add some thoughts to scratchpad and readme
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@ -21,7 +21,7 @@
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return error; \
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return error; \
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} \
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} \
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} while (0)
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} while (0)
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#define NUM_SAMPLES 10
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#define NUM_SAMPLES 1000000
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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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@ -399,7 +399,7 @@ void test_and_time_sampler_float(char* cdf_name, float cdf_float(float), uint32_
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if (sample.empty) {
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if (sample.empty) {
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printf("Error in sampler function for %s", cdf_name);
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printf("Error in sampler function for %s", cdf_name);
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} else {
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} else {
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printf("%f\n", sample.content);
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// printf("%f\n", sample.content);
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}
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}
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}
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}
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clock_t end = clock();
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clock_t end = clock();
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@ -416,7 +416,7 @@ void test_and_time_sampler_box(char* cdf_name, struct box cdf_box(float), uint32
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if (sample.empty) {
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if (sample.empty) {
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printf("Error in sampler function for %s", cdf_name);
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printf("Error in sampler function for %s", cdf_name);
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} else {
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} else {
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printf("%f\n", sample.content);
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// printf("%f\n", sample.content);
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}
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}
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}
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}
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clock_t end = clock();
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clock_t end = clock();
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@ -451,7 +451,7 @@ int main()
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for (int i = 0; i < NUM_SAMPLES; i++) {
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for (int i = 0; i < NUM_SAMPLES; i++) {
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float normal_sample = sampler_normal_0_1(seed);
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float normal_sample = sampler_normal_0_1(seed);
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printf("%f\n", normal_sample);
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// printf("%f\n", normal_sample);
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}
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}
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clock_t end_2 = clock();
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clock_t end_2 = clock();
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@ -460,6 +460,11 @@ int main()
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// Test box sampler
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// Test box sampler
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test_and_time_sampler_box("cdf_beta", cdf_beta, seed);
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test_and_time_sampler_box("cdf_beta", cdf_beta, seed);
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// Ok, this is slower than python!!
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// Partly this is because I am using a more general algorithm,
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// which applies to any cdf
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// But I am also using really anal convergence conditions.
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// This could be optimized.
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free(seed);
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free(seed);
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return 0;
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return 0;
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9
to-do.md
9
to-do.md
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@ -6,6 +6,11 @@
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- [x] Chain various mixture functions
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- [x] Chain various mixture functions
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- [ ] Have some more complicated & realistic example
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- [ ] Have some more complicated & realistic example
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- [ ] Add summarization functions, like mean, std, 90% ci (or all c.i.?)
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- [ ] Add summarization functions, like mean, std, 90% ci (or all c.i.?)
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- [ ] 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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- [ ] Use OpenMP for acceleration
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- [ ] Use OpenMP for acceleration
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- [ ] 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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- [ ] Don't have a single header file.
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- [ ] Structure project a bit better
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- [ ] Add README
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- [ ] Publish
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