2022-09-04 13:21:07 +00:00
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open FunctionRegistry_Core
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open FunctionRegistry_Helpers
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let nameSpace = "Danger"
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let requiresNamespace = true
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2022-09-04 15:12:18 +00:00
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module NumberToNumber = {
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let make = (name, fn) =>
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FnDefinition.make(
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~name,
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~inputs=[FRTypeNumber],
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~run=(_, inputs, _, _) => {
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inputs
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->getOrError(0)
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->E.R.bind(Prepare.oneNumber)
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->E.R2.fmap(fn)
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->E.R2.fmap(Wrappers.evNumber)
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},
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(),
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)
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}
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2022-09-04 13:21:07 +00:00
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module TwoNumbersToNumber = {
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let make = (name, fn) =>
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FnDefinition.make(
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~name,
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~inputs=[FRTypeNumber, FRTypeNumber],
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~run=(_, inputs, _, _) => {
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inputs->Prepare.ToValueTuple.twoNumbers->E.R2.fmap(fn)->E.R2.fmap(Wrappers.evNumber)
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},
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(),
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)
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}
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module ThreeNumbersToNumber = {
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let make = (name, fn) =>
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FnDefinition.make(
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~name,
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~inputs=[FRTypeNumber, FRTypeNumber, FRTypeNumber],
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~run=(_, inputs, _, _) => {
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inputs->Prepare.ToValueTuple.threeNumbers->E.R2.fmap(fn)->E.R2.fmap(Wrappers.evNumber)
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},
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(),
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)
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}
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2022-09-04 16:53:57 +00:00
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module FunctionToNumberZero = {
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2022-09-05 07:37:48 +00:00
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let make = (name, _) =>
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2022-09-04 16:53:57 +00:00
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FnDefinition.make(
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~name,
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~inputs=[FRTypeLambda],
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2022-09-05 07:37:48 +00:00
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~run=(_, _, _, _) => {
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2022-09-04 16:53:57 +00:00
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Ok(0.0)->E.R2.fmap(Wrappers.evNumber)
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},
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(),
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)
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}
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2022-09-04 15:12:18 +00:00
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module Internals = {
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2022-09-05 07:08:53 +00:00
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// Probability functions
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2022-09-04 15:12:18 +00:00
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let factorial = Stdlib.Math.factorial
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let choose = ((n, k)) => factorial(n) /. (factorial(n -. k) *. factorial(k))
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let pow = (base, exp) => Js.Math.pow_float(~base, ~exp)
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let binomial = ((n, k, p)) => choose((n, k)) *. pow(p, k) *. pow(1.0 -. p, n -. k)
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2022-09-05 07:08:53 +00:00
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// Integral helper functions
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2022-09-04 18:26:57 +00:00
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let applyFunctionAtPoint = (
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aLambda,
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internalNumber: internalExpressionValue,
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environment,
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reducer,
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): result<ReducerInterface_InternalExpressionValue.t, Reducer_ErrorValue.errorValue> => {
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2022-09-04 17:22:12 +00:00
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let x = internalNumber
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2022-09-04 18:26:57 +00:00
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let result = Reducer_Expression_Lambda.doLambdaCall(aLambda, list{x}, environment, reducer)
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2022-09-04 17:22:12 +00:00
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result
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2022-09-04 16:53:57 +00:00
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}
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2022-09-04 17:29:22 +00:00
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let internalZero = ReducerInterface_InternalExpressionValue.IEvNumber(0.0)
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2022-09-04 18:26:57 +00:00
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let applyFunctionAtZero = (aLambda, environment, reducer) =>
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applyFunctionAtPoint(aLambda, internalZero, environment, reducer)
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2022-09-05 07:39:55 +00:00
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@dead
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let applyFunctionAtFloat = (aLambda, point, environment, reducer) =>
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applyFunctionAtPoint(
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aLambda,
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ReducerInterface_InternalExpressionValue.IEvNumber(point),
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environment,
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reducer,
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)
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2022-09-05 07:08:53 +00:00
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// simplest integral function
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2022-09-04 20:45:55 +00:00
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let integrateFunctionBetweenWithIncrement = (
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aLambda,
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min: float,
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max: float,
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increment: float,
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environment,
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reducer,
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) => {
