commit 88b51331ea7b70f931602945a4c468793cac4f22
parent d4f61427341c22c17f025c340e2d57df17bcf7a2
Author: NunoSempere <nuno.sempere@protonmail.com>
Date: Sun, 16 Jul 2023 00:59:27 +0200
finish inverse!
Diffstat:
2 files changed, 81 insertions(+), 26 deletions(-)
diff --git a/scratchpad/scratchpad b/scratchpad/scratchpad
Binary files differ.
diff --git a/scratchpad/scratchpad.c b/scratchpad/scratchpad.c
@@ -2,6 +2,10 @@
#include <stdlib.h>
#include <stdio.h>
#include <float.h> // FLT_MAX, FLT_MIN
+#include <limits.h> // INT_MAX
+#define VERBOSE 1
+
+// to do: reuse more informative printing from build-your-own-lisp
// Errors
// https://mccue.dev/pages/7-27-22-c-errors
@@ -28,70 +32,121 @@ float cdf_uniform_0_1(float x){
}
}
+float cdf_squared_0_1(float x){
+ if(x < 0){
+ return 0;
+ } else if (x > 1){
+ return 1;
+ } else {
+ return x*x;
+ }
+}
+
// Inverse cdf
-struct box inverse_cdf(float (*cdf(float)), float p){
+struct box inverse_cdf(float cdf(float), float p){
// given a cdf: [-Inf, Inf] => [0,1]
// returns x such that cdf(x) = p
// to do: add bounds, add error checking
// [x] maybe return a struct or smth.
struct box result;
- float start = -1.0;
- float end = 1.0;
+ float low = -1.0;
+ float high = 1.0;
- // 1. Make sure that cdf(start) < p < cdf(end)
+ // 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) && (start > FLT_MIN/4) && (end < FLT_MAX/4)){
+ 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 start_condition = (*cdf(start) < p);
- int end_condition = (p < *cdf(end));
- if( start_condition && end_condition ){
+ int low_condition = (cdf(low) < p);
+ int high_condition = (p < cdf(high));
+ if( low_condition && high_condition ){
interval_found = 1;
- }else if(!start_condition){
- start = start * 2;
- }else if (!end_condition){
- end = end * 2 ;
+ }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;
- while(!convergence_condition){
- float mid = (end - start)/2;
- int mid_not_new = (mid == start) || (mid == end);
+ int count = 0;
+ while(!convergence_condition && (count < (INT_MAX/2) )){
+ if(VERBOSE){
+ printf("while loop\n");
+ }
+ float mid = (high + low)/2;
+ int mid_not_new = (mid == low) || (mid == high);
+ if(VERBOSE){
+ 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;
+ } else{
+ float mid_sign = cdf(mid) - p;
if(mid_sign < 0){
- start = mid;
+ low = mid;
} else if (mid_sign > 0){
- end = mid;
- } else {
- result.content = mid;
- result.empty = 0;
- return result;
+ 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;
}
}
// sampler based on inverse cdf
-
// to-do: integrals
// main with an example
int main(){
- printf("Hello world");
+
+ // Uniform:
+ struct box result = inverse_cdf(cdf_uniform_0_1, 0.5);
+ if(result.empty){
+ printf("Inverse not calculated\n");
+ exit(1);
+ }else{
+ printf("Inverse of the cdf at %f is: %f\n", 0.5, result.content);
+ }
+
+ // Squared cdf
+ struct box result2 = inverse_cdf(cdf_squared_0_1, 0.5);
+ if(result2.empty){
+ printf("Inverse not calculated\n");
+ exit(1);
+ }else{
+ printf("Inverse of the cdf at %f is: %f\n", 0.5, result2.content);
+ }
+
return 0;
}