add example and code

CDF_snake/__init__.py

@@ -0,0 +1 @@
+from CDF_snake.interpolate import *

CDF_snake/interpolate.py

@@ -0,0 +1,39 @@
+import numpy as np
+try:
+    import cupy as cp
+    CDF_SNAKE_GPU_AVAILABLE = True
+except ImportError or ModuleNotFoundError:
+    CDF_SNAKE_GPU_AVAILABLE = False
+
+class CDFSnake:
+    def __init__(self, grid_values, pdfs, normalise_cdfs=False, use_gpu=False, cache_cdfs=False) -> None:
+        if use_gpu and CDF_SNAKE_GPU_AVAILABLE:
+            xp = cp
+        else:
+            xp = np
+
+        self.xp = xp
+        self.grid_values = self.xp.asarray(grid_values)
+        self.dx = self.xp.append(0, self.xp.diff(self.grid_values))
+        self.pdfs = self.xp.asarray(pdfs)
+        self.num_pdfs = self.pdfs.shape[1]
+        self.arange = self.xp.arange(self.num_pdfs)
+        self.max_grid_value = self.grid_values.max()
+
+        self.grid_snake = (self.grid_values[:,None] + self.max_grid_value*self.arange[None,:]).T.flatten()
+        self.construct_snake(normalise_cdfs, cache_cdfs)
+
+    def construct_snake(self, normalise_cdfs, cache_cdfs):
+        cdfs = self.xp.nan_to_num(self.xp.cumsum(self.pdfs, axis=0)*self.dx[:,None])
+        if normalise_cdfs:
+            cdfs /= cdfs.max(axis=0)
+        if cache_cdfs:
+            self.cdfs = cdfs
+        self.cdf_snake = (cdfs + self.arange[None,:]).T.flatten()
+
+    def sample_snake(self):
+        self.uniform_samples = self.xp.random.uniform(0,1, size=self.num_pdfs)
+        self.random_sample_snake = self.uniform_samples + self.arange
+
+        inverse_samples = self.xp.interp(self.random_sample_snake, self.cdf_snake, self.grid_snake) - self.max_grid_value*self.arange
+        return inverse_samples

README.md

@@ -1,2 +1,2 @@
-# snake_interpolate
-A handy tool for performing efficient one-dimensional interpolation over many x-grids that share a common y-grid.
+# CDF_snake
+A handy tool for performing efficient inverse-transform sampling of one-dimensional conditional probability distributions.

pyproject.toml

@@ -0,0 +1,54 @@
+# -- build
+
+[build-system]
+requires = [
+  "setuptools",
+  "setuptools_scm[toml]",
+  "wheel",
+]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "CDF_snake"
+description = "A handy tool for performing efficient inverse-transform sampling of one-dimensional conditional probability distributions."
+readme = "README.md"
+authors = [
+  { name = "Christian Chapman-Bird", email = "c.chapman-bird.1@research.gla.ac.uk" },
+]
+license = { text = "GPL-3.0-or-later" }
+classifiers = [
+  "Development Status :: 5 - Production/Stable",
+  "Intended Audience :: Science/Research",
+  "License :: OSI Approved :: GNU General Public License v3 or later (GPLv3+)",
+  "Natural Language :: English",
+  "Operating System :: OS Independent",
+  "Programming Language :: Python",
+  "Programming Language :: Python :: 3",
+  "Programming Language :: Python :: 3.7",
+  "Programming Language :: Python :: 3.8",
+  "Programming Language :: Python :: 3.9",
+  "Programming Language :: Python :: 3.10",
+  "Programming Language :: Python :: 3.11",
+  "Topic :: Scientific/Engineering :: Astronomy",
+  "Topic :: Scientific/Engineering :: Physics",
+]
+
+# requirements
+requires-python = ">=3.8"
+dependencies = [
+  "numpy >=1.17",
+]
+
+# dynamic properties set by tools
+dynamic = [
+  "version",
+]
+
+[project.urls]
+"Bug Tracker" = "https://github.com/CChapmanbird/CDF_snake/issues"
+"Source Code" = "https://github.com/CChapmanbird/CDF_snake"
+
+[tool.setuptools]
+license-files = [ "LICENSE" ]
+
+[tool.setuptools_scm]