refactor & recompile for function definitions
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@ -15,7 +15,7 @@ int main()
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uint64_t* seed = malloc(sizeof(uint64_t));
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*seed = 1000; // xorshift can't start with 0
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ci beta_1_2_ci_90 = get_90_confidence_interval(beta_1_2_sampler, seed);
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ci beta_1_2_ci_90 = sampler_get_90_ci(beta_1_2_sampler, 1000000, seed);
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printf("90%% confidence interval of beta(1,2) is [%f, %f]\n", beta_1_2_ci_90.low, beta_1_2_ci_90.high);
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free(seed);
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@ -60,7 +60,7 @@ int main()
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}
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printf("... ]\n");
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ci ci_90 = get_90_confidence_interval(mixture, seed);
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ci ci_90 = sampler_get_90_ci(mixture, 1000000, seed);
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printf("mean: %f\n", array_mean(mixture_result, n));
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printf("90%% confidence interval: [%f, %f]\n", ci_90.low, ci_90.high);
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@ -41,7 +41,7 @@ int main()
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}
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printf("... ]\n");
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ci ci_90 = get_90_confidence_interval(sample_minutes_per_day_jumping_rope_needed_to_burn_10kg, seed);
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ci ci_90 = sampler_get_90_ci(sample_minutes_per_day_jumping_rope_needed_to_burn_10kg, 1000000, seed);
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printf("90%% confidence interval: [%f, %f]\n", ci_90.low, ci_90.high);
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free(seed);
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@ -50,7 +50,7 @@ int main()
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// Before a first nuclear collapse
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printf("## Before the first nuclear collapse\n");
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ci ci_90_2023 = get_90_confidence_interval(yearly_probability_nuclear_collapse_2023, seed);
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ci ci_90_2023 = sampler_get_90_ci(yearly_probability_nuclear_collapse_2023, 1000000, seed);
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printf("90%% confidence interval: [%f, %f]\n", ci_90_2023.low, ci_90_2023.high);
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double* yearly_probability_nuclear_collapse_2023_samples = malloc(sizeof(double) * num_samples);
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@ -61,7 +61,7 @@ int main()
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// After the first nuclear collapse
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printf("\n## After the first nuclear collapse\n");
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ci ci_90_2070 = get_90_confidence_interval(yearly_probability_nuclear_collapse_after_recovery_example, seed);
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ci ci_90_2070 = sampler_get_90_ci(yearly_probability_nuclear_collapse_after_recovery_example, 1000000, seed);
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printf("90%% confidence interval: [%f, %f]\n", ci_90_2070.low, ci_90_2070.high);
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double* yearly_probability_nuclear_collapse_after_recovery_samples = malloc(sizeof(double) * num_samples);
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@ -72,7 +72,7 @@ int main()
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// After the first nuclear collapse (antiinductive)
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printf("\n## After the first nuclear collapse (antiinductive)\n");
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ci ci_90_antiinductive = get_90_confidence_interval(yearly_probability_nuclear_collapse_after_recovery_antiinductive, seed);
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ci ci_90_antiinductive = sampler_get_90_ci(yearly_probability_nuclear_collapse_after_recovery_antiinductive, 1000000, seed);
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printf("90%% confidence interval: [%f, %f]\n", ci_90_antiinductive.low, ci_90_antiinductive.high);
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double* yearly_probability_nuclear_collapse_after_recovery_antiinductive_samples = malloc(sizeof(double) * num_samples);
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@ -9,7 +9,7 @@ int main()
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// set randomness seed
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// uint64_t* seed = malloc(sizeof(uint64_t));
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// *seed = 1000; // xorshift can't start with 0
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// ^ not necessary, because parallel_sampler takes care of the seed.
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// ^ not necessary, because sampler_parallel takes care of the seed.
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int n_samples = 1000 * 1000 * 1000;
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int n_threads = 16;
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@ -18,12 +18,12 @@ int main()
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}
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double* results = malloc(n_samples * sizeof(double));
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parallel_sampler(sampler, results, n_threads, n_samples);
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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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printf("Average of 1B lognormal(0,10): %f", avg);
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free(results);
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// free(seed);
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// ^ not necessary, because parallel_sampler takes care of the seed.
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// ^ not necessary, because sampler_parallel takes care of the seed.
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}
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@ -23,7 +23,7 @@ int main()
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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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parallel_sampler(sampler_result, results, n_threads, n_samples);
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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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free(results);
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}
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@ -29,7 +29,7 @@ int main()
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int n_samples = 1000000, n_threads = 16;
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double* results = malloc(n_samples * sizeof(double));
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parallel_sampler(sampler_result, results, n_threads, n_samples);
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sampler_parallel(sampler_result, results, n_threads, n_samples);
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printf("Mean of the distribution of (taking the min of 1000 samples of a normal(5,2)): %f\n", array_mean(results, n_samples));
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free(results);
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@ -48,7 +48,7 @@ int main()
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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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parallel_sampler(sample_min_of_quotient, results_quotient, n_threads, quotient);
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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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@ -8,7 +8,7 @@
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#include "squiggle.h"
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/* Parallel sampler */
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void parallel_sampler(double (*sampler)(uint64_t* seed), double* results, int n_threads, int n_samples){
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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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fprintf(stderr, "Number of samples isn't divisible by number of threads, aborting\n");
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exit(1);
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@ -45,8 +45,8 @@ void parallel_sampler(double (*sampler)(uint64_t* seed), double* results, int n_
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// to do: add n to function parameters and document
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typedef struct ci_t {
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float low;
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float high;
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double low;
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double high;
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} ci;
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static void swp(int i, int j, double xs[])
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@ -75,16 +75,16 @@ static int partition(int low, int high, double xs[], int length)
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return gt;
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}
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static double quickselect(int k, double xs[], int length)
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static double quickselect(int k, double xs[], int n)
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{
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// https://en.wikipedia.org/wiki/Quickselect
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int low = 0;
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int high = length - 1;
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int high = n - 1;
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for (;;) {
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if (low == high) {
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return xs[low];
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}
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int pivot = partition(low, high, xs, length);
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int pivot = partition(low, high, xs, n);
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if (pivot == k) {
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return xs[pivot];
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} else if (k < pivot) {
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@ -95,27 +95,34 @@ static double quickselect(int k, double xs[], int length)
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}
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}
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ci sampler_get_ci(double (*sampler)(uint64_t*), ci interval, int n, uint64_t* seed){
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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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}
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ci array_get_ci(ci interval, double* xs, int n){
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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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ci result = {
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.low = quickselect(low_k, xs, n),
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.high = quickselect(high_k, xs, n),
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};
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return result;
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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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}
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ci sampler_get_ci(ci interval, double (*sampler)(uint64_t*), int n, uint64_t* seed){
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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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}
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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 get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed)
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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(sampler, (ci) {.low = 0.05, .high = 0.95}, 1000000, 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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@ -2,14 +2,14 @@
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#define SQUIGGLE_C_EXTRA
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/* Parallel sampling */
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void parallel_sampler(double (*sampler)(uint64_t* seed), double* results, int n_threads, int n_samples);
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void sampler_parallel(double (*sampler)(uint64_t* seed), double* results, int n_threads, int n_samples);
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/* Get 90% confidence interval */
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typedef struct ci_t {
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float low;
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float high;
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} ci;
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ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed);
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ci sampler_get_90_ci(double (*sampler)(uint64_t*), int n, uint64_t* seed);
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/* Algebra manipulations */
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