1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
|
/**
* \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) }
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 */
double geometric_sample(double p);
/* Pareto distribution */
struct genpareto {
struct dist base;
double mu;
double sigma;
double xi;
};
double genpareto_sample(const struct dist *dist);
double genpareto_cdf(const struct dist *dist, double x);
double genpareto_sf(const struct dist *dist, double x);
double genpareto_icdf(const struct dist *dist, double p);
double genpareto_isf(const struct dist *dist, double p);
extern const struct dist_ops genpareto_ops;
/* Weibull distribution */
struct weibull {
struct dist base;
double lambda;
double k;
};
double weibull_sample(const struct dist *dist);
double weibull_cdf(const struct dist *dist, double x);
double weibull_sf(const struct dist *dist, double x);
double weibull_icdf(const struct dist *dist, double p);
double weibull_isf(const struct dist *dist, double p);
extern const struct dist_ops weibull_ops;
/* Log-logistic distribution */
struct log_logistic {
struct dist base;
double alpha;
double beta;
};
double log_logistic_sample(const struct dist *dist);
double log_logistic_cdf(const struct dist *dist, double x);
double log_logistic_sf(const struct dist *dist, double x);
double log_logistic_icdf(const struct dist *dist, double p);
double log_logistic_isf(const struct dist *dist, double p);
extern const struct dist_ops log_logistic_ops;
/* Logistic distribution */
struct logistic {
struct dist base;
double mu;
double sigma;
};
double logistic_sample(const struct dist *dist);
double logistic_cdf(const struct dist *dist, double x);
double logistic_sf(const struct dist *dist, double x);
double logistic_icdf(const struct dist *dist, double p);
double logistic_isf(const struct dist *dist, double p);
extern const struct dist_ops logistic_ops;
/* Uniform distribution */
struct uniform {
struct dist base;
double a;
double b;
};
double uniform_sample(const struct dist *dist);
double uniform_cdf(const struct dist *dist, double x);
double uniform_sf(const struct dist *dist, double x);
double uniform_icdf(const struct dist *dist, double p);
double uniform_isf(const struct dist *dist, double p);
extern const struct dist_ops uniform_ops;
/** 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
|
