split into squiggle and extra.

extra.c

@@ -0,0 +1,302 @@
+#include <float.h>
+#include <limits.h>
+#include <math.h>
+#include <stdint.h>
+#include <stdio.h>
+#include <stdlib.h>
+#include <sys/types.h>
+#include <time.h>
+
+// Some error niceties; these won't be used until later
+#define MAX_ERROR_LENGTH 500
+#define EXIT_ON_ERROR 0
+#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__)
+
+// # More cool stuff
+// This is no longer necessary to do basic estimation,
+// but is still cool
+
+// ## Sample from an arbitrary cdf
+struct box {
+    int empty;
+    double content;
+    char* error_msg;
+};
+
+struct box process_error(const char* error_msg, int should_exit, char* file, int line)
+{
+    if (should_exit) {
+        printf("@, in %s (%d)", file, line);
+        exit(1);
+    } else {
+        char error_msg[MAX_ERROR_LENGTH];
+        snprintf(error_msg, MAX_ERROR_LENGTH, "@, in %s (%d)", file, line); // NOLINT: We are being carefull here by considering MAX_ERROR_LENGTH explicitly.
+        struct box error = { .empty = 1, .error_msg = error_msg };
+        return error;
+    }
+}
+
+// Inverse cdf at point
+// Two versions of this function:
+//   - raw, dealing with cdfs that return doubles
+//     - input: cdf: double => double, p
+//     - output: Box(number|error)
+//   - box, dealing with cdfs that return a box.
+//     - input: cdf: double => Box(number|error), p
+//     - output: Box(number|error)
+struct box inverse_cdf_double(double cdf(double), double p)
+{
+    // given a cdf: [-Inf, Inf] => [0,1]
+    // returns a box with either
+    // x such that cdf(x) = p
+    // or an error
+    // if EXIT_ON_ERROR is set to 1, it exits instead of providing an error
+
+    double low = -1.0;
+    double high = 1.0;
+
+    // 1. Make sure that cdf(low) < p < cdf(high)
+    int interval_found = 0;
+    while ((!interval_found) && (low > -FLT_MAX / 4) && (high < FLT_MAX / 4)) {
+        // ^ Using FLT_MIN and FLT_MAX is overkill
+        // but it's also the *correct* thing to do.
+
+        int low_condition = (cdf(low) < p);
+        int high_condition = (p < cdf(high));
+        if (low_condition && high_condition) {
+            interval_found = 1;
+        } else if (!low_condition) {
+            low = low * 2;
+        } else if (!high_condition) {
+            high = high * 2;
+        }
+    }
+
+    if (!interval_found) {
+        return PROCESS_ERROR("Interval containing the target value not found, in function inverse_cdf");
+    } else {
+
+        int convergence_condition = 0;
+        int count = 0;
+        while (!convergence_condition && (count < (INT_MAX / 2))) {
+            double mid = (high + low) / 2;
+            int mid_not_new = (mid == low) || (mid == high);
+            // double width = high - low;
+            // if ((width < 1e-8) || mid_not_new){
+            if (mid_not_new) {
+                convergence_condition = 1;
+            } else {
+                double mid_sign = cdf(mid) - p;
+                if (mid_sign < 0) {
+                    low = mid;
+                } else if (mid_sign > 0) {
+                    high = mid;
+                } else if (mid_sign == 0) {
+                    low = mid;
+                    high = mid;
+                }
+            }
+        }
+
+        if (convergence_condition) {
+            struct box result = { .empty = 0, .content = low };
+            return result;
+        } else {
+            return PROCESS_ERROR("Search process did not converge, in function inverse_cdf");
+        }
+    }
+}
+
+struct box inverse_cdf_box(struct box cdf_box(double), double p)
+{
+    // given a cdf: [-Inf, Inf] => Box([0,1])
+    // returns a box with either
+    // x such that cdf(x) = p
+    // or an error
+    // if EXIT_ON_ERROR is set to 1, it exits instead of providing an error
+
+    double low = -1.0;
+    double high = 1.0;
+
+    // 1. Make sure that cdf(low) < p < cdf(high)
+    int interval_found = 0;
+    while ((!interval_found) && (low > -FLT_MAX / 4) && (high < FLT_MAX / 4)) {
+        // ^ Using FLT_MIN and FLT_MAX is overkill
+        // but it's also the *correct* thing to do.
+        struct box cdf_low = cdf_box(low);
+        if (cdf_low.empty) {
+            return PROCESS_ERROR(cdf_low.error_msg);
+        }
+
+        struct box cdf_high = cdf_box(high);
+        if (cdf_high.empty) {
+            return PROCESS_ERROR(cdf_low.error_msg);
+        }
+
+        int low_condition = (cdf_low.content < p);
+        int high_condition = (p < cdf_high.content);
+        if (low_condition && high_condition) {
+            interval_found = 1;
+        } else if (!low_condition) {
+            low = low * 2;
