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feat: add c implementation for inverse gamma dist variance
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‎lib/node_modules/@stdlib/stats/base/dists/invgamma/README.md‎

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@@ -174,6 +174,101 @@ console.log( 'Difference: %s', abs( invGammaCDF - gammaCDF ) );
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<!-- /.examples -->
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<!-- C interface documentation. -->
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* * *
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<section class="c">
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## C APIs
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<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->
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<section class="intro">
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</section>
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<!-- /.intro -->
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<!-- C usage documentation. -->
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<section class="usage">
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### Usage
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```c
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#include "stdlib/stats/base/dists/invgamma/variance.h"
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```
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#### stdlib_base_dists_invgamma_variance( alpha, beta )
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Returns the variance of an inverse gamma distribution.
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```c
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double out = stdlib_base_dists_invgamma_variance( 3.0, 5.0 );
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// returns ~6.25
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```
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The function accepts the following arguments:
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- **alpha**: `[in] double` shape parameter.
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- **beta**: `[in] double` rate parameter.
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```c
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double stdlib_base_dists_invgamma_variance( const double alpha, const double beta );
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```
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</section>
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<!-- /.usage -->
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<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="notes">
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</section>
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<!-- /.notes -->
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<!-- C API usage examples. -->
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<section class="examples">
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### Examples
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```c
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#include "stdlib/stats/base/dists/invgamma/variance.h"
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#include <stdlib.h>
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#include <stdio.h>
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static double random_uniform( const double min, const double max ) {
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double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
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return min + ( v*(max-min) );
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}
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int main( void ) {
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double alpha;
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double beta;
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double y;
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int i;
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for ( i = 0; i < 25; i++ ) {
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alpha = random_uniform( 0.0, 20.0 );
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beta = random_uniform( 0.0, 20.0 );
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y = stdlib_base_dists_invgamma_variance( alpha, beta );
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printf( "α: %lf, β: %lf, Var(X;α,β): %lf\n", alpha, beta, y );
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}
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}
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```
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</section>
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<!-- /.examples -->
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</section>
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<!-- /.c -->
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<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
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<section class="related">

‎lib/node_modules/@stdlib/stats/base/dists/invgamma/variance/benchmark/benchmark.js‎

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// MODULES //
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var bench = require( '@stdlib/bench' );
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var Float64Array = require( '@stdlib/array/float64' );
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var randu = require( '@stdlib/random/base/randu' );
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var isnan = require( '@stdlib/math/base/assert/is-nan' );
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var EPS = require( '@stdlib/constants/float64/eps' );
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bench( pkg, function benchmark( b ) {
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var alpha;
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var beta;
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var len;
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var y;
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var i;
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len = 100;
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alpha = new Float64Array( len );
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beta = new Float64Array( len );
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for ( i = 0; i < len; i++ ) {
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alpha[ i ] = ( randu() * 10.0 ) + 2.0 + EPS;
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beta[ i ] = ( randu() * 10.0 ) + EPS;
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}
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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alpha = ( randu()*10.0 ) + 2.0 + EPS;
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beta = ( randu()*10.0 ) + EPS;
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y = variance( alpha, beta );
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y = variance( alpha[ i % len ], beta[ i % len ] );
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if ( isnan( y ) ) {
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b.fail( 'should not return NaN' );
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}

‎lib/node_modules/@stdlib/stats/base/dists/invgamma/variance/benchmark/benchmark.native.js‎

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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2024 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var resolve = require( 'path' ).resolve;
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var bench = require( '@stdlib/bench' );
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var Float64Array = require( '@stdlib/array/float64' );
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var tryRequire = require( '@stdlib/utils/try-require' );
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var randu = require( '@stdlib/random/base/randu' );
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var isnan = require( '@stdlib/math/base/assert/is-nan' );
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var EPS = require( '@stdlib/constants/float64/eps' );
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var pkg = require( './../package.json' ).name;
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// VARIABLES //
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var variance = tryRequire( resolve( __dirname, './../lib/native.js' ) );
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var opts = {
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'skip': ( variance instanceof Error )
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};
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// MAIN //
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bench( pkg+'::native', opts, function benchmark( b ) {
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var alpha;
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var beta;
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var len;
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var y;
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var i;
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len = 100;
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alpha = new Float64Array( len );
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beta = new Float64Array( len );
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for ( i = 0; i < len; i++ ) {
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alpha[ i ] = ( randu() * 10.0 ) + 2.0 + EPS;
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beta[ i ] = ( randu() * 10.0 ) + EPS;
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}
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b.tic();
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for ( i = 0; i < b.iterations; i++ ) {
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y = variance( alpha[ i % len ], beta[ i % len ] );
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if ( isnan( y ) ) {
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b.fail( 'should not return NaN' );
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}
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}
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b.toc();
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if ( isnan( y ) ) {
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b.fail( 'should not return NaN' );
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}
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b.pass( 'benchmark finished' );
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b.end();
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});

