squiggle/src/core/DistFunctor.re

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let min = (f1: option(float), f2: option(float)) =>
switch (f1, f2) {
| (Some(f1), Some(f2)) => Some(f1 < f2 ? f1 : f2)
| (Some(f1), None) => Some(f1)
| (None, Some(f2)) => Some(f2)
| (None, None) => None
};
let max = (f1: option(float), f2: option(float)) =>
switch (f1, f2) {
| (Some(f1), Some(f2)) => Some(f1 > f2 ? f1 : f2)
| (Some(f1), None) => Some(f1)
| (None, Some(f2)) => Some(f2)
| (None, None) => None
};
type yPoint =
| Mixed({
continuous: float,
discrete: float,
})
| Continuous(float)
| Discrete(float);
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module YPoint = {
type t = yPoint;
let toContinuousValue = (t: t) =>
switch (t) {
| Continuous(f) => f
| Mixed({continuous}) => continuous
| _ => 0.0
};
let makeContinuous = (f: float): t => Continuous(f);
let makeDiscrete = (f: float): t => Discrete(f);
let makeMixed = (c: float, d: float): t =>
Mixed({continuous: c, discrete: d});
};
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module type dist = {
type t;
let minX: t => option(float);
let maxX: t => option(float);
let pointwiseFmap: (float => float, t) => t;
let xToY: (float, t) => yPoint;
let shape: t => DistributionTypes.shape;
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type integral;
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let integral: (~cache: option(integral), t) => integral;
let integralSum: (~cache: option(integral), t) => float;
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let integralXtoY: (~cache: option(integral), float, t) => float;
};
module Dist = (T: dist) => {
type t = T.t;
type integral = T.integral;
let minX = T.minX;
let maxX = T.maxX;
let pointwiseFmap = T.pointwiseFmap;
let xToY = T.xToY;
let shape = T.shape;
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module Integral = {
type t = T.integral;
let get = T.integral;
let xToY = T.integralXtoY;
let sum = T.integralSum;
};
};
module Continuous =
Dist({
type t = DistributionTypes.continuousShape;
type integral = DistributionTypes.continuousShape;
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let shape = (t: t) => t.shape;
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let integral = (~cache, t) =>
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cache
|> E.O.default(
t
|> shape
|> Shape.XYShape.Range.integrateWithTriangles
|> E.O.toExt("")
|> Shape.Continuous.fromShape,
);
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// This seems wrong, we really want the ending bit, I'd assume
let integralSum = (~cache, t) =>
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t |> integral(~cache) |> shape |> Shape.XYShape.ySum;
let minX = (t: t) => t |> shape |> Shape.XYShape.minX;
let maxX = (t: t) => t |> shape |> Shape.XYShape.maxX;
let pointwiseFmap = (fn, t: t) =>
t
|> shape
|> Shape.XYShape.pointwiseMap(fn)
|> Shape.Continuous.fromShape;
let shape = (t: t): DistributionTypes.shape => Continuous(t);
let xToY = (f, t) =>
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Shape.Continuous.findY(f, t) |> YPoint.makeContinuous;
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let integralXtoY = (~cache, f, t) =>
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t |> integral(~cache) |> Shape.Continuous.findY(f);
});
module Discrete =
Dist({
type t = DistributionTypes.discreteShape;
type integral = DistributionTypes.continuousShape;
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let integral = (~cache, t) =>
cache |> E.O.default(t |> Shape.Discrete.integrate);
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let integralSum = (~cache, t) => t |> Shape.XYShape.ySum;
let minX = Shape.XYShape.minX;
let maxX = Shape.XYShape.maxX;
let pointwiseFmap = Shape.XYShape.pointwiseMap;
let shape = (t: t): DistributionTypes.shape => Discrete(t);
let xToY = (f, t) =>
CdfLibrary.Distribution.findY(f, t) |> (e => Discrete(e));
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let integralXtoY = (~cache, f, t) =>
t |> Shape.XYShape.accumulateYs |> CdfLibrary.Distribution.findY(f);
});
module Mixed =
Dist({
type t = DistributionTypes.mixedShape;
type integral = DistributionTypes.continuousShape;
let minX = ({continuous, discrete}: t) =>
min(Continuous.minX(continuous), Discrete.minX(discrete));
let maxX = ({continuous, discrete}: t) =>
max(Continuous.maxX(continuous), Discrete.maxX(discrete));
let shape = (t: t): DistributionTypes.shape => Mixed(t);
let xToY =
(f, {discrete, continuous, discreteProbabilityMassFraction}: t) =>
Mixed({
continuous:
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Continuous.xToY(f, continuous)
|> YPoint.toContinuousValue
|> (e => e *. (1. -. discreteProbabilityMassFraction)),
discrete:
Shape.Discrete.findY(f, discrete)
|> (e => e *. discreteProbabilityMassFraction),
});
let scaledContinuousComponent =
({continuous, discreteProbabilityMassFraction}: t)
: option(DistributionTypes.continuousShape) => {
Shape.Continuous.scalePdf(
~scaleTo=1.0 -. discreteProbabilityMassFraction,
continuous,
);
};
let scaledDiscreteComponent =
({discrete, discreteProbabilityMassFraction}: t)
: DistributionTypes.continuousShape =>
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Shape.Continuous.make(
Discrete.pointwiseFmap(
f => f *. discreteProbabilityMassFraction,
discrete,
),
`Stepwise,
);
// TODO: Add these two directly, once interpolation is added.