+        } else if (!high_condition) {
+            high = high * 2;
+        }
+    }
+
+    if (!interval_found) {
+        return PROCESS_ERROR("Interval containing the target value not found, in function inverse_cdf");
+    } else {
+
+        int convergence_condition = 0;
+        int count = 0;
+        while (!convergence_condition && (count < (INT_MAX / 2))) {
+            double mid = (high + low) / 2;
+            int mid_not_new = (mid == low) || (mid == high);
+            // double width = high - low;
+            if (mid_not_new) {
+                // if ((width < 1e-8) || mid_not_new){
+                convergence_condition = 1;
+            } else {
+                struct box cdf_mid = cdf_box(mid);
+                if (cdf_mid.empty) {
+                    return PROCESS_ERROR(cdf_mid.error_msg);
+                }
+                double mid_sign = cdf_mid.content - p;
+                if (mid_sign < 0) {
+                    low = mid;
+                } else if (mid_sign > 0) {
+                    high = mid;
+                } else if (mid_sign == 0) {
+                    low = mid;
+                    high = mid;
+                }
+            }
+        }
+
+        if (convergence_condition) {
+            struct box result = { .empty = 0, .content = low };
+            return result;
+        } else {
+            return PROCESS_ERROR("Search process did not converge, in function inverse_cdf");
+        }
+    }
+}
+
+// Sampler based on inverse cdf and randomness function
+struct box sampler_cdf_box(struct box cdf(double), uint64_t* seed)
+{
+    double p = sample_unit_uniform(seed);
+    struct box result = inverse_cdf_box(cdf, p);
+    return result;
+}
+struct box sampler_cdf_double(double cdf(double), uint64_t* seed)
+{
+    double p = sample_unit_uniform(seed);
+    struct box result = inverse_cdf_double(cdf, p);
+    return result;
+}
+
+/* Could also define other variations, e.g.,
+double sampler_danger(struct box cdf(double), uint64_t* seed)
+{
+    double p = sample_unit_uniform(seed);
+    struct box result = inverse_cdf_box(cdf, p);
+		if(result.empty){
+			exit(1);
+		}else{
+			return result.content;
+		}
+}
+*/
+
+// Get confidence intervals, given a sampler
+
+typedef struct ci_t {
+    float low;
+    float high;
+} ci;
+int compare_doubles(const void* p, const void* q)
+{
+    // https://wikiless.esmailelbob.xyz/wiki/Qsort?lang=en
+    double x = *(const double*)p;
+    double y = *(const double*)q;
+
+    /* Avoid return x - y, which can cause undefined behaviour
+       because of signed integer overflow. */
+    if (x < y)
+        return -1; // Return -1 if you want ascending, 1 if you want descending order.
+    else if (x > y)
+        return 1; // Return 1 if you want ascending, -1 if you want descending order.
+
+    return 0;
+}
+ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed)
+{
+    int n = 100 * 1000;
+    double* samples_array = malloc(n * sizeof(double));
+    for (int i = 0; i < n; i++) {
+        samples_array[i] = sampler(seed);
+    }
+    qsort(samples_array, n, sizeof(double), compare_doubles);
+
+    ci result = {
+        .low = samples_array[5000],
+        .high = samples_array[94999],
+    };
+    free(samples_array);
+
+    return result;
+}
+
+// # Small algebra manipulations
+
+// here I discover named structs,
+// which mean that I don't have to be typing
+// struct blah all the time.
+typedef struct normal_params_t {
+    double mean;
+    double std;
+} normal_params;
+
+normal_params algebra_sum_normals(normal_params a, normal_params b)
+{
+    normal_params result = {
+        .mean = a.mean + b.mean,
+        .std = sqrt((a.std * a.std) + (b.std * b.std)),
+    };
+    return result;
+}
+
+typedef struct lognormal_params_t {
+    double logmean;
+    double logstd;
+} lognormal_params;
+
+lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b)
+{
+    lognormal_params result = {
+        .logmean = a.logmean + b.logmean,
+        .logstd = sqrt((a.logstd * a.logstd) + (b.logstd * b.logstd)),
+    };
+    return result;
+}
+
+lognormal_params convert_ci_to_lognormal_params(ci x)
+{
+    double loghigh = logf(x.high);
+    double loglow = logf(x.low);
+    double logmean = (loghigh + loglow) / 2.0;
+    double logstd = (loghigh - loglow) / (2.0 * NORMAL90CONFIDENCE);
+    lognormal_params result = { .logmean = logmean, .logstd = logstd };
+    return result;
+}
+
+ci convert_lognormal_params_to_ci(lognormal_params y)
+{
+    double h = y.logstd * NORMAL90CONFIDENCE;
+    double loghigh = y.logmean + h;
+    double loglow = y.logmean - h;
+    ci result = { .low = exp(loglow), .high = exp(loghigh) };
+    return result;
+}

