commit 1133d7819c1c21b8674578aa89948c2e64ad80a9
parent 7694124fec1d44709c80ec7f69f5ea0a2fc1d8ff
Author: NunoSempere <nuno.sempere@protonmail.com>
Date: Sun, 23 Jul 2023 21:21:54 +0200
fix README
Diffstat:
3 files changed, 13 insertions(+), 4 deletions(-)
diff --git a/README.md b/README.md
@@ -234,7 +234,14 @@ delta: -18537322405.459286, relative delta: -463.707799
What is happening in this case is that you are taking a normal, like `normal(-0.195240, 4.883106)`, and you are exponentiating it to arrive at a lognormal. But `normal(-0.195240, 4.883106)` is going to have some noninsignificant weight on, say, 18. But `exp(18) = 39976300`, and points like it are going to end up a nontrivial amount to the analytical mean and standard deviation, even though they have little probability mass.
-Fortunately, the reader can also check that for more plausible real-world values, like the
+The reader can also check that for more plausible real-world values, like those fitting a lognormal to a really wide 90% confidence interval from 10 to 10k, errors aren't eggregious:
+
+```
+[x] Mean test for to(10.000000, 10000.000000) PASSED
+[-] Std test for to(10.000000, 10000.000000) NOT passed.
+Std of to(10.000000, 10000.000000): 23578.091775, vs expected std: 25836.381819
+delta: -2258.290043, relative delta: -0.095779
+```
## Related projects
@@ -256,12 +263,12 @@ Fortunately, the reader can also check that for more plausible real-world values
- [x] Add example for only one sample
- [x] Add example for many samples
-- ~~[ ] Add a custom preprocessor to allow simple nested functions that don't rely on local scope?~~
+- [ ] ~~Add a custom preprocessor to allow simple nested functions that don't rely on local scope?~~
- [x] Use gcc extension to define functions nested inside main.
- [x] Chain various sample_mixture functions
- [x] Add beta distribution
- See <https://stats.stackexchange.com/questions/502146/how-does-numpy-generate-samples-from-a-beta-distribution> for a faster method.
-- ~~[-] Use OpenMP for acceleration~~
+- [ ] ~~Use OpenMP for acceleration~~
- [x] Add function to get sample when given a cdf
- [x] Don't have a single header file.
- [x] Structure project a bit better
@@ -278,7 +285,7 @@ Fortunately, the reader can also check that for more plausible real-world values
- [x] Add sampling from a gamma distribution
- https://dl.acm.org/doi/pdf/10.1145/358407.358414
- [x] Explain correlated samples
-- [-] ~~Add tests in Stan?~~
+- [ ] ~~Add tests in Stan?~~
- [x] Test summary statistics for each of the distributions.
- [x] For uniform
- [x] For normal
diff --git a/test/test b/test/test
Binary files differ.
diff --git a/test/test.c b/test/test.c
@@ -303,6 +303,8 @@ int main()
test_to(low, high, seed);
}
}
+ // Bonus example
+ test_to(10, 10 * 1000, seed);
printf("Testing beta distribution\n");
for (int i = 0; i < 100; i++) {
