From 4a88acae66c8e4dd45ede015d90a782698473dc5 Mon Sep 17 00:00:00 2001
From: Roman Galochkin <roman.redrat@gmail.com>
Date: Tue, 25 Feb 2020 13:08:16 +0300
Subject: [PATCH] Adds integral function

---
 __tests__/CDF__Test.re                         | 11 +++++++++++
 src/utility/lib/CDF.re                         | 15 ++++++++++++++-
 src/utility/lib/continuousDistribution.spec.js | 16 ++++++++--------
 3 files changed, 33 insertions(+), 9 deletions(-)

diff --git a/__tests__/CDF__Test.re b/__tests__/CDF__Test.re
index f5605b68..cfe74694 100644
--- a/__tests__/CDF__Test.re
+++ b/__tests__/CDF__Test.re
@@ -165,4 +165,15 @@ describe("CDF", () => {
       expect(xs2[2]) |> toBe(70.)
     });
   });
+
+  describe("integral", () => {
+    module Dist =
+      CDF.Make({
+        let shape =
+          CDF.order({xs: [|0., 1., 2., 4.|], ys: [|0.0, 1.0, 2.0, 2.0|]});
+      });
+    test("with regular inputs", () => {
+      expect(Dist.integral()) |> toBe(6.)
+    });
+  });
 });
diff --git a/src/utility/lib/CDF.re b/src/utility/lib/CDF.re
index b5f9221e..cbfefa6c 100644
--- a/src/utility/lib/CDF.re
+++ b/src/utility/lib/CDF.re
@@ -90,5 +90,18 @@ module Make = (Config: Config) => {
   let sampleSingle = (): float => Js.Math.random() |> findY;
   let sample = (size: int): array(float) =>
     Belt.Array.makeBy(size, i => sampleSingle());
-  1;
+  let integral = () => {
+    Belt.Array.reduceWithIndex(ys, 0., (integral, y, i) => {
+      switch (i) {
+      | 0 => integral
+      | _ =>
+        let thisY = y;
+        let lastY = get(ys, i - 1);
+        let thisX = get(xs, i);
+        let lastX = get(xs, i - 1);
+        let sectionInterval = (thisY +. lastY) /. 2. *. (thisX -. lastX);
+        integral +. sectionInterval;
+      }
+    });
+  };
 };
diff --git a/src/utility/lib/continuousDistribution.spec.js b/src/utility/lib/continuousDistribution.spec.js
index 75831fb5..114caf58 100644
--- a/src/utility/lib/continuousDistribution.spec.js
+++ b/src/utility/lib/continuousDistribution.spec.js
@@ -66,45 +66,45 @@ describe('ContinuousDistribution Class', () => {
 
   describe('integral()', () => {
     it('with regular inputs', () => {
-      const xs = [0,1,2,4];
+      const xs = [0, 1, 2, 4];
       const ys = [0.0, 1.0, 2.0, 2.0];
       const cdf = new ContinuousDistribution(xs, ys);
       const integral = cdf.integral();
       expect(integral).toEqual(6);
     });
     it('with an infinity', () => {
-      const xs = [0,1,2,4];
+      const xs = [0, 1, 2, 4];
       const ys = [0.0, 1.0, Infinity, 2.0];
       const cdf = new ContinuousDistribution(xs, ys);
       const integral = cdf.integral();
       expect(integral).toEqual(Infinity);
     });
     it('with negative infinity', () => {
-      const xs = [0,1,2,4];
+      const xs = [0, 1, 2, 4];
       const ys = [0.0, 1.0, -Infinity, 2.0];
       const cdf = new ContinuousDistribution(xs, ys);
       const integral = cdf.integral();
       expect(integral).toEqual(-Infinity);
     });
     it('with both positive and negative infinities', () => {
-      const xs = [0,1,2,4];
+      const xs = [0, 1, 2, 4];
       const ys = [0.0, 1.0, -Infinity, Infinity];
       const cdf = new ContinuousDistribution(xs, ys);
       const integral = cdf.integral();
       expect(integral).toEqual(NaN);
     });
     it('with a NaN and filterOutNaNs set to false', () => {
-      const xs = [0,1,2,4];
+      const xs = [0, 1, 2, 4];
       const ys = [0.0, 1.0, 2.0, NaN];
       const cdf = new ContinuousDistribution(xs, ys);
-      const integral = cdf.integral({filterOutNaNs: false});
+      const integral = cdf.integral({ filterOutNaNs: false });
       expect(integral).toEqual(NaN);
     });
     it('with a NaN and filterOutNaNs set to true', () => {
-      const xs = [0,1,2,4];
+      const xs = [0, 1, 2, 4];
       const ys = [0.0, 1.0, 2.0, NaN];
       const cdf = new ContinuousDistribution(xs, ys);
-      const integral = cdf.integral({filterOutNaNs: true});
+      const integral = cdf.integral({ filterOutNaNs: true });
       expect(integral).toEqual(2);
     });
   })