simplify lognormal multiplication code
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parent
3bb705d13d
commit
5bb015ab69
44
f2.go
44
f2.go
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@ -26,6 +26,9 @@ type Dist struct {
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// Parse line into Distribution
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// Parse line into Distribution
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func parseLineErr(err_msg string) (string, Dist, error) {
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func parseLineErr(err_msg string) (string, Dist, error) {
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general_err_msg := "Valid inputs: 2 || * 2 || / 2 || 2 20 || * 2 20 || / 2 20 || i || e"
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fmt.Println(general_err_msg)
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fmt.Println(err_msg)
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return "", Dist{}, errors.New(err_msg)
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return "", Dist{}, errors.New(err_msg)
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}
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}
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func parseLine(line string) (string, Dist, error) {
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func parseLine(line string) (string, Dist, error) {
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@ -51,11 +54,11 @@ func parseLine(line string) (string, Dist, error) {
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switch len(words) {
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switch len(words) {
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case 0:
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case 0:
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return parseLineErr("Can't operate on nothing")
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return parseLineErr("Operator must have operand; can't operate on nothing")
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case 1:
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case 1:
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single_float, err1 := strconv.ParseFloat(words[0], 64)
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single_float, err1 := strconv.ParseFloat(words[0], 64)
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if err1 != nil {
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if err1 != nil {
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fmt.Println("Trying to operate on a scalar, but scalar is not a float")
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return parseLineErr("Trying to operate on a scalar, but scalar is not a float")
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}
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}
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dist = Dist{Type: "Lognormal", Lognormal: Lognormal{low: single_float, high: single_float}, Samples: nil}
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dist = Dist{Type: "Lognormal", Lognormal: Lognormal{low: single_float, high: single_float}, Samples: nil}
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case 2:
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case 2:
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@ -75,36 +78,27 @@ func parseLine(line string) (string, Dist, error) {
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// Join distributions
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// Join distributions
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// Multiply lognormals
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// Multiply lognormals
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func logBoundsToLogParams(low float64, high float64) (float64, float64) {
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func multiplyLogDists(l1 Lognormal, l2 Lognormal) Lognormal {
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loglow := math.Log(low)
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logmean1 := (math.Log(l1.high) + math.Log(l1.low)) / 2.0
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loghigh := math.Log(high)
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logstd1 := (math.Log(l1.high) - math.Log(l1.low)) / (2.0 * NORMAL90CONFIDENCE)
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logmean := (loghigh + loglow) / 2.0
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logstd := (loghigh - loglow) / (2.0 * NORMAL90CONFIDENCE)
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return logmean, logstd
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}
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func logParamsToLogBounds(logmean float64, logstd float64) (float64, float64) {
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h := logstd * NORMAL90CONFIDENCE
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loglow := logmean - h
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loghigh := logmean + h
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return math.Exp(loglow), math.Exp(loghigh)
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}
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func multiplyLogParams(logmean1 float64, logstd1 float64, logmean2 float64, logstd2 float64) (float64, float64) {
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return logmean1 + logmean2, math.Sqrt(logstd1*logstd1 + logstd2*logstd2)
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}
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func multiplyLogBounds(old_low, old_high, new_low, new_high float64) (float64, float64) {
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logmean_old, logstd_old := logBoundsToLogParams(old_low, old_high)
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logmean_new, logstd_new := logBoundsToLogParams(new_low, new_high)
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logmean_product, logstd_product := multiplyLogParams(logmean_old, logstd_old, logmean_new, logstd_new)
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logmean2 := (math.Log(l2.high) + math.Log(l2.low)) / 2.0
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logstd2 := (math.Log(l2.high) - math.Log(l2.low)) / (2.0 * NORMAL90CONFIDENCE)
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logmean_product := logmean1 + logmean2
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logstd_product := math.Sqrt(logstd1*logstd1 + logstd2*logstd2)
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h := logstd_product * NORMAL90CONFIDENCE
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loglow := logmean_product - h
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loghigh := logmean_product + h
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return Lognormal{low: math.Exp(loglow), high: math.Exp(loghigh)}
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return logParamsToLogBounds(logmean_product, logstd_product)
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}
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}
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func joinDists(old_dist Dist, new_dist Dist, op string) (Dist, error) {
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func joinDists(old_dist Dist, new_dist Dist, op string) (Dist, error) {
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switch {
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switch {
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case old_dist.Type == "Lognormal" && new_dist.Type == "Lognormal" && op == "*":
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case old_dist.Type == "Lognormal" && new_dist.Type == "Lognormal" && op == "*":
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low, high := multiplyLogBounds(old_dist.Lognormal.low, old_dist.Lognormal.high, new_dist.Lognormal.low, new_dist.Lognormal.high)
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return Dist{Type: "Lognormal", Lognormal: multiplyLogDists(old_dist.Lognormal, new_dist.Lognormal), Samples: nil}, nil
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return Dist{Type: "Lognormal", Lognormal: Lognormal{low: low, high: high}, Samples: nil}, nil
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default:
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default:
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fmt.Printf("For now, can't do anything besides multiplying lognormals\n")
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fmt.Printf("For now, can't do anything besides multiplying lognormals\n")
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}
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}
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