some fun with testAll
.
This commit is contained in:
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@ -1,8 +1,5 @@
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open Jest
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open Jest
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open Expect
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open Expect
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open FastCheck
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// open Arbitrary
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open Property.Sync
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let env: DistributionOperation.env = {
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let env: DistributionOperation.env = {
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sampleCount: 100,
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sampleCount: 100,
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@ -11,8 +8,6 @@ let env: DistributionOperation.env = {
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let mkNormal = (mean, stdev) => GenericDist_Types.Symbolic(#Normal({mean: mean, stdev: stdev}))
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let mkNormal = (mean, stdev) => GenericDist_Types.Symbolic(#Normal({mean: mean, stdev: stdev}))
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let normalDist5: GenericDist_Types.genericDist = mkNormal(5.0, 2.0)
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let normalDist5: GenericDist_Types.genericDist = mkNormal(5.0, 2.0)
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let normalDist10: GenericDist_Types.genericDist = mkNormal(10.0, 2.0)
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let normalDist20: GenericDist_Types.genericDist = mkNormal(20.0, 2.0)
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let uniformDist: GenericDist_Types.genericDist = Symbolic(#Uniform({low: 9.0, high: 10.0}))
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let uniformDist: GenericDist_Types.genericDist = Symbolic(#Uniform({low: 9.0, high: 10.0}))
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let {toFloat, toDist, toString, toError} = module(DistributionOperation.Output)
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let {toFloat, toDist, toString, toError} = module(DistributionOperation.Output)
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@ -23,112 +18,6 @@ let outputMap = fmap(~env)
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let toExt: option<'a> => 'a = E.O.toExt(
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let toExt: option<'a> => 'a = E.O.toExt(
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"Should be impossible to reach (This error is in test file)",
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"Should be impossible to reach (This error is in test file)",
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)
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)
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let unpackFloat = x => x -> toFloat -> toExt
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describe("normalize", () => {
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test("has no impact on normal dist", () => {
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let result = run(FromDist(ToDist(Normalize), normalDist5))
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expect(result)->toEqual(Dist(normalDist5))
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})
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// Test is vapid while I figure out how to get jest to work with fast-check
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// monitor situation here maybe https://github.com/TheSpyder/rescript-fast-check/issues/8 ?
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test("all normals are already normalized", () => {
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expect(assert_(
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property2(
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Arbitrary.double(()),
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Arbitrary.double(()),
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(mean, stdev) => {
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// open! Expect.Operators
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open GenericDist_Types.Operation
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run(FromDist(ToDist(Normalize), mkNormal(mean, stdev))) == DistributionOperation.Dist(mkNormal(mean, stdev))
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}
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)
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)) -> toEqual(())
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})
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})
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describe("mean", () => {
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test("of a normal distribution", () => { // should be property
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run(FromDist(ToFloat(#Mean), normalDist5)) -> unpackFloat -> expect -> toBeCloseTo(5.0)
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})
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test("of an exponential distribution at a small rate", () => { // should be property
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let rate = 1e-7
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let theMean = run(FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Exponential({rate: rate}))))
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theMean -> unpackFloat -> expect -> toBeCloseTo(1.0 /. rate) // https://en.wikipedia.org/wiki/Exponential_distribution#Mean,_variance,_moments,_and_median
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})
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test("of an exponential distribution at a larger rate", () => {
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let rate = 10.0
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let theMean = run(FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Exponential({rate: rate}))))
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theMean -> unpackFloat -> expect -> toBeCloseTo(1.0 /. rate) // https://en.wikipedia.org/wiki/Exponential_distribution#Mean,_variance,_moments,_and_median
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})
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// test("of a cauchy distribution", () => {
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// let result = run(FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Cauchy({local: 1.0, scale: 1.0}))))
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// expect(result) -> toEqual(Error("Cauchy distributions may have no mean value."))
