Adds integral function
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@ -165,4 +165,15 @@ describe("CDF", () => {
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expect(xs2[2]) |> toBe(70.)
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});
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});
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describe("integral", () => {
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module Dist =
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CDF.Make({
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let shape =
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CDF.order({xs: [|0., 1., 2., 4.|], ys: [|0.0, 1.0, 2.0, 2.0|]});
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});
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test("with regular inputs", () => {
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expect(Dist.integral()) |> toBe(6.)
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});
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});
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});
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@ -90,5 +90,18 @@ module Make = (Config: Config) => {
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let sampleSingle = (): float => Js.Math.random() |> findY;
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let sample = (size: int): array(float) =>
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Belt.Array.makeBy(size, i => sampleSingle());
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1;
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let integral = () => {
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Belt.Array.reduceWithIndex(ys, 0., (integral, y, i) => {
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switch (i) {
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| 0 => integral
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| _ =>
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let thisY = y;
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let lastY = get(ys, i - 1);
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let thisX = get(xs, i);
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let lastX = get(xs, i - 1);
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let sectionInterval = (thisY +. lastY) /. 2. *. (thisX -. lastX);
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integral +. sectionInterval;
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}
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});
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};
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};
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