commit e94774ae3aa05fe84470cb092d256b18fd42e464
parent 2acf129ef2ee2e065afd2c5d23936c67da2b18f6
Author: NunoSempere <nuno.sempere@protonmail.com>
Date: Sun, 16 Jul 2023 13:57:02 +0200
add dangerous beta sampler.
Diffstat:
2 files changed, 143 insertions(+), 11 deletions(-)
diff --git a/scratchpad/scratchpad b/scratchpad/scratchpad
Binary files differ.
diff --git a/scratchpad/scratchpad.c b/scratchpad/scratchpad.c
@@ -9,8 +9,6 @@
#define EXIT_ON_ERROR 0
// Errors
-// [ ] to do: reuse more informative printing from build-your-own-lisp?
-// Another option could be to exit on error. Maybe let the user decide?
struct box {
int empty;
float content;
@@ -42,9 +40,9 @@ float cdf_squared_0_1(float x)
float cdf_normal_0_1(float x)
{
- // float mean = 0;
- // float std = 1;
- return 0.5 * (1 + erf((x - 0) / (1 * sqrt(2)))); // erf from math.h
+ float mean = 0;
+ float std = 1;
+ return 0.5 * (1 + erf((x - mean) / (std * sqrt(2)))); // erf from math.h
}
// Inverse cdf
@@ -126,7 +124,6 @@ struct box inverse_cdf(float cdf(float), float p)
result.error_msg = error_msg;
return result;
}
- result.empty = 1;
}
return result;
@@ -178,6 +175,141 @@ float sampler_normal_0_1(uint32_t* seed)
// <https://codeplea.com/incomplete-beta-function-c>
// <https://github.com/codeplea/incbeta>
+#define STOP 1.0e-8
+#define TINY 1.0e-30
+
+struct box incbeta(float a, float b, float x) {
+ // Descended from <https://github.com/codeplea/incbeta/blob/master/incbeta.c>,
+ // but modified to return a box struct and floats instead of doubles.
+ // [x] to do: add attribution in README
+ // Original code under this license:
+ /*
+ * zlib License
+ *
+ * Regularized Incomplete Beta Function
+ *
+ * Copyright (c) 2016, 2017 Lewis Van Winkle
+ * http://CodePlea.com
+ *
+ * This software is provided 'as-is', without any express or implied
+ * warranty. In no event will the authors be held liable for any damages
+ * arising from the use of this software.
+ *
+ * Permission is granted to anyone to use this software for any purpose,
+ * including commercial applications, and to alter it and redistribute it
+ * freely, subject to the following restrictions:
+ *
+ * 1. The origin of this software must not be misrepresented; you must not
+ * claim that you wrote the original software. If you use this software
+ * in a product, an acknowledgement in the product documentation would be
+ * appreciated but is not required.
+ * 2. Altered source versions must be plainly marked as such, and must not be
+ * misrepresented as being the original software.
+ * 3. This notice may not be removed or altered from any source distribution.
