25 lines
808 B
OCaml
25 lines
808 B
OCaml
(* Constants *)
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let pi = acos (-1.)
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let normal_95_ci_length = 1.6448536269514722
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(* Basic samplers *)
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let sampleZeroToOne () : float = Random.float 1.0
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let sampleStandardNormal (): float =
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let u1 = sampleZeroToOne () in
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let u2 = sampleZeroToOne () in
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let z = sqrt(-2.0 *. log(u1)) *. sin(2.0 *. pi *. u2) in
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z
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let sampleNormal mean std = mean +. std *. (sampleStandardNormal ())
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let sampleLognormal logmean logstd = exp(sampleNormal logmean logstd)
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let sampleTo low high =
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let loglow = log(low) in
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let loghigh = log(high) in
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let logmean = (loglow +. loghigh) /. 2.0 in
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let logstd = (loghigh -. loglow) /. (2.0 -. normal_95_ci_length ) in
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sampleLognormal logmean logstd
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let () =
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Random.init 1;
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Printf.printf "%f\n" (sampleZeroToOne());
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Printf.printf "%f\n" (sampleZeroToOne());
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