clean up compilation of C example
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#!/bin/bash
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root="$1"
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gcc -std=c99 -Wall -lm "$root".c -o "$root" -I/usr/local/include -L/usr/local/lib -lgsl -lgslcblas -lm -g
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# Link libraries, for good measure
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LD_LIBRARY_PATH=/usr/local/lib
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export LD_LIBRARY_PATH
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# Increase stack size limit
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ulimit -Ss 256000
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# -Ss: the soft limit. If you set the hard limit, you then can't raise it
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# 256000: around 250Mbs, if I'm reading it correctly.
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# run
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./samples
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@ -1,13 +0,0 @@
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#!/bin/bash
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root="$1"
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gcc -std=c99 -Wall -lm "$root".c -o "$root" -I/usr/local/include -L/usr/local/lib -lgsl -lgslcblas -lm -g
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# Link libraries, for good measure
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LD_LIBRARY_PATH=/usr/local/lib
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export LD_LIBRARY_PATH
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# Increase stack size limit
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ulimit -Ss 256000
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# -Ss: the soft limit. If you set the hard limit, you then can't raise it
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# 256000: around 250Mbs, if I'm reading it correctly.
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50
C/samples/makefile
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50
C/samples/makefile
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# Interface:
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# make
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# make build
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# make format
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# make run
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# Compiler
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CC=gcc
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# CC=tcc # <= faster compilation
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# Main file
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SRC=samples.c
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OUTPUT=samples
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## Dependencies
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DEPS='gsl'
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## Flags
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INCS=`pkg-config --cflags ${DEPS}`
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LIBS=`pkg-config --libs ${DEPS}`
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DEBUG= #'-g'
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STANDARD=-std=c99
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WARNINGS=-Wall
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## Formatter
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STYLE_BLUEPRINT=webkit
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FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
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## make build
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build: $(SRC)
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$(CC) $(DEBUG) $(INCS) $(PLUGS) $(SRC) -o samples $(LIBS)
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format: $(SRC)
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$(FORMATTER) $(SRC)
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run: $(SRC) $(OUTPUT)
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echo "Increasing stack size limit, because we are dealing with 1M samples"
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ulimit -Ss 256000
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# ^ Increase stack size limit
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# -Ss: the soft limit. If you set the hard limit, you then can't raise it
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# 256000: around 250Mbs, if I'm reading it correctly.
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./$(OUTPUT)
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# Old:
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# Link libraries, for good measure
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# LD_LIBRARY_PATH=/usr/local/lib
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# export LD_LIBRARY_PATH
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Binary file not shown.
209
C/samples/samples.c
Executable file → Normal file
209
C/samples/samples.c
Executable file → Normal file
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#include <stdlib.h>
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#include <stdio.h>
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#include <math.h>
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#include <gsl/gsl_rng.h>
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#include <gsl/gsl_randist.h>
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#include <gsl/gsl_rng.h>
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#include <math.h>
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#include <stdio.h>
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#include <stdlib.h>
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#define N 1000000
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/*
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*/
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/* Helpers */
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void print(double *ys){
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for(int i=0; i<N; i++){
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printf("%f\n", ys[i]);
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}
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printf("\n");
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void print(double* ys)
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{
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for (int i = 0; i < N; i++) {
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printf("%f\n", ys[i]);
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}
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printf("\n");
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}
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void fill(double *ys, float f){
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for(int i=0; i<N; i++){
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ys[i] = f;
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}
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void fill(double* ys, float f)
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{
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for (int i = 0; i < N; i++) {
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ys[i] = f;
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}
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}
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double sum(double *ps, int n){
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double result = 0;
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for(int i=0; i<n; i++){
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result += ps[i];
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}
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return(result);
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double sum(double* ps, int n)
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{
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double result = 0;
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for (int i = 0; i < n; i++) {
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result += ps[i];
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}
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return (result);
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}
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void cumsum(double *ps, double *rs, int n){
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double counter = 0;
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for(int i=0; i<n; i++){
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counter += ps[i];
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rs[i] = counter;
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}
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void cumsum(double* ps, double* rs, int n)
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{
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double counter = 0;
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for (int i = 0; i < n; i++) {
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counter += ps[i];
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rs[i] = counter;
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}
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}
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/* Distributions*/
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void normal(gsl_rng * r, double *ys, double mean, double std){
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for(int i=0; i<N; i++){
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ys[i] = mean + gsl_ran_gaussian(r, std);
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}
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void normal(gsl_rng* r, double* ys, double mean, double std)
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{
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for (int i = 0; i < N; i++) {
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ys[i] = mean + gsl_ran_gaussian(r, std);
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}
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}
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void lognormal(gsl_rng * r, double *ys, double zeta, double sigma){
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for(int i=0; i<N; i++){
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ys[i] = gsl_ran_lognormal(r, zeta, sigma);
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}
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void lognormal(gsl_rng* r, double* ys, double zeta, double sigma)
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{
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for (int i = 0; i < N; i++) {
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ys[i] = gsl_ran_lognormal(r, zeta, sigma);
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}
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}
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void to(gsl_rng * r, double *ys, double low, double high){