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// })
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test("of a triangular distribution", () => { // should be property
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let theMean = run(FromDist(
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ToFloat(#Mean),
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GenericDist_Types.Symbolic(#Triangular({low: - 5.0, medium: 1e-3, high: 10.0}))
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))
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theMean -> unpackFloat -> expect -> toBeCloseTo((-5.0 +. 1e-3 +. 10.0) /. 3.0) // https://www.statology.org/triangular-distribution/
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})
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test("of a beta distribution with alpha much smaller than beta", () => { // should be property
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let theMean = run(FromDist(
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ToFloat(#Mean),
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GenericDist_Types.Symbolic(#Beta({alpha: 2e-4, beta: 64.0}))
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))
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theMean -> unpackFloat -> expect -> toBeCloseTo(1.0 /. (1.0 +. (64.0 /. 2e-4))) // https://en.wikipedia.org/wiki/Beta_distribution#Mean
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})
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test("of a beta distribution with alpha much larger than beta", () => { // should be property
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let theMean = run(FromDist(
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ToFloat(#Mean),
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GenericDist_Types.Symbolic(#Beta({alpha: 128.0, beta: 1.0}))
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))
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theMean -> unpackFloat -> expect -> toBeCloseTo(1.0 /. (1.0 +. (1.0 /. 128.0))) // https://en.wikipedia.org/wiki/Beta_distribution#Mean
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})
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test("of a lognormal", () => { // should be property
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let theMean = run(FromDist(
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ToFloat(#Mean),
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GenericDist_Types.Symbolic(#Lognormal({mu: 2.0, sigma: 4.0}))
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))
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theMean -> unpackFloat -> expect -> toBeCloseTo(Js.Math.exp(2.0 +. 4.0 ** 2.0 /. 2.0 )) // https://brilliant.org/wiki/log-normal-distribution/
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})
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test("of a uniform", () => {
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let theMean = run(FromDist(
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ToFloat(#Mean),
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GenericDist_Types.Symbolic(#Uniform({low: 1e-5, high: 12.345}))
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))
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theMean -> unpackFloat -> expect -> toBeCloseTo((1e-5 +. 12.345) /. 2.0) // https://en.wikipedia.org/wiki/Continuous_uniform_distribution#Moments
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})
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test("of a float", () => {
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let theMean = run(FromDist(
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ToFloat(#Mean),
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GenericDist_Types.Symbolic(#Float(7.7))
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))
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theMean -> unpackFloat -> expect -> toBeCloseTo(7.7)
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})
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})
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describe("mixture", () => {
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test("on two normal distributions", () => {
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let result =
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run(Mixture([(normalDist10, 0.5), (normalDist20, 0.5)]))
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->outputMap(FromDist(ToFloat(#Mean)))
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->toFloat
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->toExt
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expect(result)->toBeCloseTo(15.28)
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})
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})
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describe("toPointSet", () => {
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describe("toPointSet", () => {
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test("on symbolic normal distribution", () => {
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test("on symbolic normal distribution", () => {
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@ -0,0 +1,57 @@
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open Jest
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open Expect
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let env: DistributionOperation.env = {
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sampleCount: 1000,
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xyPointLength: 100,
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}
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let {toFloat, toDist, toString, toError} = module(DistributionOperation.Output)
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let {run} = module(DistributionOperation)
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let {fmap} = module(DistributionOperation.Output)
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let run = run(~env)
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let outputMap = fmap(~env)
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let toExt: option<'a> => 'a = E.O.toExt(
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"Should be impossible to reach (This error is in test file)",
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)
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let unpackFloat = x => x -> toFloat -> toExt
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let mkNormal = (mean, stdev) => GenericDist_Types.Symbolic(#Normal({mean: mean, stdev: stdev}))
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let mkBeta = (alpha, beta) => GenericDist_Types.Symbolic(#Beta({alpha: alpha, beta: beta}))
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let mkExponential = rate => GenericDist_Types.Symbolic(#Exponential({rate: rate}))
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describe("mixture", () => {
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testAll("fair mean of two normal distributions", list{(0.0, 1e2), (-1e1, -1e-4), (-1e1, 1e2), (-1e1, 1e1)}, tup => { // should be property
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let (mean1, mean2) = tup
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let theMean = {
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run(Mixture([(mkNormal(mean1, 9e-1), 0.5), (mkNormal(mean2, 9e-1), 0.5)]))
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-> outputMap(FromDist(ToFloat(#Mean)))
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}
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theMean -> unpackFloat -> expect -> toBeSoCloseTo((mean1 +. mean2) /. 2.0, ~digits=-1) // the .56 is arbitrary? should be 15.0 with a looser tolerance?
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})
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testAll(
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"weighted mean of a beta and an exponential",
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// This would not survive property testing, it was easy for me to find cases that NaN'd out.
