Add more distributions

This commit is contained in:
gingerBill
2022-05-15 22:58:39 +01:00
parent 500150b12a
commit 5142955f00

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@@ -249,3 +249,44 @@ float64_von_mises :: proc(mean_angle, kappa: f64, r: ^Rand = nil) -> f64 {
float32_von_mises :: proc(mean_angle, kappa: f32, r: ^Rand = nil) -> f32 {
return f32(float64_von_mises(f64(mean_angle), f64(kappa), r))
}
// Cauchy-Lorentz Distribution
// `x_0` is the location, `gamma` is the scale where `gamma` > 0
float64_cauchy_lorentz :: proc(x_0, gamma: f64, r: ^Rand = nil) -> f64 {
assert(gamma > 0)
// Calculated from the inverse CDF
return math.tan(math.PI * (float64(r) - 0.5))*gamma + x_0
}
// Cauchy-Lorentz Distribution
// `x_0` is the location, `gamma` is the scale where `gamma` > 0
float32_cauchy_lorentz :: proc(x_0, gamma: f32, r: ^Rand = nil) -> f32 {
return f32(float64_cauchy_lorentz(f64(x_0), f64(gamma), r))
}
// Log Cauchy-Lorentz Distribution
// `x_0` is the location, `gamma` is the scale where `gamma` > 0
float64_log_cauchy_lorentz :: proc(x_0, gamma: f64, r: ^Rand = nil) -> f64 {
assert(gamma > 0)
return math.exp(math.tan(math.PI * (float64(r) - 0.5))*gamma + x_0)
}
// Log Cauchy-Lorentz Distribution
// `x_0` is the location, `gamma` is the scale where `gamma` > 0
float32_log_cauchy_lorentz :: proc(x_0, gamma: f32, r: ^Rand = nil) -> f32 {
return f32(float64_log_cauchy_lorentz(f64(x_0), f64(gamma), r))
}
// Laplace Distribution
// `b` is the scale where `b` > 0
float64_laplace :: proc(mean, b: f64, r: ^Rand = nil) -> f64 {
assert(b > 0)
p := float64(r)-0.5
return -math.sign(p)*math.ln(1 - 2*abs(p))*b + mean
}
float32_laplace :: proc(mean, b: f32, r: ^Rand = nil) -> f32 {
return f32(float64_laplace(f64(mean), f64(b), r))
}