normpdf variance mislabeled
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@ -38,7 +38,7 @@ export function getNumericBets(
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contract: NumericContract,
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contract: NumericContract,
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bucket: string,
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bucket: string,
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betAmount: number,
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betAmount: number,
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std = 0.01
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variance = 0.01
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) {
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) {
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const { bucketCount } = contract
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const { bucketCount } = contract
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const bucketNumber = parseInt(bucket)
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const bucketNumber = parseInt(bucket)
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@ -46,7 +46,9 @@ export function getNumericBets(
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const mean = bucketNumber / bucketCount
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const mean = bucketNumber / bucketCount
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const allDensities = buckets.map((i) => normpdf(i / bucketCount, mean, std))
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const allDensities = buckets.map((i) =>
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normpdf(i / bucketCount, mean, variance)
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)
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const densitySum = _.sum(allDensities)
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const densitySum = _.sum(allDensities)
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const rawBetAmounts = allDensities
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const rawBetAmounts = allDensities
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@ -1,9 +1,12 @@
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export function normpdf(x: number, mean = 0, std = 1) {
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export function normpdf(x: number, mean = 0, variance = 1) {
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if (std === 0) {
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if (variance === 0) {
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return x === mean ? Infinity : 0
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return x === mean ? Infinity : 0
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}
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}
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return Math.exp((-0.5 * Math.pow(x - mean, 2)) / std) / Math.sqrt(TAU * std)
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return (
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Math.exp((-0.5 * Math.pow(x - mean, 2)) / variance) /
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Math.sqrt(TAU * variance)
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)
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}
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}
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const TAU = Math.PI * 2
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const TAU = Math.PI * 2
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