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list{((128.0, 1.0), 2.0), ((2e-1, 64.0), 16.0), ((1e0, 1e0), 64.0)},
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tup => {
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let (betaParams, rate) = tup
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let (alpha, beta) = betaParams
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let theMean = {
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run(Mixture(
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[
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(mkBeta(alpha, beta), 0.25),
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(mkExponential(rate), 0.75)
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]
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)) -> outputMap(FromDist(ToFloat(#Mean)))
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}
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theMean
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-> unpackFloat
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-> expect
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-> toBeSoCloseTo(
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0.25 *. 1.0 /. (1.0 +. beta /. alpha) +. 0.75 *. 1.0 /. rate,
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~digits=-1
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)
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}
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)
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})
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145
packages/squiggle-lang/__tests__/Distributions/Symbolic_test.res
Normal file
145
packages/squiggle-lang/__tests__/Distributions/Symbolic_test.res
Normal file
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@ -0,0 +1,145 @@
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open Jest
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open Expect
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let pdfImage = (thePdf, inps) => Js.Array.map(thePdf, inps)
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let env: DistributionOperation.env = {
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sampleCount: 100,
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xyPointLength: 100,
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}
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let mkNormal = (mean, stdev) => GenericDist_Types.Symbolic(#Normal({mean: mean, stdev: stdev}))
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let {toFloat, toDist, toString, toError, fmap} = module(DistributionOperation.Output)
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let {run} = module(DistributionOperation)
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let run = run(~env)
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let outputMap = fmap(~env)
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let toExtFloat: option<float> => float = E.O.toExt(
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"Should be impossible to reach (This error is in test file)",
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)
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let toExtDist: option<GenericDist_Types.genericDist> => GenericDist_Types.genericDist = E.O.toExt(
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"Should be impossible to reach (This error is in a test file)",
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)
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let unpackFloat = x => x -> toFloat -> toExtFloat
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let unpackDist = y => y -> toDist -> toExtDist
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describe("normalize", () => {
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testAll("has no impact on normal distributions", list{-1e8, -16.0, -1e-2, 0.0, 1e-4, 32.0, 1e16}, mean => {
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let theNormal = mkNormal(mean, 2.0)
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let theNormalized = run(FromDist(ToDist(Normalize), theNormal))
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theNormalized
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-> unpackDist
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-> expect
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-> toEqual(theNormal)
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})
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})
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describe("mean", () => {
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testAll("of normal distributions", list{-1e8, -16.0, -1e-2, 0.0, 1e-4, 32.0, 1e16}, mean => {
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run(FromDist(ToFloat(#Mean), mkNormal(mean, 4.0)))
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-> unpackFloat
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-> expect
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-> toBeCloseTo(mean)
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})
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testAll("of exponential distributions", list{1e-7, 2.0, 10.0, 100.0}, rate => {
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let theMean = run(FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Exponential({rate: rate}))))
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theMean -> unpackFloat -> expect -> toBeCloseTo(1.0 /. rate) // https://en.wikipedia.org/wiki/Exponential_distribution#Mean,_variance,_moments,_and_median
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})
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// test("of a cauchy distribution", () => {
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// let result = run(FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Cauchy({local: 1.0, scale: 1.0}))))
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// expect(result) -> toEqual(Error("Cauchy distributions may have no mean value."))
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// })
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test("of a triangular distribution", () => { // should be property
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let theMean = run(FromDist(
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ToFloat(#Mean),
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GenericDist_Types.Symbolic(#Triangular({low: - 5.0, medium: 1e-3, high: 10.0}))
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))
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theMean
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-> unpackFloat
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-> expect
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-> toBeCloseTo((-5.0 +. 1e-3 +. 10.0) /. 3.0) // https://www.statology.org/triangular-distribution/
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})
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test("of a beta distribution with alpha much smaller than beta", () => { // should be property
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let theMean = run(FromDist(
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ToFloat(#Mean),
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GenericDist_Types.Symbolic(#Beta({alpha: 2e-4, beta: 64.0}))
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))
