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fix sampling calculation bug

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NunoSempere 2023-10-15 00:59:20 +01:00
parent 710eb4267b
commit 13194bc3ca
5 changed files with 3 additions and 3 deletions
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@ -61,7 +61,7 @@ let sampleTo low high =
let loglow = log(low) in let loglow = log(low) in
let loghigh = log(high) in let loghigh = log(high) in
let logmean = (loglow +. loghigh) /. 2.0 in let logmean = (loglow +. loghigh) /. 2.0 in
let logstd = (loghigh -. loglow) /. (2.0 -. normal_95_ci_length ) in let logstd = (loghigh -. loglow) /. (2.0 *. normal_95_ci_length ) in
sampleLognormal logmean logstd sampleLognormal logmean logstd
let mixture (samplers: (unit -> float) list) (weights: float list): (float, string) result = let mixture (samplers: (unit -> float) list) (weights: float list): (float, string) result =
@ -92,11 +92,11 @@ let () =
let p3 = p1 *. p2 in let p3 = p1 *. p2 in
let weights = [ 1. -. p3; p3 /. 2.; p3 /. 4.; p3/. 4. ] in let weights = [ 1. -. p3; p3 /. 2.; p3 /. 4.; p3/. 4. ] in
let sampler () = mixture [ sample0; sample1; sampleFew; sampleMany ] weights in let sampler () = mixture [ sample0; sample1; sampleFew; sampleMany ] weights in
let n = 1_000_000 in let n = 1_000 in
let samples = List.init n (fun _ -> sampler ()) in let samples = List.init n (fun _ -> sampler ()) in
match unwind samples with match unwind samples with
| Error err -> Printf.printf "Error %s\n" err | Error err -> Printf.printf "Error %s\n" err
| Ok(xs) -> ( | Ok(xs) -> (
let mean = sumFloats xs /. float_of_int(n) in let mean = sumFloats xs /. float_of_int(n) in
Printf.printf "Mean: %f" mean Printf.printf "Mean: %f\n" mean
) )