src/lib/math/prob_distr.h

   1
   2 /**
   3  * \file prob_distr.h
   4  *
   5  * \brief Header for prob_distr.c
   6  **/
   7
   8 #ifndef TOR_PROB_DISTR_H
   9 #define TOR_PROB_DISTR_H
  10
  11 #include "lib/cc/compat_compiler.h"
  12 #include "lib/cc/torint.h"
  13 #include "lib/testsupport/testsupport.h"
  14
  15 /**
  16  * Container for distribution parameters for sampling, CDF, &c.
  17  */
  18 struct dist {
  19   const struct dist_ops *ops;
  20 };
  21
  22 #define DIST_BASE(OPS)  { .ops = (OPS) }
  23
  24 struct dist_ops {
  25   const char *name;
  26   double (*sample)(const struct dist *);
  27   double (*cdf)(const struct dist *, double x);
  28   double (*sf)(const struct dist *, double x);
  29   double (*icdf)(const struct dist *, double p);
  30   double (*isf)(const struct dist *, double p);
  31 };
  32
  33 /* Geometric distribution */
  34
  35 double geometric_sample(double p);
  36
  37 /* Pareto distribution */
  38
  39 struct genpareto {
  40   struct dist base;
  41   double mu;
  42   double sigma;
  43   double xi;
  44 };
  45
  46 double genpareto_sample(const struct dist *dist);
  47 double genpareto_cdf(const struct dist *dist, double x);
  48 double genpareto_sf(const struct dist *dist, double x);
  49 double genpareto_icdf(const struct dist *dist, double p);
  50 double genpareto_isf(const struct dist *dist, double p);
  51
  52 extern const struct dist_ops genpareto_ops;
  53
  54 /* Weibull distribution */
  55
  56 struct weibull {
  57   struct dist base;
  58   double lambda;
  59   double k;
  60 };
  61
  62 double weibull_sample(const struct dist *dist);
  63 double weibull_cdf(const struct dist *dist, double x);
  64 double weibull_sf(const struct dist *dist, double x);
  65 double weibull_icdf(const struct dist *dist, double p);
  66 double weibull_isf(const struct dist *dist, double p);
  67
  68 extern const struct dist_ops weibull_ops;
  69
  70 /* Log-logistic distribution */
  71
  72 struct log_logistic {
  73   struct dist base;
  74   double alpha;
  75   double beta;
  76 };
  77
  78 double log_logistic_sample(const struct dist *dist);
  79 double log_logistic_cdf(const struct dist *dist, double x);
  80 double log_logistic_sf(const struct dist *dist, double x);
  81 double log_logistic_icdf(const struct dist *dist, double p);
  82 double log_logistic_isf(const struct dist *dist, double p);
  83
  84 extern const struct dist_ops log_logistic_ops;
  85
  86 /* Logistic distribution */
  87
  88 struct logistic {
  89   struct dist base;
  90   double mu;
  91   double sigma;
  92 };
  93
  94 double logistic_sample(const struct dist *dist);
  95 double logistic_cdf(const struct dist *dist, double x);
  96 double logistic_sf(const struct dist *dist, double x);
  97 double logistic_icdf(const struct dist *dist, double p);
  98 double logistic_isf(const struct dist *dist, double p);
  99
 100 extern const struct dist_ops logistic_ops;
 101
 102 /* Uniform distribution */
 103
 104 struct uniform {
 105   struct dist base;
 106   double a;
 107   double b;
 108 };
 109
 110 double uniform_sample(const struct dist *dist);
 111 double uniform_cdf(const struct dist *dist, double x);
 112 double uniform_sf(const struct dist *dist, double x);
 113 double uniform_icdf(const struct dist *dist, double p);
 114 double uniform_isf(const struct dist *dist, double p);
 115
 116 extern const struct dist_ops uniform_ops;
 117
 118 /** Only by unittests */
 119
 120 #ifdef PROB_DISTR_PRIVATE
 121
 122 STATIC double logithalf(double p0);
 123 STATIC double logit(double p);
 124
 125 STATIC double random_uniform_01(void);
 126
 127 STATIC double logistic(double x);
 128 STATIC double cdf_logistic(double x, double mu, double sigma);
 129 STATIC double sf_logistic(double x, double mu, double sigma);
 130 STATIC double icdf_logistic(double p, double mu, double sigma);
 131 STATIC double isf_logistic(double p, double mu, double sigma);
 132 STATIC double sample_logistic(uint32_t s, double t, double p0);
 133
 134 STATIC double cdf_log_logistic(double x, double alpha, double beta);
 135 STATIC double sf_log_logistic(double x, double alpha, double beta);
 136 STATIC double icdf_log_logistic(double p, double alpha, double beta);
 137 STATIC double isf_log_logistic(double p, double alpha, double beta);
 138 STATIC double sample_log_logistic(uint32_t s, double p0);
 139
 140 STATIC double cdf_weibull(double x, double lambda, double k);
 141 STATIC double sf_weibull(double x, double lambda, double k);
 142 STATIC double icdf_weibull(double p, double lambda, double k);
 143 STATIC double isf_weibull(double p, double lambda, double k);
 144 STATIC double sample_weibull(uint32_t s, double p0, double lambda, double k);
 145
 146 STATIC double sample_uniform_interval(double p0, double a, double b);
 147
 148 STATIC double cdf_genpareto(double x, double mu, double sigma, double xi);
 149 STATIC double sf_genpareto(double x, double mu, double sigma, double xi);
 150 STATIC double icdf_genpareto(double p, double mu, double sigma, double xi);
 151 STATIC double isf_genpareto(double p, double mu, double sigma, double xi);
 152 STATIC double sample_genpareto(uint32_t s, double p0, double xi);
 153
 154 #endif
 155
 156 #endif