formatting pass.
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607554f22b
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c487bdfaf5
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@ -1,9 +1,9 @@
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#include <limits.h> // INT_MAX
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#include <stdint.h>
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#include <stdlib.h>
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#include <float.h> // FLT_MAX, FLT_MIN
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#include <float.h> // FLT_MAX, FLT_MIN
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#include <stdio.h>
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#include <limits.h> // INT_MAX
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#include <math.h> // erf, sqrt
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#include <math.h> // erf, sqrt
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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 <time.h>
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#include <time.h>
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#define EXIT_ON_ERROR 0
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#define EXIT_ON_ERROR 0
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@ -12,7 +12,7 @@
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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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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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@ -76,10 +76,10 @@ struct box inverse_cdf(float cdf(float), float p)
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}
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}
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if (!interval_found) {
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if (!interval_found) {
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if(EXIT_ON_ERROR){
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if (EXIT_ON_ERROR) {
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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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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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exit(1);
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}else{
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} else {
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char error_msg[200];
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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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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.empty = 1;
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@ -114,10 +114,10 @@ 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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if(EXIT_ON_ERROR){
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if (EXIT_ON_ERROR) {
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printf("Search process did not converge, in function inverse_cdf, in %s (%d)", __FILE__, __LINE__);
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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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exit(1);
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}else{
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} else {
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char error_msg[200];
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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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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.empty = 1;
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@ -178,7 +178,8 @@ float sampler_normal_0_1(uint32_t* seed)
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#define STOP 1.0e-8
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#define STOP 1.0e-8
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#define TINY 1.0e-30
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#define TINY 1.0e-30
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struct box incbeta(float a, float b, float x) {
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struct box incbeta(float a, float b, float x)
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{
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// Descended from <https://github.com/codeplea/incbeta/blob/master/incbeta.c>,
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// Descended from <https://github.com/codeplea/incbeta/blob/master/incbeta.c>,
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// but modified to return a box struct and floats instead of doubles.
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// but modified to return a box struct and floats instead of doubles.
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// [x] to do: add attribution in README
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// [x] to do: add attribution in README
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@ -209,11 +210,11 @@ struct box incbeta(float a, float b, float x) {
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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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if (x < 0.0 || x > 1.0){
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if (x < 0.0 || x > 1.0) {
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if(EXIT_ON_ERROR){
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if (EXIT_ON_ERROR) {
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printf("x = %f, x out of bounds [0, 1], in function incbeta, in %s (%d)", __FILE__, __LINE__);
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printf("x = %f, x out of bounds [0, 1], in function incbeta, in %s (%d)", __FILE__, __LINE__);
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exit(1);
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exit(1);
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}else{
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} else {
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char error_msg[200];
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char error_msg[200];
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snprintf(error_msg, 200, "x = %f, x out of bounds [0, 1], in function incbeta, in %s (%d)", x, __FILE__, __LINE__);
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snprintf(error_msg, 200, "x = %f, x out of bounds [0, 1], in function incbeta, in %s (%d)", x, __FILE__, __LINE__);
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result.empty = 1;
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result.empty = 1;
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@ -223,60 +224,62 @@ struct box incbeta(float a, float b, float x) {
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}
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}
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/*The continued fraction converges nicely for x < (a+1)/(a+b+2)*/
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/*The continued fraction converges nicely for x < (a+1)/(a+b+2)*/
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if (x > (a+1.0)/(a+b+2.0)) {
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if (x > (a + 1.0) / (a + b + 2.0)) {
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struct box symmetric_incbeta = incbeta(b,a,1.0-x);
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struct box symmetric_incbeta = incbeta(b, a, 1.0 - x);
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if(symmetric_incbeta.empty){
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if (symmetric_incbeta.empty) {
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return symmetric_incbeta; // propagate error
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return symmetric_incbeta; // propagate error
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}else{
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} else {
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result.empty = 0;
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result.empty = 0;
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result.content = 1-symmetric_incbeta.content;
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result.content = 1 - symmetric_incbeta.content;
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return result;
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return result;
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}
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}
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}
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}
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/*Find the first part before the continued fraction.*/
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/*Find the first part before the continued fraction.*/
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const float lbeta_ab = lgamma(a)+lgamma(b)-lgamma(a+b);
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const float lbeta_ab = lgamma(a) + lgamma(b) - lgamma(a + b);
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const float front = exp(log(x)*a+log(1.0-x)*b-lbeta_ab) / a;
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const float front = exp(log(x) * a + log(1.0 - x) * b - lbeta_ab) / a;
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/*Use Lentz's algorithm to evaluate the continued fraction.*/
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/*Use Lentz's algorithm to evaluate the continued fraction.*/
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float f = 1.0, c = 1.0, d = 0.0;
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float f = 1.0, c = 1.0, d = 0.0;
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int i, m;
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int i, m;
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for (i = 0; i <= 200; ++i) {
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for (i = 0; i <= 200; ++i) {
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m = i/2;
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m = i / 2;
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float numerator;
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float numerator;
