58 lines
2.0 KiB
Plaintext
58 lines
2.0 KiB
Plaintext
|
open Jest
|
||
|
|
open Expect
|
||
|
|
|
||
|
|
let env: DistributionOperation.env = {
|
||
|
|
sampleCount: 1000,
|
||
|
|
xyPointLength: 100,
|
||
|
|
}
|
||
|
|
|
||
|
|
let {toFloat, toDist, toString, toError} = module(DistributionOperation.Output)
|
||
|
|
let {run} = module(DistributionOperation)
|
||
|
|
let {fmap} = module(DistributionOperation.Output)
|
||
|
|
let run = run(~env)
|
||
|
|
let outputMap = fmap(~env)
|
||
|
|
let toExt: option<'a> => 'a = E.O.toExt(
|
||
|
|
"Should be impossible to reach (This error is in test file)",
|
||
|
|
)
|
||
|
|
let unpackFloat = x => x -> toFloat -> toExt
|
||
|
|
|
||
|
|
let mkNormal = (mean, stdev) => GenericDist_Types.Symbolic(#Normal({mean: mean, stdev: stdev}))
|
||
|
|
let mkBeta = (alpha, beta) => GenericDist_Types.Symbolic(#Beta({alpha: alpha, beta: beta}))
|
||
|
|
let mkExponential = rate => GenericDist_Types.Symbolic(#Exponential({rate: rate}))
|
||
|
|
|
||
|
|
describe("mixture", () => {
|
||
|
|
testAll("fair mean of two normal distributions", list{(0.0, 1e2), (-1e1, -1e-4), (-1e1, 1e2), (-1e1, 1e1)}, tup => { // should be property
|
||
|
|
let (mean1, mean2) = tup
|
||
|
|
let theMean = {
|
||
|
|
run(Mixture([(mkNormal(mean1, 9e-1), 0.5), (mkNormal(mean2, 9e-1), 0.5)]))
|
||
|
|
-> outputMap(FromDist(ToFloat(#Mean)))
|
||
|
|
}
|
||
|
|
theMean -> unpackFloat -> expect -> toBeSoCloseTo((mean1 +. mean2) /. 2.0, ~digits=-1) // the .56 is arbitrary? should be 15.0 with a looser tolerance?
|
||
|
|
})
|
||
|
|
testAll(
|
||
|
|
"weighted mean of a beta and an exponential",
|
||
|
|
// This would not survive property testing, it was easy for me to find cases that NaN'd out.
|
||
|
|
list{((128.0, 1.0), 2.0), ((2e-1, 64.0), 16.0), ((1e0, 1e0), 64.0)},
|
||
|
|
tup => {
|
||
|
|
let (betaParams, rate) = tup
|
||
|
|
let (alpha, beta) = betaParams
|
||
|
|
let theMean = {
|
||
|
|
run(Mixture(
|
||
|
|
[
|
||
|
|
(mkBeta(alpha, beta), 0.25),
|
||
|
|
(mkExponential(rate), 0.75)
|
||
|
|
]
|
||
|
|
)) -> outputMap(FromDist(ToFloat(#Mean)))
|
||
|
|
}
|
||
|
|
theMean
|
||
|
|
-> unpackFloat
|
||
|
|
-> expect
|
||
|
|
-> toBeSoCloseTo(
|
||
|
|
0.25 *. 1.0 /. (1.0 +. beta /. alpha) +. 0.75 *. 1.0 /. rate,
|
||
|
|
~digits=-1
|
||
|
|
)
|
||
|
|
}
|
||
|
|
)
|
||
|
|
})
|
||
|
|
|