forked from personal/squiggle.c
76 lines
2.2 KiB
C
76 lines
2.2 KiB
C
#ifndef SQUIGGLEC
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#define SQUIGGLEC
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// uint64_t header
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#include <stdint.h>
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// Pseudo Random number generator
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uint64_t xorshift64(uint64_t* seed);
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// Basic distribution sampling functions
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double sample_unit_uniform(uint64_t* seed);
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double sample_unit_normal(uint64_t* seed);
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// Composite distribution sampling functions
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double sample_uniform(double start, double end, uint64_t* seed);
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double sample_normal(double mean, double sigma, uint64_t* seed);
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double sample_lognormal(double logmean, double logsigma, uint64_t* seed);
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double sample_to(double low, double high, uint64_t* seed);
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double sample_gamma(double alpha, uint64_t* seed);
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double sample_beta(double a, double b, uint64_t* seed);
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double sample_laplace(double successes, double failures, uint64_t* seed);
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// Array helpers
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double array_sum(double* array, int length);
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void array_cumsum(double* array_to_sum, double* array_cumsummed, int length);
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double array_mean(double* array, int length);
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double array_std(double* array, int length);
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// Mixture function
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double sample_mixture(double (*samplers[])(uint64_t*), double* weights, int n_dists, uint64_t* seed);
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// Box
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struct box {
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int empty;
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double content;
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char* error_msg;
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};
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// Macros to handle errors
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#define MAX_ERROR_LENGTH 500
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#define EXIT_ON_ERROR 0
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#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__)
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struct box process_error(const char* error_msg, int should_exit, char* file, int line);
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// Inverse cdf
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struct box inverse_cdf_double(double cdf(double), double p);
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struct box inverse_cdf_box(struct box cdf_box(double), double p);
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// Samplers from cdf
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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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// Get 90% confidence interval
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struct c_i {
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float low;
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float high;
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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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// small algebra manipulations
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typedef struct normal_params_t {
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double mean;
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double std;
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} normal_params;
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normal_params algebra_sum_normals(normal_params a, normal_params b);
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typedef struct lognormal_params_t {
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double logmean;
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double logstd;
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} lognormal_params;
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lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b);
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#endif
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