Merge pull request #23 from foretold-app/features/1114

Features/1114

__tests__/Bandwidth__Test.re

@@ -0,0 +1,13 @@
+open Jest;
+open Expect;
+
+describe("Bandwidth", () => {
+  test("nrd0()", () => {
+    let data = [|1., 4., 3., 2.|];
+    expect(Science.nrd0(data)) |> toEqual(0.7635139420854616);
+  });
+  test("nrd()", () => {
+    let data = [|1., 4., 3., 2.|];
+    expect(Science.nrd(data)) |> toEqual(0.899249754011766);
+  });
+});

package.json

@@ -60,7 +60,8 @@
     "react-use": "^13.27.0",
     "reason-react": ">=0.7.0",
     "reschema": "1.3.0",
-    "tailwindcss": "1.2.0"
+    "tailwindcss": "1.2.0",
+    "science": "1.9.3"
   },
   "alias": {
     "react": "./node_modules/react",

src/utility/Science.re

@@ -0,0 +1,28 @@
+[@bs.val] [@bs.module "science"] [@bs.scope "stats"]
+external variance: array(float) => float = "variance";
+
+[@bs.val] [@bs.module "science"] [@bs.scope "stats"]
+external iqr: array(float) => float = "iqr";
+
+let len = x => E.A.length(x) |> float_of_int;
+
+let nrd0 = x => {
+  let hi = Js_math.sqrt(variance(x));
+  let lo = Js_math.minMany_float([|hi, iqr(x) /. 1.34|]);
+  let e = Js_math.abs_float(x[1]);
+  let lo' =
+    switch (lo, hi, e) {
+    | (lo, hi, e) when !Js.Float.isNaN(lo) => lo
+    | (lo, hi, e) when !Js.Float.isNaN(hi) => hi
+    | (lo, hi, e) when !Js.Float.isNaN(e) => e
+    | _ => 1.0
+    };
+  0.9 *. lo' *. Js_math.pow_float(len(x), -0.2);
+};
+
+let nrd = x => {
+  let h = iqr(x) /. 1.34;
+  1.06
+  *. Js_math.min_float(Js_math.sqrt(variance(x)), h)
+  *. Js_math.pow_float(len(x), (-1.0) /. 5.0);
+};

yarn.lock

@@ -8579,6 +8579,11 @@ scheduler@^0.19.0:
     loose-envify "^1.1.0"
     object-assign "^4.1.1"
 
+science@1.9.3:
+  version "1.9.3"
+  resolved "https://registry.yarnpkg.com/science/-/science-1.9.3.tgz#ec89bac44aeff2e5a2d749aa496f377089903dd4"
+  integrity sha1-7Im6xErv8uWi10mqSW83cImQPdQ=
+
 screenfull@^5.0.0:
   version "5.0.2"
   resolved "https://registry.yarnpkg.com/screenfull/-/screenfull-5.0.2.tgz#b9acdcf1ec676a948674df5cd0ff66b902b0bed7"