commit 0f8253bddbaae4e73fe2ff9ecf1c342e3f66b798
Author: Taylor R Campbell <campbell+...@mumble.net>
Date: Thu Jan 10 17:40:17 2019 +0000
Use the distribution abstraction as an abstraction.
---
src/core/or/circuitpadding.c | 16 +--
src/lib/math/prob_distr.c | 229 ++++++++++++++++++++++++++++++-------------
src/lib/math/prob_distr.h | 46 +++------
src/test/test_prob_distr.c | 22 +++--
4 files changed, 196 insertions(+), 117 deletions(-)
diff --git a/src/core/or/circuitpadding.c b/src/core/or/circuitpadding.c
index 6a39a7b37..a5d5d2455 100644
--- a/src/core/or/circuitpadding.c
+++ b/src/core/or/circuitpadding.c
@@ -545,7 +545,7 @@ circpad_distribution_sample(circpad_distribution_t dist)
.a = dist.param1,
.b = dist.param2,
};
- return uniform_sample(&my_uniform.base);
+ return dist_sample(&my_uniform.base);
}
case CIRCPAD_DIST_LOGISTIC:
{
@@ -555,7 +555,7 @@ circpad_distribution_sample(circpad_distribution_t dist)
.mu = dist.param1,
.sigma = dist.param2,
};
- return logistic_sample(&my_logistic.base);
+ return dist_sample(&my_logistic.base);
}
case CIRCPAD_DIST_LOG_LOGISTIC:
{
@@ -565,12 +565,16 @@ circpad_distribution_sample(circpad_distribution_t dist)
.alpha = dist.param1,
.beta = dist.param2,
};
- return log_logistic_sample(&my_log_logistic.base);
+ return dist_sample(&my_log_logistic.base);
}
case CIRCPAD_DIST_GEOMETRIC:
{
/* param1 is 'p' (success probability) */
- return geometric_sample(dist.param1);
+ const struct geometric my_geometric = {
+ .base = DIST_BASE(&geometric_ops),
+ .p = dist.param1,
+ };
+ return dist_sample(&my_geometric.base);
}
case CIRCPAD_DIST_WEIBULL:
{
@@ -580,7 +584,7 @@ circpad_distribution_sample(circpad_distribution_t dist)
.k = dist.param1,
.lambda = dist.param2,
};
- return weibull_sample(&my_weibull.base);
+ return dist_sample(&my_weibull.base);
}
case CIRCPAD_DIST_PARETO:
{
@@ -591,7 +595,7 @@ circpad_distribution_sample(circpad_distribution_t dist)
.sigma = dist.param1,
.xi = dist.param2,
};
- return genpareto_sample(&my_genpareto.base);
+ return dist_sample(&my_genpareto.base);
}
}
diff --git a/src/lib/math/prob_distr.c b/src/lib/math/prob_distr.c
index e170d000f..4263ba207 100644
--- a/src/lib/math/prob_distr.c
+++ b/src/lib/math/prob_distr.c
@@ -1319,17 +1319,45 @@ sample_geometric(uint32_t s, double p0, double p)
* (sample/cdf/sf/icdf/isf) as part of its dist_ops structure.
