pointwiseSubtract test; logscale test

Value: [1e-5 to 5e-4]

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

@@ -0,0 +1,50 @@
+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
+
+    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 -. 1.0 /. rate
+    switch meanResult {
+    | Ok(meanValue) => meanValue->expect->toBeCloseTo(meanAnalytical)
+    | Error(err) => err->expect->toBe(DistributionTypes.OperationError(DivisionByZeroError))
+    }
+  })
+  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 -. 1.0 /. rate
+        Js.Console.log3(
+          mean,
+          rate,
+          E.R.fmap(x => abs_float(x -. meanAnalytical) /. abs_float(meanAnalytical), meanResult),
+        )
+        switch meanResult {
+        | Ok(meanValue) => abs_float(meanValue -. meanAnalytical) /. abs_float(meanValue) < 1e-2 // 1% relative error
+        | Error(err) => err === DistributionTypes.OperationError(DivisionByZeroError)
+        }
+      }),
+    )
+    pass
+  })
+})

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

@@ -1,19 +1,30 @@
-/*
-This test case comes via Nuño https://github.com/quantified-uncertainty/squiggle/issues/433
-
-
-*/
-
 open Jest
 open Expect
 open TestHelpers
 
 describe("Scale logarithm", () => {
-  test("mean of the base two scalar logarithm of an exponential(10)", () => {
+  //   test("mean of the base e scalar logarithm of an exponential(10)", () => {
-    let scalelog = DistributionOperation.Constructors.scaleLogarithm(~env, mkExponential(10.0), 2.0)
+  //    let rate = 10.0
+  //    let scalelog = DistributionOperation.Constructors.scaleLogarithm(~env, mkExponential(rate), MagicNumbers.Math.e)
+  //
+  //    let meanResult = E.R2.bind(DistributionOperation.Constructors.mean(~env), scalelog)
+  //    let meanAnalytical = Js.Math.log(rate /. MagicNumbers.Math.e)
+  //    switch meanResult {
+  //      | Ok(meanValue) => meanValue -> expect -> toBeCloseTo(meanAnalytical)
+  //      | Error(err) => err -> expect -> toBe(DistributionTypes.OperationError(DivisionByZeroError))
+  //    }
+  //  })
+  let low = 10.0
+  let high = 100.0
+  let scalelog = DistributionOperation.Constructors.scaleLogarithm(~env, mkUniform(low, high), 2.0)
 
-    E.R2.bind(DistributionOperation.Constructors.mean(~env), scalelog)
+  test("mean of the base 2 scalar logarithm of a uniform(10, 100)", () => {
-    ->expect
+    //For uniform pdf `_ => 1 / (b - a)`, the expected value of log of uniform is `integral from a to b of x * log(1 / (b -a)) dx`
-    ->toEqual(Ok(-2.348336572091017))
+    let meanResult = E.R2.bind(DistributionOperation.Constructors.mean(~env), scalelog)
+    let meanAnalytical = -.Js.Math.log2(high -. low) /. 2.0 *. (high ** 2.0 -. low ** 2.0) // -. Js.Math.log2(high -. low)
+    switch meanResult {
+    | Ok(meanValue) => meanValue->expect->toBeCloseTo(meanAnalytical)
+    | Error(err) => err->expect->toBe(DistributionTypes.OperationError(NegativeInfinityError))
+    }
   })
 })

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

@@ -0,0 +1,11 @@
+/*
+This test case comes via Nuño https://github.com/quantified-uncertainty/squiggle/issues/433
+*/
+open Jest
+open Expect
+
+describe("KL divergence", () => {
+  test("our's agrees with analytical", () => {
+    true->expect->toBe(true)
+  })
+})

packages/squiggle-lang/bsconfig.json

@@ -20,7 +20,8 @@
   ],
   "suffix": ".bs.js",
   "namespace": true,
-  "bs-dependencies": ["@glennsl/rescript-jest", "bisect_ppx"],
+  "bs-dependencies": ["bisect_ppx"],
+  "bs-dev-dependencies": ["@glennsl/rescript-jest", "rescript-fast-check"],
   "gentypeconfig": {
     "language": "typescript",
     "module": "commonjs",