squiggle/packages/squiggle-lang/__tests__/Distributions/Dotwise_test.res

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open Jest
open Expect
open TestHelpers
open FastCheck
open Arbitrary
open Property.Sync
describe("dotSubtract", () => {
test("mean of normal minus exponential (unit)", () => {
let mean = 0.0
let rate = 10.0
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exception MeanFailed
let dotDifference = DistributionOperation.Constructors.pointwiseSubtract(
~env,
mkNormal(mean, 1.0),
mkExponential(rate),
)
let meanResult = E.R2.bind(DistributionOperation.Constructors.mean(~env), dotDifference)
let meanAnalytical =
mean -.
SymbolicDist.Exponential.mean({rate: rate})->E.R2.toExn(
"On trusted input this should never happen",
)
switch meanResult {
| Ok(meanValue) => meanValue->expect->toBeCloseTo(meanAnalytical)
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| Error(_) => raise(MeanFailed)
}
})
/*
It seems like this test should work, and it's plausible that
there's some bug in `pointwiseSubtract`
*/
Skip.test("mean of normal minus exponential (property)", () => {
assert_(
property2(float_(), floatRange(1e-5, 1e5), (mean, rate) => {
// We limit ourselves to stdev=1 so that the integral is trivial
let dotDifference = DistributionOperation.Constructors.pointwiseSubtract(
~env,
mkNormal(mean, 1.0),
mkExponential(rate),
)
let meanResult = E.R2.bind(DistributionOperation.Constructors.mean(~env), dotDifference)
// according to algebra or random variables,
let meanAnalytical =
mean -.
SymbolicDist.Exponential.mean({rate: rate})->E.R2.toExn(
"On trusted input this should never happen",
)
switch meanResult {
| Ok(meanValue) => abs_float(meanValue -. meanAnalytical) /. abs_float(meanValue) < 1e-2 // 1% relative error
| Error(err) => err === DistributionTypes.OperationError(DivisionByZeroError)
}
}),
)
pass
})
})