return (mean + sigma * sample_unit_normal(seed));
|
||||
}
|
||||
|
||||
float random_lognormal(float logmean, float logsigma, uint32_t* seed)
|
||||
float sample_lognormal(float logmean, float logsigma, uint32_t* seed)
|
||||
{
|
||||
return expf(random_normal(logmean, logsigma, seed));
|
||||
return expf(sample_normal(logmean, logsigma, seed));
|
||||
}
|
||||
|
||||
float random_to(float low, float high, uint32_t* seed)
|
||||
float sample_to(float low, float high, uint32_t* seed)
|
||||
{
|
||||
const float NORMAL95CONFIDENCE = 1.6448536269514722;
|
||||
float loglow = logf(low);
|
||||
float loghigh = logf(high);
|
||||
float logmean = (loglow + loghigh) / 2;
|
||||
float logsigma = (loghigh - loglow) / (2.0 * NORMAL95CONFIDENCE);
|
||||
return random_lognormal(logmean, logsigma, seed);
|
||||
return sample_lognormal(logmean, logsigma, seed);
|
||||
}
|
||||
|
||||
// Array helpers
|
||||
|
@ -91,7 +87,7 @@ void array_cumsum(float* array_to_sum, float* array_cumsummed, int length)
|
|||
}
|
||||
|
||||
// Mixture function
|
||||
float mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed)
|
||||
float sample_mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed)
|
||||
{
|
||||
// You can see a simpler version of this function in the git history
|
||||
// or in C-02-better-algorithm-one-thread/
|
||||
|
@ -104,7 +100,7 @@ float mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint3
|
|||
|
||||
float result;
|
||||
int result_set_flag = 0;
|
||||
float p = random_uniform(0, 1, seed);
|
||||
float p = sample_uniform(0, 1, seed);
|
||||
for (int k = 0; k < n_dists; k++) {
|
||||
if (p < cumsummed_normalized_weights[k]) {
|
||||
result = samplers[k](seed);
|
||||
|
@ -289,13 +285,13 @@ struct box inverse_cdf_box(struct box cdf_box(float), float p)
|
|||
// Sampler based on inverse cdf and randomness function
|
||||
struct box sampler_cdf_box(struct box cdf(float), uint32_t* seed)
|
||||
{
|
||||
float p = rand_0_to_1(seed);
|
||||
float p = sample_unit_uniform(seed);
|
||||
struct box result = inverse_cdf_box(cdf, p);
|
||||
return result;
|
||||
}
|
||||
struct box sampler_cdf_float(float cdf(float), uint32_t* seed)
|
||||
{
|
||||
float p = rand_0_to_1(seed);
|
||||
float p = sample_unit_uniform(seed);
|
||||
struct box result = inverse_cdf_float(cdf, p);
|
||||
return result;
|
||||
}
|
||||
|
@ -303,7 +299,7 @@ struct box sampler_cdf_float(float cdf(float), uint32_t* seed)
|
|||
/* Could also define other variations, e.g.,
|
||||
float sampler_danger(struct box cdf(float), uint32_t* seed)
|
||||
{
|
||||
float p = rand_0_to_1(seed);
|
||||
float p = sample_unit_uniform(seed);
|
||||
struct box result = inverse_cdf_box(cdf, p);
|
||||
if(result.empty){
|
||||
exit(1);
|
||||
|
|
15
squiggle.h
15
squiggle.h
|
@ -8,22 +8,21 @@
|
|||
uint32_t xorshift32(uint32_t* seed);
|
||||
|
||||
// Basic distribution sampling functions
|
||||
float rand_0_to_1(uint32_t* seed);
|
||||
float rand_float(float max, uint32_t* seed);
|
||||
float unit_normal(uint32_t* seed);
|
||||
float sample_unit_uniform(uint32_t* seed);
|
||||
float sample_unit_normal(uint32_t* seed);
|
||||
|
||||
// Composite distribution sampling functions
|
||||
float random_uniform(float from, float to, uint32_t* seed);
|
||||
float random_normal(float mean, float sigma, uint32_t* seed);
|
||||
float random_lognormal(float logmean, float logsigma, uint32_t* seed);
|
||||
float random_to(float low, float high, uint32_t* seed);
|
||||
float sample_uniform(float from, float to, uint32_t* seed);
|
||||
float sample_normal(float mean, float sigma, uint32_t* seed);
|
||||
float sample_lognormal(float logmean, float logsigma, uint32_t* seed);
|
||||
float sample_to(float low, float high, uint32_t* seed);
|
||||
|
||||
// Array helpers
|
||||
float array_sum(float* array, int length);
|
||||
void array_cumsum(float* array_to_sum, float* array_cumsummed, int length);
|
||||
|
||||
// Mixture function
|
||||
float mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed);
|
||||
float sample_mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed);
|
||||
|
||||
// Box
|
||||
struct box {
|
||||
|
|
Loading…
Reference in New Issue
Block a user