squiggle.c

commit 90555bf3b3c0c1c45cfb470d87ad603caae78048
parent 5d28295a15c8e9a7eadbb54e5963b9abd26b7115
Author: NunoSempere <nuno.sempere@protonmail.com>
Date:   Tue, 30 Jan 2024 13:27:54 +0100

add a few stats functions

Diffstat:
M
squiggle_more.c
 | 
27
+++++++++++++++++++++++++++
M
squiggle_more.h
 | 
6
+++++-

2 files changed, 32 insertions(+), 1 deletion(-)
diff --git a/squiggle_more.c b/squiggle_more.c
@@ -189,6 +189,33 @@ ci array_get_90_ci(double xs[], int n)
     return array_get_ci((ci) { .low = 0.05, .high = 0.95 }, xs, n);
 }
 
+double array_get_median(double xs[], int n){
+    int median_k = (int)floor(0.5 * n);
+    return quickselect(median_k, xs, n)
+}
+
+void array_print_stats(double xs[], int n){
+    ci ci_90 = array_get_ci((ci) { .low = 0.05, .high = 0.95 }, xs, n);
+    ci ci_80 = array_get_ci((ci) { .low = 0.1, .high = 0.9 }, xs, n);
+    ci ci_50 = array_get_ci((ci) { .low = 0.25, .high = 0.75 }, xs, n);
+    double median = array_get_median(xs, n);
+    double mean = array_mean(xs, n);
+    double std = array_std(xs, n);
+    printf("Mean: %lf\n"
+           " Std: %lf\n"
+           "  5%%: %lf\n"
+           " 10%%: %lf\n"
+           " 25%%: %lf\n"
+           " 50%%: %lf\n"
+           " 75%%: %lf\n"
+           " 90%%: %lf\n"
+           " 95%%: %lf\n",
+           mean, std, ci_90.low, ci_80.low, ci_50.low, median, ci_50.high, ci_80.high, ci_90.high);
+}
+
+// Replicate some of the above functions over samplers
+// However, in the future I'll delete this
+// There should be a clear boundary between working with samplers and working with an array of samples
 ci sampler_get_ci(ci interval, double (*sampler)(uint64_t*), int n, uint64_t* seed)
 {
     UNUSED(seed); // don't want to use it right now, but want to preserve ability to do so (e.g., remove parallelism from internals). Also nicer for consistency.
diff --git a/squiggle_more.h b/squiggle_more.h
@@ -4,13 +4,17 @@
 /* Parallel sampling */
 void sampler_parallel(double (*sampler)(uint64_t* seed), double* results, int n_threads, int n_samples);
 
-/* Get 90% confidence interval */
+/* Get median and confidence intervals */
+double array_get_median(double xs[], int n);
 typedef struct ci_t {
     double low;
     double high;
 } ci;
 ci array_get_ci(ci interval, double* xs, int n);
 ci array_get_90_ci(double xs[], int n);
+void array_print_stats(double xs[], int n);
+
+// Deprecated: get confidence intervals directly from samplers
 ci sampler_get_ci(ci interval, double (*sampler)(uint64_t*), int n, uint64_t* seed);
 ci sampler_get_90_ci(double (*sampler)(uint64_t*), int n, uint64_t* seed);