File: rhyper.c

package info (click to toggle)
altree 1.3.1-4
  • links: PTS, VCS
  • area: main
  • in suites: stretch
  • size: 10,912 kB
  • sloc: perl: 3,483; ansic: 1,716; sh: 100; pascal: 66; makefile: 14
file content (506 lines) | stat: -rw-r--r-- 12,114 bytes parent folder | download | duplicates (7)
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
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
/*
 *  Mathlib : A C Library of Special Functions
 *  Copyright (C) 1998 Ross Ihaka
 *  Copyright (C) 2000-2012 The R Core Team
 *  Copyright (C) 2005	The R Foundation
 *
 *  This program is free software; you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation; either version 2 of the License, or
 *  (at your option) any later version.
 *
 *  This program is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU General Public License for more details.
 *
 *  You should have received a copy of the GNU General Public License
 *  along with this program; if not, a copy is available at
 *  http://www.r-project.org/Licenses/
 *
 *  SYNOPSIS
 *
 *    #include <Rmath.h>
 *    double rhyper(double NR, double NB, double n);
 *
 *  DESCRIPTION
 *
 *    Random variates from the hypergeometric distribution.
 *    Returns the number of white balls drawn when kk balls
 *    are drawn at random from an urn containing nn1 white
 *    and nn2 black balls.
 *
 *  REFERENCE
 *
 *    V. Kachitvichyanukul and B. Schmeiser (1985).
 *    ``Computer generation of hypergeometric random variates,''
 *    Journal of Statistical Computation and Simulation 22, 127-145.
 *
 *    The original algorithm had a bug -- R bug report PR#7314 --
 *    giving numbers slightly too small in case III h2pe
 *    where (m < 100 || ix <= 50) , see below.
 */

#include "mt19937ar.h"
#include "debug.h"
#include "stdio.h"
#include "stdlib.h"
#include <math.h>
#include "rhyper.h"

/* afc(i) :=  ln( i! )	[logarithm of the factorial i.
 *	   If (i > 7), use Stirling's approximation, otherwise use table lookup.
*/

struct afc_data {
    int computed;
    double al[1756];
};

double compute(int n, struct afc_data * __restrict__ data) {
    static long double cur=3628800;
    static int i=11;
    static volatile int mutex=0;

    while (__sync_lock_test_and_set(&mutex, 1)) {
	/* Internal loop with only read to avoid cache line ping-pong
	   on multi-processors */
	while(mutex) {
	    /* spinlock */
	}
     }

     for(; i<=n; i++) {
	cur*=i;
	data->al[i+1]=logl(cur);
     }
     data->computed=n;
     __sync_lock_release(&mutex);
     return data->al[i];
};

static double afc(int i)
{
    double di, value;
    static struct afc_data data = {
	.computed = 10,
	.al = {
	    0.0,
	    0,/*ln(0!)*/
	    0,/*ln(1!)*/
	    0.693147180559945309,/*ln(2!)*/
	    1.791759469228055,/*ln(3!)*/
	    3.17805383034794562,/*ln(4!)*/
	    4.78749174278204599,/*ln(5!)*/
	    6.579251212010101,/*ln(6!)*/
	    8.5251613610654143,/*ln(7!)*/
	    10.6046029027452502,/*ln(8!)*/
	    12.8018274800814696,/*ln(9!)*/
	    15.1044125730755153,/*ln(10!)*/
	}
    };

    if (i < 0) {
      fprintf(stderr, "rhyper.c: afc(i), i=%d < 0 -- SHOULD NOT HAPPEN!\n", i);
      exit(1);
    } else if (i <= data.computed) {
	value = data.al[i + 1];
    } else if (i <= 1754) {
	value = compute(i, &data);
    } else {
	di = i;
	value = (di + 0.5) * log(di) - di + 0.08333333333333 / di
	    - 0.00277777777777 / di / di / di + 0.9189385332;
    }
    return value;
}

#define imin2(a,b) ({ \
	typeof(a) _a=(a); \
	typeof(b) _b=(b); \
	(_a < _b) ? _a : _b ;\
})

