squiggle.c/squiggle.h

#ifndef SQUIGGLEC
#define SQUIGGLEC

// uint64_t header
#include <stdint.h>

// Pseudo Random number generator
uint64_t xorshift64(uint64_t* seed);

// Basic distribution sampling functions
double sample_unit_uniform(uint64_t* seed);
double sample_unit_normal(uint64_t* seed);

// Composite distribution sampling functions
double sample_uniform(double start, double end, uint64_t* seed);
double sample_normal(double mean, double sigma, uint64_t* seed);
double sample_lognormal(double logmean, double logsigma, uint64_t* seed);
double sample_to(double low, double high, uint64_t* seed);

double sample_gamma(double alpha, uint64_t* seed);
double sample_beta(double a, double b, uint64_t* seed);
double sample_laplace(double successes, double failures, uint64_t* seed);

// Array helpers
double array_sum(double* array, int length);
void array_cumsum(double* array_to_sum, double* array_cumsummed, int length);
double array_mean(double* array, int length);
double array_std(double* array, int length);

// Mixture function
double sample_mixture(double (*samplers[])(uint64_t*), double* weights, int n_dists, uint64_t* seed);

// Box
struct box {
    int empty;
    double content;
    char* error_msg;
};

// Macros to handle errors
#define MAX_ERROR_LENGTH 500
#define EXIT_ON_ERROR 0
#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__)
struct box process_error(const char* error_msg, int should_exit, char* file, int line);

// Inverse cdf
struct box inverse_cdf_double(double cdf(double), double p);
struct box inverse_cdf_box(struct box cdf_box(double), double p);

// Samplers from cdf
struct box sampler_cdf_double(double cdf(double), uint64_t* seed);
struct box sampler_cdf_box(struct box cdf(double), uint64_t* seed);

// Get 90% confidence interval
struct c_i {
    float low;
    float high;
};
struct c_i get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed);

// small algebra manipulations

typedef struct normal_params_t {
    double mean;
    double std;
} normal_params;
normal_params algebra_sum_normals(normal_params a, normal_params b);

typedef struct lognormal_params_t {
    double logmean;
    double logstd;
} lognormal_params;
lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b);


lognormal_params convert_ci_to_lognormal_params(struct c_i x);


struct c_i convert_lognormal_params_to_ci(lognormal_params y);

#endif