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/*
* 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
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