package squiggle import "fmt" import "math" import "sync" import rand "math/rand/v2" // https://pkg.go.dev/math/rand/v2 type src = *rand.Rand type func64 = func(src) float64 func Sample_unit_uniform(r src) float64 { return r.Float64() } func Sample_unit_normal(r src) float64 { return r.NormFloat64() } func Sample_uniform(start float64, end float64, r src) float64 { return sample_unit_uniform(r)*(end-start) + start } func Sample_normal(mean float64, sigma float64, r src) float64 { return mean + sample_unit_normal(r)*sigma } func Sample_lognormal(logmean float64, logstd float64, r src) float64 { return (math.Exp(sample_normal(logmean, logstd, r))) } func Sample_normal_from_90_ci(low float64, high float64, r src) float64 { var normal90 float64 = 1.6448536269514727 var mean float64 = (high + low) / 2.0 var std float64 = (high - low) / (2.0 * normal90) return sample_normal(mean, std, r) } func Sample_to(low float64, high float64, r src) float64 { // Given a (positive) 90% confidence interval, // returns a sample from a lognorma with a matching 90% c.i. // Key idea: If we want a lognormal with 90% confidence interval [a, b] // we need but get a normal with 90% confidence interval [log(a), log(b)]. // Then see code for sample_normal_from_90_ci var loglow float64 = math.Log(low) var loghigh float64 = math.Log(high) return math.Exp(sample_normal_from_90_ci(loglow, loghigh, r)) } func Sample_mixture(fs []func64, weights []float64, r src) float64 { // fmt.Println("weights initially: ", weights) var sum_weights float64 = 0 for _, weight := range weights { sum_weights += weight } var total float64 = 0 var cumsummed_normalized_weights = append([]float64(nil), weights...) for i, weight := range weights { total += weight / sum_weights cumsummed_normalized_weights[i] = total } var result float64 var flag int = 0 var p float64 = r.Float64() for i, cnw := range cumsummed_normalized_weights { if p < cnw { result = fs[i](r) flag = 1 break } } if flag == 0 { result = fs[len(fs)-1](r) } return result } func Sample_parallel(f func64, n_samples int) []float64 { var num_threads = 16 var xs = make([]float64, n_samples) var wg sync.WaitGroup var h = n_samples / num_threads wg.Add(num_threads) for i := range num_threads { var xs_i = xs[i*h : (i+1)*h] go func(f func64) { defer wg.Done() var r = rand.New(rand.NewPCG(uint64(i), uint64(i+1))) for i := range xs_i { xs_i[i] = f(r) } }(f) } wg.Wait() return xs } /* func main() { var p_a float64 = 0.8 var p_b float64 = 0.5 var p_c float64 = p_a * p_b ws := [4](float64){1 - p_c, p_c / 2, p_c / 4, p_c / 4} sample_0 := func(r src) float64 { return 0 } sample_1 := func(r src) float64 { return 1 } sample_few := func(r src) float64 { return sample_to(1, 3, r) } sample_many := func(r src) float64 { return sample_to(2, 10, r) } fs := [4](func64){sample_0, sample_1, sample_few, sample_many} model := func(r src) float64 { return sample_mixture(fs[0:], ws[0:], r) } n_samples := 1_000_000 xs := sample_parallel(model, n_samples) var avg float64 = 0 for _, x := range xs { avg += x } avg = avg / float64(n_samples) fmt.Printf("Average: %v\n", avg) /* // Without concurrency: n_samples := 1_000_000 var r = rand.New(rand.NewPCG(uint64(1), uint64(2))) var avg float64 = 0 for i := 0; i < n_samples; i++ { avg += sample_mixture(fs[0:], ws[0:], r) } avg = avg / float64(n_samples) fmt.Printf("Average: %v\n", avg) */ } */