1 files changed, 158 insertions, 0 deletions
diff --git a/src/lib/math/prob_distr.h b/src/lib/math/prob_distr.h
new file mode 100644
index 0000000000..66acb796fd
--- /dev/null
+++ b/src/lib/math/prob_distr.h
@@ -0,0 +1,158 @@
+
+/**
+ * \file prob_distr.h
+ *
+ * \brief Header for prob_distr.c
+ **/
+
+#ifndef TOR_PROB_DISTR_H
+#define TOR_PROB_DISTR_H
+
+#include "lib/cc/compat_compiler.h"
+#include "lib/cc/torint.h"
+#include "lib/testsupport/testsupport.h"
+
+/**
+ * Container for distribution parameters for sampling, CDF, &c.
+ */
+struct dist {
+  const struct dist_ops *ops;
+};
+
+#define DIST_BASE(OPS)  { .ops = (OPS) }
+#define DIST_BASE_TYPED(OPS, OBJ, TYPE)                         \
+  DIST_BASE((OPS) + 0*sizeof(&(OBJ) - (const TYPE *)&(OBJ)))
+
+const char *dist_name(const struct dist *);
+double dist_sample(const struct dist *);
+double dist_cdf(const struct dist *, double x);
+double dist_sf(const struct dist *, double x);
+double dist_icdf(const struct dist *, double p);
+double dist_isf(const struct dist *, double p);
+
+struct dist_ops {
+  const char *name;
+  double (*sample)(const struct dist *);
+  double (*cdf)(const struct dist *, double x);
+  double (*sf)(const struct dist *, double x);
+  double (*icdf)(const struct dist *, double p);
+  double (*isf)(const struct dist *, double p);
+};
+
+/* Geometric distribution on positive number of trials before first success */
+
+struct geometric {
+  struct dist base;
+  double p; /* success probability */
+};
+
+extern const struct dist_ops geometric_ops;
+
+#define GEOMETRIC(OBJ)                                      \
+  DIST_BASE_TYPED(&geometric_ops, OBJ, struct geometric)
+
+/* Pareto distribution */
+
+struct genpareto {
+  struct dist base;
+  double mu;
+  double sigma;
+  double xi;
+};
+
+extern const struct dist_ops genpareto_ops;
+
+#define GENPARETO(OBJ)                                      \
+  DIST_BASE_TYPED(&genpareto_ops, OBJ, struct genpareto)
+
+/* Weibull distribution */
+
+struct weibull {
+  struct dist base;
+  double lambda;
+  double k;
+};
+
+extern const struct dist_ops weibull_ops;
+
+#define WEIBULL(OBJ)                                    \
+  DIST_BASE_TYPED(&weibull_ops, OBJ, struct weibull)
+
+/* Log-logistic distribution */
+
+struct log_logistic {
+  struct dist base;
+  double alpha;
+  double beta;
+};
+
+extern const struct dist_ops log_logistic_ops;
+
+#define LOG_LOGISTIC(OBJ)                                       \
+  DIST_BASE_TYPED(&log_logistic_ops, OBJ, struct log_logistic)
+
+/* Logistic distribution */
+
+struct logistic {
+  struct dist base;
+  double mu;
+  double sigma;
+};
+
+extern const struct dist_ops logistic_ops;
+
+#define LOGISTIC(OBJ)                                   \
+  DIST_BASE_TYPED(&logistic_ops, OBJ, struct logistic)
+
+/* Uniform distribution */
+
+struct uniform {
+  struct dist base;
+  double a;
+  double b;
+};
+
+extern const struct dist_ops uniform_ops;
+
+#define UNIFORM(OBJ)                                    \
+  DIST_BASE_TYPED(&uniform_ops, OBJ, struct uniform)
+
+/** Only by unittests */
+
+#ifdef PROB_DISTR_PRIVATE
+
+STATIC double logithalf(double p0);
+STATIC double logit(double p);
+
+STATIC double random_uniform_01(void);
+
+STATIC double logistic(double x);
+STATIC double cdf_logistic(double x, double mu, double sigma);
+STATIC double sf_logistic(double x, double mu, double sigma);
+STATIC double icdf_logistic(double p, double mu, double sigma);
+STATIC double isf_logistic(double p, double mu, double sigma);
+STATIC double sample_logistic(uint32_t s, double t, double p0);
+
+STATIC double cdf_log_logistic(double x, double alpha, double beta);
+STATIC double sf_log_logistic(double x, double alpha, double beta);
+STATIC double icdf_log_logistic(double p, double alpha, double beta);
+STATIC double isf_log_logistic(double p, double alpha, double beta);
+STATIC double sample_log_logistic(uint32_t s, double p0);
+
+STATIC double cdf_weibull(double x, double lambda, double k);
+STATIC double sf_weibull(double x, double lambda, double k);
+STATIC double icdf_weibull(double p, double lambda, double k);
+STATIC double isf_weibull(double p, double lambda, double k);
+STATIC double sample_weibull(uint32_t s, double p0, double lambda, double k);
+
+STATIC double sample_uniform_interval(double p0, double a, double b);
+
+STATIC double cdf_genpareto(double x, double mu, double sigma, double xi);
+STATIC double sf_genpareto(double x, double mu, double sigma, double xi);
+STATIC double icdf_genpareto(double p, double mu, double sigma, double xi);
+STATIC double isf_genpareto(double p, double mu, double sigma, double xi);
+STATIC double sample_genpareto(uint32_t s, double p0, double xi);
+
+#endif
+
+#endif