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if (i == 0) {
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if (i == 0) {
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numerator = 1.0; /*First numerator is 1.0.*/
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numerator = 1.0; /*First numerator is 1.0.*/
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} else if (i % 2 == 0) {
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} else if (i % 2 == 0) {
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numerator = (m*(b-m)*x)/((a+2.0*m-1.0)*(a+2.0*m)); /*Even term.*/
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numerator = (m * (b - m) * x) / ((a + 2.0 * m - 1.0) * (a + 2.0 * m)); /*Even term.*/
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} else {
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} else {
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numerator = -((a+m)*(a+b+m)*x)/((a+2.0*m)*(a+2.0*m+1)); /*Odd term.*/
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numerator = -((a + m) * (a + b + m) * x) / ((a + 2.0 * m) * (a + 2.0 * m + 1)); /*Odd term.*/
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}
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}
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/*Do an iteration of Lentz's algorithm.*/
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/*Do an iteration of Lentz's algorithm.*/
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d = 1.0 + numerator * d;
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d = 1.0 + numerator * d;
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if (fabs(d) < TINY) d = TINY;
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if (fabs(d) < TINY)
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d = TINY;
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d = 1.0 / d;
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d = 1.0 / d;
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c = 1.0 + numerator / c;
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c = 1.0 + numerator / c;
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if (fabs(c) < TINY) c = TINY;
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if (fabs(c) < TINY)
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c = TINY;
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const float cd = c*d;
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const float cd = c * d;
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f *= cd;
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f *= cd;
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/*Check for stop.*/
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/*Check for stop.*/
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if (fabs(1.0-cd) < STOP) {
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if (fabs(1.0 - cd) < STOP) {
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result.content = front * (f-1.0);
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result.content = front * (f - 1.0);
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result.empty = 0;
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result.empty = 0;
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return result;
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return result;
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}
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}
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}
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}
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if(EXIT_ON_ERROR){
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if (EXIT_ON_ERROR) {
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printf("More loops needed, did not converge, in function incbeta, in %s (%d)", __FILE__, __LINE__);
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printf("More loops needed, did not converge, in function incbeta, in %s (%d)", __FILE__, __LINE__);
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exit(1);
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exit(1);
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}else{
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} else {
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char error_msg[200];
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char error_msg[200];
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snprintf(error_msg, 200, "More loops needed, did not converge, in function incbeta, in %s (%d)", __FILE__, __LINE__);
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snprintf(error_msg, 200, "More loops needed, did not converge, in function incbeta, in %s (%d)", __FILE__, __LINE__);
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result.empty = 1;
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result.empty = 1;
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}
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}
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}
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}
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struct box cdf_beta(float x){
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struct box cdf_beta(float x)
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if(x < 0){
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{
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struct box result = { .empty = 0, .content = 0};
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if (x < 0) {
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struct box result = { .empty = 0, .content = 0 };
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return result;
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return result;
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} else if(x > 1){
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} else if (x > 1) {
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struct box result = { .empty = 0, .content = 1};
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struct box result = { .empty = 0, .content = 1 };
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return result;
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return result;
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} else {
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} else {
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float successes = 1, failures = (2023-1945);
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float successes = 1, failures = (2023 - 1945);
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return incbeta(successes, failures, x);
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return incbeta(successes, failures, x);
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}
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}
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}
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}
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float cdf_dangerous_beta(float x){
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float cdf_dangerous_beta(float x)
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{
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// So the thing is, this works
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// So the thing is, this works
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// But it will propagate through the code
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// But it will propagate through the code
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// So it doesn't feel like a great architectural choice;
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// So it doesn't feel like a great architectural choice;
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// b. clever & hacky go-to statements
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// b. clever & hacky go-to statements
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// i. They actually look fun to implement
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// i. They actually look fun to implement
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// ii. But they would be hard for others to use.
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// ii. But they would be hard for others to use.
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if(x < 0){
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if (x < 0) {
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return 0;
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return 0;
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} else if(x > 1){
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} else if (x > 1) {
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return 1;
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return 1;
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} else {
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} else {
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float successes = 100, failures = 100;
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float successes = 100, failures = 100;
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struct box result = incbeta(successes, failures, x);
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struct box result = incbeta(successes, failures, x);
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if(result.empty){
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if (result.empty) {
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printf("%s\n", result.error_msg);
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printf("%s\n", result.error_msg);
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exit(1);
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exit(1);
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return 1;
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return 1;
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}else{
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} else {
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return result.content;
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return result.content;
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}
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}
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}
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}
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