squiggle.c/README.md

Squiggle.c

A self-contained C99 library that provides a subset of Squiggle's functionality in C.

Why C?

• Because it is fast
• Because I enjoy it
• Because C is honest
• Because it will last long
• Because it can fit in my head
• Because if you can implement something in C, you can implement it anywhere else
• Because it can be made faster if need be, e.g., with a multi-threading library like OpenMP, or by adding more algorithmic complexity

The core scheme

Have some basic building blocks, like , and return samplers. Use previous samplers to . Then use the final sampler to produce an array of samples.

Getting started

You can follow some example usage in the examples/ folder

1. In the first example, we define a small model, and draw one sample from it
2. In the second example, we define a small model, and return many samples
3. In the third example, we use a gcc extension—nested functions—to rewrite the code from point 2. in a more linear way.
4. In the fourth example, we define some simple cdfs, and we draw samples from those cdfs. We see that this approach is slower than using the built-in samplers, e.g., the normal sampler.
5. In the fifth example, we define the cdf for the beta distribution, and we draw samples from it.

To do list

• Have some more complicated & realistic example
• Add summarization functions, like mean, std, 90% ci (or all c.i.?)
• Add README
  • Schema: a function which takes a sample and manipulates it,
  • and at the end, an array of samples.
  • Explain boxes
  • Explain individual examples
  • Explain nested functions
• Publish online

Done

• Add example for only one sample
• Add example for many samples
• [ ] Add a custom preprocessor to allow simple nested functions that don't rely on local scope?
• Use gcc extension to define functions nested inside main.
• Chain various mixture functions
• 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
• Add function to get sample when given a cdf
• Don't have a single header file.
• Structure project a bit better