#define imax2(a,b) ({ \
	typeof(a) _a=(a); \
	typeof(b) _b=(b); \
	(_a > _b) ? _a : _b ;\
})

#define unif_rand() genrand_real2()

int rhyper(int nn1, int nn2, int kk)
{
    const static double con = 57.56462733;
    const static double deltal = 0.0078;
    const static double deltau = 0.0034;
    const static double scale = 1e25;

    /* extern double afc(int); */

    int i, ix;
    int reject, setup1, setup2;

    double e, f, g, p, r, t, u, v, y;
    double de, dg, dr, ds, dt, gl, gu, nk, nm, ub;
    double xk, xm, xn, y1, ym, yn, yk, alv;

    /* These should become `thread_local globals' : */
    //int ks = -1;
    //int n1s = -1, n2s = -1;

    int k, m;
    int minjx, maxjx, n1, n2;

    double a, d, s, w;
    double tn, xl, xr, kl, kr, lamdl, lamdr, p1, p2, p3;


    /* check parameter validity */

    if (nn1 < 0 || nn2 < 0 || kk < 0 || kk > nn1 + nn2)
	return -1;

    /* if new parameter values, initialize */
    reject = 1;
    //if (nn1 != n1s || nn2 != n2s) {
	setup1 = 1;	setup2 = 1;
    /*} else if (kk != ks) {
	setup1 = 0;	setup2 = 1;
    } else {
	setup1 = 0;	setup2 = 0;
    }*/
    if (setup1) {
	//n1s = nn1;
	//n2s = nn2;
	tn = nn1 + nn2;
	if (nn1 <= nn2) {
	    n1 = nn1;
	    n2 = nn2;
	} else {
	    n1 = nn2;
	    n2 = nn1;
	}
    }
    if (setup2) {
	//ks = kk;
	if (kk + kk >= tn) {
	    k = (int)(tn - kk);
	} else {
	    k = kk;
	}
    }
    if (setup1 || setup2) {
	m = (int) ((k + 1.0) * (n1 + 1.0) / (tn + 2.0));
	minjx = imax2(0, k - n2);
	maxjx = imin2(n1, k);
    }
    /* generate random variate --- Three basic cases */

    if (minjx == maxjx) { /* I: degenerate distribution ---------------- */
	ix = maxjx;
	/* return ix;
	   No, need to unmangle <TSL>*/
	/* return appropriate variate */

	if (kk + kk >= tn) {
	  if (nn1 > nn2) {
	    ix = kk - nn2 + ix;
	  } else {
	    ix = nn1 - ix;
	  }
	} else {
	  if (nn1 > nn2)
	    ix = kk - ix;
	}
	//debug("RHYPER: (%i, %i, %i)=%i", nn1, nn2, kk, ix);
	assert(ix <= nn1);
	assert(kk-ix <= nn2);
	assert(ix <= kk);
	assert(0 <= ix);
	return ix;

    } else if (m - minjx < 10) { /* II: inverse transformation ---------- */
	if (setup1 || setup2) {
	    if (k < n2) {
		w = exp(con + afc(n2) + afc(n1 + n2 - k)
			- afc(n2 - k) - afc(n1 + n2));
	    } else {
		w = exp(con + afc(n1) + afc(k)
			- afc(k - n2) - afc(n1 + n2));
	    }
	}
      L10:
	p = w;
	ix = minjx;
	u = unif_rand() * scale;
      L20:
	if (u > p) {
	    u -= p;
	    p *= (n1 - ix) * (k - ix);
	    ix++;
	    p = p / ix / (n2 - k + ix);
	    if (ix > maxjx)
		goto L10;
	    goto L20;
	}
    } else { /* III : h2pe --------------------------------------------- */

	if (setup1 || setup2) {
	    s = sqrt((tn - k) * k * n1 * n2 / (tn - 1) / tn / tn);

