quantified.uncertainty/squiggle
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Moves code into Science module

Browse Source
This commit is contained in:
Roman Galochkin 2020-04-03 14:06:05 +03:00
parent b84155d7dc
commit 1fe9524937
2 changed files with 30 additions and 31 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

33
__tests__/Bandwidth__Test.re
View File

@ -1,42 +1,13 @@
open Jest; open Jest;
open Expect; open Expect;
[@bs.val] [@bs.module "science"] [@bs.scope "stats"]
external variance: array(float) => float = "variance";
[@bs.val] [@bs.module "science"] [@bs.scope "stats"]
external iqr: array(float) => float = "iqr";
let len = x => E.A.length(x) |> float_of_int;
let nrd0 = x => {
let hi = Js_math.sqrt(variance(x));
let lo = Js_math.minMany_float([|hi, iqr(x) /. 1.34|]);
let e = Js_math.abs_float(x[1]);
let lo' =
switch (lo, hi, e) {
| (lo, hi, e) when !Js.Float.isNaN(lo) => lo
| (lo, hi, e) when !Js.Float.isNaN(hi) => hi
| (lo, hi, e) when !Js.Float.isNaN(e) => e
| _ => 1.0
};
0.9 *. lo' *. Js_math.pow_float(len(x), -0.2);
};
let nrd = x => {
let h = iqr(x) /. 1.34;
1.06
*. Js_math.min_float(Js_math.sqrt(variance(x)), h)
*. Js_math.pow_float(len(x), (-1.0) /. 5.0);
};
describe("Bandwidth", () => { describe("Bandwidth", () => {
test("nrd0 1", () => { test("nrd0 1", () => {
let data = [|1., 4., 3., 2.|]; let data = [|1., 4., 3., 2.|];
expect(nrd0(data)) |> toEqual(0.7635139420854616); expect(Science.nrd0(data)) |> toEqual(0.7635139420854616);
}); });
test("nrd0 2", () => { test("nrd0 2", () => {
let data = [|1., 4., 3., 2.|]; let data = [|1., 4., 3., 2.|];
expect(nrd(data)) |> toEqual(0.899249754011766); expect(Science.nrd(data)) |> toEqual(0.899249754011766);
}); });
}); });

28
src/utility/Science.re Normal file
View File

@ -0,0 +1,28 @@
[@bs.val] [@bs.module "science"] [@bs.scope "stats"]
external variance: array(float) => float = "variance";
[@bs.val] [@bs.module "science"] [@bs.scope "stats"]
external iqr: array(float) => float = "iqr";
let len = x => E.A.length(x) |> float_of_int;
let nrd0 = x => {
let hi = Js_math.sqrt(variance(x));
let lo = Js_math.minMany_float([|hi, iqr(x) /. 1.34|]);
let e = Js_math.abs_float(x[1]);
let lo' =
switch (lo, hi, e) {
| (lo, hi, e) when !Js.Float.isNaN(lo) => lo
| (lo, hi, e) when !Js.Float.isNaN(hi) => hi
| (lo, hi, e) when !Js.Float.isNaN(e) => e
| _ => 1.0
};
0.9 *. lo' *. Js_math.pow_float(len(x), -0.2);
};
let nrd = x => {
let h = iqr(x) /. 1.34;
1.06
*. Js_math.min_float(Js_math.sqrt(variance(x)), h)
*. Js_math.pow_float(len(x), (-1.0) /. 5.0);
};