218 lines
6.7 KiB
ReasonML
218 lines
6.7 KiB
ReasonML
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let min = (f1: option(float), f2: option(float)) =>
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switch (f1, f2) {
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| (Some(f1), Some(f2)) => Some(f1 < f2 ? f1 : f2)
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| (Some(f1), None) => Some(f1)
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| (None, Some(f2)) => Some(f2)
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| (None, None) => None
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};
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let max = (f1: option(float), f2: option(float)) =>
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switch (f1, f2) {
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| (Some(f1), Some(f2)) => Some(f1 > f2 ? f1 : f2)
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| (Some(f1), None) => Some(f1)
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| (None, Some(f2)) => Some(f2)
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| (None, None) => None
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};
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type yPoint =
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| Mixed({
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continuous: float,
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discrete: float,
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})
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| Continuous(float)
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| Discrete(float);
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module type dist = {
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type t;
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type integral;
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let minX: t => option(float);
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let maxX: t => option(float);
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let pointwiseFmap: (float => float, t) => t;
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let xToY: (float, t) => yPoint;
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let xToIntegralY: (float, t) => float;
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let shape: t => DistributionTypes.shape;
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let integral: t => integral;
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let integralSum: t => float;
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};
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module Dist = (T: dist) => {
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type t = T.t;
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type integral = T.integral;
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let minX = T.minX;
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let maxX = T.maxX;
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let pointwiseFmap = T.pointwiseFmap;
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let xToIntegralY = T.xToIntegralY;
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let xToY = T.xToY;
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let shape = T.shape;
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let integral = T.integral;
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let integralSum = T.integralSum;
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};
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module Continuous =
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Dist({
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type t = DistributionTypes.continuousShape;
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type integral = DistributionTypes.continuousShape;
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let integral = t =>
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t |> Shape.XYShape.Range.integrateWithTriangles |> E.O.toExt("");
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let integralSum = t => t |> integral |> Shape.XYShape.ySum;
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let minX = Shape.XYShape.minX;
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let maxX = Shape.XYShape.maxX;
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let pointwiseFmap = Shape.XYShape.pointwiseMap;
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let shape = (t: t): DistributionTypes.shape => Continuous(t);
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let xToY = (f, t) =>
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CdfLibrary.Distribution.findY(f, t) |> (e => Continuous(e));
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let xToIntegralY = (f, t) =>
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t |> integral |> CdfLibrary.Distribution.findY(f);
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});
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module Discrete =
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Dist({
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type t = DistributionTypes.discreteShape;
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type integral = DistributionTypes.continuousShape;
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let integral = t => t |> Shape.Discrete.integrate;
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let integralSum = t => t |> Shape.XYShape.ySum;
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let minX = Shape.XYShape.minX;
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let maxX = Shape.XYShape.maxX;
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let pointwiseFmap = Shape.XYShape.pointwiseMap;
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let shape = (t: t): DistributionTypes.shape => Discrete(t);
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let xToY = (f, t) =>
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CdfLibrary.Distribution.findY(f, t) |> (e => Discrete(e));
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let xToIntegralY = (f, t) =>
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t |> Shape.XYShape.accumulateYs |> CdfLibrary.Distribution.findY(f);
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});
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module Mixed =
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Dist({
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type t = DistributionTypes.mixedShape;
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type integral = DistributionTypes.continuousShape;
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let minX = ({continuous, discrete}: t) =>
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min(Continuous.minX(continuous), Discrete.minX(discrete));
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let maxX = ({continuous, discrete}: t) =>
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max(Continuous.maxX(continuous), Discrete.maxX(discrete));
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let shape = (t: t): DistributionTypes.shape => Mixed(t);
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let xToY =
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(f, {discrete, continuous, discreteProbabilityMassFraction}: t) =>
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Mixed({
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continuous:
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CdfLibrary.Distribution.findY(f, continuous)
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|> (e => e *. (1. -. discreteProbabilityMassFraction)),
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discrete:
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Shape.Discrete.findY(f, discrete)
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|> (e => e *. discreteProbabilityMassFraction),
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});
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let scaledContinuousComponent =
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({continuous, discreteProbabilityMassFraction}: t)
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: option(DistributionTypes.continuousShape) => {
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Shape.Continuous.scalePdf(
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~scaleTo=1.0 -. discreteProbabilityMassFraction,
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continuous,
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);
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};
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let scaledDiscreteComponent =
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({discrete, discreteProbabilityMassFraction}: t)
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: DistributionTypes.continuousShape =>
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Discrete.pointwiseFmap(
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f => f *. discreteProbabilityMassFraction,
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discrete,
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);
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// TODO: Add these two directly, once interpolation is added.