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double normal95confidencePoint = 1.6448536269514722;
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double log_low = log(low);
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double log_high = log(high);
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double zeta = (log_low + log_high)/2;
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double sigma = (log_high - log_low) / (2.0 * normal95confidencePoint);
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lognormal(r, ys, zeta, sigma);
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void to(gsl_rng* r, double* ys, double low, double high)
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{
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double normal95confidencePoint = 1.6448536269514722;
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double log_low = log(low);
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double log_high = log(high);
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double zeta = (log_low + log_high) / 2;
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double sigma = (log_high - log_low) / (2.0 * normal95confidencePoint);
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lognormal(r, ys, zeta, sigma);
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}
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/* Mixture of distributions */
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void mixture(gsl_rng * r, double *dists[], double *weights, int n, double *results){
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/* Get cummulative, normalized weights */
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double sum_weights = sum(weights, n);
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double normalized_weights[n];
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for(int i=0; i<n; i++){
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normalized_weights[i] = weights[i]/sum_weights;
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}
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double cummulative_weights[n];
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cumsum(normalized_weights, cummulative_weights, n);
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/* Get N samples, drawn from the different distributions in proportion to their weights. */
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for(int i=0; i<N; i++){
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double p_1 = gsl_rng_uniform(r);
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double p_2 = gsl_rng_uniform(r);
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int index_found = 0;
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int index_counter = 0;
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while ((index_found == 0) && (index_counter < n) ){
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if(p_1 < cummulative_weights[index_counter]){
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index_found = 1;
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}else{
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index_counter++;
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}
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void mixture(gsl_rng* r, double* dists[], double* weights, int n, double* results)
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{
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/* Get cummulative, normalized weights */
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double sum_weights = sum(weights, n);
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double normalized_weights[n];
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for (int i = 0; i < n; i++) {
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normalized_weights[i] = weights[i] / sum_weights;
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}
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if(index_found == 0) {
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printf("\nThis shouldn't be able to happen");
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// gsl_rng_free (r);
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// abort(); // this shouldn't have happened.
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double cummulative_weights[n];
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cumsum(normalized_weights, cummulative_weights, n);
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}else{
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int sample_index = (int) floor(p_2 * N);
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results[i] = dists[index_counter][sample_index];
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/* Get N samples, drawn from the different distributions in proportion to their weights. */
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for (int i = 0; i < N; i++) {
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double p_1 = gsl_rng_uniform(r);
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double p_2 = gsl_rng_uniform(r);
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int index_found = 0;
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int index_counter = 0;
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while ((index_found == 0) && (index_counter < n)) {
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if (p_1 < cummulative_weights[index_counter]) {
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index_found = 1;
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} else {
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index_counter++;
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}
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}
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if (index_found == 0) {
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printf("\nThis shouldn't be able to happen");
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// gsl_rng_free (r);
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// abort(); // this shouldn't have happened.
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} else {
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int sample_index = (int)floor(p_2 * N);
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results[i] = dists[index_counter][sample_index];
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}
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}
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}
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}
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/* Main */
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int main(void){
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/* Initialize GNU Statistical Library (GSL) stuff */
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const gsl_rng_type * T;
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gsl_rng * r;
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// gsl_rng_env_setup();
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T = gsl_rng_default;
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r = gsl_rng_alloc (T);
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int main(void)
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{
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/* Initialize GNU Statistical Library (GSL) stuff */
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const gsl_rng_type* T;
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gsl_rng* r;
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// gsl_rng_env_setup();
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T = gsl_rng_default;
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r = gsl_rng_alloc(T);
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/* Toy example */
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/* Declare variables in play */
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double p_a, p_b, p_c;
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double dist_none[N], dist_one[N], dist_few[N], dist_many[N], dist_mixture[N];
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/* Toy example */
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/* Declare variables in play */
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double p_a, p_b, p_c;
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double dist_none[N], dist_one[N], dist_few[N], dist_many[N], dist_mixture[N];
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/* Initialize variables */
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p_a = 0.8;
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p_b = 0.5;
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p_c = p_a * p_b;
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/* Initialize variables */
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p_a = 0.8;
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p_b = 0.5;
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p_c = p_a * p_b;
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fill(dist_none, 0);
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fill(dist_one, 1);
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to(r, dist_few, 1, 3);
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to(r, dist_many, 2, 10);
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fill(dist_none, 0);
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fill(dist_one, 1);
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to(r, dist_few, 1, 3);
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to(r, dist_many, 2, 10);
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/* Generate mixture */
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int n = 4;
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double weights[] = { 1 - p_c, p_c/2, p_c/4, p_c/4 };
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double *dists[] = { dist_none, dist_one, dist_few, dist_many };
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/* Generate mixture */
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int n = 4;
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double weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
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double* dists[] = { dist_none, dist_one, dist_few, dist_many };
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mixture(r, dists, weights, n, dist_mixture);
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printf("%f\n", sum(dist_mixture, N)/N);
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mixture(r, dists, weights, n, dist_mixture);
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printf("%f\n", sum(dist_mixture, N) / N);
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/* Clean up GSL */
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gsl_rng_free (r);
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/* Clean up GSL */
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gsl_rng_free(r);
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/* Return success*/
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return EXIT_SUCCESS;
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/* Return success*/
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return EXIT_SUCCESS;
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}
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