‎lib/node_modules/@stdlib/stats/base/dists/invgamma/variance/benchmark/c/Makefile‎

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#/
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# @license Apache-2.0
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#
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# Copyright (c) 2024 The Stdlib Authors.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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#/
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# VARIABLES #
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ifndef VERBOSE
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QUIET := @
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else
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QUIET :=
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endif
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# Determine the OS ([1][1], [2][2]).
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#
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# [1]: https://en.wikipedia.org/wiki/Uname#Examples
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# [2]: http://stackoverflow.com/a/27776822/2225624
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OS ?= $(shell uname)
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ifneq (, $(findstring MINGW,$(OS)))
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OS := WINNT
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else
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ifneq (, $(findstring MSYS,$(OS)))
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OS := WINNT
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else
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ifneq (, $(findstring CYGWIN,$(OS)))
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OS := WINNT
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else
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ifneq (, $(findstring Windows_NT,$(OS)))
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OS := WINNT
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endif
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endif
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endif
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endif
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# Define the program used for compiling C source files:
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ifdef C_COMPILER
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CC := $(C_COMPILER)
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else
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CC := gcc
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endif
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# Define the command-line options when compiling C files:
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CFLAGS ?= \
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-std=c99 \
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-O3 \
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-Wall \
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-pedantic
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# Determine whether to generate position independent code ([1][1], [2][2]).
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#
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# [1]: https://gcc.gnu.org/onlinedocs/gcc/Code-Gen-Options.html#Code-Gen-Options
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# [2]: http://stackoverflow.com/questions/5311515/gcc-fpic-option
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ifeq ($(OS), WINNT)
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fPIC ?=
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else
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fPIC ?= -fPIC
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endif
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# List of includes (e.g., `-I /foo/bar -I /beep/boop/include`):
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INCLUDE ?=
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# List of source files:
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SOURCE_FILES ?=
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# List of libraries (e.g., `-lopenblas -lpthread`):
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LIBRARIES ?=
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# List of library paths (e.g., `-L /foo/bar -L /beep/boop`):
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LIBPATH ?=
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# List of C targets:
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c_targets := benchmark.out
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# RULES #
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#/
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# Compiles source files.
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#
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# @param {string} [C_COMPILER] - C compiler (e.g., `gcc`)
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# @param {string} [CFLAGS] - C compiler options
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# @param {(string|void)} [fPIC] - compiler flag determining whether to generate position independent code (e.g., `-fPIC`)
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# @param {string} [INCLUDE] - list of includes (e.g., `-I /foo/bar -I /beep/boop/include`)
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# @param {string} [SOURCE_FILES] - list of source files
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# @param {string} [LIBPATH] - list of library paths (e.g., `-L /foo/bar -L /beep/boop`)
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# @param {string} [LIBRARIES] - list of libraries (e.g., `-lopenblas -lpthread`)
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#
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# @example
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# make
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#
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# @example
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# make all
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#/
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all: $(c_targets)
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.PHONY: all
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#/
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# Compiles C source files.
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#
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# @private
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# @param {string} CC - C compiler (e.g., `gcc`)
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# @param {string} CFLAGS - C compiler options
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# @param {(string|void)} fPIC - compiler flag determining whether to generate position independent code (e.g., `-fPIC`)
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# @param {string} INCLUDE - list of includes (e.g., `-I /foo/bar`)
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# @param {string} SOURCE_FILES - list of source files
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# @param {string} LIBPATH - list of library paths (e.g., `-L /foo/bar`)
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# @param {string} LIBRARIES - list of libraries (e.g., `-lopenblas`)
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#/
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$(c_targets): %.out: %.c
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$(QUIET) $(CC) $(CFLAGS) $(fPIC) $(INCLUDE) -o $@ $(SOURCE_FILES) $< $(LIBPATH) -lm $(LIBRARIES)
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#/
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# Runs compiled benchmarks.
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#
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# @example
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# make run
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#/
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run: $(c_targets)
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$(QUIET) ./$<
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.PHONY: run
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#/
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# Removes generated files.
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#
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# @example
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# make clean
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#/
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clean:
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$(QUIET) -rm -f *.o *.out
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.PHONY: clean

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