package main import "fmt" import "math" import rand "math/rand/v2" var r = rand.New(rand.NewPCG(1, 2)) // https://pkg.go.dev/math/rand/v2 func sample_unit_uniform() float64 { return r.Float64() } func sample_unit_normal() float64 { return r.NormFloat64() } func sample_uniform(start float64, end float64) float64 { return sample_unit_uniform()*(end-start) + start } func sample_normal(mean float64, sigma float64) float64 { return mean + sample_unit_normal()*sigma } func sample_lognormal(logmean float64, logstd float64) float64 { return (math.Exp(sample_normal(logmean, logstd))) } func sample_normal_from_90_ci(low float64, high float64) float64 { var normal90 float64 = 1.6448536269514727 var mean float64 = (high + low) / 2.0 var std float64 = (high - low) / (2.0 * normal90) return sample_normal(mean, std) } func sample_to(low float64, high float64) float64 { // Given a (positive) 90% confidence interval, // returns a sample from a lognorma with a matching 90% c.i. // Key idea: If we want a lognormal with 90% confidence interval [a, b] // we need but get a normal with 90% confidence interval [log(a), log(b)]. // Then see code for sample_normal_from_90_ci var loglow float64 = math.Log(low) var loghigh float64 = math.Log(high) return math.Exp(sample_normal_from_90_ci(loglow, loghigh)) } type func64 func() float64 func sample_mixture(fs []func64, weights []float64) float64 { fmt.Println("weights initially: ", weights) var sum_weights float64 = 0 for _, weight := range weights { sum_weights += weight } var total float64 = 0 var cumsummed_normalized_weights = append([]float64(nil), weights...) for i, weight := range weights { total += weight / sum_weights cumsummed_normalized_weights[i] = total } var result float64 var flag int = 0 var p float64 = r.Float64() for i, cnw := range cumsummed_normalized_weights { if p < cnw { result = fs[i]() flag = 1 break } } fmt.Println(cumsummed_normalized_weights) if flag == 0 { result = fs[len(fs)-1]() } return result // return weights[0] } func main() { sample_0 := func() float64 { return 0 } sample_1 := func() float64 { return 1 } sample_few := func() float64 { return sample_to(1, 3) } sample_many := func() float64 { return sample_to(2, 10) } fs := [4](func64){sample_0, sample_1, sample_few, sample_many} var p_a float64 = 0.8 var p_b float64 = 0.5 var p_c float64 = p_a * p_b ws := [4](float64){1 - p_c, p_c / 2, p_c / 4, p_c / 4} fmt.Println("weights #1", ws) var n_samples int = 1_000_000 var avg float64 = 0 for i := 0; i < n_samples; i++ { x := sample_mixture(fs[0:], ws[0:]) fmt.Printf("%v\n", x) avg += x } avg = avg / float64(n_samples) fmt.Printf("Average: %v\n", avg) }