reformat & remake
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@ -12,10 +12,10 @@ int main()
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double p_b = 0.5;
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double p_c = p_a * p_b;
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double sample_0(uint64_t* seed){ return 0; }
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double sample_1(uint64_t* seed) { return 1; }
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double sample_few(uint64_t* seed) { return sample_to(1, 3, seed); }
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double sample_many(uint64_t* seed) { return sample_to(2, 10, seed); }
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double sample_0(uint64_t * seed) { return 0; }
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double sample_1(uint64_t * seed) { return 1; }
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double sample_few(uint64_t * seed) { return sample_to(1, 3, seed); }
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double sample_many(uint64_t * seed) { return sample_to(2, 10, seed); }
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int n_dists = 4;
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double weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
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@ -13,13 +13,14 @@ int main()
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int n_samples = 1000 * 1000 * 1000;
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int n_threads = 16;
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double sampler(uint64_t* seed){
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double sampler(uint64_t * seed)
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{
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return sample_lognormal(0, 10, seed);
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}
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double* results = malloc(n_samples * sizeof(double));
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sampler_parallel(sampler, results, n_threads, n_samples);
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double avg = array_sum(results, n_samples)/n_samples;
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double avg = array_sum(results, n_samples) / n_samples;
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printf("Average of 1B lognormal(0,10): %f", avg);
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free(results);
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@ -9,21 +9,22 @@ int main()
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double p_b = 0.5;
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double p_c = p_a * p_b;
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double sample_0(uint64_t* seed){ return 0; }
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double sample_1(uint64_t* seed) { return 1; }
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double sample_few(uint64_t* seed) { return sample_to(1, 3, seed); }
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double sample_many(uint64_t* seed) { return sample_to(2, 10, seed); }
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double sample_0(uint64_t * seed) { return 0; }
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double sample_1(uint64_t * seed) { return 1; }
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double sample_few(uint64_t * seed) { return sample_to(1, 3, seed); }
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double sample_many(uint64_t * seed) { return sample_to(2, 10, seed); }
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int n_dists = 4;
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double weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
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double (*samplers[])(uint64_t*) = { sample_0, sample_1, sample_few, sample_many };
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double sampler_result(uint64_t* seed) {
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double sampler_result(uint64_t * seed)
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{
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return sample_mixture(samplers, weights, n_dists, seed);
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}
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int n_samples = 1000 * 1000, n_threads = 16;
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double* results = malloc(n_samples * sizeof(double));
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sampler_parallel(sampler_result, results, n_threads, n_samples);
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printf("Avg: %f\n", array_sum(results, n_samples)/n_samples);
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printf("Avg: %f\n", array_sum(results, n_samples) / n_samples);
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free(results);
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}
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@ -13,17 +13,19 @@ int main()
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/* Option 1: parallelize taking from n samples */
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// Question being asked: what is the distribution of sampling 1000 times and taking the min?
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double sample_min_of_n(uint64_t* seed, int n){
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double sample_min_of_n(uint64_t * seed, int n)
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{
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double min = sample_normal(5, 2, seed);
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for(int i=0; i<(n-2); i++){
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for (int i = 0; i < (n - 2); i++) {
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double sample = sample_normal(5, 2, seed);
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if(sample < min){
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if (sample < min) {
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min = sample;
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}
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}
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return min;
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}
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double sample_min_of_1000(uint64_t* seed) {
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double sample_min_of_1000(uint64_t * seed)
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{
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return sample_min_of_n(seed, 1000);
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}
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@ -35,7 +37,8 @@ int main()
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/* Option 2: take the min from n samples cleverly using parallelism */
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// Question being asked: can we take the min of n samples cleverly?
