Merge remote-tracking branch 'origin/master' into improvements/1087

showcase/entries/Continuous.re

@@ -1,10 +1,11 @@
 // "mm(floor(uniform(30,35)), normal(50,20), [.25,.5])",
 // "mm(floor(normal(28,4)), normal(32,2), uniform(20,24), [.5,.2,.1])",
 
+//  "mm(5 to 20, floor(normal(20,2)), [.5, .5])",
 let timeDist =
   DistPlusIngredients.make(
-    ~guesstimatorString="mm(floor(10 to 15), 10 to 11, [.9,.1])",
+    ~guesstimatorString="(floor(10 to 15))",
-    ~domain=Complete,
+    ~domain=RightLimited({xPoint: 50.0, excludingProbabilityMass: 0.3}),
     ~unit=
       DistTypes.TimeDistribution({zero: MomentRe.momentNow(), unit: `years}),
     (),
@@ -12,7 +13,11 @@ let timeDist =
 
 let setup = dist =>
   dist
-  |> DistPlusIngredients.toDistPlus(~sampleCount=5000, ~outputXYPoints=1000);
+  |> DistPlusIngredients.toDistPlus(
+       ~sampleCount=10000,
+       ~outputXYPoints=2000,
+       ~truncateTo=Some(1000),
+     );
 
 let distributions = () =>
   <div>
@@ -20,8 +25,10 @@ let distributions = () =>
       <h2> {"Single-Discrete" |> ReasonReact.string} </h2>
       {setup(
          DistPlusIngredients.make(
-           ~guesstimatorString="8 to 12, [.5,.5])",
+           ~guesstimatorString=
-           ~domain=Complete,
+             "uniform(0,1) > 0.036 ? lognormal(6.652, -0.41): 0",
+           ~domain=
+             RightLimited({xPoint: 50.0, excludingProbabilityMass: 0.3}),
            (),
          ),
        )

src/components/charts/DistPlusPlot.re

@@ -2,13 +2,18 @@ module DistPlusChart = {
   [@react.component]
   let make = (~distPlus: DistTypes.distPlus, ~onHover) => {
     open Distributions.DistPlus;
-    // todo: Change to scaledContinuous and scaledDiscrete
+    let discrete = distPlus |> T.toScaledDiscrete;
-    let discrete = distPlus |> T.toDiscrete;
     let continuous =
       distPlus
-      |> T.toContinuous
+      |> T.toScaledContinuous
       |> E.O.fmap(Distributions.Continuous.getShape);
-    let minX = T.minX(distPlus);
+    let range = T.xTotalRange(distPlus);
+    let minX =
+      switch (T.minX(distPlus), range) {
+      | (Some(min), Some(range)) => Some(min -. range *. 0.001)
+      | _ => None
+      };
+
     let maxX = T.maxX(distPlus);
     let timeScale = distPlus.unit |> DistTypes.DistributionUnit.toJson;
     <DistributionPlot
@@ -34,13 +39,18 @@ module IntegralChart = {
       integral
       |> Distributions.Continuous.toLinear
       |> E.O.fmap(Distributions.Continuous.getShape);
-    let minX = integral |> Distributions.Continuous.T.minX;
+    let range = T.xTotalRange(distPlus);
+    let minX =
+      switch (T.minX(distPlus), range) {
+      | (Some(min), Some(range)) => Some(min -. range *. 0.001)
+      | _ => None
+      };
     let maxX = integral |> Distributions.Continuous.T.maxX;
     let timeScale = distPlus.unit |> DistTypes.DistributionUnit.toJson;
-    Js.log3("HIHI", continuous, distPlus);
     <DistributionPlot
       minX
       maxX
+      height=100
       ?continuous
       color={`hex("333")}
       timeScale
@@ -78,6 +88,9 @@ let make = (~distPlus: DistTypes.distPlus) => {
           <th className="px-4 py-2">
             {"Y Integral to Point" |> ReasonReact.string}
           </th>
+          <th className="px-4 py-2">
+            {"Y Integral Total" |> ReasonReact.string}
+          </th>
         </tr>
       </thead>
       <tbody>
@@ -114,6 +127,64 @@ let make = (~distPlus: DistTypes.distPlus) => {
         </tr>
       </tbody>
     </table>
+    <table className="table-auto">
+      <thead>
+        <tr>
+          <th className="px-4 py-2">
+            {"Continuous Total" |> ReasonReact.string}
+          </th>
+          <th className="px-4 py-2">
+            {"Scaled Continuous Total" |> ReasonReact.string}
+          </th>
+          <th className="px-4 py-2">
+            {"Discrete Total" |> ReasonReact.string}
+          </th>
+          <th className="px-4 py-2">
+            {"Scaled Discrete Total" |> ReasonReact.string}
+          </th>
+        </tr>
+      </thead>
+      <tbody>
+        <tr>
+          <th className="px-4 py-2 border ">
+            {distPlus
+             |> Distributions.DistPlus.T.toContinuous
+             |> E.O.fmap(
+                  Distributions.Continuous.T.Integral.sum(~cache=None),
+                )
+             |> E.O.fmap(E.Float.with2DigitsPrecision)
+             |> E.O.default("")
+             |> ReasonReact.string}
+          </th>
+          <th className="px-4 py-2 border ">
+            {distPlus
+             |> Distributions.DistPlus.T.toScaledContinuous
+             |> E.O.fmap(
+                  Distributions.Continuous.T.Integral.sum(~cache=None),
+                )
+             |> E.O.fmap(E.Float.with2DigitsPrecision)
+             |> E.O.default("")
+             |> ReasonReact.string}
+          </th>
+          <th className="px-4 py-2 border ">
+            {distPlus
+             |> Distributions.DistPlus.T.toDiscrete
+             |> E.O.fmap(Distributions.Discrete.T.Integral.sum(~cache=None))
+             |> E.O.fmap(E.Float.with2DigitsPrecision)
+             |> E.O.default("")
+             |> ReasonReact.string}
+          </th>
+          <th className="px-4 py-2 border ">
+            {distPlus
+             |> Distributions.DistPlus.T.toScaledDiscrete
+             |> E.O.fmap(Distributions.Discrete.T.Integral.sum(~cache=None))
+             |> E.O.fmap(E.Float.with2DigitsPrecision)
+             |> E.O.default("")
+             |> ReasonReact.string}
+          </th>
+        </tr>
+      </tbody>
+    </table>
     <div />
   </div>;
   // chart

