From 5970f46c06e3b8a6c4ca8831bd54a70c268395d2 Mon Sep 17 00:00:00 2001
From: Ozzie Gooen <ozzieagooen@gmail.com>
Date: Fri, 14 Feb 2020 12:08:19 +0000
Subject: [PATCH] Initial work on time domain

---
 .gitignore                      |  4 +-
 src/LimitedDomainCdf.re         | 10 +++--
 src/TimeLimitedDomainCdf.re     | 74 +++++++++++++++++++++++++++++++++
 src/models/GlobalCatastrophe.re |  5 ---
 4 files changed, 84 insertions(+), 9 deletions(-)
 create mode 100644 src/TimeLimitedDomainCdf.re

diff --git a/.gitignore b/.gitignore
index 9b548cc4..72fa0d42 100644
--- a/.gitignore
+++ b/.gitignore
@@ -10,4 +10,6 @@ lib/*
 *.cache
 build
 yarn-error.log
-*.bs.js
\ No newline at end of file
+*.bs.js
+# Local Netlify folder
+.netlify
\ No newline at end of file
diff --git a/src/LimitedDomainCdf.re b/src/LimitedDomainCdf.re
index 7a33db45..fad1d421 100644
--- a/src/LimitedDomainCdf.re
+++ b/src/LimitedDomainCdf.re
@@ -19,8 +19,6 @@ let _lastElement = (a: array('a)) =>
 
 let probabilityBeforeDomainMax = (t: t) => _lastElement(t.distribution.ys);
 
-let chanceByX = (t: t) => t.distribution;
-
 let domainMaxX = (t: t) => t.domainMaxX;
 
 let probabilityDistribution = (t: t) =>
@@ -29,5 +27,11 @@ let probabilityDistribution = (t: t) =>
 let probability = (t: t, xPoint: float) =>
   CdfLibrary.Distribution.findY(xPoint, probabilityDistribution(t));
 
+let probabilityInverse = (t: t, yPoint: float) =>
+  CdfLibrary.Distribution.findX(yPoint, probabilityDistribution(t));
+
 let cumulativeProbability = (t: t, xPoint: float) =>
-  CdfLibrary.Distribution.findY(xPoint, t.distribution);
\ No newline at end of file
+  CdfLibrary.Distribution.findY(xPoint, t.distribution);
+
+let cumulativeProbabilityInverse = (t: t, yPoint: float) =>
+  CdfLibrary.Distribution.findX(yPoint, t.distribution);
\ No newline at end of file
diff --git a/src/TimeLimitedDomainCdf.re b/src/TimeLimitedDomainCdf.re
new file mode 100644
index 00000000..152497a9
--- /dev/null
+++ b/src/TimeLimitedDomainCdf.re
@@ -0,0 +1,74 @@
+type timeUnit = [
+  | `days
+  | `hours
+  | `milliseconds
+  | `minutes
+  | `months
+  | `quarters
+  | `seconds
+  | `weeks
+  | `years
+];
+
+type t = {
+  timeUnit,
+  timeStart: MomentRe.Moment.t,
+  limitedDomainCdf: LimitedDomainCdf.t,
+};
+
+module XSpecification = {
+  type xSpecification =
+    | Time(MomentRe.Moment.t)
+    | DifferenceFromStart(float, timeUnit)
+    | CdfXCoordinate(float);
+
+  let toTime = (t: t, xSpecification: xSpecification) =>
+    switch (xSpecification) {
+    | Time(r) => r
+    | DifferenceFromStart(r, unit) =>
+      t.timeStart
+      |> MomentRe.Moment.add(~duration=MomentRe.duration(r, unit))
+    | CdfXCoordinate(r) =>
+      t.timeStart
+      |> MomentRe.Moment.add(~duration=MomentRe.duration(r, t.timeUnit))
+    };
+
+  let rec toCdfXCoordinate = (t: t, xSpecification: xSpecification) =>
+    switch (xSpecification) {
+    | Time(r) => MomentRe.diff(t.timeStart, r, t.timeUnit)
+    | DifferenceFromStart(r, unit) =>
+      let newTime = toTime(t, DifferenceFromStart(r, unit));
+      toCdfXCoordinate(t, Time(newTime));
+    | CdfXCoordinate(r) => r
+    };
+
+  let fromDifference = (~t: t, ~duration: float, ~unit=t.timeUnit, ()) =>
+    Time(
+      MomentRe.Moment.add(
+        ~duration=MomentRe.duration(duration, unit),
+        t.timeStart,
+      ),
+    );
+};
+
+let probabilityBeforeDomainMax = (t: t) =>
+  LimitedDomainCdf.probabilityBeforeDomainMax(t.limitedDomainCdf);
+
+let domainMaxX = (t: t) =>
+  LimitedDomainCdf.probabilityBeforeDomainMax(t.limitedDomainCdf);
+
+let probability = (t: t, x: XSpecification.xSpecification) =>
+  LimitedDomainCdf.probability(
+    t.limitedDomainCdf,
+    XSpecification.toCdfXCoordinate(t, x),
+  );
+
+let probabilityInverse = (t: t, y: float) =>
+  XSpecification.CdfXCoordinate(
+    LimitedDomainCdf.probabilityInverse(t.limitedDomainCdf, y),
+  );
+
+let cumulativeProbabilityInverse = (t: t, y: float) =>
+  XSpecification.CdfXCoordinate(
+    LimitedDomainCdf.cumulativeProbabilityInverse(t.limitedDomainCdf, y),
+  );
\ No newline at end of file
diff --git a/src/models/GlobalCatastrophe.re b/src/models/GlobalCatastrophe.re
index 7487959d..6c843644 100644
--- a/src/models/GlobalCatastrophe.re
+++ b/src/models/GlobalCatastrophe.re
@@ -1,9 +1,4 @@
 module Model = {
-  let foo = {
-    let bar = 2.0;
-    ();
-  };
-
   let make = (dateTime: MomentRe.Moment.t, currentDateTime: MomentRe.Moment.t) => {
     let yearDiff = MomentRe.diff(dateTime, currentDateTime, `days) /. 365.;
     Prop.Value.Probability(0.001 *. yearDiff);