*/
-/** Functions for uniform distribution */
-const struct dist_ops uniform_ops = {
- .name = "uniform",
- .sample = uniform_sample,
- .cdf = uniform_cdf,
- .sf = uniform_sf,
- .icdf = uniform_icdf,
- .isf = uniform_isf,
-};
+const char *
+dist_name(const struct dist *dist)
+{
+ return dist->ops->name;
+}
+
+double
+dist_sample(const struct dist *dist)
+{
+ return dist->ops->sample(dist);
+}
+
+double
+dist_cdf(const struct dist *dist, double x)
+{
+ return dist->ops->cdf(dist, x);
+}
+
+double
+dist_sf(const struct dist *dist, double x)
+{
+ return dist->ops->sf(dist, x);
+}
double
+dist_icdf(const struct dist *dist, double p)
+{
+ return dist->ops->icdf(dist, p);
+}
+
+double
+dist_isf(const struct dist *dist, double p)
+{
+ return dist->ops->isf(dist, p);
+}
+
+/** Functions for uniform distribution */
+
+static double
uniform_sample(const struct dist *dist)
{
const struct uniform *U = const_container_of(dist, struct uniform,
@@ -1339,7 +1367,7 @@ uniform_sample(const struct dist *dist)
return sample_uniform_interval(p0, U->a, U->b);
}
-double
+static double
uniform_cdf(const struct dist *dist, double x)
{
const struct uniform *U = const_container_of(dist, struct uniform,
@@ -1353,7 +1381,7 @@ uniform_cdf(const struct dist *dist, double x)
return 1;
}
-double
+static double
uniform_sf(const struct dist *dist, double x)
{
const struct uniform *U = const_container_of(dist, struct uniform,
@@ -1367,7 +1395,7 @@ uniform_sf(const struct dist *dist, double x)
return 1;
}
-double
+static double
uniform_icdf(const struct dist *dist, double p)
{
const struct uniform *U = const_container_of(dist, struct uniform,
@@ -1377,7 +1405,7 @@ uniform_icdf(const struct dist *dist, double p)
return (p < 0.5 ? (U->a + w*p) : (U->b - w*(1 - p)));
}
-double
+static double
uniform_isf(const struct dist *dist, double p)
{
const struct uniform *U = const_container_of(dist, struct uniform,
@@ -1387,17 +1415,18 @@ uniform_isf(const struct dist *dist, double p)
return (p < 0.5 ? (U->b - w*p) : (U->a + w*(1 - p)));
}
-/** Functions for logistic distribution: */
-const struct dist_ops logistic_ops = {
- .name = "logistic",
- .sample = logistic_sample,
- .cdf = logistic_cdf,
- .sf = logistic_sf,
- .icdf = logistic_icdf,
- .isf = logistic_isf,
+const struct dist_ops uniform_ops = {
+ .name = "uniform",
+ .sample = uniform_sample,
+ .cdf = uniform_cdf,
+ .sf = uniform_sf,
+ .icdf = uniform_icdf,
+ .isf = uniform_isf,
};
-double
+/** Functions for logistic distribution: */
+
+static double
logistic_sample(const struct dist *dist)
{
const struct logistic *L = const_container_of(dist, struct logistic,
@@ -1409,7 +1438,7 @@ logistic_sample(const struct dist *dist)
return sample_logistic_locscale(s, t, p0, L->mu, L->sigma);
}
-double
+static double
logistic_cdf(const struct dist *dist, double x)
{
const struct logistic *L = const_container_of(dist, struct logistic,
@@ -1418,7 +1447,7 @@ logistic_cdf(const struct dist *dist, double x)
return cdf_logistic(x, L->mu, L->sigma);
}
-double
+static double
logistic_sf(const struct dist *dist, double x)
{
const struct logistic *L = const_container_of(dist, struct logistic,
@@ -1427,7 +1456,7 @@ logistic_sf(const struct dist *dist, double x)
return sf_logistic(x, L->mu, L->sigma);
}
-double
+static double
logistic_icdf(const struct dist *dist, double p)
{
const struct logistic *L = const_container_of(dist, struct logistic,
@@ -1436,7 +1465,7 @@ logistic_icdf(const struct dist *dist, double p)
return icdf_logistic(p, L->mu, L->sigma);
}
-double
+static double
logistic_isf(const struct dist *dist, double p)
{
const struct logistic *L = const_container_of(dist, struct logistic,