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let integral = (~cache, t) => {
// let cont = scaledContinuousComponent(t);
// let discrete = scaledDiscreteComponent(t);
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switch (cache) {
| Some(cache) => cache
| None => scaledContinuousComponent(t) |> E.O.toExt("")
};
};
let integralSum =
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(~cache, {discrete, continuous, discreteProbabilityMassFraction}: t) => {
switch (cache) {
| Some(cache) => 3.0
| None =>
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Discrete.Integral.sum(~cache=None, discrete)
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*. discreteProbabilityMassFraction
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+. Continuous.Integral.sum(~cache=None, continuous)
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*. (1.0 -. discreteProbabilityMassFraction)
};
};
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let integralXtoY =
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(
~cache,
f,
{discrete, continuous, discreteProbabilityMassFraction}: t,
) => {
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let cont = Continuous.Integral.xToY(~cache, f, continuous);
let discrete = Discrete.Integral.xToY(~cache, f, discrete);
discrete
*. discreteProbabilityMassFraction
+. cont
*. (1.0 -. discreteProbabilityMassFraction);
};
let pointwiseFmap =
(fn, {discrete, continuous, discreteProbabilityMassFraction}: t): t => {
{
discrete: Shape.XYShape.pointwiseMap(fn, discrete),
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continuous:
continuous
|> Shape.Continuous.shapeMap(Shape.XYShape.pointwiseMap(fn)),
discreteProbabilityMassFraction,
};
};
});
module Shape =
Dist({
type t = DistributionTypes.shape;
type integral = DistributionTypes.continuousShape;
let xToY = (f, t) =>
Shape.T.mapToAll(
t,
(Mixed.xToY(f), Discrete.xToY(f), Continuous.xToY(f)),
);
let shape = (t: t) => t;
let minX = (t: t) =>
Shape.T.mapToAll(t, (Mixed.minX, Discrete.minX, Continuous.minX));
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let integral = (~cache, t: t) =>
Shape.T.mapToAll(
t,
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(
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Mixed.Integral.get(~cache),
Discrete.Integral.get(~cache),
Continuous.Integral.get(~cache),
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),
);
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let integralSum = (~cache, t: t) =>
Shape.T.mapToAll(
t,
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(
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Mixed.Integral.sum(~cache),
Discrete.Integral.sum(~cache),
Continuous.Integral.sum(~cache),
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),
);
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let integralXtoY = (~cache, f, t) => {
Shape.T.mapToAll(
t,
(
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Mixed.Integral.xToY(~cache, f),
Discrete.Integral.xToY(~cache, f),
Continuous.Integral.xToY(~cache, f),
),
);
};
let maxX = (t: t) =>
Shape.T.mapToAll(t, (Mixed.minX, Discrete.minX, Continuous.minX));
let pointwiseFmap = (fn, t: t) =>
Shape.T.fmap(
t,
(
Mixed.pointwiseFmap(fn),
Discrete.pointwiseFmap(fn),
Continuous.pointwiseFmap(fn),
),
);
});
module WithMetadata =
Dist({
type t = DistributionTypes.complexPower;
type integral = DistributionTypes.complexPower;
let shape = ({shape, _}: t) => shape;
let xToY = (f, t: t) => t |> shape |> Shape.xToY(f);
let minX = (t: t) => t |> shape |> Shape.minX;
let maxX = (t: t) => t |> shape |> Shape.maxX;
let fromShape = (shape, t): t => DistributionTypes.update(~shape, t);
let pointwiseFmap = (fn, {shape, _} as t: t): t =>
fromShape(Shape.pointwiseFmap(fn, shape), t);
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let integral = (~cache as _, t: t) =>
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fromShape(Continuous(t.integralCache), t);
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let integralSum = (~cache as _, t: t) =>
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t |> shape |> Shape.Integral.sum(~cache=Some(t.integralCache));
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let integralXtoY = (~cache as _, f, t) => {
3.0;
};
});