extra.h

@@ -0,0 +1,52 @@
+#ifndef SQUIGGLE_C_EXTRA
+#define SQUIGGLE_C_EXTRA 
+
+// Box
+struct box {
+    int empty;
+    double content;
+    char* error_msg;
+};
+
+// Macros to handle errors
+#define MAX_ERROR_LENGTH 500
+#define EXIT_ON_ERROR 0
+#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__)
+struct box process_error(const char* error_msg, int should_exit, char* file, int line);
+
+// Inverse cdf
+struct box inverse_cdf_double(double cdf(double), double p);
+struct box inverse_cdf_box(struct box cdf_box(double), double p);
+
+// Samplers from cdf
+struct box sampler_cdf_double(double cdf(double), uint64_t* seed);
+struct box sampler_cdf_box(struct box cdf(double), uint64_t* seed);
+
+// Get 90% confidence interval
+typedef struct ci_t {
+    float low;
+    float high;
+} ci;
+ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed);
+
+// small algebra manipulations
+
+typedef struct normal_params_t {
+    double mean;
+    double std;
+} normal_params;
+normal_params algebra_sum_normals(normal_params a, normal_params b);
+
+typedef struct lognormal_params_t {
+    double logmean;
+    double logstd;
+} lognormal_params;
+lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b);
+
+
+lognormal_params convert_ci_to_lognormal_params(ci x);
+
+
+ci convert_lognormal_params_to_ci(lognormal_params y);
+
+#endif

squiggle.c

@@ -7,11 +7,6 @@
 #include <sys/types.h>
 #include <time.h>
 
-// Some error niceties; these won't be used until later
-#define MAX_ERROR_LENGTH 500
-#define EXIT_ON_ERROR 0
-#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__)
-
 #define PI 3.14159265358979323846 // M_PI in gcc gnu99
 #define NORMAL90CONFIDENCE 1.6448536269514727
 
