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