src/components/charts/DistributionPlot/distPlotReact.js

@@ -40,8 +40,8 @@ function CdfChartReact(props) {
       .minX(props.minX)
       .onHover(props.onHover)
       .marginBottom(props.marginBottom || 15)
-      .marginLeft(5)
+      .marginLeft(30)
-      .marginRight(5)
+      .marginRight(30)
       .marginTop(5)
       .showDistributionLines(props.showDistributionLines)
       .showDistributionYAxis(props.showDistributionYAxis)

src/distributions/DistPlusIngredients.re

@@ -9,13 +9,19 @@ let make =
 };
 
 let toDistPlus =
-    (~sampleCount=1000, ~outputXYPoints=1000, t: distPlusIngredients)
+    (
+      ~sampleCount=2000,
+      ~outputXYPoints=1500,
+      ~truncateTo=Some(300),
+      t: distPlusIngredients,
+    )
     : option(distPlus) => {
   let shape =
     Guesstimator.stringToMixedShape(
       ~string=t.guesstimatorString,
       ~sampleCount,
       ~outputXYPoints,
+      ~truncateTo,
       (),
     );
   let distPlus =

src/distributions/DistTypes.re

@@ -120,7 +120,7 @@ module MixedPoint = {
   let makeContinuous = (continuous: float): t => {continuous, discrete: 0.0};
   let makeDiscrete = (discrete: float): t => {continuous: 0.0, discrete};
 
-  let fmap = (fn, t: t) => {
+  let fmap = (fn: float => float, t: t) => {
     continuous: fn(t.continuous),
     discrete: fn(t.discrete),
   };

src/distributions/Distributions.re

@@ -127,14 +127,15 @@ module Continuous = {
       // };
 
       let integral = (~cache, t) =>
-        cache
+        switch (cache) {
-        |> E.O.default(
+        | Some(cache) => cache
+        | None =>
           t
           |> xyShape
           |> XYShape.Range.integrateWithTriangles
           |> E.O.toExt("This should not have happened")
-             |> fromShape,
+          |> fromShape
-           );
+        };
       let integralEndY = (~cache, t) => t |> integral(~cache) |> lastY;
       let integralXtoY = (~cache, f, t) =>
         t |> integral(~cache) |> shapeFn(CdfLibrary.Distribution.findY(f));
@@ -151,8 +152,10 @@ module Discrete = {
       type t = DistTypes.discreteShape;
       type integral = DistTypes.continuousShape;
       let integral = (~cache, t) =>
-        cache
+        switch (cache) {
-        |> E.O.default(Continuous.make(XYShape.accumulateYs(t), `Stepwise));
+        | Some(c) => c
+        | None => Continuous.make(XYShape.accumulateYs(t), `Stepwise)
+        };
       let integralEndY = (~cache, t) =>
         t |> integral(~cache) |> Continuous.lastY;
       let minX = XYShape.minX;
@@ -188,21 +191,6 @@ module Mixed = {
     discreteProbabilityMassFraction,
   };
 
