Add normal distribution analytical simplifications
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@ -19,7 +19,7 @@ describe("eval on distribution functions", () => {
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testEval("lognormal(5,2)", "Ok(Lognormal(5,2))")
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testEval("lognormal(5,2)", "Ok(Lognormal(5,2))")
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})
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})
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describe("unaryMinus", () => {
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describe("unaryMinus", () => {
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testEval("mean(-normal(5,2))", "Ok(-5.002887370380851)")
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testEval("mean(-normal(5,2))", "Ok(-5)")
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})
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})
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describe("to", () => {
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describe("to", () => {
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testEval("5 to 2", "Error(TODO: Low value must be less than high value.)")
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testEval("5 to 2", "Error(TODO: Low value must be less than high value.)")
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@ -45,10 +45,10 @@ describe("eval on distribution functions", () => {
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describe("add", () => {
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describe("add", () => {
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testEval("add(normal(5,2), normal(10,2))", "Ok(Normal(15,2.8284271247461903))")
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testEval("add(normal(5,2), normal(10,2))", "Ok(Normal(15,2.8284271247461903))")
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testEval("add(normal(5,2), lognormal(10,2))", "Ok(Sample Set Distribution)")
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testEval("add(normal(5,2), lognormal(10,2))", "Ok(Sample Set Distribution)")
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testEval("add(normal(5,2), 3)", "Ok(Point Set Distribution)")
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testEval("add(normal(5,2), 3)", "Ok(Normal(8,2))")
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testEval("add(3, normal(5,2))", "Ok(Point Set Distribution)")
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testEval("add(3, normal(5,2))", "Ok(Normal(8,2))")
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testEval("3+normal(5,2)", "Ok(Point Set Distribution)")
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testEval("3+normal(5,2)", "Ok(Normal(8,2))")
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testEval("normal(5,2)+3", "Ok(Point Set Distribution)")
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testEval("normal(5,2)+3", "Ok(Normal(8,2))")
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})
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})
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describe("truncate", () => {
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describe("truncate", () => {
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testEval("truncateLeft(normal(5,2), 3)", "Ok(Point Set Distribution)")
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testEval("truncateLeft(normal(5,2), 3)", "Ok(Point Set Distribution)")
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@ -93,6 +93,11 @@ describe("eval on distribution functions", () => {
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testEval("mx(normal(5,2), normal(10,1), normal(15, 1))", "Ok(Point Set Distribution)")
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testEval("mx(normal(5,2), normal(10,1), normal(15, 1))", "Ok(Point Set Distribution)")
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testEval("mixture(normal(5,2), normal(10,1), [0.2, 0.4])", "Ok(Point Set Distribution)")
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testEval("mixture(normal(5,2), normal(10,1), [0.2, 0.4])", "Ok(Point Set Distribution)")
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})
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})
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describe("subtract", () => {
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testEval("10 - normal(5, 1)", "Ok(Normal(5,1))")
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testEval("normal(5, 1) - 10", "Ok(Normal(-5,1))")
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})
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})
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})
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describe("parse on distribution functions", () => {
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describe("parse on distribution functions", () => {
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@ -101,6 +106,10 @@ describe("parse on distribution functions", () => {
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testParse("3 ^ normal(5,1)", "Ok((:pow 3 (:normal 5 1)))")
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testParse("3 ^ normal(5,1)", "Ok((:pow 3 (:normal 5 1)))")
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testParse("normal(5,2) ^ 3", "Ok((:pow (:normal 5 2) 3))")
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testParse("normal(5,2) ^ 3", "Ok((:pow (:normal 5 2) 3))")
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})
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})
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describe("subtraction", () => {
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testParse("10 - normal(5,1)", "Ok((:subtract 10 (:normal 5 1)))")
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testParse("normal(5,1) - 10", "Ok((:subtract (:normal 5 1) 10))")
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})
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describe("pointwise arithmetic expressions", () => {
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describe("pointwise arithmetic expressions", () => {
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testParse(~skip=true, "normal(5,2) .+ normal(5,1)", "Ok((:dotAdd (:normal 5 2) (:normal 5 1)))")
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testParse(~skip=true, "normal(5,2) .+ normal(5,1)", "Ok((:dotAdd (:normal 5 2) (:normal 5 1)))")
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testParse(
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testParse(
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@ -44,6 +44,23 @@ module Normal = {
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| #Subtract => Some(subtract(n1, n2))
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| #Subtract => Some(subtract(n1, n2))
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| _ => None
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| _ => None
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}
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}
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let operateFloatFirst = (operation: Operation.Algebraic.t, n1: float, n2: t) =>
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switch operation {
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| #Add => Some(#Normal({mean: n1 +. n2.mean, stdev: n2.stdev}))
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| #Subtract => Some(#Normal({mean: n1 -. n2.mean, stdev: n2.stdev}))
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| #Multiply => Some(#Normal({mean: n1 *. n2.mean, stdev: n1 *. n2.stdev}))
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| _ => None
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}
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let operateFloatSecond = (operation: Operation.Algebraic.t, n1: t, n2: float) =>
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switch operation {
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| #Add => Some(#Normal({mean: n1.mean +. n2, stdev: n1.stdev}))
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| #Subtract => Some(#Normal({mean: n1.mean -. n2, stdev: n1.stdev}))
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| #Multiply => Some(#Normal({mean: n1.mean *. n2, stdev: n1.stdev}))
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| #Divide => Some(#Normal({mean: n1.mean /. n2, stdev: n1.stdev /. n2}))
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| _ => None
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}
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}
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}
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module Exponential = {
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module Exponential = {
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@ -341,6 +358,16 @@ module T = {
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}
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}
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| (#Normal(v1), #Normal(v2)) =>
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| (#Normal(v1), #Normal(v2)) =>
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Normal.operate(op, v1, v2) |> E.O.dimap(r => #AnalyticalSolution(r), () => #NoSolution)
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Normal.operate(op, v1, v2) |> E.O.dimap(r => #AnalyticalSolution(r), () => #NoSolution)
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| (#Normal(v1), #Float(v2)) =>
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Normal.operateFloatSecond(op, v1, v2) |> E.O.dimap(
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r => #AnalyticalSolution(r),
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() => #NoSolution,
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)
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| (#Float(v1), #Normal(v2)) =>
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Normal.operateFloatFirst(op, v1, v2) |> E.O.dimap(
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r => #AnalyticalSolution(r),
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() => #NoSolution,
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)
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| (#Lognormal(v1), #Lognormal(v2)) =>
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| (#Lognormal(v1), #Lognormal(v2)) =>
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Lognormal.operate(op, v1, v2) |> E.O.dimap(r => #AnalyticalSolution(r), () => #NoSolution)
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Lognormal.operate(op, v1, v2) |> E.O.dimap(r => #AnalyticalSolution(r), () => #NoSolution)
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| _ => #NoSolution
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| _ => #NoSolution
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@ -117,7 +117,8 @@ module Helpers = {
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| Error(err) => GenDistError(ArgumentError(err))
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| Error(err) => GenDistError(ArgumentError(err))
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}
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}
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}
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}
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| Some(EvDistribution(b)) => switch parseDistributionArray(args) {
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| Some(EvDistribution(b)) =>
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switch parseDistributionArray(args) {
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| Ok(distributions) => mixtureWithDefaultWeights(distributions)
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| Ok(distributions) => mixtureWithDefaultWeights(distributions)
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| Error(err) => GenDistError(ArgumentError(err))
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| Error(err) => GenDistError(ArgumentError(err))
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}
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}
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