finish inverse!
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@ -2,6 +2,10 @@
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#include <stdlib.h>
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#include <stdio.h>
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#include <float.h> // FLT_MAX, FLT_MIN
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#include <limits.h> // INT_MAX
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#define VERBOSE 1
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// to do: reuse more informative printing from build-your-own-lisp
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// Errors
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// https://mccue.dev/pages/7-27-22-c-errors
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@ -28,70 +32,121 @@ float cdf_uniform_0_1(float x){
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}
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}
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float cdf_squared_0_1(float x){
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if(x < 0){
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return 0;
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} else if (x > 1){
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return 1;
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} else {
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return x*x;
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}
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}
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// Inverse cdf
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struct box inverse_cdf(float (*cdf(float)), float p){
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struct box inverse_cdf(float cdf(float), float p){
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// given a cdf: [-Inf, Inf] => [0,1]
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// returns x such that cdf(x) = p
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// to do: add bounds, add error checking
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// [x] maybe return a struct or smth.
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struct box result;
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float start = -1.0;
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float end = 1.0;
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float low = -1.0;
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float high = 1.0;
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// 1. Make sure that cdf(start) < p < cdf(end)
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// 1. Make sure that cdf(low) < p < cdf(high)
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// [x] to do: do smth with float min and float max?
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int interval_found = 0;
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while((!interval_found) && (start > FLT_MIN/4) && (end < FLT_MAX/4)){
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while((!interval_found) && (low > -FLT_MAX/4) && (high < FLT_MAX/4)){
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// ^ Using FLT_MIN and FLT_MAX is overkill
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// but it's also the *correct* thing to do.
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int start_condition = (*cdf(start) < p);
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int end_condition = (p < *cdf(end));
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if( start_condition && end_condition ){
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int low_condition = (cdf(low) < p);
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int high_condition = (p < cdf(high));
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if( low_condition && high_condition ){
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interval_found = 1;
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}else if(!start_condition){
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start = start * 2;
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}else if (!end_condition){
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end = end * 2 ;
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}else if(!low_condition){
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low = low * 2;
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}else if (!high_condition){
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high = high * 2 ;
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}
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}
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if(0){
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printf("FLT_MIN = %f, FLT_MAX = %f, INT_MAX = %d\n", -FLT_MAX, FLT_MAX, INT_MAX);
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printf("low: %f, high: %f\n", low, high);
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printf("interval_found? %d\n", interval_found);
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int while_condition = (!interval_found) && (low > FLT_MIN/4) && (high < FLT_MAX/4);
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printf("while condition: %i\n", while_condition);
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}
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if(!interval_found){
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result.empty = 1;
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return result;
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} else{
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int convergence_condition = 0;
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while(!convergence_condition){
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float mid = (end - start)/2;
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int mid_not_new = (mid == start) || (mid == end);
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int count = 0;
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while(!convergence_condition && (count < (INT_MAX/2) )){
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if(VERBOSE){
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printf("while loop\n");
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}
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float mid = (high + low)/2;
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int mid_not_new = (mid == low) || (mid == high);
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if(VERBOSE){
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printf("low: %f, high: %f\n", low, high);
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printf("mid: %f\n", mid);
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}
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if(mid_not_new){
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convergence_condition = 1;
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} else{
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float mid_sign = *cdf(mid) - p;
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float mid_sign = cdf(mid) - p;
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if(mid_sign < 0){
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start = mid;
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low = mid;
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} else if (mid_sign > 0){
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end = mid;
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} else {
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result.content = mid;
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result.empty = 0;
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return result;
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high = mid;
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} else if (mid_sign == 0){
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low = mid;
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high = mid;
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}
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}
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}
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if(convergence_condition){
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result.content = low;
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result.empty = 0;
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} else{
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result.empty = 1;
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}
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return result;
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}
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}
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// sampler based on inverse cdf
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// to-do: integrals
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// main with an example
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int main(){
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printf("Hello world");
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// Uniform:
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struct box result = inverse_cdf(cdf_uniform_0_1, 0.5);
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if(result.empty){
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printf("Inverse not calculated\n");
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exit(1);
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}else{
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printf("Inverse of the cdf at %f is: %f\n", 0.5, result.content);
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}
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// Squared cdf
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struct box result2 = inverse_cdf(cdf_squared_0_1, 0.5);
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if(result2.empty){
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printf("Inverse not calculated\n");
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exit(1);
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}else{
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printf("Inverse of the cdf at %f is: %f\n", 0.5, result2.content);
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}
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return 0;
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}
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