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/**
* \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
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