f2dc2027f6
in the original GitHub fork: https://github.com/ntoronto/racket Some things about this are known to be broken (most egregious is that the array tests DO NOT RUN because of a problem in typed/rackunit), about half has no coverage in the tests, and half has no documentation. Fixes and docs are coming. This is committed now to allow others to find errors and inconsistency in the things that appear to be working, and to give the author a (rather incomplete) sense of closure.
30 lines
976 B
Racket
30 lines
976 B
Racket
#lang typed/racket/base
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(require racket/performance-hint
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"../../../flonum.rkt"
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"normal-utils.rkt")
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(provide standard-flnormal-log-pdf
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standard-flnormal-pdf)
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(begin-encourage-inline
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(: standard-flnormal-log-pdf (Float -> Float))
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;; For x small, relative error is less than epsilon.0; stays under (* 2 epsilon.0)
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(define (standard-flnormal-log-pdf x)
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(fl- (fl* (fl* -0.5 x) x) logsqrt2pi.0))
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(: standard-flnormal-pdf (Float -> Float))
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(define (standard-flnormal-pdf x)
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(cond [(x . fl> . 37.8)
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;; We're in the badlands... do *stuff* to reduce relative error
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(cond [(x . fl> . +standard-normal-pdf-max.0) 0.0]
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[(x . fl> . 38.555) +min.0]
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[else
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;; Using the log pdf seems to be more stable here
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(flexp (standard-flnormal-log-pdf x))])]
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[else
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(fl/ (flexp-1/2*x^2 x) sqrt2pi.0)]))
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) ; begin-encourage-inline
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