NunoSempere/fermi
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

add beta sampler and implement beta type conforming to distribution

Browse Source
This commit is contained in:
NunoSempere 2024-06-09 23:08:15 +02:00
parent d57300e8ce
commit 318b8da414
2 changed files with 20 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

17
f.go
View File

@ -21,21 +21,30 @@ type Distribution interface {
Samples() []float64 Samples() []float64
} }
// Lognormal implementing Distribution
type Lognormal struct { type Lognormal struct {
low float64 low float64
high float64 high float64
} }
func (l Lognormal) Samples() []float64 { func (ln Lognormal) Samples() []float64 {
sampler := func(r sample.Src) float64 { return sample.Sample_to(l.low, l.high, r) } sampler := func(r sample.Src) float64 { return sample.Sample_to(ln.low, ln.high, r) }
return sample.Sample_parallel(sampler, 1_000_000) return sample.Sample_parallel(sampler, 1_000_000)
} }
// Beta implementing Distribution
type Beta struct { type Beta struct {
a float64 a float64
b float64 b float64
} }
func (beta Beta) Samples() []float64 {
sampler := func(r sample.Src) float64 { return sample.Sample_beta(beta.a, beta.b, r) }
return sample.Sample_parallel(sampler, 1_000_000)
}
// FilledSamples implementing Distribution
type FilledSamples struct { type FilledSamples struct {
xs []float64 xs []float64
} }
@ -132,6 +141,10 @@ func multiplyLogDists(l1 Lognormal, l2 Lognormal) Lognormal {
} }
func multiplyBetaDists(beta1 Beta, beta2 Beta) Beta {
return Beta{a: beta1.a + beta2.a, b: beta1.b + beta2.b}
}
func joinDists(old_dist Dist, new_dist Dist, op string) (Dist, error) { func joinDists(old_dist Dist, new_dist Dist, op string) (Dist, error) {
switch { switch {
case old_dist.Type == "Lognormal" && new_dist.Type == "Lognormal" && op == "*": case old_dist.Type == "Lognormal" && new_dist.Type == "Lognormal" && op == "*":

6
sample/sample.go
View File

@ -64,7 +64,6 @@ func Sample_gamma(alpha float64, r Src) float64 {
d = alpha - 1.0/3.0 d = alpha - 1.0/3.0
c = 1.0 / math.Sqrt(9.0*d) c = 1.0 / math.Sqrt(9.0*d)
OuterLoop:
for { for {
InnerLoop: InnerLoop:
@ -96,7 +95,12 @@ func Sample_gamma(alpha float64, r Src) float64 {
} else { } else {
return Sample_gamma(1.0+alpha, r) * math.Pow(Sample_unit_uniform(r), 1.0/alpha) return Sample_gamma(1.0+alpha, r) * math.Pow(Sample_unit_uniform(r), 1.0/alpha)
} }
}
func Sample_beta(a float64, b float64, r Src) float64 {
gamma_a := Sample_gamma(a, r)
gamma_b := Sample_gamma(b, r)
return gamma_a / (gamma_a + gamma_b)
} }
func Sample_mixture(fs []func64, weights []float64, r Src) float64 { func Sample_mixture(fs []func64, weights []float64, r Src) float64 {