	    /* remark: d is defined in reference without int. */
	    /* the truncation centers the cell boundaries at 0.5 */

	    d = (int) (1.5 * s) + .5;
	    xl = m - d + .5;
	    xr = m + d + .5;
	    a = afc(m) + afc(n1 - m) + afc(k - m) + afc(n2 - k + m);
	    kl = exp(a - afc((int) (xl)) - afc((int) (n1 - xl))
		     - afc((int) (k - xl))
		     - afc((int) (n2 - k + xl)));
	    kr = exp(a - afc((int) (xr - 1))
		     - afc((int) (n1 - xr + 1))
		     - afc((int) (k - xr + 1))
		     - afc((int) (n2 - k + xr - 1)));
	    lamdl = -log(xl * (n2 - k + xl) / (n1 - xl + 1) / (k - xl + 1));
	    lamdr = -log((n1 - xr + 1) * (k - xr + 1) / xr / (n2 - k + xr));
	    p1 = d + d;
	    p2 = p1 + kl / lamdl;
	    p3 = p2 + kr / lamdr;
	}
      L30:
	u = unif_rand() * p3;
	v = unif_rand();
	if (u < p1) {		/* rectangular region */
	    ix = (int) (xl + u);
	} else if (u <= p2) {	/* left tail */
	    ix = (int) (xl + log(v) / lamdl);
	    if (ix < minjx)
		goto L30;
	    v = v * (u - p1) * lamdl;
	} else {		/* right tail */
	    ix = (int) (xr - log(v) / lamdr);
	    if (ix > maxjx)
		goto L30;
	    v = v * (u - p2) * lamdr;
	}

	/* acceptance/rejection test */

	if (m < 100 || ix <= 50) {
	    /* explicit evaluation */
	    /* The original algorithm (and TOMS 668) have
		   f = f * i * (n2 - k + i) / (n1 - i) / (k - i);
	       in the (m > ix) case, but the definition of the
	       recurrence relation on p134 shows that the +1 is
	       needed. */
	    f = 1.0;
	    if (m < ix) {
		for (i = m + 1; i <= ix; i++)
		    f = f * (n1 - i + 1) * (k - i + 1) / (n2 - k + i) / i;
	    } else if (m > ix) {
		for (i = ix + 1; i <= m; i++)
		    f = f * i * (n2 - k + i) / (n1 - i + 1) / (k - i + 1);
	    }
	    if (v <= f) {
		reject = 0;
	    }
	} else {
	    /* squeeze using upper and lower bounds */
	    y = ix;
	    y1 = y + 1.0;
	    ym = y - m;
	    yn = n1 - y + 1.0;
	    yk = k - y + 1.0;
	    nk = n2 - k + y1;
	    r = -ym / y1;
	    s = ym / yn;
	    t = ym / yk;
	    e = -ym / nk;
	    g = yn * yk / (y1 * nk) - 1.0;
	    dg = 1.0;
	    if (g < 0.0)
		dg = 1.0 + g;
	    gu = g * (1.0 + g * (-0.5 + g / 3.0));
	    gl = gu - .25 * (g * g * g * g) / dg;
	    xm = m + 0.5;
	    xn = n1 - m + 0.5;
	    xk = k - m + 0.5;
	    nm = n2 - k + xm;
	    ub = y * gu - m * gl + deltau
		+ xm * r * (1. + r * (-0.5 + r / 3.0))
		+ xn * s * (1. + s * (-0.5 + s / 3.0))
		+ xk * t * (1. + t * (-0.5 + t / 3.0))
		+ nm * e * (1. + e * (-0.5 + e / 3.0));
	    /* test against upper bound */
	    alv = log(v);
	    if (alv > ub) {
		reject = 1;
	    } else {
				/* test against lower bound */
		dr = xm * (r * r * r * r);
		if (r < 0.0)
		    dr /= (1.0 + r);
		ds = xn * (s * s * s * s);
		if (s < 0.0)
		    ds /= (1.0 + s);
		dt = xk * (t * t * t * t);
		if (t < 0.0)
		    dt /= (1.0 + t);
		de = nm * (e * e * e * e);
		if (e < 0.0)
		    de /= (1.0 + e);
		if (alv < ub - 0.25 * (dr + ds + dt + de)
		    + (y + m) * (gl - gu) - deltal) {
		    reject = 0;
		}
		else {
		    /* * Stirling's formula to machine accuracy
		     */
		    if (alv <= (a - afc(ix) - afc(n1 - ix)
				- afc(k - ix) - afc(n2 - k + ix))) {
			reject = 0;
		    } else {
			reject = 1;
		    }
		}
	    }
	}
	if (reject)
	    goto L30;
    }