+ */
+ struct box result;
+
+ if (x < 0.0 || x > 1.0){
+ if(EXIT_ON_ERROR){
+ printf("x out of bounds, in function incbeta, in %s (%d)", __FILE__, __LINE__);
+ exit(1);
+ }else{
+ char error_msg[200];
+ snprintf(error_msg, 200, "x out of bounds, in function incbeta, in %s (%d)", __FILE__, __LINE__);
+ result.empty = 1;
+ result.error_msg = error_msg;
+ return result;
+ }
+ }
+
+ /*The continued fraction converges nicely for x < (a+1)/(a+b+2)*/
+ if (x > (a+1.0)/(a+b+2.0)) {
+ struct box symmetric_incbeta = incbeta(b,a,1.0-x);
+ if(symmetric_incbeta.empty){
+ return symmetric_incbeta; // propagate error
+ }else{
+ result.empty = 0;
+ result.content = 1-symmetric_incbeta.content;
+ return result;
+ }
+ }
+
+ /*Find the first part before the continued fraction.*/
+ const float lbeta_ab = lgamma(a)+lgamma(b)-lgamma(a+b);
+ const float front = exp(log(x)*a+log(1.0-x)*b-lbeta_ab) / a;
+
+ /*Use Lentz's algorithm to evaluate the continued fraction.*/
+ float f = 1.0, c = 1.0, d = 0.0;
+
+ int i, m;
+ for (i = 0; i <= 200; ++i) {
+ m = i/2;
+
+ float numerator;
+ if (i == 0) {
+ numerator = 1.0; /*First numerator is 1.0.*/
+ } else if (i % 2 == 0) {
+ numerator = (m*(b-m)*x)/((a+2.0*m-1.0)*(a+2.0*m)); /*Even term.*/
+ } else {
+ numerator = -((a+m)*(a+b+m)*x)/((a+2.0*m)*(a+2.0*m+1)); /*Odd term.*/
+ }
+
+ /*Do an iteration of Lentz's algorithm.*/
+ d = 1.0 + numerator * d;
+ if (fabs(d) < TINY) d = TINY;
+ d = 1.0 / d;
+
+ c = 1.0 + numerator / c;
+ if (fabs(c) < TINY) c = TINY;
+
+ const float cd = c*d;
+ f *= cd;
+
+ /*Check for stop.*/
+ if (fabs(1.0-cd) < STOP) {
+ result.content = front * (f-1.0);
+ result.empty = 0;
+ return result;
+ }
+ }
+
+ if(EXIT_ON_ERROR){
+ printf("More loops needed, did not converge, in function incbeta, in %s (%d)", __FILE__, __LINE__);
+ exit(1);
+ }else{
+ char error_msg[200];
+ snprintf(error_msg, 200, "More loops needed, did not converge, in function incbeta, in %s (%d)", __FILE__, __LINE__);
+ result.empty = 1;
+ result.error_msg = error_msg;
+ return result;
+ }
+}
+
+struct box cdf_beta(float x){
+ float successes = 1, failures = (2023-1945);
+ return incbeta(successes, failures, x);
+}
+
+float cdf_dangerous_beta(float x){
+ // So the thing is, this works
+ // But it will propagate through the code
+ // So it doesn't feel like a great architectural choice;
+ // I prefer my choice of setting a variable which will determine whether to exit on failure or not.
+ float successes = 1, failures = (2023-1945);
+ struct box result = incbeta(successes, failures, x);
+ if(result.empty){
+ printf("%s", result.error_msg);
+ exit(1);
+ }else{
+ return result.content;
+ }
+}
+struct box dangerous_beta_sampler(uint32_t* seed)
+ // Think through what to do to feed the incbeta box into
+{
+ return sampler(cdf_dangerous_beta, seed);
+}
+
int main()
{
@@ -215,7 +347,7 @@ int main()
// set randomness seed
uint32_t* seed = malloc(sizeof(uint32_t));
*seed = 1000; // xorshift can't start with 0
- int n = 1000000;
+ int n = 100;
printf("\n\nGetting some samples from %s:\n", name_3);
clock_t begin = clock();
@@ -224,11 +356,11 @@ int main()
if (sample.empty) {
printf("Error in sampler function");
} else {
- // printf("%f\n", sample.content);
+ printf("%f\n", sample.content);
}
}
clock_t end = clock();
- double time_spent = (double)(end - begin) / CLOCKS_PER_SEC;
+ float time_spent = (float)(end - begin) / CLOCKS_PER_SEC;
printf("Time spent: %f", time_spent);
// Get some normal samples using the previous method.
@@ -236,10 +368,10 @@ int main()
printf("\n\nGetting some samples from sampler_normal_0_1\n");
for (int i = 0; i < n; i++) {
float normal_sample = sampler_normal_0_1(seed);
- // printf("%f\n", normal_sample);
+ printf("%f\n", normal_sample);
}
clock_t end_2 = clock();
- double time_spent_2 = (double)(end_2 - begin_2) / CLOCKS_PER_SEC;
+ float time_spent_2 = (float)(end_2 - begin_2) / CLOCKS_PER_SEC;
printf("Time spent: %f", time_spent_2);
return 0;