@@ -235,292 +230,3 @@ double sample_mixture(double (*samplers[])(uint64_t*), double* weights, int n_di
     free(cumsummed_normalized_weights);
     return result;
 }
-
-// # More cool stuff
-// This is no longer necessary to do basic estimation,
-// but is still cool
-
-// ## Sample from an arbitrary cdf
-struct box {
-    int empty;
-    double content;
-    char* error_msg;
-};
-
-struct box process_error(const char* error_msg, int should_exit, char* file, int line)
-{
-    if (should_exit) {
-        printf("@, in %s (%d)", file, line);
-        exit(1);
-    } else {
-        char error_msg[MAX_ERROR_LENGTH];
-        snprintf(error_msg, MAX_ERROR_LENGTH, "@, in %s (%d)", file, line); // NOLINT: We are being carefull here by considering MAX_ERROR_LENGTH explicitly.
-        struct box error = { .empty = 1, .error_msg = error_msg };
-        return error;
-    }
-}
-
-// Inverse cdf at point
-// Two versions of this function:
-//   - raw, dealing with cdfs that return doubles
-//     - input: cdf: double => double, p
-//     - output: Box(number|error)
-//   - box, dealing with cdfs that return a box.
-//     - input: cdf: double => Box(number|error), p
-//     - output: Box(number|error)
-struct box inverse_cdf_double(double cdf(double), double p)
-{
-    // given a cdf: [-Inf, Inf] => [0,1]
-    // returns a box with either
-    // x such that cdf(x) = p
-    // or an error
-    // if EXIT_ON_ERROR is set to 1, it exits instead of providing an error
-
-    double low = -1.0;
-    double high = 1.0;
-
-    // 1. Make sure that cdf(low) < p < cdf(high)
-    int interval_found = 0;
-    while ((!interval_found) && (low > -FLT_MAX / 4) && (high < FLT_MAX / 4)) {
-        // ^ Using FLT_MIN and FLT_MAX is overkill
-        // but it's also the *correct* thing to do.
-
-        int low_condition = (cdf(low) < p);
-        int high_condition = (p < cdf(high));
-        if (low_condition && high_condition) {
-            interval_found = 1;
-        } else if (!low_condition) {
-            low = low * 2;
-        } else if (!high_condition) {
-            high = high * 2;
-        }
-    }
-
-    if (!interval_found) {
-        return PROCESS_ERROR("Interval containing the target value not found, in function inverse_cdf");
-    } else {
-
-        int convergence_condition = 0;
-        int count = 0;
-        while (!convergence_condition && (count < (INT_MAX / 2))) {
-            double mid = (high + low) / 2;
-            int mid_not_new = (mid == low) || (mid == high);
-            // double width = high - low;
-            // if ((width < 1e-8) || mid_not_new){
-            if (mid_not_new) {
-                convergence_condition = 1;
-            } else {
-                double mid_sign = cdf(mid) - p;
-                if (mid_sign < 0) {
-                    low = mid;
-                } else if (mid_sign > 0) {
-                    high = mid;
-                } else if (mid_sign == 0) {
-                    low = mid;
-                    high = mid;
-                }
-            }
-        }
-
-        if (convergence_condition) {
-            struct box result = { .empty = 0, .content = low };
-            return result;
-        } else {
-            return PROCESS_ERROR("Search process did not converge, in function inverse_cdf");
-        }
-    }
-}
-
-struct box inverse_cdf_box(struct box cdf_box(double), double p)
-{
-    // given a cdf: [-Inf, Inf] => Box([0,1])
-    // returns a box with either
-    // x such that cdf(x) = p
-    // or an error
-    // if EXIT_ON_ERROR is set to 1, it exits instead of providing an error
-
-    double low = -1.0;
-    double high = 1.0;
-
-    // 1. Make sure that cdf(low) < p < cdf(high)
-    int interval_found = 0;
-    while ((!interval_found) && (low > -FLT_MAX / 4) && (high < FLT_MAX / 4)) {
-        // ^ Using FLT_MIN and FLT_MAX is overkill
-        // but it's also the *correct* thing to do.
-        struct box cdf_low = cdf_box(low);
-        if (cdf_low.empty) {
-            return PROCESS_ERROR(cdf_low.error_msg);
-        }
-
-        struct box cdf_high = cdf_box(high);
-        if (cdf_high.empty) {
-            return PROCESS_ERROR(cdf_low.error_msg);
-        }
-
-        int low_condition = (cdf_low.content < p);
-        int high_condition = (p < cdf_high.content);
-        if (low_condition && high_condition) {
-            interval_found = 1;
-        } else if (!low_condition) {
-            low = low * 2;
-        } else if (!high_condition) {
-            high = high * 2;
-        }
-    }
-
-    if (!interval_found) {
-        return PROCESS_ERROR("Interval containing the target value not found, in function inverse_cdf");
-    } else {
-
-        int convergence_condition = 0;
-        int count = 0;
-        while (!convergence_condition && (count < (INT_MAX / 2))) {
-            double mid = (high + low) / 2;
-            int mid_not_new = (mid == low) || (mid == high);
-            // double width = high - low;
-            if (mid_not_new) {
-                // if ((width < 1e-8) || mid_not_new){
-                convergence_condition = 1;
-            } else {
-                struct box cdf_mid = cdf_box(mid);
-                if (cdf_mid.empty) {
-                    return PROCESS_ERROR(cdf_mid.error_msg);
-                }
-                double mid_sign = cdf_mid.content - p;
-                if (mid_sign < 0) {
-                    low = mid;
-                } else if (mid_sign > 0) {
-                    high = mid;
-                } else if (mid_sign == 0) {
-                    low = mid;
-                    high = mid;
-                }
-            }
-        }
-
-        if (convergence_condition) {
-            struct box result = { .empty = 0, .content = low };
-            return result;
-        } else {
-            return PROCESS_ERROR("Search process did not converge, in function inverse_cdf");
-        }
-    }
-}
-
-// Sampler based on inverse cdf and randomness function
-struct box sampler_cdf_box(struct box cdf(double), uint64_t* seed)
-{
-    double p = sample_unit_uniform(seed);
-    struct box result = inverse_cdf_box(cdf, p);
-    return result;
-}
-struct box sampler_cdf_double(double cdf(double), uint64_t* seed)
-{
-    double p = sample_unit_uniform(seed);
-    struct box result = inverse_cdf_double(cdf, p);
-    return result;
-}
-
-/* Could also define other variations, e.g.,
-double sampler_danger(struct box cdf(double), uint64_t* seed)
-{
-    double p = sample_unit_uniform(seed);
-    struct box result = inverse_cdf_box(cdf, p);
-		if(result.empty){
-			exit(1);
-		}else{
-			return result.content;
-		}
-}
-*/
-
-// Get confidence intervals, given a sampler
-
-typedef struct ci_t {
-    float low;
-    float high;
-} ci;
-int compare_doubles(const void* p, const void* q)
-{
-    // https://wikiless.esmailelbob.xyz/wiki/Qsort?lang=en
-    double x = *(const double*)p;
-    double y = *(const double*)q;
-
-    /* Avoid return x - y, which can cause undefined behaviour
-       because of signed integer overflow. */
-    if (x < y)
-        return -1; // Return -1 if you want ascending, 1 if you want descending order.
-    else if (x > y)
-        return 1; // Return 1 if you want ascending, -1 if you want descending order.
-
-    return 0;
-}
-ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed)
-{
-    int n = 100 * 1000;
-    double* samples_array = malloc(n * sizeof(double));
-    for (int i = 0; i < n; i++) {
-        samples_array[i] = sampler(seed);
-    }
-    qsort(samples_array, n, sizeof(double), compare_doubles);
-
-    ci result = {
-        .low = samples_array[5000],
-        .high = samples_array[94999],
-    };
-    free(samples_array);
-
-    return result;
-}
-
-// # Small algebra manipulations
-
-// here I discover named structs,
-// which mean that I don't have to be typing
-// struct blah all the time.
-typedef struct normal_params_t {
-    double mean;
-    double std;
-} normal_params;
-
-normal_params algebra_sum_normals(normal_params a, normal_params b)
-{
-    normal_params result = {
-        .mean = a.mean + b.mean,
-        .std = sqrt((a.std * a.std) + (b.std * b.std)),
-    };
-    return result;
-}
-
-typedef struct lognormal_params_t {
-    double logmean;
-    double logstd;
-} lognormal_params;
-
-lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b)
-{
-    lognormal_params result = {
-        .logmean = a.logmean + b.logmean,
-        .logstd = sqrt((a.logstd * a.logstd) + (b.logstd * b.logstd)),
-    };
-    return result;
-}
-
-lognormal_params convert_ci_to_lognormal_params(ci x)
-{
-    double loghigh = logf(x.high);
-    double loglow = logf(x.low);
-    double logmean = (loghigh + loglow) / 2.0;
-    double logstd = (loghigh - loglow) / (2.0 * NORMAL90CONFIDENCE);
-    lognormal_params result = { .logmean = logmean, .logstd = logstd };
-    return result;
-}
-
-ci convert_lognormal_params_to_ci(lognormal_params y)
-{
-    double h = y.logstd * NORMAL90CONFIDENCE;
-    double loghigh = y.logmean + h;
-    double loglow = y.logmean - h;
-    ci result = { .low = exp(loglow), .high = exp(loghigh) };
-    return result;
-}

