Adds integral function

__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.)
+    });
+  });
 });

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;
+      }
+    });
+  };
 };