/** * \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_t { const struct dist_ops_t *ops; }; /** * Untyped initializer element for struct dist_t using the specified * struct dist_ops_t pointer. Don't actually use this directly -- use * the type-specific macro built out of DIST_BASE_TYPED below -- but if * you did use this directly, it would be something like: * * struct weibull mydist = { * DIST_BASE(&weibull_ops), * .lambda = ..., * .k = ..., * }; * * Note there is NO COMPILER FEEDBACK if you accidentally do something * like * * struct geometric mydist = { * DIST_BASE(&weibull_ops), * ... * }; */ #define DIST_BASE(OPS) { .ops = (OPS) } /** A compile-time type-checking macro for use with DIST_BASE_TYPED. * * This macro works by checking that &OBJ is a pointer type that is the same * type (except for qualifiers) as (const TYPE *)&OBJ. It's a C constraint * violation (which requires a diagnostic) if two pointers are different types * and are subtracted. The sizeof() forces compile-time evaluation, and the * multiplication by zero is to discard the result of the sizeof() from the * expression. * * We define this conditionally to suppress false positives from * Coverity, which gets confused by the sizeof business. */ #ifdef __COVERITY__ #define TYPE_CHECK_OBJ(OPS, OBJ, TYPE) 0 #else #define TYPE_CHECK_OBJ(OPS, OBJ, TYPE) \ (0*sizeof(&(OBJ) - (const TYPE *)&(OBJ))) #endif /* defined(__COVERITY__) */ /** * Typed initializer element for struct dist_t using the specified struct * dist_ops_t pointer. Don't actually use this directly -- use a * type-specific macro built out of it -- but if you did use this * directly, it would be something like: * * struct weibull mydist = { * DIST_BASE_TYPED(&weibull_ops, mydist, struct weibull_t), * .lambda = ..., * .k = ..., * }; * * If you want to define a distribution type, define a canonical set of * operations and define a type-specific initializer element like so: * * struct foo_t { * struct dist_t base; * int omega; * double tau; * double phi; * }; * * struct dist_ops_t foo_ops = ...; * * #define FOO(OBJ) DIST_BASE_TYPED(&foo_ops, OBJ, struct foo_t) * * Then users can do: * * struct foo_t mydist = { * FOO(mydist), * .omega = ..., * .tau = ..., * .phi = ..., * }; * * If you accidentally write * * struct bar_t mydist = { * FOO(mydist), * ... * }; * * then the compiler will report a type mismatch in the sizeof * expression, which otherwise evaporates at runtime. */ #define DIST_BASE_TYPED(OPS, OBJ, TYPE) \ DIST_BASE((OPS) + TYPE_CHECK_OBJ(OPS,OBJ,TYPE)) /** * Generic operations on distributions. These simply defer to the * corresponding dist_ops_t function. In the parlance of C++, these call * virtual member functions. */ const char *dist_name(const struct dist_t *); double dist_sample(const struct dist_t *); double dist_cdf(const struct dist_t *, double x); double dist_sf(const struct dist_t *, double x); double dist_icdf(const struct dist_t *, double p); double dist_isf(const struct dist_t *, double p); /** * Set of operations on a potentially parametric family of * distributions. In the parlance of C++, this would be called a * `vtable' and the members are virtual member functions. */ struct dist_ops_t { const char *name; double (*sample)(const struct dist_t *); double (*cdf)(const struct dist_t *, double x); double (*sf)(const struct dist_t *, double x); double (*icdf)(const struct dist_t *, double p); double (*isf)(const struct dist_t *, double p); }; /* Geometric distribution on positive number of trials before first success */ struct geometric_t { struct dist_t base; double p; /* success probability */ }; extern const struct dist_ops_t geometric_ops; #define GEOMETRIC(OBJ) \ DIST_BASE_TYPED(&geometric_ops, OBJ, struct geometric_t) /* Pareto distribution */ struct genpareto_t { struct dist_t base; double mu; double sigma; double xi; }; extern const struct dist_ops_t genpareto_ops; #define GENPARETO(OBJ) \ DIST_BASE_TYPED(&genpareto_ops, OBJ, struct genpareto_t) /* Weibull distribution */ struct weibull_t { struct dist_t base; double lambda; double k; }; extern const struct dist_ops_t weibull_ops; #define WEIBULL(OBJ) \ DIST_BASE_TYPED(&weibull_ops, OBJ, struct weibull_t) /* Log-logistic distribution */ struct log_logistic_t { struct dist_t base; double alpha; double beta; }; extern const struct dist_ops_t log_logistic_ops; #define LOG_LOGISTIC(OBJ) \ DIST_BASE_TYPED(&log_logistic_ops, OBJ, struct log_logistic_t) /* Logistic distribution */ struct logistic_t { struct dist_t base; double mu; double sigma; }; extern const struct dist_ops_t logistic_ops; #define LOGISTIC(OBJ) \ DIST_BASE_TYPED(&logistic_ops, OBJ, struct logistic_t) /* Uniform distribution */ struct uniform_t { struct dist_t base; double a; double b; }; extern const struct dist_ops_t uniform_ops; #define UNIFORM(OBJ) \ DIST_BASE_TYPED(&uniform_ops, OBJ, struct uniform_t) /** 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 /* defined(PROB_DISTR_PRIVATE) */ #endif /* !defined(TOR_PROB_DISTR_H) */