(* Constants *) let pi = acos (-1.) let normal_95_ci_length = 1.6448536269514722 (* Array manipulation helpers *) let sumFloats xs = List.fold_left(fun acc x -> acc +. x) 0.0 xs let normalizeXs xs = let sum_xs = sumFloats xs in List.map(fun x -> x /. sum_xs) xs let cumsumXs xs = let _, cum_sum = List.fold_left(fun (sum, ys) x -> let new_sum = sum +. x in new_sum, ys @ [new_sum] ) (0.0, []) xs in cum_sum (* Basic samplers *) let sampleZeroToOne () : float = Random.float 1.0 let sampleStandardNormal (): float = let u1 = sampleZeroToOne () in let u2 = sampleZeroToOne () in let z = sqrt(-2.0 *. log(u1)) *. sin(2.0 *. pi *. u2) in z let sampleNormal mean std = mean +. std *. (sampleStandardNormal ()) let sampleLognormal logmean logstd = exp(sampleNormal logmean logstd) let sampleTo low high = let loglow = log(low) in let loghigh = log(high) in let logmean = (loglow +. loghigh) /. 2.0 in let logstd = (loghigh -. loglow) /. (2.0 -. normal_95_ci_length ) in sampleLognormal logmean logstd let mixture (samplers: (unit -> float) list) (weights: float list) = match (List.length samplers == List.length weights) with | false -> None | true -> let normalized_weights = normalizeXs weights in let cumsummed_normalized_weights = cumsumXs normalized_weights in Some(1.0) let () = Random.init 1; Printf.printf "%f\n" (sampleZeroToOne()); Printf.printf "%f\n" (sampleZeroToOne());