Added simple scaling

This commit is contained in:
Ozzie Gooen 2020-02-22 21:46:49 +00:00
parent 0d32942110
commit 3e04d3390d
2 changed files with 56 additions and 30 deletions

View File

@ -23,6 +23,8 @@ module type dist = {
let toShape: t => DistributionTypes.shape; let toShape: t => DistributionTypes.shape;
let toContinuous: t => option(DistributionTypes.continuousShape); let toContinuous: t => option(DistributionTypes.continuousShape);
let toDiscrete: t => option(DistributionTypes.discreteShape); let toDiscrete: t => option(DistributionTypes.discreteShape);
let toScaledContinuous: t => option(DistributionTypes.continuousShape);
let toScaledDiscrete: t => option(DistributionTypes.discreteShape);
type integral; type integral;
let integral: (~cache: option(integral), t) => integral; let integral: (~cache: option(integral), t) => integral;
@ -40,6 +42,8 @@ module Dist = (T: dist) => {
let toShape = T.toShape; let toShape = T.toShape;
let toContinuous = T.toContinuous; let toContinuous = T.toContinuous;
let toDiscrete = T.toDiscrete; let toDiscrete = T.toDiscrete;
let toScaledContinuous = T.toScaledContinuous;
let toScaledDiscrete = T.toScaledDiscrete;
let scaleBy = (~scale=1.0, t: t) => let scaleBy = (~scale=1.0, t: t) =>
t |> pointwiseFmap((r: float) => r *. scale); t |> pointwiseFmap((r: float) => r *. scale);
@ -102,6 +106,8 @@ module Continuous = {
t |> integral(~cache) |> shapeFn(CdfLibrary.Distribution.findY(f)); t |> integral(~cache) |> shapeFn(CdfLibrary.Distribution.findY(f));
let toContinuous = t => Some(t); let toContinuous = t => Some(t);
let toDiscrete = _ => None; let toDiscrete = _ => None;
let toScaledContinuous = t => Some(t);
let toScaledDiscrete = _ => None;
}); });
}; };
@ -120,6 +126,8 @@ module Discrete = {
let toShape = (t: t): DistributionTypes.shape => Discrete(t); let toShape = (t: t): DistributionTypes.shape => Discrete(t);
let toContinuous = _ => None; let toContinuous = _ => None;
let toDiscrete = t => Some(t); let toDiscrete = t => Some(t);
let toScaledContinuous = t => None;
let toScaledDiscrete = t => Some(t);
let xToY = (f, t) => let xToY = (f, t) =>
CdfLibrary.Distribution.findY(f, t) CdfLibrary.Distribution.findY(f, t)
|> DistributionTypes.MixedPoint.makeDiscrete; |> DistributionTypes.MixedPoint.makeDiscrete;
@ -154,6 +162,14 @@ module Mixed = {
}; };
}; };
let scaleDiscrete =
({discreteProbabilityMassFraction}: DistributionTypes.mixedShape, f) =>
f *. discreteProbabilityMassFraction;
let scaleContinuous =
({discreteProbabilityMassFraction}: DistributionTypes.mixedShape, f) =>
f *. (1.0 -. discreteProbabilityMassFraction);
module T = module T =
Dist({ Dist({
type t = DistributionTypes.mixedShape; type t = DistributionTypes.mixedShape;
@ -166,47 +182,41 @@ module Mixed = {
let toContinuous = ({continuous}: t) => Some(continuous); let toContinuous = ({continuous}: t) => Some(continuous);
let toDiscrete = ({discrete}: t) => Some(discrete); let toDiscrete = ({discrete}: t) => Some(discrete);
let xToY = let xToY =
(f, {discrete, continuous, discreteProbabilityMassFraction}: t) => { (
f,
{discrete, continuous, discreteProbabilityMassFraction} as t: t,
) => {
let c = let c =
continuous continuous
|> Continuous.T.xToY(f) |> Continuous.T.xToY(f)