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let applyFunctionAtFloatToFloatOption = (point: float) => {
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let pointAsInternalExpression = ReducerInterface_InternalExpressionValue.IEvNumber(point)
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let resultAsInternalExpression = Reducer_Expression_Lambda.doLambdaCall(
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aLambda,
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list{pointAsInternalExpression},
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environment,
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reducer,
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)
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let result = switch resultAsInternalExpression {
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| Ok(IEvNumber(x)) => Ok(x)
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| Error(_) => Error("Integration error in Danger.integrate")
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| _ => Error("Integration error in Danger.integrate")
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}
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result
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}
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2022-09-05 10:11:42 +00:00
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let xsLength = Js.Math.floor((max -. min) /. increment) // Note that we are loosing a bit of the tail
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let xs = Belt.Array.makeBy(xsLength, i => min +. (Belt_Float.fromInt(i) +. 0.5) *. increment)
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2022-09-05 07:37:48 +00:00
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// makeBy goes from 0 to (n-1): <https://rescript-lang.org/docs/manual/latest/api/belt/array#makeby>
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2022-09-04 20:45:55 +00:00
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let ysOptions = Belt.Array.map(xs, x => applyFunctionAtFloatToFloatOption(x))
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let okYs = E.A.R.filterOk(ysOptions)
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let result = switch E.A.length(ysOptions) == E.A.length(okYs) {
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| true => {
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let numericIntermediate = okYs->E.A.reduce(0.0, (a, b) => a +. b)
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let numericIntermediate2 = numericIntermediate *. increment
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let resultWrapped =
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numericIntermediate2->ReducerInterface_InternalExpressionValue.IEvNumber->Ok
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resultWrapped
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}
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| false => Error("Integration error in Danger.integrate")
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}
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result
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2022-09-04 18:07:10 +00:00
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}
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2022-09-05 07:08:53 +00:00
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// slightly better integrate function
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let integrateFunctionBetweenWithNumIntervals = (
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aLambda,
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min: float,
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max: float,
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numIntervals: float, // cast as int?
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environment,
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reducer,
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) => {
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let applyFunctionAtFloatToFloatOption = (point: float) => {
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let pointAsInternalExpression = ReducerInterface_InternalExpressionValue.IEvNumber(point)
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let resultAsInternalExpression = Reducer_Expression_Lambda.doLambdaCall(
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aLambda,
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list{pointAsInternalExpression},
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environment,
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reducer,
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)
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let result = switch resultAsInternalExpression {
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| Ok(IEvNumber(x)) => Ok(x)
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| Error(_) => Error("Integration error in Danger.integrate")
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| _ => Error("Integration error in Danger.integrate")
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}
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result
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}
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2022-09-05 10:11:42 +00:00
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// worked example in comments below, assuming min=0, max = 10
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let numTotalPoints = Belt.Float.toInt(numIntervals)
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2022-09-05 10:16:19 +00:00
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let numInnerPoints = numTotalPoints - 2
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let numOuterPoints = 2
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let totalWeight = max -. min
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let weightForAnInnerPoint = totalWeight /. E.I.toFloat(numTotalPoints - 1)
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let weightForAnOuterPoint = totalWeight /. E.I.toFloat(numTotalPoints - 1) /. 2.0
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let innerPointIncrement = (max -. min) /. E.I.toFloat(numTotalPoints - 1)
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let innerXs = Belt.Array.makeBy(numInnerPoints, i =>
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min +. Belt_Float.fromInt(i + 1) *. innerPointIncrement
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)
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2022-09-05 10:11:42 +00:00
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// Note that makeBy goes from 0 to (n-1): <https://rescript-lang.org/docs/manual/latest/api/belt/array#makeby>
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let ysOptions = Belt.Array.map(innerXs, x => applyFunctionAtFloatToFloatOption(x))
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2022-09-05 07:08:53 +00:00
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let okYs = E.A.R.filterOk(ysOptions)
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2022-09-05 10:11:42 +00:00
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// Logging
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// assuming min = 0, max = 10, results below:
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Js.Console.log2("numTotalPoints", numTotalPoints) // 5
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Js.Console.log2("numInnerPoints", numInnerPoints) // 3
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Js.Console.log2("numOuterPoints", numOuterPoints) // always 2
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2022-09-05 10:16:19 +00:00
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Js.Console.log2("totalWeight", totalWeight) // 10 - 0 = 10
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2022-09-05 10:11:42 +00:00
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Js.Console.log2("weightForAnInnerPoint", weightForAnInnerPoint) // 10/4 = 2.5
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Js.Console.log2("weightForAnOuterPoint", weightForAnOuterPoint) // 10/4/2 = 1.25
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2022-09-05 10:16:19 +00:00
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Js.Console.log2(
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"weightForAnInnerPoint * numInnerPoints + weightForAnOuterPoint * numOuterPoints",
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weightForAnInnerPoint *. E.I.toFloat(numInnerPoints) +.
