Tried to fix tests of math issues
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@ -51,6 +51,7 @@ describe("(Algebraic) addition of distributions", () => {
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->toBe(Some(2.5e1))
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})
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test("uniform(low=9, high=10) + beta(alpha=2, beta=5)", () => {
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// let uniformMean = (9.0 +. 10.0) /. 2.0
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// let betaMean = 1.0 /. (1.0 +. 5.0 /. 2.0)
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@ -65,7 +66,8 @@ describe("(Algebraic) addition of distributions", () => {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=2.
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| Some(x) => x->expect->toBeSoCloseTo(0.01927225696028752, ~digits=1) // (uniformMean +. betaMean)
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// Answer found from WolframAlpha: ``mean(uniform(9,10)) + mean(betaDistribution(2,5))``
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| Some(x) => x->expect->toBeSoCloseTo(9.786, ~digits=1) // (uniformMean +. betaMean)
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}
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})
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test("beta(alpha=2, beta=5) + uniform(low=9, high=10)", () => {
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@ -82,7 +84,7 @@ describe("(Algebraic) addition of distributions", () => {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=2.
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| Some(x) => x->expect->toBeSoCloseTo(0.019275414920485248, ~digits=1) // (uniformMean +. betaMean)
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| Some(x) => x->expect->toBeSoCloseTo(9.786, ~digits=1) // (uniformMean +. betaMean)
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}
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})
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})
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@ -163,7 +165,7 @@ describe("(Algebraic) addition of distributions", () => {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=4.
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| Some(x) => x->expect->toBeSoCloseTo(0.001978994877226945, ~digits=3)
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| Some(x) => x->expect->toBeSoCloseTo(1.025, ~digits=1)
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}
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})
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test("(beta(alpha=2, beta=5) + uniform(low=9, high=10)).pdf(10)", () => {
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@ -178,7 +180,7 @@ describe("(Algebraic) addition of distributions", () => {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=4.
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| Some(x) => x->expect->toBeSoCloseTo(0.001978994877226945, ~digits=3)
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| Some(x) => x->expect->toBeSoCloseTo(0.98, ~digits=1)
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}
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})
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})
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@ -254,7 +256,7 @@ describe("(Algebraic) addition of distributions", () => {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=4.
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| Some(x) => x->expect->toBeSoCloseTo(0.0013961779932477507, ~digits=3)
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| Some(x) => x->expect->toBeSoCloseTo(0.70, ~digits=1)
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}
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})
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test("(beta(alpha=2, beta=5) + uniform(low=9, high=10)).cdf(10)", () => {
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@ -269,7 +271,7 @@ describe("(Algebraic) addition of distributions", () => {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=4.
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| Some(x) => x->expect->toBeSoCloseTo(0.001388898111625753, ~digits=3)
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| Some(x) => x->expect->toBeSoCloseTo(0.71, ~digits=1)
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}
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})
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})
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@ -346,7 +348,7 @@ describe("(Algebraic) addition of distributions", () => {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=2.
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| Some(x) => x->expect->toBeSoCloseTo(10.927078217530806, ~digits=0)
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| Some(x) => x->expect->toBeSoCloseTo(9.174960348568693, ~digits=0)
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}
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})
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test("(beta(alpha=2, beta=5) + uniform(low=9, high=10)).inv(2e-2)", () => {
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@ -361,7 +363,7 @@ describe("(Algebraic) addition of distributions", () => {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=2.
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| Some(x) => x->expect->toBeSoCloseTo(10.915396627014363, ~digits=0)
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| Some(x) => x->expect->toBeSoCloseTo(9.168291999681523, ~digits=0)
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}
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})
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})
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@ -56,16 +56,16 @@ describe("Distribution", () => {
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);
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test("mean", () => {
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expect(dist.mean().value).toBeCloseTo(3.737);
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expect(dist.mean().value).toBeCloseTo(5.3913);
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});
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test("pdf", () => {
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expect(dist.pdf(5.0).value).toBeCloseTo(0.0431);
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});
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test("cdf", () => {
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expect(dist.cdf(5.0).value).toBeCloseTo(0.155);
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expect(dist.cdf(5.0).value).toBeCloseTo(0.224);
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});
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test("inv", () => {
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expect(dist.inv(0.5).value).toBeCloseTo(9.458);
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expect(dist.inv(0.5).value).toBeCloseTo(6.0);
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});
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test("toPointSet", () => {
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expect(
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@ -87,6 +87,6 @@ describe("Distribution", () => {
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resultMap(dist.pointwiseAdd(dist2), (r: Distribution) =>
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r.toSparkline(20)
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).value
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).toEqual(Ok("▁▂▅██▅▅▅▆▇█▆▅▃▃▂▂▁▁▁"));
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).toEqual(Ok("▁▂▅█▇▅▅▆▇██▇▅▄▃▃▃▂▁▁"));
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});
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});
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@ -46,7 +46,7 @@ describe("cumulative density function", () => {
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);
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});
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test("at the highest number in the sample is close to 1", () => {
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test("at the highest number in the sample to be approximately 1", () => {
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fc.assert(
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fc.property(arrayGen(), (xs_) => {
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let xs = Array.from(xs_);
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@ -57,13 +57,7 @@ describe("cumulative density function", () => {
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{ sampleCount: n, xyPointLength: 100 }
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);
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let cdfValue = dist.cdf(max).value;
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let min = Math.min(...xs);
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let epsilon = 5e-3;
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if (max - min < epsilon) {
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expect(cdfValue).toBeLessThan(1 - epsilon);
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} else {
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expect(dist.cdf(max).value).toBeGreaterThan(1 - epsilon);
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}
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expect(cdfValue).toBeCloseTo(1.0, 2)
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})
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);
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});
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