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Merge pull request #42 from skosch/master

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Realistic x selection for uniform distribution rendering, and 90CI stdev fix
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Ozzie Gooen 2020-06-03 17:46:52 +01:00 committed by GitHub
commit 0ad8fe9722
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2 changed files with 24 additions and 8 deletions
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30
src/distPlus/symbolic/SymbolicDist.re
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@ -100,7 +100,7 @@ module Normal = {
let from90PercentCI = (low, high) => { let from90PercentCI = (low, high) => {
let mean = E.A.Floats.mean([|low, high|]); let mean = E.A.Floats.mean([|low, high|]);
let stdev = (high -. low) /. 1.645; let stdev = (high -. low) /. (2. *. 1.644854);
`Normal({mean, stdev}); `Normal({mean, stdev});
}; };
let inv = (p, t: t) => Jstat.normal##inv(p, t.mean, t.stdev); let inv = (p, t: t) => Jstat.normal##inv(p, t.mean, t.stdev);
@ -255,13 +255,29 @@ module GenericSimple = {
| `Uniform({high}) => high | `Uniform({high}) => high
| `Float(n) => n; | `Float(n) => n;
/* This function returns a list of x's at which to evaluate the overall distribution (for rendering).
This function is called separately for each individual distribution.
When called with xSelection=`Linear, this function will return (sampleCount) x's, evenly
distributed between the min and max of the distribution (whatever those are defined to be above).
When called with xSelection=`ByWeight, this function will distribute the x's such as to
match the cumulative shape of the distribution. This is slower but may give better results.
*/
let interpolateXs = let interpolateXs =
(~xSelection: [ | `Linear | `ByWeight]=`Linear, dist: dist, sampleCount) => { (~xSelection: [ | `Linear | `ByWeight]=`Linear, dist: dist, sampleCount) => {
switch (xSelection) {
| `Linear => E.A.Floats.range(min(dist), max(dist), sampleCount) switch (xSelection, dist) {
| `ByWeight => | (`Linear, _) => E.A.Floats.range(min(dist), max(dist), sampleCount)
E.A.Floats.range(minCdfValue, maxCdfValue, sampleCount) | (`ByWeight, `Uniform(n)) =>
|> E.A.fmap(x => inv(x, dist)) // In `ByWeight mode, uniform distributions get special treatment because we need two x's
// on either side for proper rendering (just left and right of the discontinuities).
let dx = 0.00001 *. (n.high -. n.low);
[|n.low -. dx, n.low +. dx, n.high -. dx, n.high +. dx|]
| (`ByWeight, _) =>
let ys = E.A.Floats.range(minCdfValue, maxCdfValue, sampleCount)
ys |> E.A.fmap(y => inv(y, dist))
}; };
}; };
@ -379,4 +395,4 @@ let toShape = n =>
fun fun
| `Simple(d) => GenericSimple.toShape(~xSelection=`ByWeight, d, n) | `Simple(d) => GenericSimple.toShape(~xSelection=`ByWeight, d, n)
| `PointwiseCombination(d) => | `PointwiseCombination(d) =>
PointwiseAddDistributionsWeighted.toShape(d, n); PointwiseAddDistributionsWeighted.toShape(d, n);

2
yarn.lock
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@ -2491,7 +2491,7 @@ bs-moment@0.4.5, bs-moment@^0.4.4:
resolved "https://registry.yarnpkg.com/bs-moment/-/bs-moment-0.4.5.tgz#3f84fed55c2a70d25b0b6025e4e8d821fcdd4dc8" resolved "https://registry.yarnpkg.com/bs-moment/-/bs-moment-0.4.5.tgz#3f84fed55c2a70d25b0b6025e4e8d821fcdd4dc8"
integrity sha512-anPYkFSof+X8EeomnP0fbQBvWFJeganwPqqARVB+fcdKYX2Uog/n3CCiFGEA+66yHbwnWZD5YFhtHCuyLMcQfQ== integrity sha512-anPYkFSof+X8EeomnP0fbQBvWFJeganwPqqARVB+fcdKYX2Uog/n3CCiFGEA+66yHbwnWZD5YFhtHCuyLMcQfQ==
bs-platform@7.2.2, bs-platform@^7.2.2: bs-platform@7.2.2:
version "7.2.2" version "7.2.2"
resolved "https://registry.yarnpkg.com/bs-platform/-/bs-platform-7.2.2.tgz#76fdc63e4889458ae3d257a0132107a792f2309c" resolved "https://registry.yarnpkg.com/bs-platform/-/bs-platform-7.2.2.tgz#76fdc63e4889458ae3d257a0132107a792f2309c"
integrity sha512-PWcFfN+jCTtT/rMaHDhKh+W9RUTpaRunmSF9vbLYcrJbpgCNW6aFKAY33u0P3mLxwuhshN3b4FxqGUBPj6exZQ== integrity sha512-PWcFfN+jCTtT/rMaHDhKh+W9RUTpaRunmSF9vbLYcrJbpgCNW6aFKAY33u0P3mLxwuhshN3b4FxqGUBPj6exZQ==