First pass at adding errors to Normal
This commit is contained in:
parent
d52447183b
commit
47a65f0544
|
@ -3,19 +3,54 @@ open SymbolicDistTypes
|
||||||
let normal95confidencePoint = 1.6448536269514722
|
let normal95confidencePoint = 1.6448536269514722
|
||||||
// explained in website/docs/internal/ProcessingConfidenceIntervals
|
// 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 = {
|
module Normal = {
|
||||||
type t = normal
|
type t = normal
|
||||||
let make = (mean: float, stdev: float): result<symbolicDist, string> =>
|
let make = (~mean: float, ~stdev: float): result<symbolicDist, error> => {
|
||||||
stdev > 0.0
|
let firstElementFinite = Js.Float.isFinite(mean)
|
||||||
? Ok(#Normal({mean: mean, stdev: stdev}))
|
? Some(NotFinite("Normal", "mean", mean))
|
||||||
: Error("Standard deviation of normal distribution must be larger than 0")
|
: 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 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 cdf = (x, t: t) => Jstat.Normal.cdf(x, t.mean, t.stdev)
|
||||||
|
|
||||||
let from90PercentCI = (low, high) => {
|
let from90PercentCI = (low, high) => {
|
||||||
let mean = E.A.Floats.mean([low, high])
|
let mean = E.A.Floats.mean([low, high])
|
||||||
let stdev = (high -. low) /. (2. *. normal95confidencePoint)
|
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 inv = (p, t: t) => Jstat.Normal.inv(p, t.mean, t.stdev)
|
||||||
let sample = (t: t) => Jstat.Normal.sample(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 add = (n1: t, n2: t) => {
|
||||||
let mean = n1.mean +. n2.mean
|
let mean = n1.mean +. n2.mean
|
||||||
let stdev = Js.Math.sqrt(n1.stdev ** 2. +. n2.stdev ** 2.)
|
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 subtract = (n1: t, n2: t) => {
|
||||||
let mean = n1.mean -. n2.mean
|
let mean = n1.mean -. n2.mean
|
||||||
let stdev = Js.Math.sqrt(n1.stdev ** 2. +. n2.stdev ** 2.)
|
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 ...
|
// TODO: is this useful here at all? would need the integral as well ...
|
||||||
|
@ -38,7 +73,7 @@ module Normal = {
|
||||||
let mean =
|
let mean =
|
||||||
(n1.mean *. n2.stdev ** 2. +. n2.mean *. n1.stdev ** 2.) /. (n1.stdev ** 2. +. n2.stdev ** 2.)
|
(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.)
|
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) =>
|
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) =>
|
let operateFloatFirst = (operation: Operation.Algebraic.t, n1: float, n2: t) =>
|
||||||
switch operation {
|
switch operation {
|
||||||
| #Add => Some(#Normal({mean: n1 +. n2.mean, stdev: n2.stdev}))
|
| #Add => Some(make(~mean=n1 +. n2.mean, ~stdev=n2.stdev))
|
||||||
| #Subtract => Some(#Normal({mean: n1 -. n2.mean, stdev: n2.stdev}))
|
| #Subtract => Some(make(~mean=n1 -. n2.mean, ~stdev=n2.stdev))
|
||||||
| #Multiply => Some(#Normal({mean: n1 *. n2.mean, stdev: Js.Math.abs_float(n1) *. n2.stdev}))
|
| #Multiply => Some(make(~mean=n1 *. n2.mean, ~stdev=Js.Math.abs_float(n1) *. n2.stdev))
|
||||||
| _ => None
|
| _ => None
|
||||||
}
|
}
|
||||||
|
|
||||||
let operateFloatSecond = (operation: Operation.Algebraic.t, n1: t, n2: float) =>
|
let operateFloatSecond = (operation: Operation.Algebraic.t, n1: t, n2: float) =>
|
||||||
switch operation {
|
switch operation {
|
||||||
| #Add => Some(#Normal({mean: n1.mean +. n2, stdev: n1.stdev}))
|
| #Add => Some(make(~mean=n1.mean +. n2, ~stdev=n1.stdev))
|
||||||
| #Subtract => Some(#Normal({mean: n1.mean -. n2, stdev: n1.stdev}))
|
| #Subtract => Some(make(~mean=n1.mean -. n2, ~stdev=n1.stdev))
|
||||||
| #Multiply => Some(#Normal({mean: n1.mean *. n2, stdev: n1.stdev *. Js.Math.abs_float(n2)}))
|
| #Multiply => Some(make(~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)}))
|
| #Divide => Some(make(~mean=n1.mean /. n2, ~stdev=n1.stdev /. Js.Math.abs_float(n2)))
|
||||||
| _ => None
|
| _ => None
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
Loading…
Reference in New Issue
Block a user