forked from personal/squiggle.c
54 lines
2.2 KiB
Markdown
54 lines
2.2 KiB
Markdown
# Squiggle.c
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A self-contained C99 library that provides a subset of [Squiggle](https://www.squiggle-language.com/)'s functionality in C.
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## Why C?
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- Because it is fast
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- Because I enjoy it
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- Because C is honest
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- Because it will last long
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- Because it can fit in my head
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- Because if you can implement something in C, you can implement it anywhere else
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- Because it can be made faster if need be, e.g., with a multi-threading library like OpenMP, or by adding more algorithmic complexity
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## The core scheme
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Have some basic building blocks, like , and return samplers. Use previous samplers to . Then use the final sampler to produce an array of samples.
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## Getting started
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You can follow some example usage in the examples/ folder
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1. In the first example, we define a small model, and draw one sample from it
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2. In the second example, we define a small model, and return many samples
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3. In the third example, we use a gcc extension—nested functions—to rewrite the code from point 2. in a more linear way.
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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.
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5. In the fifth example, we define the cdf for the beta distribution, and we draw samples from it.
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## To do list
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- [ ] Have some more complicated & realistic example
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- [ ] Add summarization functions, like mean, std, 90% ci (or all c.i.?)
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- [ ] Add README
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- Schema: a function which takes a sample and manipulates it,
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- and at the end, an array of samples.
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- Explain boxes
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- Explain individual examples
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- Explain nested functions
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- [ ] Publish online
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## Done
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- [x] Add example for only one sample
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- [x] Add example for many samples
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- ~~[ ] Add a custom preprocessor to allow simple nested functions that don't rely on local scope?~~
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- [x] Use gcc extension to define functions nested inside main.
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- [x] Chain various mixture functions
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- [x] Add beta distribution
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- See <https://stats.stackexchange.com/questions/502146/how-does-numpy-generate-samples-from-a-beta-distribution> for a faster method.
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- ~~[-] Use OpenMP for acceleration~~
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- [x] Add function to get sample when given a cdf
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- [x] Don't have a single header file.
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- [x] Structure project a bit better
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