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double sample_n_parallel(int n){
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double sample_n_parallel(int n)
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{
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int n_threads = 16;
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int quotient = n / 16;
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@ -44,24 +47,24 @@ int main()
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uint64_t seed = 1000;
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double result_remainder = sample_min_of_n(&seed, remainder);
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double sample_min_of_quotient(uint64_t* seed) {
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double sample_min_of_quotient(uint64_t * seed)
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{
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return sample_min_of_n(seed, quotient);
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}
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double* results_quotient = malloc(quotient * sizeof(double));
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sampler_parallel(sample_min_of_quotient, results_quotient, n_threads, quotient);
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double min = results_quotient[0];
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for(int i=1; i<quotient; i++){
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if(min > results_quotient[i]){
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for (int i = 1; i < quotient; i++) {
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if (min > results_quotient[i]) {
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min = results_quotient[i];
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}
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}
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if(min > result_remainder){
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if (min > result_remainder) {
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min = result_remainder;
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}
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free(results_quotient);
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return min;
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}
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printf("Minimum of 1M samples of normal(5,2): %f\n", sample_n_parallel(1000000));
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}
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4
makefile
4
makefile
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@ -13,8 +13,8 @@ format-examples:
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cd examples/more && make format-all
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format: squiggle.c squiggle.h
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$(FORMATTER) squiggle.c
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$(FORMATTER) squiggle.h
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$(FORMATTER) squiggle.c squiggle.h
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$(FORMATTER) squiggle_more.c squiggle_more.h
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lint:
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clang-tidy squiggle.c -- -lm
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@ -1,15 +1,16 @@
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#include "squiggle.h"
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#include <float.h>
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#include <math.h>
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#include <limits.h>
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#include <math.h>
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#include <omp.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 "squiggle.h"
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/* Parallel sampler */
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void sampler_parallel(double (*sampler)(uint64_t* seed), double* results, int n_threads, int n_samples){
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if((n_samples % n_threads) != 0){
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void sampler_parallel(double (*sampler)(uint64_t* seed), double* results, int n_threads, int n_samples)
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{
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if ((n_samples % n_threads) != 0) {
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fprintf(stderr, "Number of samples isn't divisible by number of threads, aborting\n");
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exit(1);
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}
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@ -20,12 +21,12 @@ void sampler_parallel(double (*sampler)(uint64_t* seed), double* results, int n_
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}
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int i;
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#pragma omp parallel private(i)
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#pragma omp parallel private(i)
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{
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#pragma omp for
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#pragma omp for
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for (i = 0; i < n_threads; i++) {
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int lower_bound = i * (n_samples / n_threads);
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int upper_bound = ((i+1) * (n_samples / n_threads)) - 1;
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int upper_bound = ((i + 1) * (n_samples / n_threads)) - 1;
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// printf("Lower bound: %d, upper bound: %d\n", lower_bound, upper_bound);
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for (int j = lower_bound; j < upper_bound; j++) {
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results[j] = sampler(seeds[i]);
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@ -95,7 +96,8 @@ static double quickselect(int k, double xs[], int n)
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}
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}
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ci array_get_ci(ci interval, double* xs, int n){
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ci array_get_ci(ci interval, double* xs, int n)
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{
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int low_k = floor(interval.low * n);
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int high_k = ceil(interval.high * n);
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@ -107,10 +109,11 @@ ci array_get_ci(ci interval, double* xs, int n){
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}
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ci array_get_90_ci(double xs[], int n)
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{
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return array_get_ci((ci) {.low = 0.05, .high = 0.95}, xs, n);
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return array_get_ci((ci) { .low = 0.05, .high = 0.95 }, xs, n);
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}
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ci sampler_get_ci(ci interval, double (*sampler)(uint64_t*), int n, uint64_t* seed){
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ci sampler_get_ci(ci interval, double (*sampler)(uint64_t*), int n, uint64_t* seed)
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{
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double* xs = malloc(n * sizeof(double));
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for (int i = 0; i < n; i++) {
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xs[i] = sampler(seed);
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@ -118,11 +121,10 @@ ci sampler_get_ci(ci interval, double (*sampler)(uint64_t*), int n, uint64_t* se
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ci result = array_get_ci(interval, xs, n);
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free(xs);
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return result;
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}
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ci sampler_get_90_ci(double (*sampler)(uint64_t*), int n, uint64_t* seed)
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{
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return sampler_get_ci((ci) {.low = 0.05, .high = 0.95}, sampler, n, seed);
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return sampler_get_ci((ci) { .low = 0.05, .high = 0.95 }, sampler, n, seed);
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}
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/* Algebra manipulations */
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@ -372,11 +374,11 @@ double sampler_cdf_danger(struct box cdf(double), uint64_t* seed)
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{
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double p = sample_unit_uniform(seed);
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struct box result = inverse_cdf_box(cdf, p);
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if(result.empty){
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exit(1);
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}else{
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return result.content;
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}
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if (result.empty) {
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exit(1);
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} else {
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return result.content;
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}
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}
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/* array print: potentially useful for debugging */
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@ -390,4 +392,3 @@ void array_print(double xs[], int n)
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printf("%f", xs[n - 1]);
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printf("]\n");
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}
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@ -29,7 +29,7 @@ typedef struct lognormal_params_t {
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lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b);
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lognormal_params convert_ci_to_lognormal_params(ci x);
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ci convert_lognormal_params_to_ci(lognormal_params y);
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ci convert_lognormal_params_to_ci(lognormal_params y);
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/* Error handling */
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struct box {
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