forked from personal/squiggle.c
104 lines
2.7 KiB
C
104 lines
2.7 KiB
C
#include "../../squiggle.h"
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#include "../../squiggle_more.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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#include <time.h>
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#define NUM_SAMPLES 1000000
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// Example cdf
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double cdf_uniform_0_1(double x)
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{
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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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double cdf_squared_0_1(double x)
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{
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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 * x;
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}
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}
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double cdf_normal_0_1(double x)
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{
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double mean = 0;
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double std = 1;
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return 0.5 * (1 + erf((x - mean) / (std * sqrt(2)))); // erf from math.h
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}
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// Some testers
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void test_inverse_cdf_double(char* cdf_name, double cdf_double(double))
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{
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struct box result = inverse_cdf_double(cdf_double, 0.5);
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if (result.empty) {
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printf("Inverse for %s not calculated\n", cdf_name);
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exit(1);
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} else {
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printf("Inverse of %s at %f is: %f\n", cdf_name, 0.5, result.content);
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}
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}
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void test_and_time_sampler_double(char* cdf_name, double cdf_double(double), uint64_t* seed)
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{
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printf("\nGetting some samples from %s:\n", cdf_name);
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clock_t begin = clock();
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for (int i = 0; i < NUM_SAMPLES; i++) {
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struct box sample = sampler_cdf_double(cdf_double, seed);
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if (sample.empty) {
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printf("Error in sampler function for %s", cdf_name);
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} else {
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// printf("%f\n", sample.content);
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}
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}
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clock_t end = clock();
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double time_spent = (double)(end - begin) / CLOCKS_PER_SEC;
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printf("Time spent: %f\n", time_spent);
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}
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int main()
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{
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// Test inverse cdf double
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test_inverse_cdf_double("cdf_uniform_0_1", cdf_uniform_0_1);
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test_inverse_cdf_double("cdf_squared_0_1", cdf_squared_0_1);
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test_inverse_cdf_double("cdf_normal_0_1", cdf_normal_0_1);
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// Testing samplers
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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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// Test double sampler
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test_and_time_sampler_double("cdf_uniform_0_1", cdf_uniform_0_1, seed);
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test_and_time_sampler_double("cdf_squared_0_1", cdf_squared_0_1, seed);
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test_and_time_sampler_double("cdf_normal_0_1", cdf_normal_0_1, seed);
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// Get some normal samples using a previous approach
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printf("\nGetting some samples from sample_unit_normal\n");
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clock_t begin_2 = clock();
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double* normal_samples = malloc(NUM_SAMPLES * sizeof(double));
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for (int i = 0; i < NUM_SAMPLES; i++) {
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normal_samples[i] = sample_unit_normal(seed);
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// printf("%f\n", normal_sample);
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}
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clock_t end_2 = clock();
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double time_spent_2 = (double)(end_2 - begin_2) / CLOCKS_PER_SEC;
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printf("Time spent: %f\n", time_spent_2);
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free(seed);
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return 0;
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}
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