JJSierraM/squiggle.c
1
0
Fork 0
forked from personal/squiggle.c
Code Issues Pull Requests Packages Projects Releases Wiki Activity

formatting pass

Browse Source
This commit is contained in:
NunoSempere 2023-07-16 12:09:58 +02:00
parent 4deb2044d6
commit 5ef5c6847a
1 changed files with 161 additions and 157 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

32
scratchpad/scratchpad.c
View File

@ -1,9 +1,9 @@
#include <stdint.h>
#include <stdlib.h>
#include <stdio.h>
#include <float.h> // FLT_MAX, FLT_MIN #include <float.h> // FLT_MAX, FLT_MIN
#include <limits.h> // INT_MAX #include <limits.h> // INT_MAX
#include <math.h> #include <math.h>
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>
#define VERBOSE 1 #define VERBOSE 1
// Errors // Errors
@ -22,7 +22,8 @@ struct box {
}; };
// Example cdf // Example cdf
float cdf_uniform_0_1(float x){ float cdf_uniform_0_1(float x)
{
if (x < 0) { if (x < 0) {
return 0; return 0;
} else if (x > 1) { } else if (x > 1) {
@ -32,7 +33,8 @@ float cdf_uniform_0_1(float x){
} }
} }
float cdf_squared_0_1(float x){ float cdf_squared_0_1(float x)
{
if (x < 0) { if (x < 0) {
return 0; return 0;
} else if (x > 1) { } else if (x > 1) {
@ -42,14 +44,16 @@ float cdf_squared_0_1(float x){
} }
} }
float cdf_normal_0_1(float x){ float cdf_normal_0_1(float x)
{
float mean = 0; float mean = 0;
float std = 1; float std = 1;
return 0.5 * (1 + erf((x - mean) / (std * sqrt(2)))); return 0.5 * (1 + erf((x - mean) / (std * sqrt(2))));
} }
// Inverse cdf // Inverse cdf
struct box inverse_cdf(float cdf(float), float p){ struct box inverse_cdf(float cdf(float), float p)
{
// given a cdf: [-Inf, Inf] => [0,1] // given a cdf: [-Inf, Inf] => [0,1]
// returns x such that cdf(x) = p // returns x such that cdf(x) = p
// to do: add bounds, add error checking // to do: add bounds, add error checking
@ -113,7 +117,6 @@ struct box inverse_cdf(float cdf(float), float p){
high = mid; high = mid;
} }
} }
} }
if (convergence_condition) { if (convergence_condition) {
@ -125,12 +128,10 @@ struct box inverse_cdf(float cdf(float), float p){
return result; return result;
} }
} }
// Get random number between 0 and 1 // Get random number between 0 and 1
uint32_t xorshift32 uint32_t xorshift32(uint32_t* seed)
(uint32_t* seed)
{ {
// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs" // Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
// See <https://stackoverflow.com/questions/53886131/how-does-xorshift32-works> // See <https://stackoverflow.com/questions/53886131/how-does-xorshift32-works>
@ -146,12 +147,14 @@ uint32_t xorshift32
// Distribution & sampling functions // Distribution & sampling functions
float rand_0_to_1(uint32_t* seed){ float rand_0_to_1(uint32_t* seed)
{
return ((float)xorshift32(seed)) / ((float)UINT32_MAX); return ((float)xorshift32(seed)) / ((float)UINT32_MAX);
} }
// sampler based on inverse cdf // sampler based on inverse cdf
struct box sampler(float cdf(float), uint32_t* seed){ struct box sampler(float cdf(float), uint32_t* seed)
{
struct box result; struct box result;
float p = rand_0_to_1(seed); float p = rand_0_to_1(seed);
result = inverse_cdf(cdf, p); result = inverse_cdf(cdf, p);
@ -164,7 +167,8 @@ struct box sampler(float cdf(float), uint32_t* seed){
// <https://github.com/codeplea/incbeta> // <https://github.com/codeplea/incbeta>
// main with an example // main with an example
int main(){ int main()
{
// Uniform: // Uniform:
struct box result_1 = inverse_cdf(cdf_uniform_0_1, 0.5); struct box result_1 = inverse_cdf(cdf_uniform_0_1, 0.5);