@@ -1445,17 +1474,18 @@ logistic_isf(const struct dist *dist, double p)
return isf_logistic(p, L->mu, L->sigma);
}
-/** Functions for log-logistic distribution: */
-const struct dist_ops log_logistic_ops = {
- .name = "log logistic",
- .sample = log_logistic_sample,
- .cdf = log_logistic_cdf,
- .sf = log_logistic_sf,
- .icdf = log_logistic_icdf,
- .isf = log_logistic_isf,
+const struct dist_ops logistic_ops = {
+ .name = "logistic",
+ .sample = logistic_sample,
+ .cdf = logistic_cdf,
+ .sf = logistic_sf,
+ .icdf = logistic_icdf,
+ .isf = logistic_isf,
};
-double
+/** Functions for log-logistic distribution: */
+
+static double
log_logistic_sample(const struct dist *dist)
{
const struct log_logistic *LL = const_container_of(dist, struct
@@ -1466,7 +1496,7 @@ log_logistic_sample(const struct dist *dist)
return sample_log_logistic_scaleshape(s, p0, LL->alpha, LL->beta);
}
-double
+static double
log_logistic_cdf(const struct dist *dist, double x)
{
const struct log_logistic *LL = const_container_of(dist,
@@ -1475,7 +1505,7 @@ log_logistic_cdf(const struct dist *dist, double x)
return cdf_log_logistic(x, LL->alpha, LL->beta);
}
-double
+static double
log_logistic_sf(const struct dist *dist, double x)
{
const struct log_logistic *LL = const_container_of(dist,
@@ -1484,7 +1514,7 @@ log_logistic_sf(const struct dist *dist, double x)
return sf_log_logistic(x, LL->alpha, LL->beta);
}
-double
+static double
log_logistic_icdf(const struct dist *dist, double p)
{
const struct log_logistic *LL = const_container_of(dist,
@@ -1493,7 +1523,7 @@ log_logistic_icdf(const struct dist *dist, double p)
return icdf_log_logistic(p, LL->alpha, LL->beta);
}
-double
+static double
log_logistic_isf(const struct dist *dist, double p)
{
const struct log_logistic *LL = const_container_of(dist,
@@ -1502,17 +1532,18 @@ log_logistic_isf(const struct dist *dist, double p)
return isf_log_logistic(p, LL->alpha, LL->beta);
}
-/** Functions for Weibull distribution */
-const struct dist_ops weibull_ops = {
- .name = "Weibull",
- .sample = weibull_sample,
- .cdf = weibull_cdf,
- .sf = weibull_sf,
- .icdf = weibull_icdf,
- .isf = weibull_isf,
+const struct dist_ops log_logistic_ops = {
+ .name = "log logistic",
+ .sample = log_logistic_sample,
+ .cdf = log_logistic_cdf,
+ .sf = log_logistic_sf,
+ .icdf = log_logistic_icdf,
+ .isf = log_logistic_isf,
};
-double
+/** Functions for Weibull distribution */
+
+static double
weibull_sample(const struct dist *dist)
{
const struct weibull *W = const_container_of(dist, struct weibull,
@@ -1523,7 +1554,7 @@ weibull_sample(const struct dist *dist)
return sample_weibull(s, p0, W->lambda, W->k);
}
-double
+static double
weibull_cdf(const struct dist *dist, double x)
{
const struct weibull *W = const_container_of(dist, struct weibull,
@@ -1532,7 +1563,7 @@ weibull_cdf(const struct dist *dist, double x)
return cdf_weibull(x, W->lambda, W->k);
}
-double
+static double
weibull_sf(const struct dist *dist, double x)
{
const struct weibull *W = const_container_of(dist, struct weibull,
@@ -1541,7 +1572,7 @@ weibull_sf(const struct dist *dist, double x)
return sf_weibull(x, W->lambda, W->k);
}
-double
+static double
weibull_icdf(const struct dist *dist, double p)
{
const struct weibull *W = const_container_of(dist, struct weibull,
@@ -1550,7 +1581,7 @@ weibull_icdf(const struct dist *dist, double p)
return icdf_weibull(p, W->lambda, W->k);
}
-double
+static double
weibull_isf(const struct dist *dist, double p)
{
const struct weibull *W = const_container_of(dist, struct weibull,
@@ -1559,17 +1590,18 @@ weibull_isf(const struct dist *dist, double p)
