forked from personal/squiggle.c
move to ci named struct.
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@ -348,6 +348,9 @@ It emits one warning about something I already took care of, so by default I've
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- [x] Provide example algebra
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- [x] Provide example algebra
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- [x] Add conversion between 90% ci and parameters.
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- [x] Add conversion between 90% ci and parameters.
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- [ ] Use that conversion in conjuction with small algebra.
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- [ ] Use that conversion in conjuction with small algebra.
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- [ ] Consider ergonomics of using ci instead of c_i
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- use named struct instead
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- demonstrate and document feeding a struct directly to a function; my_function((struct c_i){.low = 1, .high = 2});
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- [ ] Test results
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- [ ] Test results
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- [x] Move to own file? Or signpost in file? => signposted in file.
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- [x] Move to own file? Or signpost in file? => signposted in file.
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- [ ] Disambiguate sample_laplace--successes vs failures || successes vs total trials as two distinct and differently named functions
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- [ ] Disambiguate sample_laplace--successes vs failures || successes vs total trials as two distinct and differently named functions
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Binary file not shown.
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@ -60,9 +60,9 @@ int main()
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}
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}
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printf("... ]\n");
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printf("... ]\n");
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struct c_i c_i_90 = get_90_confidence_interval(mixture, seed);
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ci ci_90 = get_90_confidence_interval(mixture, seed);
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printf("mean: %f\n", array_mean(mixture_result, n));
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printf("mean: %f\n", array_mean(mixture_result, n));
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printf("90%% confidence interval: [%f, %f]\n", c_i_90.low, c_i_90.high);
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printf("90%% confidence interval: [%f, %f]\n", ci_90.low, ci_90.high);
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free(seed);
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free(seed);
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}
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}
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@ -46,8 +46,8 @@ int main()
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// Before a first nuclear collapse
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// Before a first nuclear collapse
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printf("## Before the first nuclear collapse\n");
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printf("## Before the first nuclear collapse\n");
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struct c_i c_i_90_2023 = get_90_confidence_interval(yearly_probability_nuclear_collapse_2023, seed);
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ci ci_90_2023 = get_90_confidence_interval(yearly_probability_nuclear_collapse_2023, seed);
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printf("90%% confidence interval: [%f, %f]\n", c_i_90_2023.low, c_i_90_2023.high);
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printf("90%% confidence interval: [%f, %f]\n", ci_90_2023.low, ci_90_2023.high);
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double* yearly_probability_nuclear_collapse_2023_samples = malloc(sizeof(double) * num_samples);
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double* yearly_probability_nuclear_collapse_2023_samples = malloc(sizeof(double) * num_samples);
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for (int i = 0; i < num_samples; i++) {
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for (int i = 0; i < num_samples; i++) {
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@ -57,8 +57,8 @@ int main()
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// After the first nuclear collapse
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// After the first nuclear collapse
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printf("\n## After the first nuclear collapse\n");
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printf("\n## After the first nuclear collapse\n");
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struct c_i c_i_90_2070 = get_90_confidence_interval(yearly_probability_nuclear_collapse_after_recovery_example, seed);
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ci ci_90_2070 = get_90_confidence_interval(yearly_probability_nuclear_collapse_after_recovery_example, seed);
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printf("90%% confidence interval: [%f, %f]\n", c_i_90_2070.low, c_i_90_2070.high);
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printf("90%% confidence interval: [%f, %f]\n", ci_90_2070.low, ci_90_2070.high);
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double* yearly_probability_nuclear_collapse_after_recovery_samples = malloc(sizeof(double) * num_samples);
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double* yearly_probability_nuclear_collapse_after_recovery_samples = malloc(sizeof(double) * num_samples);
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for (int i = 0; i < num_samples; i++) {
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for (int i = 0; i < num_samples; i++) {
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@ -68,8 +68,8 @@ int main()
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// After the first nuclear collapse (antiinductive)
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// After the first nuclear collapse (antiinductive)
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printf("\n## After the first nuclear collapse (antiinductive)\n");
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printf("\n## After the first nuclear collapse (antiinductive)\n");
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struct c_i c_i_90_antiinductive = get_90_confidence_interval(yearly_probability_nuclear_collapse_after_recovery_antiinductive, seed);
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ci ci_90_antiinductive = get_90_confidence_interval(yearly_probability_nuclear_collapse_after_recovery_antiinductive, seed);
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printf("90%% confidence interval: [%f, %f]\n", c_i_90_antiinductive.low, c_i_90_antiinductive.high);
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printf("90%% confidence interval: [%f, %f]\n", ci_90_antiinductive.low, ci_90_antiinductive.high);
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double* yearly_probability_nuclear_collapse_after_recovery_antiinductive_samples = malloc(sizeof(double) * num_samples);
