#include // FLT_MAX, FLT_MIN #include // INT_MAX #include #include #include #include #define VERBOSE 1 // Errors // https://mccue.dev/pages/7-27-22-c-errors // Huh, first time I've really needed a struct // https://en.wikipedia.org/wiki/Struct_(C_programming_language) // https://www.cs.yale.edu/homes/aspnes/pinewiki/C(2f)Structs.html // https://stackoverflow.com/questions/9653072/return-a-struct-from-a-function-in-c // options: // - exit // - pass structs // to do: reuse more informative printing from build-your-own-lisp? struct box { int empty; float content; }; // Example cdf float cdf_uniform_0_1(float x) { if (x < 0) { return 0; } else if (x > 1) { return 1; } else { return x; } } float cdf_squared_0_1(float x) { if (x < 0) { return 0; } else if (x > 1) { return 1; } else { return x * x; } } float cdf_normal_0_1(float x) { float mean = 0; float std = 1; return 0.5 * (1 + erf((x - mean) / (std * sqrt(2)))); } // Inverse cdf struct box inverse_cdf(float cdf(float), float p) { // given a cdf: [-Inf, Inf] => [0,1] // returns x such that cdf(x) = p // [x] to do: add bounds, add error checking // [x] maybe return a struct or smth. struct box result; float low = -1.0; float high = 1.0; // 1. Make sure that cdf(low) < p < cdf(high) // [x] to do: do smth with float min and float max? 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 (0) { printf("FLT_MIN = %f, FLT_MAX = %f, INT_MAX = %d\n", -FLT_MAX, FLT_MAX, INT_MAX); printf("low: %f, high: %f\n", low, high); printf("interval_found? %d\n", interval_found); int while_condition = (!interval_found) && (low > FLT_MIN / 4) && (high < FLT_MAX / 4); printf("while condition: %i\n", while_condition); } if (!interval_found) { result.empty = 1; return result; } else { int convergence_condition = 0; int count = 0; while (!convergence_condition && (count < (INT_MAX / 2))) { float mid = (high + low) / 2; int mid_not_new = (mid == low) || (mid == high); if (0) { printf("while loop\n"); printf("low: %f, high: %f\n", low, high); printf("mid: %f\n", mid); } if (mid_not_new) { convergence_condition = 1; } else { float 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) { result.content = low; result.empty = 0; } else { result.empty = 1; } return result; } } // Get random number between 0 and 1 uint32_t xorshift32(uint32_t* seed) { // Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs" // See // https://en.wikipedia.org/wiki/Xorshift // Also some drama: , uint32_t x = *seed; x ^= x << 13; x ^= x >> 17; x ^= x << 5; return *seed = x; } // Distribution & sampling functions float rand_0_to_1(uint32_t* seed) { return ((float)xorshift32(seed)) / ((float)UINT32_MAX); } // sampler based on inverse cdf struct box sampler(float cdf(float), uint32_t* seed) { struct box result; float p = rand_0_to_1(seed); result = inverse_cdf(cdf, p); return result; } // ~~[-] to-do: integrals => beta distribution~~ // => instead, use this incomplete beta function implementation, based on continuous fractions: // // // main with an example int main() { // Uniform: struct box result_1 = inverse_cdf(cdf_uniform_0_1, 0.5); char* name_1 = "cdf_uniform_0_1"; if (result_1.empty) { printf("Inverse for %s not calculated\n", name_1); exit(1); } else { printf("Inverse of %s at %f is: %f\n", name_1, 0.5, result_1.content); } // Squared cdf struct box result_2 = inverse_cdf(cdf_squared_0_1, 0.5); char* name_2 = "cdf_squared_0_1"; if (result_2.empty) { printf("Inverse for %s not calculated\n", name_2); exit(1); } else { printf("Inverse of %s at %f is: %f\n", name_2, 0.5, result_2.content); } // Normal cdf struct box result_3 = inverse_cdf(cdf_normal_0_1, 0.5); char* name_3 = "cdf_normal_0_1"; if (result_3.empty) { printf("Inverse for %s not calculated\n", name_3); exit(1); } else { printf("Inverse of %s at %f is: %f\n", name_3, 0.5, result_3.content); } // set randomness seed uint32_t* seed = malloc(sizeof(uint32_t)); *seed = 1000; // xorshift can't start with 0 printf("\n\nGetting some samples from %s:\n", name_3); int n = 100; for (int i = 0; i < n; i++) { struct box sample = sampler(cdf_normal_0_1, seed); if (sample.empty) { printf("Error in sampler function"); } else { printf("%f\n", sample.content); } } return 0; }