added better error messages!
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@ -1,24 +1,19 @@
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#include <float.h> // FLT_MAX, FLT_MIN
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#include <limits.h> // INT_MAX
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#include <limits.h> // INT_MAX
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#include <math.h>
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#include <stdint.h>
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#include <stdint.h>
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#include <stdio.h>
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#include <stdlib.h>
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#include <stdlib.h>
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#define VERBOSE 1
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#include <float.h> // FLT_MAX, FLT_MIN
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#include <stdio.h>
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#include <math.h> // erf, sqrt
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#define EXIT_ON_ERROR 0
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// Errors
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// Errors
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// https://mccue.dev/pages/7-27-22-c-errors
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// [ ] to do: reuse more informative printing from build-your-own-lisp?
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// Huh, first time I've really needed a struct
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// Another option could be to exit on error. Maybe let the user decide?
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// https://en.wikipedia.org/wiki/Struct_(C_programming_language)
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// https://www.cs.yale.edu/homes/aspnes/pinewiki/C(2f)Structs.html
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// https://stackoverflow.com/questions/9653072/return-a-struct-from-a-function-in-c
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// options:
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// - exit
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// - pass structs
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// to do: reuse more informative printing from build-your-own-lisp?
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struct box {
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struct box {
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int empty;
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int empty;
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float content;
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float content;
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char * error_msg;
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};
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};
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// Example cdf
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// Example cdf
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@ -48,23 +43,23 @@ float cdf_normal_0_1(float x)
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{
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{
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float mean = 0;
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float mean = 0;
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float std = 1;
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float std = 1;
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return 0.5 * (1 + erf((x - mean) / (std * sqrt(2))));
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return 0.5 * (1 + erf((x - mean) / (std * sqrt(2)))); // erf from math.h
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}
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}
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// Inverse cdf
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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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{
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{
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// given a cdf: [-Inf, Inf] => [0,1]
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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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// returns a box with either
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// [x] to do: add bounds, add error checking
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// x such that cdf(x) = p
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// [x] maybe return a struct or smth.
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// or an error
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// if EXIT_ON_ERROR is set to 1, it exits instead of providing an error
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struct box result;
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struct box result;
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float low = -1.0;
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float low = -1.0;
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float high = 1.0;
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float high = 1.0;
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// 1. Make sure that cdf(low) < p < cdf(high)
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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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int interval_found = 0;
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while ((!interval_found) && (low > -FLT_MAX / 4) && (high < 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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// ^ Using FLT_MIN and FLT_MAX is overkill
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@ -80,17 +75,18 @@ struct box inverse_cdf(float cdf(float), float p)
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high = high * 2;
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high = high * 2;
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}
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}
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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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if (!interval_found) {
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result.empty = 1;
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if(EXIT_ON_ERROR){
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return result;
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printf("Interval containing the target value not found, in function inverse_cdf, in %s (%d)", __FILE__, __LINE__);
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exit(1);
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}else{
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char error_msg[200];
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snprintf(error_msg, 200, "Interval containing the target value not found in function inverse_cdf, in %s (%d)", __FILE__, __LINE__);
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result.empty = 1;
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result.error_msg = error_msg;
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return result;
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}
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} else {
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} else {
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int convergence_condition = 0;
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int convergence_condition = 0;
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@ -123,8 +119,18 @@ struct box inverse_cdf(float cdf(float), float p)
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result.content = low;
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result.content = low;
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result.empty = 0;
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result.empty = 0;
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} else {
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} else {
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result.empty = 1;
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if(EXIT_ON_ERROR){
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}
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printf("Search process did not converge, in function inverse_cdf, in %s (%d)", __FILE__, __LINE__);
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exit(1);
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}else{
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char error_msg[200];
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snprintf(error_msg, 200, "Search process did not converge, in function inverse_cdf, in %s (%d)", __FILE__, __LINE__);
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result.empty = 1;
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result.error_msg = error_msg;
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return result;
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}
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result.empty = 1;
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}
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return result;
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return result;
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}
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}
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@ -146,13 +152,12 @@ uint32_t xorshift32(uint32_t* seed)
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}
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}
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// Distribution & sampling functions
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// Distribution & sampling functions
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float rand_0_to_1(uint32_t* seed)
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float rand_0_to_1(uint32_t* seed)
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{
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{
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return ((float)xorshift32(seed)) / ((float)UINT32_MAX);
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return ((float)xorshift32(seed)) / ((float)UINT32_MAX);
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}
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}
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// sampler based on inverse cdf
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// Sampler based on inverse cdf
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struct box sampler(float cdf(float), uint32_t* seed)
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struct box sampler(float cdf(float), uint32_t* seed)
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{
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{
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struct box result;
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struct box result;
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@ -161,16 +166,15 @@ struct box sampler(float cdf(float), uint32_t* seed)
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return result;
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return result;
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}
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}
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// ~~[-] to-do: integrals => beta distribution~~
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// to do: add beta.
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// => instead, use this incomplete beta function implementation, based on continuous fractions:
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// for the cdf, use this incomplete beta function implementation, based on continuous fractions:
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// <https://codeplea.com/incomplete-beta-function-c>
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// <https://codeplea.com/incomplete-beta-function-c>
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// <https://github.com/codeplea/incbeta>
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// <https://github.com/codeplea/incbeta>
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// main with an example
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int main()
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int main()
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{
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{
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// Uniform:
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// Get the inverse cdf of a [0,1] uniform distribution at 0.5
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struct box result_1 = inverse_cdf(cdf_uniform_0_1, 0.5);
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struct box result_1 = inverse_cdf(cdf_uniform_0_1, 0.5);
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char* name_1 = "cdf_uniform_0_1";
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char* name_1 = "cdf_uniform_0_1";
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if (result_1.empty) {
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if (result_1.empty) {
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@ -180,7 +184,7 @@ int main()
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printf("Inverse of %s at %f is: %f\n", name_1, 0.5, result_1.content);
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printf("Inverse of %s at %f is: %f\n", name_1, 0.5, result_1.content);
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}
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}
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// Squared cdf
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// Get the inverse cdf of a [0,1] squared distribution at 0.5
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struct box result_2 = inverse_cdf(cdf_squared_0_1, 0.5);
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struct box result_2 = inverse_cdf(cdf_squared_0_1, 0.5);
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char* name_2 = "cdf_squared_0_1";
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char* name_2 = "cdf_squared_0_1";
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if (result_2.empty) {
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if (result_2.empty) {
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@ -190,7 +194,7 @@ int main()
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printf("Inverse of %s at %f is: %f\n", name_2, 0.5, result_2.content);
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printf("Inverse of %s at %f is: %f\n", name_2, 0.5, result_2.content);
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}
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}
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// Normal cdf
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// Get the inverse of a normal(0,1) cdf distribution
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struct box result_3 = inverse_cdf(cdf_normal_0_1, 0.5);
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struct box result_3 = inverse_cdf(cdf_normal_0_1, 0.5);
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char* name_3 = "cdf_normal_0_1";
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char* name_3 = "cdf_normal_0_1";
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if (result_3.empty) {
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if (result_3.empty) {
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printf("Inverse of %s at %f is: %f\n", name_3, 0.5, result_3.content);
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printf("Inverse of %s at %f is: %f\n", name_3, 0.5, result_3.content);
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}
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}
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// Use the sampler on a normal(0,1)
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// set randomness seed
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// set randomness seed
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uint32_t* seed = malloc(sizeof(uint32_t));
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uint32_t* seed = malloc(sizeof(uint32_t));
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*seed = 1000; // xorshift can't start with 0
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*seed = 1000; // xorshift can't start with 0
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