|> DistributionTypes.MixedPoint.fmap(e => |> DistributionTypes.MixedPoint.fmap(scaleContinuous(t));
e *. (1. -. discreteProbabilityMassFraction)
);
let d = let d =
discrete discrete
|> Discrete.T.xToY(f) |> Discrete.T.xToY(f)
|> DistributionTypes.MixedPoint.fmap(e => |> DistributionTypes.MixedPoint.fmap(scaleDiscrete(t));
e *. discreteProbabilityMassFraction
);
DistributionTypes.MixedPoint.add(c, d); DistributionTypes.MixedPoint.add(c, d);
}; };
// todo: FixMe let toScaledContinuous =
let scaledContinuousComponent = ({continuous, discreteProbabilityMassFraction}: t) =>
({continuous, discreteProbabilityMassFraction}: t) Some(
: option(DistributionTypes.continuousShape) => continuous
Some(continuous); |> Continuous.T.scaleBy(
~scale=1.0 -. discreteProbabilityMassFraction,
let scaledDiscreteComponent =
({discrete, discreteProbabilityMassFraction}: t)
: DistributionTypes.continuousShape =>
Continuous.make(
Discrete.T.pointwiseFmap(
f => f *. discreteProbabilityMassFraction,
discrete,
), ),
`Stepwise, );
let toScaledDiscrete = ({discrete, discreteProbabilityMassFraction}: t) =>
Some(
discrete
|> Discrete.T.scaleBy(~scale=discreteProbabilityMassFraction),
); );
// TODO: Add these two directly, once interpolation is added. // TODO: Add these two directly, once interpolation is added.
let integral = (~cache, t) => { let integral = (~cache, t) => {
// let cont = scaledContinuousComponent(t); // let cont = scaledContinuousComponent(t);
// let discrete = scaledDiscreteComponent(t); // let discrete = scaledDiscreteComponent(t);
switch (cache) { cache |> E.O.toExt("");
| Some(cache) => cache
| None => scaledContinuousComponent(t) |> E.O.toExt("")
};
}; };
let integralSum = let integralSum =
@ -293,6 +303,24 @@ module Shape = {
Continuous.T.toDiscrete, Continuous.T.toDiscrete,
), ),
); );
let toScaledDiscrete = (t: t) =>
mapToAll(
t,
(
Mixed.T.toScaledDiscrete,
Discrete.T.toScaledDiscrete,
Continuous.T.toScaledDiscrete,
),
);
let toScaledContinuous = (t: t) =>
mapToAll(
t,
(
Mixed.T.toScaledContinuous,
Discrete.T.toScaledContinuous,
Continuous.T.toScaledContinuous,
),
);
let minX = (t: t) => let minX = (t: t) =>
mapToAll(t, (Mixed.T.minX, Discrete.T.minX, Continuous.T.minX)); mapToAll(t, (Mixed.T.minX, Discrete.T.minX, Continuous.T.minX));
let integral = (~cache, t: t) => let integral = (~cache, t: t) =>
@ -375,6 +403,9 @@ module ComplexPower = {
let shapeFn = (fn, t: t) => t |> toShape |> fn; let shapeFn = (fn, t: t) => t |> toShape |> fn;
let toContinuous = shapeFn(Shape.T.toContinuous); let toContinuous = shapeFn(Shape.T.toContinuous);
let toDiscrete = shapeFn(Shape.T.toDiscrete); let toDiscrete = shapeFn(Shape.T.toDiscrete);
// todo: Adjust for total mass.
let toScaledContinuous = shapeFn(Shape.T.toContinuous);
let toScaledDiscrete = shapeFn(Shape.T.toScaledDiscrete);
// todo: adjust for limit, and the fact that total mass is lower. // todo: adjust for limit, and the fact that total mass is lower.
let xToY = f => shapeFn(Shape.T.xToY(f)); let xToY = f => shapeFn(Shape.T.xToY(f));
let minX = shapeFn(Shape.T.minX); let minX = shapeFn(Shape.T.minX);

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@ -1,5 +0,0 @@
open DistributionTypes;
module Shappe = {
type t = shape;
};