add code to multiply beta distributions
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6cf0b3f9d5
commit
b0f48286d5
36
f.go
36
f.go
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@ -42,7 +42,9 @@ type Lognormal struct {
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func (ln Lognormal) Samples() []float64 {
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func (ln Lognormal) Samples() []float64 {
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sampler := func(r sample.Src) float64 { return sample.Sample_to(ln.low, ln.high, r) }
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sampler := func(r sample.Src) float64 { return sample.Sample_to(ln.low, ln.high, r) }
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return sample.Sample_parallel(sampler, N_SAMPLES)
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// return sample.Sample_parallel(sampler, N_SAMPLES)
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// Can't do parallel because then I'd have to await throughout the code
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return sample.Sample_serially(sampler, N_SAMPLES)
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}
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}
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type Beta struct {
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type Beta struct {
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@ -52,7 +54,8 @@ type Beta struct {
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func (beta Beta) Samples() []float64 {
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func (beta Beta) Samples() []float64 {
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sampler := func(r sample.Src) float64 { return sample.Sample_beta(beta.a, beta.b, r) }
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sampler := func(r sample.Src) float64 { return sample.Sample_beta(beta.a, beta.b, r) }
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return sample.Sample_parallel(sampler, N_SAMPLES)
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// return sample.Sample_parallel(sampler, N_SAMPLES)
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return sample.Sample_serially(sampler, N_SAMPLES)
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}
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}
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type FilledSamples struct {
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type FilledSamples struct {
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@ -156,12 +159,12 @@ func multiplyBetaDists(beta1 Beta, beta2 Beta) Beta {
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func multiplyAsSamples(dist1 Dist, dist2 Dist) Dist {
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func multiplyAsSamples(dist1 Dist, dist2 Dist) Dist {
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// dist2 = Beta{a: 1, b: 2}
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// dist2 = Beta{a: 1, b: 2}
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fmt.Printf("dist1: %v\n", dist1)
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// fmt.Printf("dist1: %v\n", dist1)
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fmt.Printf("dist2: %v\n", dist2)
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// fmt.Printf("dist2: %v\n", dist2)
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xs := dist1.Samples()
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xs := dist1.Samples()
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ys := dist2.Samples()
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ys := dist2.Samples()
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fmt.Printf("xs: %v\n", xs)
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// fmt.Printf("xs: %v\n", xs)
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fmt.Printf("ys: %v\n", ys)
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// fmt.Printf("ys: %v\n", ys)
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zs := make([]float64, N_SAMPLES)
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zs := make([]float64, N_SAMPLES)
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for i := 0; i < N_SAMPLES; i++ {
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for i := 0; i < N_SAMPLES; i++ {
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@ -188,6 +191,9 @@ func multiplyDists(old_dist Dist, new_dist Dist) (Dist, error) {
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}
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}
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case Scalar:
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case Scalar:
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{
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{
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if o.p == 1 {
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return new_dist, nil
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}
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switch n := new_dist.(type) {
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switch n := new_dist.(type) {
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case Lognormal:
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case Lognormal:
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return multiplyLogDists(Lognormal{low: o.p, high: o.p}, n), nil
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return multiplyLogDists(Lognormal{low: o.p, high: o.p}, n), nil
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@ -197,8 +203,16 @@ func multiplyDists(old_dist Dist, new_dist Dist) (Dist, error) {
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return multiplyAsSamples(o, n), nil
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return multiplyAsSamples(o, n), nil
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}
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}
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}
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}
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case Beta:
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switch n := new_dist.(type) {
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case Beta:
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return multiplyBetaDists(o, n), nil
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default:
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default:
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return nil, errors.New("Can't multiply dists")
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return multiplyAsSamples(o, n), nil
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}
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default:
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return multiplyAsSamples(old_dist, new_dist), nil
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// return nil, errors.New("Can't multiply dists")
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}
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}
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}
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}
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@ -227,7 +241,6 @@ func joinDists(old_dist Dist, new_dist Dist, op string) (Dist, error) {
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/* Pretty print distributions */
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/* Pretty print distributions */
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func prettyPrint90CI(low float64, high float64) {
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func prettyPrint90CI(low float64, high float64) {
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// fmt.Printf("=> %.1f %.1f\n", low, high)
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// fmt.Printf("=> %.1f %.1f\n", low, high)
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fmt.Printf("=> ")
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switch {
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switch {
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case math.Abs(low) >= 1_000_000_000_000:
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case math.Abs(low) >= 1_000_000_000_000:
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fmt.Printf("%.1fT", low/1_000_000_000_000)
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fmt.Printf("%.1fT", low/1_000_000_000_000)
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@ -264,6 +277,7 @@ func prettyPrint90CI(low float64, high float64) {
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func prettyPrintDist(dist Dist) {
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func prettyPrintDist(dist Dist) {
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switch v := dist.(type) {
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switch v := dist.(type) {
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case Lognormal:
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case Lognormal:
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fmt.Printf("=> ")
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prettyPrint90CI(v.low, v.high)
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prettyPrint90CI(v.low, v.high)
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case FilledSamples:
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case FilledSamples:
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tmp_xs := make([]float64, N_SAMPLES)
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tmp_xs := make([]float64, N_SAMPLES)
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@ -276,6 +290,9 @@ func prettyPrintDist(dist Dist) {
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high_int := N_SAMPLES * 19 / 20
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high_int := N_SAMPLES * 19 / 20
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high := tmp_xs[high_int]
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high := tmp_xs[high_int]
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prettyPrint90CI(low, high)
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prettyPrint90CI(low, high)
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case Beta:
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fmt.Printf("=> beta ")
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prettyPrint90CI(v.a, v.b)
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default:
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default:
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fmt.Printf("%v", v)
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fmt.Printf("%v", v)
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}
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}
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@ -342,6 +359,9 @@ EventForLoop:
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joint_dist, err := joinDists(old_dist, new_dist, op)
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joint_dist, err := joinDists(old_dist, new_dist, op)
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if err != nil {
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if err != nil {
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fmt.Printf("%v\n", err)
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fmt.Printf("Dist on stack: ")
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prettyPrintDist(old_dist)
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continue EventForLoop
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continue EventForLoop
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}
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}
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old_dist = joint_dist
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old_dist = joint_dist
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@ -137,6 +137,15 @@ func Sample_mixture(fs []func64, weights []float64, r Src) float64 {
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}
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}
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func Sample_serially(f func64, n_samples int) []float64 {
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var r = rand.New(rand.NewPCG(uint64(1), uint64(2)))
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xs := make([]float64, n_samples)
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for i := 0; i < n_samples; i++ {
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xs[i] = f(r)
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}
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return xs
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}
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func Sample_parallel(f func64, n_samples int) []float64 {
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func Sample_parallel(f func64, n_samples int) []float64 {
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var num_threads = 16
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var num_threads = 16
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var xs = make([]float64, n_samples)
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var xs = make([]float64, n_samples)
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