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weightForAnOuterPoint *. E.I.toFloat(numOuterPoints),
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) // should be 10
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Js.Console.log2(
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"sum of weights == totalWeight",
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weightForAnInnerPoint *. E.I.toFloat(numInnerPoints) +.
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weightForAnOuterPoint *. E.I.toFloat(numOuterPoints) == totalWeight,
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) // true
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2022-09-05 10:11:42 +00:00
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Js.Console.log2("innerPointIncrement", innerPointIncrement) // (10-0)/4 = 2.5
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Js.Console.log2("innerXs", innerXs) // 2.5, 5, 7.5
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Js.Console.log2("ysOptions", ysOptions)
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Js.Console.log2("okYs", okYs)
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2022-09-05 07:08:53 +00:00
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let result = switch E.A.length(ysOptions) == E.A.length(okYs) {
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2022-09-05 10:11:42 +00:00
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let innerPointsSum = okYs->E.A.reduce(0.0, (a, b) => a +. b)
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2022-09-05 10:16:19 +00:00
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let resultWithOuterPoints = switch (
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applyFunctionAtFloatToFloatOption(min),
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applyFunctionAtFloatToFloatOption(max),
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) {
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| (Ok(yMin), Ok(yMax)) => {
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let result =
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(yMin +. yMax) *. weightForAnOuterPoint +. innerPointsSum *. weightForAnInnerPoint
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let wrappedResult = result->ReducerInterface_InternalExpressionValue.IEvNumber->Ok
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wrappedResult
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}
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| (Error(b), _) => Error(b)
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| (_, Error(b)) => Error(b)
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}
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resultWithOuterPoints
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2022-09-05 07:08:53 +00:00
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}
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| false => Error("Integration error in Danger.integrate")
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}
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result
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}
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2022-09-04 20:45:55 +00:00
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@dead let getDiminishingMarginalReturnsEquilibrium = "To do"
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2022-09-04 15:12:18 +00:00
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}
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2022-09-04 13:21:07 +00:00
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let library = [
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Function.make(
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~name="laplace",
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~nameSpace,
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~requiresNamespace,
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~output=EvtNumber,
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2022-09-04 15:12:18 +00:00
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~examples=[`Danger.laplace(1, 20)`],
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2022-09-04 13:21:07 +00:00
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~definitions=[
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TwoNumbersToNumber.make("laplace", ((successes, trials)) =>
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2022-09-04 15:12:18 +00:00
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(successes +. 1.0) /. (trials +. 2.0)
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2022-09-04 13:21:07 +00:00
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),
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],
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(),
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),
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2022-09-04 15:12:18 +00:00
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Function.make(
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~name="factorial",
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~nameSpace,
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~requiresNamespace,
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~output=EvtNumber,
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~examples=[`Danger.factorial(20)`],
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~definitions=[NumberToNumber.make("factorial", Internals.factorial)],
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(),
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),
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Function.make(
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~name="choose",
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~nameSpace,
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~requiresNamespace,
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~output=EvtNumber,
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~examples=[`Danger.choose(1, 20)`],
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~definitions=[TwoNumbersToNumber.make("choose", Internals.choose)],
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(),
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),
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Function.make(
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~name="binomial",
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~nameSpace,
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~requiresNamespace,
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~output=EvtNumber,
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~examples=[`Danger.binomial(1, 20, 0.5)`],
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~definitions=[ThreeNumbersToNumber.make("binomial", Internals.binomial)],
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(),