return isf_weibull(p, W->lambda, W->k);
}
-/** Functions for generalized Pareto distributions */
-const struct dist_ops genpareto_ops = {
- .name = "generalized Pareto",
- .sample = genpareto_sample,
- .cdf = genpareto_cdf,
- .sf = genpareto_sf,
- .icdf = genpareto_icdf,
- .isf = genpareto_isf,
+const struct dist_ops weibull_ops = {
+ .name = "Weibull",
+ .sample = weibull_sample,
+ .cdf = weibull_cdf,
+ .sf = weibull_sf,
+ .icdf = weibull_icdf,
+ .isf = weibull_isf,
};
-double
+/** Functions for generalized Pareto distributions */
+
+static double
genpareto_sample(const struct dist *dist)
{
const struct genpareto *GP = const_container_of(dist, struct genpareto,
@@ -1580,7 +1612,7 @@ genpareto_sample(const struct dist *dist)
return sample_genpareto_locscale(s, p0, GP->mu, GP->sigma, GP->xi);
}
-double
+static double
genpareto_cdf(const struct dist *dist, double x)
{
const struct genpareto *GP = const_container_of(dist, struct genpareto,
@@ -1589,7 +1621,7 @@ genpareto_cdf(const struct dist *dist, double x)
return cdf_genpareto(x, GP->mu, GP->sigma, GP->xi);
}
-double
+static double
genpareto_sf(const struct dist *dist, double x)
{
const struct genpareto *GP = const_container_of(dist, struct genpareto,
@@ -1598,7 +1630,7 @@ genpareto_sf(const struct dist *dist, double x)
return sf_genpareto(x, GP->mu, GP->sigma, GP->xi);
}
-double
+static double
genpareto_icdf(const struct dist *dist, double p)
{
const struct genpareto *GP = const_container_of(dist, struct genpareto,
@@ -1607,7 +1639,7 @@ genpareto_icdf(const struct dist *dist, double p)
return icdf_genpareto(p, GP->mu, GP->sigma, GP->xi);
}
-double
+static double
genpareto_isf(const struct dist *dist, double p)
{
const struct genpareto *GP = const_container_of(dist, struct genpareto,
@@ -1616,13 +1648,70 @@ genpareto_isf(const struct dist *dist, double p)
return isf_genpareto(p, GP->mu, GP->sigma, GP->xi);
}
-/* Deterministically sample from the geometric distribution with
- * per-trial success probability p. */
-double
-geometric_sample(double p)
+const struct dist_ops genpareto_ops = {
+ .name = "generalized Pareto",
+ .sample = genpareto_sample,
+ .cdf = genpareto_cdf,
+ .sf = genpareto_sf,
+ .icdf = genpareto_icdf,
+ .isf = genpareto_isf,
+};
+
+/** Functions for geometric distribution on number of trials before success */
+
+static double
+geometric_sample(const struct dist *dist)
{
+ const struct geometric *G = const_container_of(dist, struct geometric, base);
uint32_t s = crypto_rand_u32();
double p0 = random_uniform_01();
- return sample_geometric(s, p0, p);
+
+ return sample_geometric(s, p0, G->p);
}
+static double
+geometric_cdf(const struct dist *dist, double x)
+{
+ const struct geometric *G = const_container_of(dist, struct geometric, base);
+
+ if (x < 1)
+ return 0;
+ /* 1 - (1 - p)^floor(x) = 1 - e^{floor(x) log(1 - p)} */
+ return -expm1(floor(x)*log1p(-G->p));
+}
+
+static double
+geometric_sf(const struct dist *dist, double x)
+{
+ const struct geometric *G = const_container_of(dist, struct geometric, base);
+
+ if (x < 1)
+ return 0;
+ /* (1 - p)^floor(x) = e^{ceil(x) log(1 - p)} */
+ return exp(floor(x)*log1p(-G->p));
+}
+
+static double
+geometric_icdf(const struct dist *dist, double p)
+{
+ const struct geometric *G = const_container_of(dist, struct geometric, base);
+
+ return log1p(-p)/log1p(-G->p);
+}
+
+static double
+geometric_isf(const struct dist *dist, double p)
+{
+ const struct geometric *G = const_container_of(dist, struct geometric, base);
+
+ return log(p)/log1p(-G->p);
+}
+
+const struct dist_ops geometric_ops = {
+ .name = "geometric (1-based)",
+ .sample = geometric_sample,
+ .cdf = geometric_cdf,
