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feat: add C implementation for @stdlib/stats/base/dists/lognormal/qua…
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…ntil

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saurabhraghuvanshii committed Jan 9, 2025
1 parent 46c4a90 commit 5e65610
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Expand Up @@ -151,6 +151,101 @@ for ( i = 0; i < 10; i++ ) {

<!-- /.examples -->

<!-- C interface documentation. -->

* * *

<section class="c">

## C APIs

<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->

<section class="intro">

</section>

<!-- /.intro -->

<!-- C usage documentation. -->

<section class="usage">

### Usage

```c
#include "stdlib/stats/base/dists/lognormal/quantile.h"
```

#### stdlib_base_dists_lognormal_quantile( mu, sigma )

Returns the quantile for a lognormal distribution with location `mu` and scale `sigma`.

```c
double out = stdlib_base_dists_lognormal_quantile( 0.0, 1.0 );
// returns ~4.671
```

The function accepts the following arguments:

- **mu**: `[in] double` location parameter.
- **sigma**: `[in] double` scale parameter.

```c
double stdlib_base_dists_lognormal_quantile( const double mu, const double sigma );
```
</section>
<!-- /.usage -->
<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
<section class="notes">
</section>
<!-- /.notes -->
<!-- C API usage examples. -->
<section class="examples">
### Examples
```c
#include "stdlib/stats/base/dists/lognormal/quantile.h"
#include <stdlib.h>
#include <stdio.h>
static double random_uniform( const double min, const double max ) {
double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
return min + ( v*(max-min) );
}
int main( void ) {
double sigma;
double mu;
double y;
int i;
for ( i = 0; i < 25; i++ ) {
mu = random_uniform( 0.0, 10.0 ) - 5.0;
sigma = random_uniform( 0.0, 20.0 );
y = stdlib_base_dists_lognormal_quantile( mu, sigma );
printf( "µ: %lf, σ: %lf, Var(X;µ,σ): %lf\n", mu, sigma, y );
}
}
```

</section>

<!-- /.examples -->

</section>

<!-- /.c -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">
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Expand Up @@ -21,6 +21,7 @@
// MODULES //

var bench = require( '@stdlib/bench' );
var Float64Array = require( '@stdlib/array/float64' );
var randu = require( '@stdlib/random/base/randu' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var EPS = require( '@stdlib/constants/float64/eps' );
Expand All @@ -32,17 +33,24 @@ var quantile = require( './../lib' );

bench( pkg, function benchmark( b ) {
var sigma;
var len;
var mu;
var p;
var y;
var i;

len = 100;
mu = new Float64Array( len );
sigma = new Float64Array( len );
for ( i = 0; i < len; i++ ) {
mu[ i ] = ( randu() * 100.0 ) - 50.0;
sigma[ i ] = ( randu() * 20.0 ) + EPS;
}

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
p = randu();
mu = ( randu()*100.0 ) - 50.0;
sigma = ( randu()*20.0 ) + EPS;
y = quantile( p, mu, sigma );
y = quantile( p, mu[ i % len ], sigma[ i % len ] );
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
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@@ -0,0 +1,99 @@
/**
* @license Apache-2.0
*
* Copyright (c) 2025 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/

'use strict';

// MODULES //

var bench = require( '@stdlib/bench' );
var Float64Array = require( '@stdlib/array/float64' );
var randu = require( '@stdlib/random/base/randu' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var EPS = require( '@stdlib/constants/float64/eps' );
var pkg = require( './../package.json' ).name;
var quantile = require( './../lib' );


// VARIABLES //

var opts = {
'skip': ( quantile instanceof Error )
};


// MAIN //

bench( pkg, opts, function benchmark( b ) {
var sigma;
var len;
var mu;
var p;
var y;
var i;

len = 100;
mu = new Float64Array( len );
sigma = new Float64Array( len );
for ( i = 0; i < len; i++ ) {
mu[ i ] = ( randu() * 100.0 ) - 50.0;
sigma[ i ] = ( randu() * 20.0 ) + EPS;
}

