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fix dumb beta sampling bug

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This commit is contained in:
NunoSempere 2023-07-23 09:29:00 +02:00
parent 4dad518d3f
commit 5e39c386f7
1 changed files with 46 additions and 42 deletions
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squiggle.c
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@ -74,7 +74,8 @@ float sample_to(float low, float high, uint32_t* seed)
return sample_lognormal(logmean, logsigma, seed); return sample_lognormal(logmean, logsigma, seed);
} }
float sample_gamma(float alpha, uint32_t* seed){ float sample_gamma(float alpha, uint32_t* seed)
{
// A Simple Method for Generating Gamma Variables, Marsaglia and Wan Tsang, 2001 // A Simple Method for Generating Gamma Variables, Marsaglia and Wan Tsang, 2001
// https://dl.acm.org/doi/pdf/10.1145/358407.358414 // https://dl.acm.org/doi/pdf/10.1145/358407.358414
@ -110,10 +111,11 @@ float sample_gamma(float alpha, uint32_t* seed){
} }
} }
float sample_beta(float a, float b, uint32_t* seed){ float sample_beta(float a, float b, uint32_t* seed)
{
float gamma_a = sample_gamma(a, seed); float gamma_a = sample_gamma(a, seed);
float gamma_b = sample_gamma(b, seed); float gamma_b = sample_gamma(b, seed);
return a / (a + b); return gamma_a / (gamma_a + gamma_b);
} }
// Array helpers // Array helpers
@ -134,12 +136,14 @@ void array_cumsum(float* array_to_sum, float* array_cumsummed, int length)
} }
} }
float array_mean(float* array, int length){ float array_mean(float* array, int length)
{
float sum = array_sum(array, length); float sum = array_sum(array, length);
return sum / length; return sum / length;
} }
float array_std(float* array, int length){ float array_std(float* array, int length)
{
float mean = array_mean(array, length); float mean = array_mean(array, length);
float std = 0.0; float std = 0.0;
for (int i = 0; i < length; i++) { for (int i = 0; i < length; i++) {