forked from personal/squiggle.c
start adding inverse_cdf to scratchpad
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@ -1,7 +1,97 @@
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#include <stdint.h>
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#include <stdlib.h>
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#include <stdio.h>
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#include <float.h> // FLT_MAX, FLT_MIN
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// Errors
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// https://mccue.dev/pages/7-27-22-c-errors
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// Huh, first time I've really needed a struct
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// https://en.wikipedia.org/wiki/Struct_(C_programming_language)
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// https://www.cs.yale.edu/homes/aspnes/pinewiki/C(2f)Structs.html
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// https://stackoverflow.com/questions/9653072/return-a-struct-from-a-function-in-c
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// options:
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// - exit
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// - pass structs
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struct box {
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int empty;
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float content;
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};
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// Example cdf
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float cdf_uniform_0_1(float x){
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if(x < 0){
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return 0;
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} else if (x > 1){
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return 1;
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} else {
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return x;
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}
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}
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// Inverse cdf
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struct box inverse_cdf(float (*cdf(float)), float p){
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// given a cdf: [-Inf, Inf] => [0,1]
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// returns x such that cdf(x) = p
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// to do: add bounds, add error checking
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// [x] maybe return a struct or smth.
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struct box result;
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float start = -1.0;
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float end = 1.0;
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// 1. Make sure that cdf(start) < p < cdf(end)
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// [x] to do: do smth with float min and float max?
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int interval_found = 0;
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while((!interval_found) && (start > FLT_MIN/4) && (end < FLT_MAX/4)){
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// ^ Using FLT_MIN and FLT_MAX is overkill
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// but it's also the *correct* thing to do.
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int start_condition = (*cdf(start) < p);
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int end_condition = (p < *cdf(end));
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if( start_condition && end_condition ){
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interval_found = 1;
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}else if(!start_condition){
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start = start * 2;
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}else if (!end_condition){
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end = end * 2 ;
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}
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}
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if(!interval_found){
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result.empty = 1;
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return result;
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} else{
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int convergence_condition = 0;
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while(!convergence_condition){
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float mid = (end - start)/2;
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int mid_not_new = (mid == start) || (mid == end);
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if(mid_not_new){
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convergence_condition = 1;
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}else{
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float mid_sign = *cdf(mid) - p;
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if(mid_sign < 0){
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start = mid;
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} else if (mid_sign > 0){
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end = mid;
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} else {
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result.content = mid;
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result.empty = 0;
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return result;
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}
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}
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}
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return result;
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}
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}
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// sampler based on inverse cdf
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// to-do: integrals
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// main with an example
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int main(){
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printf("Hello world");
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return 0;
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}
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