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235 lines
5.0 KiB
235 lines
5.0 KiB
/*
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* Experimental data distribution table generator
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* Taken from the uncopyrighted NISTnet code (public domain).
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*
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* Read in a series of "random" data values, either
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* experimentally or generated from some probability distribution.
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* From this, create the inverse distribution table used to approximate
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* the distribution.
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*/
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#include <stdio.h>
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#include <stdlib.h>
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#include <math.h>
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#include <malloc.h>
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#include <string.h>
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#include <sys/types.h>
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#include <sys/stat.h>
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double *
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readdoubles(FILE *fp, int *number)
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{
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struct stat info;
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double *x;
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int limit;
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int n=0, i;
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if (!fstat(fileno(fp), &info) &&
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info.st_size > 0) {
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limit = 2*info.st_size/sizeof(double); /* @@ approximate */
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} else {
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limit = 10000;
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}
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x = calloc(limit, sizeof(double));
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if (!x) {
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perror("double alloc");
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exit(3);
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}
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for (i=0; i<limit; ++i){
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if (fscanf(fp, "%lf", &x[i]) != 1 ||
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feof(fp))
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break;
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++n;
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}
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*number = n;
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return x;
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}
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void
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arraystats(double *x, int limit, double *mu, double *sigma, double *rho)
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{
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int n=0, i;
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double sumsquare=0.0, sum=0.0, top=0.0;
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double sigma2=0.0;
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for (i=0; i<limit; ++i){
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sumsquare += x[i]*x[i];
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sum += x[i];
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++n;
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}
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*mu = sum/(double)n;
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*sigma = sqrt((sumsquare - (double)n*(*mu)*(*mu))/(double)(n-1));
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for (i=1; i < n; ++i){
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top += ((double)x[i]- *mu)*((double)x[i-1]- *mu);
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sigma2 += ((double)x[i-1] - *mu)*((double)x[i-1] - *mu);
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}
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*rho = top/sigma2;
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}
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/* Create a (normalized) distribution table from a set of observed
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* values. The table is fixed to run from (as it happens) -4 to +4,
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* with granularity .00002.
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*/
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#define TABLESIZE 16384/4
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#define TABLEFACTOR 8192
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#ifndef MINSHORT
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#define MINSHORT -32768
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#define MAXSHORT 32767
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#endif
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/* Since entries in the inverse are scaled by TABLEFACTOR, and can't be bigger
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* than MAXSHORT, we don't bother looking at a larger domain than this:
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*/
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#define DISTTABLEDOMAIN ((MAXSHORT/TABLEFACTOR)+1)
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#define DISTTABLEGRANULARITY 50000
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#define DISTTABLESIZE (DISTTABLEDOMAIN*DISTTABLEGRANULARITY*2)
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static int *
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makedist(double *x, int limit, double mu, double sigma)
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{
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int *table;
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int i, index, first=DISTTABLESIZE, last=0;
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double input;
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table = calloc(DISTTABLESIZE, sizeof(int));
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if (!table) {
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perror("table alloc");
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exit(3);
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}
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for (i=0; i < limit; ++i) {
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/* Normalize value */
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input = (x[i]-mu)/sigma;
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index = (int)rint((input+DISTTABLEDOMAIN)*DISTTABLEGRANULARITY);
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if (index < 0) index = 0;
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if (index >= DISTTABLESIZE) index = DISTTABLESIZE-1;
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++table[index];
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if (index > last)
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last = index +1;
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if (index < first)
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first = index;
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}
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return table;
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}
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/* replace an array by its cumulative distribution */
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static void
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cumulativedist(int *table, int limit, int *total)
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{
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int accum=0;
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while (--limit >= 0) {
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accum += *table;
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*table++ = accum;
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}
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*total = accum;
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}
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static short *
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inverttable(int *table, int inversesize, int tablesize, int cumulative)
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{
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int i, inverseindex, inversevalue;
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short *inverse;
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double findex, fvalue;
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inverse = (short *)malloc(inversesize*sizeof(short));
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for (i=0; i < inversesize; ++i) {
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inverse[i] = MINSHORT;
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}
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for (i=0; i < tablesize; ++i) {
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findex = ((double)i/(double)DISTTABLEGRANULARITY) - DISTTABLEDOMAIN;
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fvalue = (double)table[i]/(double)cumulative;
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inverseindex = (int)rint(fvalue*inversesize);
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inversevalue = (int)rint(findex*TABLEFACTOR);
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if (inversevalue <= MINSHORT) inversevalue = MINSHORT+1;
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if (inversevalue > MAXSHORT) inversevalue = MAXSHORT;
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if (inverseindex >= inversesize) inverseindex = inversesize- 1;
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inverse[inverseindex] = inversevalue;
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}
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return inverse;
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}
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/* Run simple linear interpolation over the table to fill in missing entries */
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static void
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interpolatetable(short *table, int limit)
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{
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int i, j, last, lasti = -1;
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last = MINSHORT;
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for (i=0; i < limit; ++i) {
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if (table[i] == MINSHORT) {
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for (j=i; j < limit; ++j)
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if (table[j] != MINSHORT)
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break;
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if (j < limit) {
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table[i] = last + (i-lasti)*(table[j]-last)/(j-lasti);
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} else {
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table[i] = last + (i-lasti)*(MAXSHORT-last)/(limit-lasti);
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}
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} else {
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last = table[i];
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lasti = i;
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}
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}
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}
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static void
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printtable(const short *table, int limit)
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{
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int i;
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printf("# This is the distribution table for the experimental distribution.\n");
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for (i=0 ; i < limit; ++i) {
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printf("%d%c", table[i],
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(i % 8) == 7 ? '\n' : ' ');
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}
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}
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int
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main(int argc, char **argv)
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{
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FILE *fp;
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double *x;
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double mu, sigma, rho;
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int limit;
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int *table;
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short *inverse;
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int total;
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if (argc > 1) {
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if (!(fp = fopen(argv[1], "r"))) {
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perror(argv[1]);
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exit(1);
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}
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} else {
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fp = stdin;
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}
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x = readdoubles(fp, &limit);
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if (limit <= 0) {
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fprintf(stderr, "Nothing much read!\n");
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exit(2);
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}
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arraystats(x, limit, &mu, &sigma, &rho);
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#ifdef DEBUG
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fprintf(stderr, "%d values, mu %10.4f, sigma %10.4f, rho %10.4f\n",
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limit, mu, sigma, rho);
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#endif
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table = makedist(x, limit, mu, sigma);
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free((void *) x);
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cumulativedist(table, DISTTABLESIZE, &total);
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inverse = inverttable(table, TABLESIZE, DISTTABLESIZE, total);
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interpolatetable(inverse, TABLESIZE);
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printtable(inverse, TABLESIZE);
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return 0;
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}
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