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double* yearly_probability_nuclear_collapse_after_recovery_antiinductive_samples = malloc(sizeof(double) * num_samples);
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for (int i = 0; i < num_samples; i++) {
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for (int i = 0; i < num_samples; i++) {
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BIN
examples/12_algebra_and_conversion/example
Executable file
BIN
examples/12_algebra_and_conversion/example
Executable file
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33
examples/12_algebra_and_conversion/example.c
Normal file
33
examples/12_algebra_and_conversion/example.c
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@ -0,0 +1,33 @@
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#include "../../squiggle.h"
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#include <math.h>
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#include <stdint.h>
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#include <stdio.h>
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#include <stdlib.h>
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int main()
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{
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// set randomness seed
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uint64_t* seed = malloc(sizeof(uint64_t));
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*seed = 1000; // xorshift can't start with 0
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// Convert to 90% confidence interval form and back
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lognormal_params ln1 = { .logmean = 1.0, .logstd = 3.0 };
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ci ln1_ci = convert_lognormal_params_to_ci(ln1);
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printf("The 90%% confidence interval of Lognormal(%f, %f) is [%f, %f]\n",
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ln1.logmean, ln1.logstd,
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ln1_ci.low, ln1_ci.high);
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lognormal_params ln1_ci_paramas = convert_ci_to_lognormal_params(ln1_ci);
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printf("The lognormal which has 90%% confidence interval [%f, %f] is Lognormal(%f, %f)\n",
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ln1_ci.low, ln1_ci.high,
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ln1.logmean, ln1.logstd);
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lognormal_params ln2 = convert_ci_to_lognormal_params((ci){.low = 1, .high = 10});
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lognormal_params ln3 = convert_ci_to_lognormal_params((ci){.low = 5, .high = 50});
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lognormal_params sln = algebra_product_lognormals(ln2, ln3);
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ci sln_ci = convert_lognormal_params_to_ci(sln);
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printf("Result of some lognormal products: to(%f, %f)\n", sln_ci.low, sln_ci.high);
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free(seed);
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}
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53
examples/12_algebra_and_conversion/makefile
Normal file
53
examples/12_algebra_and_conversion/makefile
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@ -0,0 +1,53 @@
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# Interface:
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# make
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# make build
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# make format
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# make run
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# Compiler
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CC=gcc
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# CC=tcc # <= faster compilation
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# Main file
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SRC=example.c ../../squiggle.c
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OUTPUT=example
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## Dependencies
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MATH=-lm
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## Flags
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DEBUG= #'-g'
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STANDARD=-std=c99
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WARNINGS=-Wall
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OPTIMIZED=-O3 #-Ofast
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# OPENMP=-fopenmp
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## Formatter
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STYLE_BLUEPRINT=webkit
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FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
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## make build
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build: $(SRC)
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$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
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format: $(SRC)
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$(FORMATTER) $(SRC)
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run: $(SRC) $(OUTPUT)
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OMP_NUM_THREADS=1 ./$(OUTPUT) && echo
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time-linux:
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@echo "Requires /bin/time, found on GNU/Linux systems" && echo
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@echo "Running 100x and taking avg time $(OUTPUT)"
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@t=$$(/usr/bin/time -f "%e" -p bash -c 'for i in {1..100}; do $(OUTPUT); done' 2>&1 >/dev/null | grep real | awk '{print $$2}' ); echo "scale=2; 1000 * $$t / 100" | bc | sed "s|^|Time using 1 thread: |" | sed 's|$$|ms|' && echo
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## Profiling
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profile-linux:
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echo "Requires perf, which depends on the kernel version, and might be in linux-tools package or similar"
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echo "Must be run as sudo"
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$(CC) $(SRC) $(MATH) -o $(OUTPUT)
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sudo perf record ./$(OUTPUT)
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sudo perf report
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rm perf.data
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14
squiggle.c
14
squiggle.c
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@ -435,10 +435,10 @@ double sampler_danger(struct box cdf(double), uint64_t* seed)
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// Get confidence intervals, given a sampler
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// Get confidence intervals, given a sampler
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struct c_i {
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typedef struct ci_t {
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float low;
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float low;
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float high;
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float high;
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};
