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First pass at adding errors to Normal

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This commit is contained in:
Ozzie Gooen 2022-04-28 22:11:08 -04:00
parent d52447183b
commit 47a65f0544
1 changed files with 50 additions and 15 deletions
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65
packages/squiggle-lang/src/rescript/Distributions/SymbolicDist/SymbolicDist.res
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@ -3,19 +3,54 @@ open SymbolicDistTypes
let normal95confidencePoint = 1.6448536269514722
// explained in website/docs/internal/ProcessingConfidenceIntervals
type normalError = NormalStandardDeviationGreaterThanZero(float)
@genType
type rec error =
| NotFinite(string, string, float)
| NormalError(normalError)
| MultipleErrors(array<error>)
module Error = {
let mapErrorArrayToError = (errors: array<error>): option<error> => {
switch errors {
| [] => None
| [error] => Some(error)
| _ => Some(MultipleErrors(errors))
}
}
}
module Normal = {
type t = normal
let make = (mean: float, stdev: float): result<symbolicDist, string> =>
stdev > 0.0
? Ok(#Normal({mean: mean, stdev: stdev}))
: Error("Standard deviation of normal distribution must be larger than 0")
let make = (~mean: float, ~stdev: float): result<symbolicDist, error> => {
let firstElementFinite = Js.Float.isFinite(mean)
? Some(NotFinite("Normal", "mean", mean))
: None
let secondElementFinite = Js.Float.isFinite(stdev)
? Some(NotFinite("Normal", "mean", mean))
: None
let stdevError =
stdev <= 0.0 ? Some(NormalError(NormalStandardDeviationGreaterThanZero(stdev))) : None
let error =
[firstElementFinite, secondElementFinite, stdevError]
->E.A.O.concatSomes
->Error.mapErrorArrayToError
switch error {
| Some(r) => Error(r)
| None => Ok(#Normal({mean: mean, stdev: stdev}))
}
}
let dangerouslyMake = (~mean: float, ~stdev: float) => #Normal({mean: mean, stdev: stdev})
let pdf = (x, t: t) => Jstat.Normal.pdf(x, t.mean, t.stdev)
let cdf = (x, t: t) => Jstat.Normal.cdf(x, t.mean, t.stdev)
let from90PercentCI = (low, high) => {
let mean = E.A.Floats.mean([low, high])
let stdev = (high -. low) /. (2. *. normal95confidencePoint)
#Normal({mean: mean, stdev: stdev})
dangerouslyMake(~mean, ~stdev)
}
let inv = (p, t: t) => Jstat.Normal.inv(p, t.mean, t.stdev)
let sample = (t: t) => Jstat.Normal.sample(t.mean, t.stdev)
@ -25,12 +60,12 @@ module Normal = {
let add = (n1: t, n2: t) => {
let mean = n1.mean +. n2.mean
let stdev = Js.Math.sqrt(n1.stdev ** 2. +. n2.stdev ** 2.)
#Normal({mean: mean, stdev: stdev})
dangerouslyMake(~mean, ~stdev)
}
let subtract = (n1: t, n2: t) => {
let mean = n1.mean -. n2.mean
let stdev = Js.Math.sqrt(n1.stdev ** 2. +. n2.stdev ** 2.)
#Normal({mean: mean, stdev: stdev})
dangerouslyMake(~mean, ~stdev)
}
// TODO: is this useful here at all? would need the integral as well ...
@ -38,7 +73,7 @@ module Normal = {
let mean =
(n1.mean *. n2.stdev ** 2. +. n2.mean *. n1.stdev ** 2.) /. (n1.stdev ** 2. +. n2.stdev ** 2.)
let stdev = 1. /. (1. /. n1.stdev ** 2. +. 1. /. n2.stdev ** 2.)
#Normal({mean: mean, stdev: stdev})
make(~mean, ~stdev)
}
let operate = (operation: Operation.Algebraic.t, n1: t, n2: t) =>
@ -50,18 +85,18 @@ module Normal = {
let operateFloatFirst = (operation: Operation.Algebraic.t, n1: float, n2: t) =>
switch operation {
| #Add => Some(#Normal({mean: n1 +. n2.mean, stdev: n2.stdev}))
| #Subtract => Some(#Normal({mean: n1 -. n2.mean, stdev: n2.stdev}))
| #Multiply => Some(#Normal({mean: n1 *. n2.mean, stdev: Js.Math.abs_float(n1) *. n2.stdev}))
| #Add => Some(make(~mean=n1 +. n2.mean, ~stdev=n2.stdev))
| #Subtract => Some(make(~mean=n1 -. n2.mean, ~stdev=n2.stdev))
| #Multiply => Some(make(~mean=n1 *. n2.mean, ~stdev=Js.Math.abs_float(n1) *. n2.stdev))
| _ => None
}
let operateFloatSecond = (operation: Operation.Algebraic.t, n1: t, n2: float) =>
switch operation {
| #Add => Some(#Normal({mean: n1.mean +. n2, stdev: n1.stdev}))
| #Subtract => Some(#Normal({mean: n1.mean -. n2, stdev: n1.stdev}))
| #Multiply => Some(#Normal({mean: n1.mean *. n2, stdev: n1.stdev *. Js.Math.abs_float(n2)}))
| #Divide => Some(#Normal({mean: n1.mean /. n2, stdev: n1.stdev /. Js.Math.abs_float(n2)}))
| #Add => Some(make(~mean=n1.mean +. n2, ~stdev=n1.stdev))
| #Subtract => Some(make(~mean=n1.mean -. n2, ~stdev=n1.stdev))
| #Multiply => Some(make(~mean=n1.mean *. n2, ~stdev=n1.stdev *. Js.Math.abs_float(n2)))
| #Divide => Some(make(~mean=n1.mean /. n2, ~stdev=n1.stdev /. Js.Math.abs_float(n2)))
| _ => None
}
}