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
p = randu();
y = quantile( p, mu[ i % len ], sigma[ i % len ] );
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
}
b.toc();
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
b.pass( 'benchmark finished' );
b.end();
});

bench( pkg+':factory', opts, function benchmark( b ) {
var myquantile;
var sigma;
var mu;
var p;
var y;
var i;

mu = 10.0;
sigma = 4.0;
myquantile = quantile.factory( mu, sigma );

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
p = randu();
y = myquantile( p );
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
}
b.toc();
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
b.pass( 'benchmark finished' );
b.end();
});
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@@ -0,0 +1,146 @@
#/
# @license Apache-2.0
#
# Copyright (c) 2025 The Stdlib Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#/

# VARIABLES #

ifndef VERBOSE
QUIET := @
else
QUIET :=
endif

# Determine the OS ([1][1], [2][2]).
#
# [1]: https://en.wikipedia.org/wiki/Uname#Examples
# [2]: http://stackoverflow.com/a/27776822/2225624
OS ?= $(shell uname)
ifneq (, $(findstring MINGW,$(OS)))
OS := WINNT
else
ifneq (, $(findstring MSYS,$(OS)))
OS := WINNT
else
ifneq (, $(findstring CYGWIN,$(OS)))
OS := WINNT
else
ifneq (, $(findstring Windows_NT,$(OS)))
OS := WINNT
endif
endif
endif
endif

# Define the program used for compiling C source files:
ifdef C_COMPILER
CC := $(C_COMPILER)
else
CC := gcc
endif

# Define the command-line options when compiling C files:
CFLAGS ?= \
-std=c99 \
-O3 \
-Wall \
-pedantic

# Determine whether to generate position independent code ([1][1], [2][2]).
#
# [1]: https://gcc.gnu.org/onlinedocs/gcc/Code-Gen-Options.html#Code-Gen-Options
# [2]: http://stackoverflow.com/questions/5311515/gcc-fpic-option
ifeq ($(OS), WINNT)
fPIC ?=
else
fPIC ?= -fPIC
endif

# List of includes (e.g., `-I /foo/bar -I /beep/boop/include`):
INCLUDE ?=

# List of source files:
SOURCE_FILES ?=

# List of libraries (e.g., `-lopenblas -lpthread`):
LIBRARIES ?=

# List of library paths (e.g., `-L /foo/bar -L /beep/boop`):
LIBPATH ?=

# List of C targets:
c_targets := benchmark.out


# RULES #

#/
# Compiles source files.
#
# @param {string} [C_COMPILER] - C compiler (e.g., `gcc`)
# @param {string} [CFLAGS] - C compiler options
# @param {(string|void)} [fPIC] - compiler flag determining whether to generate position independent code (e.g., `-fPIC`)
# @param {string} [INCLUDE] - list of includes (e.g., `-I /foo/bar -I /beep/boop/include`)
# @param {string} [SOURCE_FILES] - list of source files
# @param {string} [LIBPATH] - list of library paths (e.g., `-L /foo/bar -L /beep/boop`)
# @param {string} [LIBRARIES] - list of libraries (e.g., `-lopenblas -lpthread`)
#
# @example
# make
#
# @example
# make all
#/
all: $(c_targets)

.PHONY: all

#/
# Compiles C source files.
#
# @private
# @param {string} CC - C compiler (e.g., `gcc`)
# @param {string} CFLAGS - C compiler options
# @param {(string|void)} fPIC - compiler flag determining whether to generate position independent code (e.g., `-fPIC`)
# @param {string} INCLUDE - list of includes (e.g., `-I /foo/bar`)
# @param {string} SOURCE_FILES - list of source files
# @param {string} LIBPATH - list of library paths (e.g., `-L /foo/bar`)
# @param {string} LIBRARIES - list of libraries (e.g., `-lopenblas`)
#/
$(c_targets): %.out: %.c
$(QUIET) $(CC) $(CFLAGS) $(fPIC) $(INCLUDE) -o $@ $(SOURCE_FILES) $< $(LIBPATH) -lm $(LIBRARIES)

#/
# Runs compiled benchmarks.
#
# @example
# make run
#/
run: $(c_targets)
$(QUIET) ./$<

.PHONY: run

#/
# Removes generated files.
#
# @example
# make clean
#/
clean:
$(QUIET) -rm -f *.o *.out

.PHONY: clean
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