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} ci;
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int compare_doubles(const void* p, const void* q)
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int compare_doubles(const void* p, const void* q)
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{
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{
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// https://wikiless.esmailelbob.xyz/wiki/Qsort?lang=en
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// https://wikiless.esmailelbob.xyz/wiki/Qsort?lang=en
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@ -454,7 +454,7 @@ int compare_doubles(const void* p, const void* q)
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return 0;
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return 0;
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}
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}
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struct c_i get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed)
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ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed)
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{
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{
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int n = 100 * 1000;
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int n = 100 * 1000;
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double* samples_array = malloc(n * sizeof(double));
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double* samples_array = malloc(n * sizeof(double));
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@ -463,7 +463,7 @@ struct c_i get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* se
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}
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}
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qsort(samples_array, n, sizeof(double), compare_doubles);
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qsort(samples_array, n, sizeof(double), compare_doubles);
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struct c_i result = {
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ci result = {
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.low = samples_array[5000],
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.low = samples_array[5000],
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.high = samples_array[94999],
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.high = samples_array[94999],
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};
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};
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@ -505,7 +505,7 @@ lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params
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return result;
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return result;
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}
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}
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lognormal_params convert_ci_to_lognormal_params(struct c_i x)
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lognormal_params convert_ci_to_lognormal_params(ci x)
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{
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{
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double loghigh = logf(x.high);
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double loghigh = logf(x.high);
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double loglow = logf(x.low);
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double loglow = logf(x.low);
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return result;
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return result;
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}
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}
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struct c_i convert_lognormal_params_to_ci(lognormal_params y)
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ci convert_lognormal_params_to_ci(lognormal_params y)
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{
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{
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double h = y.logstd * NORMAL95CONFIDENCE;
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double h = y.logstd * NORMAL95CONFIDENCE;
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double loghigh = y.logmean + h;
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double loghigh = y.logmean + h;
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double loglow = y.logmean - h;
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double loglow = y.logmean - h;
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struct c_i result = { .low=exp(loglow), .high=exp(loghigh)};
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ci result = { .low=exp(loglow), .high=exp(loghigh)};
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return result;
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return result;
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}
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}
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10
squiggle.h
10
squiggle.h
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@ -52,11 +52,11 @@ struct box sampler_cdf_double(double cdf(double), uint64_t* seed);
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struct box sampler_cdf_box(struct box cdf(double), uint64_t* seed);
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struct box sampler_cdf_box(struct box cdf(double), uint64_t* seed);
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// Get 90% confidence interval
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// Get 90% confidence interval
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struct c_i {
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typedef struct ci_t {
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float low;
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float low;
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float high;
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float high;
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};
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} ci;
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struct c_i get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed);
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ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed);
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// small algebra manipulations
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// small algebra manipulations
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lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b);
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lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b);
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lognormal_params convert_ci_to_lognormal_params(struct c_i x);
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lognormal_params convert_ci_to_lognormal_params(ci x);
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struct c_i convert_lognormal_params_to_ci(lognormal_params y);
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ci convert_lognormal_params_to_ci(lognormal_params y);
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#endif
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#endif
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