commit c9eeaf5b5d8c1aa9a5da8910c56d8b0163b17c2d
parent 82ef16b55dd770fa1ecf8c21bfd6e4aef25287ec
Author: NunoSempere <nuno.sempere@protonmail.com>
Date: Sat, 10 Jun 2023 19:07:04 -0600
feat: add lua.
Diffstat:
| M | lua/samples.lua | | | 83 | ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++- |
1 file changed, 82 insertions(+), 1 deletion(-)
diff --git a/lua/samples.lua b/lua/samples.lua
@@ -1 +1,82 @@
-print("Hello world")
+-- Consts and prep
+PI = 3.14159265358979323846;
+NORMAL95CONFIDENCE = 1.6448536269514722;
+math.randomseed(1234)
+
+-- Random distribution functions
+function sample_normal_0_1()
+ local u1 = math.random()
+ local u2 = math.random()
+ local result = math.sqrt(-2 * math.log(u1)) * math.sin(2 * PI * u2)
+ return result
+end
+
+function sample_normal(mean, sigma)
+ return mean + (sigma * sample_normal_0_1())
+end
+
+function sample_uniform(min, max)
+ return math.random() * (max - min) + min
+end
+
+function sample_lognormal(logmean, logsigma)
+ return math.exp(sample_normal(logmean, logsigma))
+end
+
+function sample_to(low, high)
+ local loglow = math.log(low);
+ local loghigh = math.log(high);
+ local logmean = (loglow + loghigh) / 2;
+ local logsigma = (loghigh - loglow) / (2.0 * NORMAL95CONFIDENCE);
+ return sample_lognormal(logmean, logsigma, seed);
+end
+
+-- Mixture
+function mixture(samplers, weights, n)
+ assert(#samplers == #weights)
+ local l = #weights
+ local sum_weights = 0
+ for i = 1, l, 1 do
+ -- ^ arrays start at 1
+ sum_weights = sum_weights + weights[i]
+ end
+ local cumsummed_normalized_weights = {}
+ table.insert(cumsummed_normalized_weights, weights[1]/sum_weights)
+ for i = 2, l, 1 do
+ table.insert(cumsummed_normalized_weights, cumsummed_normalized_weights[i-1] + weights[i]/sum_weights)
+ end
+
+ local result = {}
+ for i = 1, n, 1 do
+ r = math.random()
+ local i = 1
+ while r > cumsummed_normalized_weights[i] do
+ i = i+1
+ end
+ table.insert(result, samplers[i]())
+ end
+ return result
+end
+
+
+-- Main
+p_a = 0.8
+p_b = 0.5
+p_c = p_a * p_b
+
+function sample_0() return 0 end
+function sample_1() return 1 end
+function sample_few() return sample_to(1, 3) end
+function sample_many() return sample_to(2, 10) end
+
+samplers = {sample_0, sample_1, sample_few, sample_many}
+weights = { (1 - p_c), p_c/2, p_c/4, p_c/4 }
+
+n = 1000000
+result = mixture(samplers, weights, n)
+sum = 0
+for i = 1, n, 1 do
+ sum = sum + result[i]
+ -- print(result[i])
+end
+print(sum/n)
