diff --git a/squiggle_more.c b/squiggle_more.c index ceeafd9..06781af 100644 --- a/squiggle_more.c +++ b/squiggle_more.c @@ -194,6 +194,17 @@ double array_get_median(double xs[], int n){ return quickselect(median_k, xs, n); } +/* array print: potentially useful for debugging */ +void array_print(double xs[], int n) +{ + printf("["); + for (int i = 0; i < n - 1; i++) { + printf("%f, ", xs[i]); + } + printf("%f", xs[n - 1]); + printf("]\n"); +} + void array_print_stats(double xs[], int n){ ci ci_90 = array_get_ci((ci) { .low = 0.05, .high = 0.95 }, xs, n); ci ci_80 = array_get_ci((ci) { .low = 0.1, .high = 0.9 }, xs, n); @@ -391,23 +402,6 @@ void array_print_90_ci_histogram(double* xs, int n_samples, int n_bins){ } -// Replicate some of the above functions over samplers -// However, in the future I'll delete this -// There should be a clear boundary between working with samplers and working with an array of samples -ci sampler_get_ci(ci interval, double (*sampler)(uint64_t*), int n, uint64_t* seed) -{ - UNUSED(seed); // don't want to use it right now, but want to preserve ability to do so (e.g., remove parallelism from internals). Also nicer for consistency. - double* xs = malloc((size_t)n * sizeof(double)); - sampler_parallel(sampler, xs, 16, n); - ci result = array_get_ci(interval, xs, n); - free(xs); - return result; -} -ci sampler_get_90_ci(double (*sampler)(uint64_t*), int n, uint64_t* seed) -{ - return sampler_get_ci((ci) { .low = 0.05, .high = 0.95 }, sampler, n, seed); -} - /* Algebra manipulations */ #define NORMAL90CONFIDENCE 1.6448536269514727 @@ -458,216 +452,3 @@ ci convert_lognormal_params_to_ci(lognormal_params y) ci result = { .low = exp(loglow), .high = exp(loghigh) }; return result; } - -/* Scaffolding to handle errors */ -// We will sample from an arbitrary cdf -// and that operation might fail -// so we build some scaffolding here - -#define MAX_ERROR_LENGTH 500 -#define EXIT_ON_ERROR 0 -#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__) - -typedef struct box_t { - int empty; - double content; - char* error_msg; -} box; - -box process_error(const char* error_msg, int should_exit, char* file, int line) -{ - if (should_exit) { - printf("%s, @, in %s (%d)", error_msg, file, line); - exit(1); - } else { - char error_msg[MAX_ERROR_LENGTH]; - snprintf(error_msg, MAX_ERROR_LENGTH, "@, in %s (%d)", file, line); // NOLINT: We are being carefull here by considering MAX_ERROR_LENGTH explicitly. - box error = { .empty = 1, .error_msg = error_msg }; - return error; - } -} - -/* Invert an arbitrary cdf at a point */ -// Version #1: -// - input: (cdf: double => double, p) -// - output: Box(number|error) -box inverse_cdf_double(double cdf(double), double p) -{ - // given a cdf: [-Inf, Inf] => [0,1] - // returns a box with either - // x such that cdf(x) = p - // or an error - // if EXIT_ON_ERROR is set to 1, it exits instead of providing an error - - double low = -1.0; - double high = 1.0; - - // 1. Make sure that cdf(low) < p < cdf(high) - int interval_found = 0; - while ((!interval_found) && (low > -DBL_MAX / 4) && (high < DBL_MAX / 4)) { - // for floats, use FLT_MAX instead - // Note that this approach is overkill - // but it's also the *correct* thing to do. - - int low_condition = (cdf(low) < p); - int high_condition = (p < cdf(high)); - if (low_condition && high_condition) { - interval_found = 1; - } else if (!low_condition) { - low = low * 2; - } else if (!high_condition) { - high = high * 2; - } - } - - if (!interval_found) { - return PROCESS_ERROR("Interval containing the target value not found, in function inverse_cdf"); - } else { - - int convergence_condition = 0; - int count = 0; - while (!convergence_condition && (count < (INT_MAX / 2))) { - double mid = (high + low) / 2; - int mid_not_new = (mid == low) || (mid == high); - // double width = high - low; - // if ((width < 1e-8) || mid_not_new){ - if (mid_not_new) { - convergence_condition = 1; - } else { - double mid_sign = cdf(mid) - p; - if (mid_sign < 0) { - low = mid; - } else if (mid_sign > 0) { - high = mid; - } else if (mid_sign == 0) { - low = mid; - high = mid; - } - } - } - - if (convergence_condition) { - box result = { .empty = 0, .content = low }; - return result; - } else { - return PROCESS_ERROR("Search process did not converge, in function inverse_cdf"); - } - } -} - -// Version #2: -// - input: (cdf: double => Box(number|error), p) -// - output: Box(number|error) -box inverse_cdf_box(box cdf_box(double), double p) -{ - // given a cdf: [-Inf, Inf] => Box([0,1]) - // returns a box with either - // x such that cdf(x) = p - // or an error - // if EXIT_ON_ERROR is set to 1, it exits instead of providing an error - - double low = -1.0; - double high = 1.0; - - // 1. Make sure that cdf(low) < p < cdf(high) - int interval_found = 0; - while ((!interval_found) && (low > -DBL_MAX / 4) && (high < DBL_MAX / 4)) { - // for floats, use FLT_MAX instead - // Note that this approach is overkill - // but it's also the *correct* thing to do. - box cdf_low = cdf_box(low); - if (cdf_low.empty) { - return PROCESS_ERROR(cdf_low.error_msg); - } - - box cdf_high = cdf_box(high); - if (cdf_high.empty) { - return PROCESS_ERROR(cdf_low.error_msg); - } - - int low_condition = (cdf_low.content < p); - int high_condition = (p < cdf_high.content); - if (low_condition && high_condition) { - interval_found = 1; - } else if (!low_condition) { - low = low * 2; - } else if (!high_condition) { - high = high * 2; - } - } - - if (!interval_found) { - return PROCESS_ERROR("Interval containing the target value not found, in function inverse_cdf"); - } else { - - int convergence_condition = 0; - int count = 0; - while (!convergence_condition && (count < (INT_MAX / 2))) { - double mid = (high + low) / 2; - int mid_not_new = (mid == low) || (mid == high); - // double width = high - low; - if (mid_not_new) { - // if ((width < 1e-8) || mid_not_new){ - convergence_condition = 1; - } else { - box cdf_mid = cdf_box(mid); - if (cdf_mid.empty) { - return PROCESS_ERROR(cdf_mid.error_msg); - } - double mid_sign = cdf_mid.content - p; - if (mid_sign < 0) { - low = mid; - } else if (mid_sign > 0) { - high = mid; - } else if (mid_sign == 0) { - low = mid; - high = mid; - } - } - } - - if (convergence_condition) { - box result = { .empty = 0, .content = low }; - return result; - } else { - return PROCESS_ERROR("Search process did not converge, in function inverse_cdf"); - } - } -} - -/* Sample from an arbitrary cdf */ -// Before: invert an arbitrary cdf at a point -// Now: from an arbitrary cdf, get a sample -box sampler_cdf_box(box cdf(double), uint64_t* seed) -{ - double p = sample_unit_uniform(seed); - box result = inverse_cdf_box(cdf, p); - return result; -} -box sampler_cdf_double(double cdf(double), uint64_t* seed) -{ - double p = sample_unit_uniform(seed); - box result = inverse_cdf_double(cdf, p); - return result; -} -double sampler_cdf_danger(box cdf(double), uint64_t* seed) -{ - double p = sample_unit_uniform(seed); - box result = inverse_cdf_box(cdf, p); - if (result.empty) { - exit(1); - } else { - return result.content; - } -} - -/* array print: potentially useful for debugging */ -void array_print(double xs[], int n) -{ - printf("["); - for (int i = 0; i < n - 1; i++) { - printf("%f, ", xs[i]); - } - printf("%f", xs[n - 1]); - printf("]\n"); -}