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let integral = t => {
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// let cont = scaledContinuousComponent(t);
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// let discrete = scaledDiscreteComponent(t);
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scaledContinuousComponent(t) |> E.O.toExt("");
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};
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let integralSum =
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({discrete, continuous, discreteProbabilityMassFraction}: t) => {
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Discrete.integralSum(discrete)
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*. discreteProbabilityMassFraction
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+. Continuous.integralSum(continuous)
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*. (1.0 -. discreteProbabilityMassFraction);
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};
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let xToIntegralY =
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(f, {discrete, continuous, discreteProbabilityMassFraction}: t) => {
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let cont = Continuous.xToIntegralY(f, continuous);
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let discrete = Discrete.xToIntegralY(f, discrete);
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discrete
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*. discreteProbabilityMassFraction
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+. cont
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*. (1.0 -. discreteProbabilityMassFraction);
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};
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let pointwiseFmap =
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(fn, {discrete, continuous, discreteProbabilityMassFraction}: t): t => {
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{
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discrete: Shape.XYShape.pointwiseMap(fn, discrete),
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continuous: Shape.XYShape.pointwiseMap(fn, continuous),
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discreteProbabilityMassFraction,
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};
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};
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});
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module Shape =
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Dist({
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type t = DistributionTypes.shape;
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type integral = DistributionTypes.continuousShape;
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let xToY = (f, t) =>
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Shape.T.mapToAll(
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t,
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(Mixed.xToY(f), Discrete.xToY(f), Continuous.xToY(f)),
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);
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let shape = (t: t) => t;
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let minX = (t: t) =>
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Shape.T.mapToAll(t, (Mixed.minX, Discrete.minX, Continuous.minX));
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let integral = (t: t) =>
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Shape.T.mapToAll(
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t,
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(Mixed.integral, Discrete.integral, Continuous.integral),
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);
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let integralSum = (t: t) =>
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Shape.T.mapToAll(
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t,
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(Mixed.integralSum, Discrete.integralSum, Continuous.integralSum),
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);
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let xToIntegralY = (f, t) => {
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Shape.T.mapToAll(
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t,
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(
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Mixed.xToIntegralY(f),
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Discrete.xToIntegralY(f),
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Continuous.xToIntegralY(f),
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),
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);
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};
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let maxX = (t: t) =>
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Shape.T.mapToAll(t, (Mixed.minX, Discrete.minX, Continuous.minX));
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let pointwiseFmap = (fn, t: t) =>
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Shape.T.fmap(
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t,
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(
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Mixed.pointwiseFmap(fn),
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Discrete.pointwiseFmap(fn),
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Continuous.pointwiseFmap(fn),
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),
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);
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});
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module WithMetadata =
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Dist({
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type t = DistributionTypes.complexPower;
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type integral = DistributionTypes.complexPower;
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let shape = ({shape, _}: t) => shape;
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let xToY = (f, t: t) => t |> shape |> Shape.xToY(f);
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let minX = (t: t) => t |> shape |> Shape.minX;
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let maxX = (t: t) => t |> shape |> Shape.maxX;
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let fromShape = (shape, t): t => DistributionTypes.update(~shape, t);
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let pointwiseFmap = (fn, {shape, _} as t: t): t =>
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fromShape(Shape.pointwiseFmap(fn, shape), t);
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let integral = (t: t) => fromShape(Continuous(t.integralCache), t);
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let integralSum = (t: t) => t |> shape |> Shape.integralSum;
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let xToIntegralY = (f, t) => {
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3.0;
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};
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});
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