    /* return appropriate variate */

    if (kk + kk >= tn) {
	if (nn1 > nn2) {
	    ix = kk - nn2 + ix;
	} else {
	    ix = nn1 - ix;
	}
    } else {
	if (nn1 > nn2)
	    ix = kk - ix;
    }
    //debug("RHYPER: (%i, %i, %i)=%i", nn1, nn2, kk, ix);
    assert(ix <= nn1);
    assert(kk-ix <= nn2);
    assert(ix <= kk);
    assert(0 <= ix);
    return ix;
}

#if TEST_AFC
static double origafc(int i)
{
    const static double al[9] =
    {
	0.0,
	0.0,/*ln(0!)=ln(1)*/
	0.0,/*ln(1!)=ln(1)*/
	0.69314718055994530941723212145817,/*ln(2) */
	1.79175946922805500081247735838070,/*ln(6) */
	3.17805383034794561964694160129705,/*ln(24)*/
	4.78749174278204599424770093452324,
	6.57925121201010099506017829290394,
	8.52516136106541430016553103634712
	/*, 10.60460290274525022841722740072165*/
    };
    double di, value;

    if (i < 0) {
      fprintf(stderr, "rhyper.c: afc(i), i=%d < 0 -- SHOULD NOT HAPPEN!\n", i);
      exit(1);
    } else if (i <= 7) {
	value = al[i + 1];
    } else {
	di = i;
	value = (di + 0.5) * log(di) - di + 0.08333333333333 / di
	    - 0.00277777777777 / di / di / di + 0.9189385332;
    }
    return value;
}

static double afc2(int n)
{
	static const double logpi=__builtin_log(M_PI);
	
	return n*log(n)-n+log(n*(1+4*n*(1+2*n)))/6+logpi/2;
}

static double afc3(int n)
{
	static const double logpi=__builtin_log(M_PI);
	
	return n*log(n)-n+log(1+1/(2*n)+1/(8*n*n))/6+log(2*n)/2+logpi/2;
}

static double afc4(int n)
{
	static const double logpi=__builtin_log(M_PI);
	static const double log2=__builtin_log(2);
	double logn=log(n);
	
	return n*logn-n+log(1+1/(2*n)+1/(8*n*n))/6+(logn+(logpi+log2))/2;
}

static double afc5(int n)
{
	static long long int cur=1;
	static int i=1;

	for(; i<=n; i++) {
		cur*=i;
	}
	//printf(" %lli %i %i ", cur, i, n);
	return log(cur);
}

static double afc6(int n)
{
	static long double cur=1;
	static int i=1;

	for(; i<=n; i++) {
		cur*=i;
	}
	//printf(" %lli %i %i ", cur, i, n);
	return logl(cur);
}

static double afc7(int n)
{
	static long double cur=1;
	static int i=1;

	for(; i<=n; i++) {
		cur*=i;
	}
	//printf(" %lli %i %i ", cur, i, n);
	printf("\t%.18Lg, /* ln(%i!) = ln(%.0Lf) */\n",logl(cur),n,cur);
	return logl(cur);
}

static void compare(int k) {
	int i;
	printf("           %20s / %20s / %23s / %23s / %23s / %23sg / \n",
		"ref=exact(long double)", "my", "orig-ref", "orig-my", "my-ref", "exact(double)-ref");
	for (i=1; i<=k; i++) {
		double ref=afc6(i);
		double ref2=afc(i);
		printf("log %4i! = %20.17lg / %20.17lg / %13.7lg / %13.7lg / %13.7lg / %13.7lg / %13.7lg / %13.7lg / %13.7lg\n",
			i, ref, ref2, origafc(i)-ref, origafc(i)-ref2, afc(i)-ref, afc5(i)-ref, afc2(i)-ref, afc3(i)-ref, afc4(i)-ref);
	}
	for (i=1; i<=50; i++) {
		afc7(i);
	}
	return;
}

int main(int argc, char**argv) {

	compare(1755);
	return 0;
}
#endif