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theMean
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-> unpackFloat
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-> expect
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-> toBeCloseTo(1.0 /. (1.0 +. (64.0 /. 2e-4))) // https://en.wikipedia.org/wiki/Beta_distribution#Mean
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})
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test("of a beta distribution with alpha much larger than beta", () => { // should be property
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let theMean = run(FromDist(
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ToFloat(#Mean),
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GenericDist_Types.Symbolic(#Beta({alpha: 128.0, beta: 1.0}))
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))
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theMean
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-> unpackFloat
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-> expect
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-> toBeCloseTo(1.0 /. (1.0 +. (1.0 /. 128.0))) // https://en.wikipedia.org/wiki/Beta_distribution#Mean
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})
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test("of a lognormal", () => { // should be property
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let theMean = run(FromDist(
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ToFloat(#Mean),
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GenericDist_Types.Symbolic(#Lognormal({mu: 2.0, sigma: 4.0}))
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))
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theMean
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-> unpackFloat
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-> expect
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-> toBeCloseTo(Js.Math.exp(2.0 +. 4.0 ** 2.0 /. 2.0 )) // https://brilliant.org/wiki/log-normal-distribution/
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})
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test("of a uniform", () => {
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let theMean = run(FromDist(
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ToFloat(#Mean),
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GenericDist_Types.Symbolic(#Uniform({low: 1e-5, high: 12.345}))
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))
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theMean
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-> unpackFloat
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-> expect
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-> toBeCloseTo((1e-5 +. 12.345) /. 2.0) // https://en.wikipedia.org/wiki/Continuous_uniform_distribution#Moments
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})
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test("of a float", () => {
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let theMean = run(FromDist(
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ToFloat(#Mean),
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GenericDist_Types.Symbolic(#Float(7.7))
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))
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theMean -> unpackFloat -> expect -> toBeCloseTo(7.7)
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})
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})
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describe("Normal distribution with sparklines", () => {
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let parameterWiseAdditionHelper = (n1: SymbolicDistTypes.normal, n2: SymbolicDistTypes.normal) => {
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let normalDistAtSumMeanConstr = SymbolicDist.Normal.add(n1, n2)
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let normalDistAtSumMean: SymbolicDistTypes.normal = switch normalDistAtSumMeanConstr {
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| #Normal(params) => params
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}
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x => SymbolicDist.Normal.pdf(x, normalDistAtSumMean)
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}
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let normalDistAtMean5: SymbolicDistTypes.normal = {mean: 5.0, stdev: 2.0}
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let normalDistAtMean10: SymbolicDistTypes.normal = {mean: 10.0, stdev: 2.0}
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let range20Float = E.A.rangeFloat(0, 20) // [0.0,1.0,2.0,3.0,4.0,...19.0,]
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let pdfNormalDistAtMean5 = x => SymbolicDist.Normal.pdf(x, normalDistAtMean5)
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let sparklineMean5 = pdfImage(pdfNormalDistAtMean5, range20Float)
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test("mean=5", () => {
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Sparklines.create(sparklineMean5, ())
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-> expect
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-> toEqual(`▁▂▃▅███▅▃▂▁▁▁▁▁▁▁▁▁▁▁`)
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})
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|
let sparklineMean15 = normalDistAtMean5 -> parameterWiseAdditionHelper(normalDistAtMean10) -> pdfImage(range20Float)
|
||||||
|
test("parameter-wise addition of two normal distributions", () => {
|
||||||
|
Sparklines.create(sparklineMean15, ())
|
||||||
|
-> expect
|
||||||
|
-> toEqual(`▁▁▁▁▁▁▁▁▁▁▂▃▅▇███▇▅▃▂`)
|
||||||
|
})
|
||||||
|
})
|
|
@ -1,33 +0,0 @@
|
||||||
open Jest
|
|
||||||
open Expect
|
|
||||||
open Js.Array
|
|
||||||
open SymbolicDist
|
|
||||||
|
|
||||||
let makeTest = (~only=false, str, item1, item2) =>
|
|
||||||
only
|
|
||||||
? Only.test(str, () => expect(item1) -> toEqual(item2))
|
|
||||||
: test(str, () => expect(item1) -> toEqual(item2))
|
|
||||||
|
|
||||||
let pdfImage = (thePdf, inps) => map(thePdf, inps)
|
|
||||||
|
|
||||||
let parameterWiseAdditionHelper = (n1: SymbolicDistTypes.normal, n2: SymbolicDistTypes.normal) => {
|
|
||||||
let normalDistAtSumMeanConstr = Normal.add(n1, n2)
|
|
||||||
let normalDistAtSumMean: SymbolicDistTypes.normal = switch normalDistAtSumMeanConstr {
|
|
||||||
| #Normal(params) => params
|
|
||||||
}
|
|
||||||
x => Normal.pdf(x, normalDistAtSumMean)
|
|
||||||
}
|
|
||||||
|
|
||||||
describe("Normal distribution with sparklines", () => {
|
|
||||||
|
|
||||||
let normalDistAtMean5: SymbolicDistTypes.normal = {mean: 5.0, stdev: 2.0}
|
|
||||||
let normalDistAtMean10: SymbolicDistTypes.normal = {mean: 10.0, stdev: 2.0}
|
|
||||||
let range20Float = E.A.rangeFloat(0, 20) // [0.0,1.0,2.0,3.0,4.0,...19.0,]
|
|
||||||
|
|
||||||
let pdfNormalDistAtMean5 = x => Normal.pdf(x, normalDistAtMean5)
|
|
||||||
let sparklineMean5 = pdfImage(pdfNormalDistAtMean5, range20Float)
|
|
||||||
makeTest("mean=5", Sparklines.create(sparklineMean5, ()), `▁▂▃▅███▅▃▂▁▁▁▁▁▁▁▁▁▁▁`)
|
|
||||||
|
|
||||||
let sparklineMean15 = normalDistAtMean5 -> parameterWiseAdditionHelper(normalDistAtMean10) -> pdfImage(range20Float)
|
|
||||||
makeTest("parameter-wise addition of two normal distributions", Sparklines.create(sparklineMean15, ()), `▁▁▁▁▁▁▁▁▁▁▂▃▅▇███▇▅▃▂`)
|
|
||||||
})
|
|
Loading…
Reference in New Issue
Block a user