squiggle.h

@@ -1,5 +1,5 @@
-#ifndef SQUIGGLEC
+#ifndef SQUIGGLE_C_CORE
-#define SQUIGGLEC
+#define SQUIGGLE_C_CORE
 
 // uint64_t header
 #include <stdint.h>
@@ -30,52 +30,4 @@ double array_std(double* array, int length);
 // Mixture function
 double sample_mixture(double (*samplers[])(uint64_t*), double* weights, int n_dists, uint64_t* seed);
 
-// Box
-struct box {
-    int empty;
-    double content;
-    char* error_msg;
-};
-
-// Macros to handle errors
-#define MAX_ERROR_LENGTH 500
-#define EXIT_ON_ERROR 0
-#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__)
-struct box process_error(const char* error_msg, int should_exit, char* file, int line);
-
-// Inverse cdf
-struct box inverse_cdf_double(double cdf(double), double p);
-struct box inverse_cdf_box(struct box cdf_box(double), double p);
-
-// Samplers from cdf
-struct box sampler_cdf_double(double cdf(double), uint64_t* seed);
-struct box sampler_cdf_box(struct box cdf(double), uint64_t* seed);
-
-// Get 90% confidence interval
-typedef struct ci_t {
-    float low;
-    float high;
-} ci;
-ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed);
-
-// small algebra manipulations
-
-typedef struct normal_params_t {
-    double mean;
-    double std;
-} normal_params;
-normal_params algebra_sum_normals(normal_params a, normal_params b);
-
-typedef struct lognormal_params_t {
-    double logmean;
-    double logstd;
-} lognormal_params;
-lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b);
-
-
-lognormal_params convert_ci_to_lognormal_params(ci x);
-
-
-ci convert_lognormal_params_to_ci(lognormal_params y);
-
 #endif