+ .sf = geometric_sf,
+ .icdf = geometric_icdf,
+ .isf = geometric_isf,
+};
diff --git a/src/lib/math/prob_distr.h b/src/lib/math/prob_distr.h
index c2fd6c74b..981fc2017 100644
--- a/src/lib/math/prob_distr.h
+++ b/src/lib/math/prob_distr.h
@@ -21,6 +21,13 @@ struct dist {
#define DIST_BASE(OPS) { .ops = (OPS) }
+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 *);
@@ -30,9 +37,14 @@ struct dist_ops {
double (*isf)(const struct dist *, double p);
};
-/* Geometric distribution */
+/* Geometric distribution on positive number of trials before first success */
-double geometric_sample(double p);
+struct geometric {
+ struct dist base;
+ double p; /* success probability */
+};
+
+extern const struct dist_ops geometric_ops;
/* Pareto distribution */
@@ -43,12 +55,6 @@ struct genpareto {
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 */
@@ -59,12 +65,6 @@ struct weibull {
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 */
@@ -75,12 +75,6 @@ struct log_logistic {
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 */
@@ -91,12 +85,6 @@ struct logistic {
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 */
@@ -107,12 +95,6 @@ struct uniform {
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 */
diff --git a/src/test/test_prob_distr.c b/src/test/test_prob_distr.c
index ec4e943e9..fe3969518 100644
--- a/src/test/test_prob_distr.c
+++ b/src/test/test_prob_distr.c
@@ -942,6 +942,10 @@ psi_test(const size_t C[PSI_DF], const double
logP[PSI_DF], size_t N)
static bool
test_stochastic_geometric_impl(double p)
{
+ const struct geometric geometric = {
+ .base = DIST_BASE(&geometric_ops),
+ .p = p,
+ };
double logP[PSI_DF] = {0};
unsigned ntry = NTRIALS, npass = 0;
unsigned i;
@@ -958,7 +962,7 @@ test_stochastic_geometric_impl(double p)
size_t C[PSI_DF] = {0};
for (j = 0; j < NSAMPLES; j++) {
- double n_tmp = geometric_sample(p);
+ double n_tmp = dist_sample(&geometric.base);
/* Must be an integer. (XXX -Wfloat-equal) */
tor_assert(ceil(n_tmp) <= n_tmp && ceil(n_tmp) >= n_tmp);
@@ -1006,10 +1010,10 @@ test_stochastic_geometric_impl(double p)
static void
bin_cdfs(const struct dist *dist, double lo, double hi, double *logP, size_t n)
{
-#define CDF(x) dist->ops->cdf(dist, x)
-#define SF(x) dist->ops->sf(dist, x)
+#define CDF(x) dist_cdf(dist, x)
+#define SF(x) dist_sf(dist, x)
const double w = (hi - lo)/(n - 2);
- double halfway = dist->ops->icdf(dist, 0.5);
+ double halfway = dist_icdf(dist, 0.5);
double x_0, x_1;
size_t i;
size_t n2 = ceil_to_size_t((halfway - lo)/w);
@@ -1057,7 +1061,7 @@ bin_samples(const struct dist *dist, double lo, double
hi, size_t *C, size_t n)
size_t i;
for (i = 0; i < NSAMPLES; i++) {
- double x = dist->ops->sample(dist);
+ double x = dist_sample(dist);
size_t bin;
if (x < lo)
@@ -1084,8 +1088,8 @@ test_psi_dist_sample(const struct dist *dist)
{
double logP[PSI_DF] = {0};
unsigned ntry = NTRIALS, npass = 0;
- double lo = dist->ops->icdf(dist, 1/(double)(PSI_DF + 2));
- double hi = dist->ops->isf(dist, 1/(double)(PSI_DF + 2));
+ double lo = dist_icdf(dist, 1/(double)(PSI_DF + 2));
+ double hi = dist_isf(dist, 1/(double)(PSI_DF + 2));
/* Create the null hypothesis in logP */
bin_cdfs(dist, lo, hi, logP, PSI_DF);
@@ -1102,10 +1106,10 @@ test_psi_dist_sample(const struct dist *dist)
/* Did we fail or succeed? */
if (npass >= NPASSES_MIN) {
- /* printf("pass %s sampler\n", dist->ops->name);*/
+ /* printf("pass %s sampler\n", dist_name(dist));*/
return true;
} else {
- printf("fail %s sampler\n", dist->ops->name);
+ printf("fail %s sampler\n", dist_name(dist));
return false;
}
}
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