fix README
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README.md
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README.md
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@ -234,7 +234,14 @@ delta: -18537322405.459286, relative delta: -463.707799
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What is happening in this case is that you are taking a normal, like `normal(-0.195240, 4.883106)`, and you are exponentiating it to arrive at a lognormal. But `normal(-0.195240, 4.883106)` is going to have some noninsignificant weight on, say, 18. But `exp(18) = 39976300`, and points like it are going to end up a nontrivial amount to the analytical mean and standard deviation, even though they have little probability mass.
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What is happening in this case is that you are taking a normal, like `normal(-0.195240, 4.883106)`, and you are exponentiating it to arrive at a lognormal. But `normal(-0.195240, 4.883106)` is going to have some noninsignificant weight on, say, 18. But `exp(18) = 39976300`, and points like it are going to end up a nontrivial amount to the analytical mean and standard deviation, even though they have little probability mass.
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Fortunately, the reader can also check that for more plausible real-world values, like the
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The reader can also check that for more plausible real-world values, like those fitting a lognormal to a really wide 90% confidence interval from 10 to 10k, errors aren't eggregious:
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```
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[x] Mean test for to(10.000000, 10000.000000) PASSED
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[-] Std test for to(10.000000, 10000.000000) NOT passed.
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Std of to(10.000000, 10000.000000): 23578.091775, vs expected std: 25836.381819
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delta: -2258.290043, relative delta: -0.095779
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```
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## Related projects
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## Related projects
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@ -256,12 +263,12 @@ Fortunately, the reader can also check that for more plausible real-world values
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- [x] Add example for only one sample
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- [x] Add example for only one sample
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- [x] Add example for many samples
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- [x] Add example for many samples
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- ~~[ ] Add a custom preprocessor to allow simple nested functions that don't rely on local scope?~~
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- [ ] ~~Add a custom preprocessor to allow simple nested functions that don't rely on local scope?~~
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- [x] Use gcc extension to define functions nested inside main.
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- [x] Use gcc extension to define functions nested inside main.
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- [x] Chain various sample_mixture functions
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- [x] Chain various sample_mixture functions
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- [x] Add beta distribution
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- [x] Add beta distribution
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- See <https://stats.stackexchange.com/questions/502146/how-does-numpy-generate-samples-from-a-beta-distribution> for a faster method.
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- See <https://stats.stackexchange.com/questions/502146/how-does-numpy-generate-samples-from-a-beta-distribution> for a faster method.
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- ~~[-] Use OpenMP for acceleration~~
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- [ ] ~~Use OpenMP for acceleration~~
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- [x] Add function to get sample when given a cdf
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- [x] Add function to get sample when given a cdf
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- [x] Don't have a single header file.
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- [x] Don't have a single header file.
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- [x] Structure project a bit better
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- [x] Structure project a bit better
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@ -278,7 +285,7 @@ Fortunately, the reader can also check that for more plausible real-world values
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- [x] Add sampling from a gamma distribution
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- [x] Add sampling from a gamma distribution
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- https://dl.acm.org/doi/pdf/10.1145/358407.358414
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- https://dl.acm.org/doi/pdf/10.1145/358407.358414
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- [x] Explain correlated samples
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- [x] Explain correlated samples
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- [-] ~~Add tests in Stan?~~
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- [ ] ~~Add tests in Stan?~~
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- [x] Test summary statistics for each of the distributions.
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- [x] Test summary statistics for each of the distributions.
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- [x] For uniform
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- [x] For uniform
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- [x] For normal
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- [x] For normal
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@ -303,6 +303,8 @@ int main()
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test_to(low, high, seed);
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test_to(low, high, seed);
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}
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}
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}
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}
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// Bonus example
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test_to(10, 10 * 1000, seed);
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printf("Testing beta distribution\n");
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printf("Testing beta distribution\n");
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for (int i = 0; i < 100; i++) {
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for (int i = 0; i < 100; i++) {
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