squiggle.c/examples/more/01_sample_from_cdf/example.c

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#include "../../../squiggle.h"
#include "../../../squiggle_more.h"
#include <math.h>
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>
#include <time.h>
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#define NUM_SAMPLES 1000000
// Example cdf
double cdf_uniform_0_1(double x)
{
if (x < 0) {
return 0;
} else if (x > 1) {
return 1;
} else {
return x;
}
}
double cdf_squared_0_1(double x)
{
if (x < 0) {
return 0;
} else if (x > 1) {
return 1;
} else {
return x * x;
}
}
double cdf_normal_0_1(double x)
{
double mean = 0;
double std = 1;
return 0.5 * (1 + erf((x - mean) / (std * sqrt(2)))); // erf from math.h
}
// Some testers
void test_inverse_cdf_double(char* cdf_name, double cdf_double(double))
{
struct box result = inverse_cdf_double(cdf_double, 0.5);
if (result.empty) {
printf("Inverse for %s not calculated\n", cdf_name);
exit(1);
} else {
printf("Inverse of %s at %f is: %f\n", cdf_name, 0.5, result.content);
}
}
void test_and_time_sampler_double(char* cdf_name, double cdf_double(double), uint64_t* seed)
{
printf("\nGetting some samples from %s:\n", cdf_name);
clock_t begin = clock();
for (int i = 0; i < NUM_SAMPLES; i++) {
struct box sample = sampler_cdf_double(cdf_double, seed);
if (sample.empty) {
printf("Error in sampler function for %s", cdf_name);
} else {
// printf("%f\n", sample.content);
}
}
clock_t end = clock();
double time_spent = (double)(end - begin) / CLOCKS_PER_SEC;
printf("Time spent: %f\n", time_spent);
}
int main()
{
// Test inverse cdf double
test_inverse_cdf_double("cdf_uniform_0_1", cdf_uniform_0_1);
test_inverse_cdf_double("cdf_squared_0_1", cdf_squared_0_1);
test_inverse_cdf_double("cdf_normal_0_1", cdf_normal_0_1);
// Testing samplers
// set randomness seed
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uint64_t* seed = malloc(sizeof(uint64_t));
*seed = 1000; // xorshift can't start with 0
// Test double sampler
test_and_time_sampler_double("cdf_uniform_0_1", cdf_uniform_0_1, seed);
test_and_time_sampler_double("cdf_squared_0_1", cdf_squared_0_1, seed);
test_and_time_sampler_double("cdf_normal_0_1", cdf_normal_0_1, seed);
// Get some normal samples using a previous approach
printf("\nGetting some samples from sample_unit_normal\n");
clock_t begin_2 = clock();
double* normal_samples = malloc(NUM_SAMPLES * sizeof(double));
for (int i = 0; i < NUM_SAMPLES; i++) {
normal_samples[i] = sample_unit_normal(seed);
// printf("%f\n", normal_sample);
}
clock_t end_2 = clock();
double time_spent_2 = (double)(end_2 - begin_2) / CLOCKS_PER_SEC;
printf("Time spent: %f\n", time_spent_2);
free(seed);
return 0;
}