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),
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2022-09-05 07:08:53 +00:00
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// Helper functions building up to the integral
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2022-09-04 16:53:57 +00:00
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Function.make(
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~name="functionToZero",
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~nameSpace,
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~requiresNamespace,
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~output=EvtNumber,
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~examples=[`Danger.functionToZero({|x| x})`],
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~definitions=[FunctionToNumberZero.make("functionToZero", x => x)],
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(),
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),
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2022-09-04 17:29:22 +00:00
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Function.make(
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~name="applyFunctionAtZero",
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~nameSpace,
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2022-09-05 07:10:42 +00:00
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~output=EvtNumber,
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2022-09-04 17:29:22 +00:00
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~requiresNamespace=false,
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~examples=[`Danger.applyFunctionAtZero({|x| x+1})`],
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~definitions=[
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FnDefinition.make(
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2022-09-04 18:07:10 +00:00
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~name="applyFunctionAtZero",
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2022-09-04 17:29:22 +00:00
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~inputs=[FRTypeLambda],
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2022-09-04 20:45:55 +00:00
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~run=(inputs, _, env, reducer) => {
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let result = switch inputs {
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2022-09-04 17:29:22 +00:00
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| [IEvLambda(aLambda)] =>
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Internals.applyFunctionAtZero(aLambda, env, reducer)->E.R2.errMap(_ => "Error!")
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| _ => Error(impossibleError)
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2022-09-04 20:45:55 +00:00
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}
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result
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},
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2022-09-04 17:29:22 +00:00
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(),
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),
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],
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(),
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),
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2022-09-04 16:53:57 +00:00
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Function.make(
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2022-09-04 17:22:12 +00:00
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~name="applyFunctionAtPoint",
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2022-09-04 16:53:57 +00:00
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~nameSpace,
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2022-09-05 07:10:42 +00:00
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~output=EvtNumber,
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2022-09-04 16:53:57 +00:00
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~requiresNamespace=false,
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2022-09-04 17:22:12 +00:00
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~examples=[`Danger.applyFunctionAtPoint({|x| x+1}, 1)`],
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2022-09-04 16:53:57 +00:00
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~definitions=[
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FnDefinition.make(
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2022-09-04 17:22:12 +00:00
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~name="applyFunctionAtPoint",
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~inputs=[FRTypeLambda, FRTypeNumber],
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2022-09-04 16:53:57 +00:00
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~run=(inputs, _, env, reducer) =>
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switch inputs {
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2022-09-04 17:22:12 +00:00
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| [IEvLambda(aLambda), point] =>
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Internals.applyFunctionAtPoint(aLambda, point, env, reducer)->E.R2.errMap(_ => "Error!")
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2022-09-04 16:53:57 +00:00
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| _ => Error(impossibleError)
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},
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(),
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|
),
|
|
|
|
],
|
|
|
|
(),
|
|
|
|
),
|
2022-09-05 07:08:53 +00:00
|
|
|
// simplest integral
|
2022-09-04 20:45:55 +00:00
|
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Function.make(
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~name="integrateFunctionBetweenWithIncrement",
|
|
|
|
~nameSpace,
|
2022-09-05 07:10:42 +00:00
|
|
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~output=EvtNumber,
|
2022-09-04 20:45:55 +00:00
|
|
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~requiresNamespace=false,
|
2022-09-05 07:39:55 +00:00
|
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|
~examples=[`Danger.integrateFunctionBetweenWithIncrement({|x| x+1}, 1, 10, 1)`],
|
2022-09-05 06:41:33 +00:00
|
|
|
// should be [x^2/2 + x]1_10 = (100/2 + 10) - (1/2 + 1) = 60 - 1.5 = 58.5
|
|
|
|
// https://www.wolframalpha.com/input?i=integrate+x%2B1+from+1+to+10
|
2022-09-04 20:45:55 +00:00
|
|
|
~definitions=[
|
|
|
|
FnDefinition.make(
|
|
|
|
~name="integrateFunctionBetweenWithIncrement",
|
|
|
|
~inputs=[FRTypeLambda, FRTypeNumber, FRTypeNumber, FRTypeNumber],
|
|
|
|
~run=(inputs, _, env, reducer) => {
|
|
|
|
let result = switch inputs {
|
|
|
|
| [_, _, _, IEvNumber(0.0)] =>
|
|
|
|
Error("Integration error in Danger.integrate: Increment can't be 0.")
