manifold/common/util/math.ts

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2022-06-14 15:27:50 +00:00
import { sortBy, sum } from 'lodash'
export const logInterpolation = (min: number, max: number, value: number) => {
if (value <= min) return 0
if (value >= max) return 1
return Math.log(value - min + 1) / Math.log(max - min + 1)
}
Numeric range markets!! (#146) * Numeric contract type * Create market numeric type * Add numeric graph (coded without testing) * Outline of numeric bet panel * Update bet panel logic * create numeric contracts * remove batching for antes for numeric markets * Remove focus * numeric market range [1, 100] * Zoom graph * Hide bet panels * getNumericBets * Add numeric resolution panel * Use getNumericBets in bet panel calc * Switch bucket count to 100 * Parallelize ante creation * placeBet for numeric markets * halve std of numeric bets * Update resolveMarket with numeric type * Set min and max for contract * lower std for numeric bets * calculateNumericDpmShares: use sorted order * Use min and max to map the input * Fix probability calc * normpdf variance mislabeled * range input * merge * change numeric graph color * fix getNewContract params * bet panel labels * validation * number input * fix bucketing * bucket input, numeric resolution panel * outcome label * merge * numeric bet panel on mobile * Make text underneath filled green answer bar selectable * Default to 'all' feed category when loading page. * fix numeric resolution panel * fix numeric bet panel calculations * display numeric resolution * don't render NumericBetPanel for non numeric markets * numeric bets: store shares, bet amounts across buckets in each bet object * restore your bets for numeric markets * numeric pnl calculations * remove hasUserHitManaLimit * contrain contract type * handle undefined allOutcomeShares * numeric ante bet amount * use correct amount for numeric dpm payouts * change numeric graph/outcome color * numeric constants * hack to show correct numeric payout in calculateDpmPayoutAfterCorrectBet * remove comment * fix ante display in bet list * halve bucket count * cast to NumericContract * fix merge imports * OUTCOME_TYPES * typo * lower bucket count to 200 * store raw numeric value with bet * store raw numeric resolution value * number input max length * create page: min, max to undefined if not numeric market * numeric resolution formatting * expected value for numeric markets * expected value for numeric markets * rearrange lines for readability * move normalpdf to util/math * show bets tab * check if outcomeMode is undefined * remove extraneous auto-merge cruft * hide comment status for numeric markets * import Co-authored-by: mantikoros <sgrugett@gmail.com>
2022-05-19 17:42:03 +00:00
export function normpdf(x: number, mean = 0, variance = 1) {
if (variance === 0) {
return x === mean ? Infinity : 0
}
return (
Math.exp((-0.5 * Math.pow(x - mean, 2)) / variance) /
Math.sqrt(TAU * variance)
)
}
export const TAU = Math.PI * 2
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export function median(xs: number[]) {
if (xs.length === 0) return NaN
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const sorted = sortBy(xs, (x) => x)
const mid = Math.floor(sorted.length / 2)
if (sorted.length % 2 === 0) {
return (sorted[mid - 1] + sorted[mid]) / 2
}
return sorted[mid]
}
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export function average(xs: number[]) {
return sum(xs) / xs.length
}