|
|
|
|
| [IEvLambda(aLambda), IEvNumber(min), IEvNumber(max), IEvNumber(increment)] =>
|
|
|
|
Internals.integrateFunctionBetweenWithIncrement(
|
|
|
|
aLambda,
|
|
|
|
min,
|
|
|
|
max,
|
|
|
|
increment,
|
|
|
|
env,
|
|
|
|
reducer,
|
|
|
|
)->E.R2.errMap(_ =>
|
|
|
|
"Integration error in Danger.integrate. Something went wrong along the way"
|
|
|
|
)
|
|
|
|
| _ =>
|
|
|
|
Error(
|
|
|
|
"Integration error in Danger.integrate. Remember that inputs are (function, number (min), number (max), number(increment))",
|
|
|
|
)
|
|
|
|
}
|
|
|
|
result
|
|
|
|
},
|
|
|
|
(),
|
|
|
|
),
|
|
|
|
],
|
|
|
|
(),
|
|
|
|
),
|
2022-09-05 07:08:53 +00:00
|
|
|
// Integral which is a bit more thoughtful
|
2022-09-05 07:39:55 +00:00
|
|
|
Function.make(
|
2022-09-05 07:08:53 +00:00
|
|
|
~name="integrateFunctionBetweenWithNumIntervals",
|
|
|
|
~nameSpace,
|
2022-09-05 07:10:42 +00:00
|
|
|
~output=EvtNumber,
|
2022-09-05 07:08:53 +00:00
|
|
|
~requiresNamespace=false,
|
2022-09-05 07:39:55 +00:00
|
|
|
~examples=[`Danger.integrateFunctionBetweenWithNumIntervals({|x| x+1}, 1, 10, 10)`],
|
2022-09-05 07:08:53 +00:00
|
|
|
// should be [x^2/2 + x]1_10 = (100/2 + 10) - (1/2 + 1) = 60 - 1.5 = 58.5
|
|
|
|
// https://www.wolframalpha.com/input?i=integrate+x%2B1+from+1+to+10
|
|
|
|
~definitions=[
|
|
|
|
FnDefinition.make(
|
|
|
|
~name="integrateFunctionBetweenWithNumIntervals",
|
|
|
|
~inputs=[FRTypeLambda, FRTypeNumber, FRTypeNumber, FRTypeNumber],
|
|
|
|
~run=(inputs, _, env, reducer) => {
|
|
|
|
let result = switch inputs {
|
|
|
|
| [_, _, _, IEvNumber(0.0)] =>
|
|
|
|
Error("Integration error in Danger.integrate: Increment can't be 0.")
|
|
|
|
| [IEvLambda(aLambda), IEvNumber(min), IEvNumber(max), IEvNumber(numIntervals)] =>
|
|
|
|
Internals.integrateFunctionBetweenWithNumIntervals(
|
|
|
|
aLambda,
|
|
|
|
min,
|
|
|
|
max,
|
|
|
|
numIntervals,
|
2022-09-05 07:39:55 +00:00
|
|
|
env,
|
2022-09-05 07:08:53 +00:00
|
|
|
reducer,
|
|
|
|
)->E.R2.errMap(_ =>
|
|
|
|
"Integration error in Danger.integrate. Something went wrong along the way"
|
|
|
|
)
|
|
|
|
| _ =>
|
|
|
|
Error(
|
|
|
|
"Integration error in Danger.integrate. Remember that inputs are (function, number (min), number (max), number(increment))",
|
|
|
|
)
|
|
|
|
}
|
|
|
|
result
|
|
|
|
},
|
|
|
|
(),
|
|
|
|
),
|
|
|
|
],
|
|
|
|
(),
|
|
|
|
),
|
2022-09-04 13:21:07 +00:00
|
|
|
]
|