-  let clean = (t: DistTypes.mixedShape): option(DistTypes.shape) => {
-    switch (t) {
-    | {
-        continuous: {xyShape: {xs: [||], ys: [||]}},
-        discrete: {xs: [||], ys: [||]},
-      } =>
-      None
-    | {continuous, discrete: {xs: [||], ys: [||]}} =>
-      Some(Continuous(continuous))
-    | {continuous: {xyShape: {xs: [||], ys: [||]}}, discrete} =>
-      Some(Discrete(discrete))
-    | shape => Some(Mixed(shape))
-    };
-  };
-
   // todo: Put into scaling module
   let scaleDiscreteFn =
       ({discreteProbabilityMassFraction}: DistTypes.mixedShape, f) =>
@@ -214,17 +202,23 @@ module Mixed = {
 
   let scaleContinuous = ({discreteProbabilityMassFraction}: t, continuous) =>
     continuous
-    |> Continuous.T.scaleBy(~scale=1.0 -. discreteProbabilityMassFraction);
+    |> Continuous.T.scaleToIntegralSum(
+         ~intendedSum=1.0 -. discreteProbabilityMassFraction,
+       );
 
   let scaleDiscrete = ({discreteProbabilityMassFraction}: t, disrete) =>
-    disrete |> Discrete.T.scaleBy(~scale=discreteProbabilityMassFraction);
+    disrete
+    |> Discrete.T.scaleToIntegralSum(
+         ~intendedSum=discreteProbabilityMassFraction,
+       );
 
   module T =
     Dist({
       type t = DistTypes.mixedShape;
       type integral = DistTypes.continuousShape;
-      let minX = ({continuous, discrete}: t) =>
+      let minX = ({continuous, discrete}: t) => {
         min(Continuous.T.minX(continuous), Discrete.T.minX(discrete));
+      };
       let maxX = ({continuous, discrete}: t) =>
         max(Continuous.T.maxX(continuous), Discrete.T.maxX(discrete));
       let toShape = (t: t): DistTypes.shape => Mixed(t);
@@ -251,34 +245,47 @@ module Mixed = {
       let integral =
           (
             ~cache,
-            {continuous, discrete, discreteProbabilityMassFraction} as t: t,
+            {continuous, discrete, discreteProbabilityMassFraction}: t,
           ) => {
-        cache
+        switch (cache) {
-        |> E.O.default(
+        | Some(cache) => cache
-             {
+        | None =>
+          let scaleContinuousBy =
+            (1.0 -. discreteProbabilityMassFraction)
+            /. (continuous |> Continuous.T.Integral.sum(~cache=None));
+
+          let scaleDiscreteBy =
+            discreteProbabilityMassFraction
+            /. (
+              discrete
+              |> Discrete.T.Integral.get(~cache=None)
+              |> Continuous.toLinear
+              |> E.O.fmap(Continuous.lastY)
+              |> E.O.toExn("")
+            );
+
           let cont =
             continuous
             |> Continuous.T.Integral.get(~cache=None)
-                 |> scaleContinuous(t);
+            |> Continuous.T.scaleBy(~scale=scaleContinuousBy);
+
           let dist =
             discrete
             |> Discrete.T.Integral.get(~cache=None)
             |> Continuous.toLinear
             |> E.O.toExn("")
-                 |> Continuous.T.scaleBy(
+            |> Continuous.T.scaleBy(~scale=scaleDiscreteBy);
-                      ~scale=discreteProbabilityMassFraction,
+
-                    );
+          let result =
             Continuous.make(
               XYShape.Combine.combineLinear(
-                   Continuous.getShape(cont),
+                Continuous.getShape(cont), Continuous.getShape(dist), (a, b) =>
-                   Continuous.getShape(dist),
-                   (a, b) =>
                 a +. b
               ),
               `Linear,
             );
-             },
+          result;
-           );
+        };
       };
 
       let integralEndY = (~cache, t: t) => {
@@ -501,7 +508,6 @@ module DistPlus = {
 
       let minX = shapeFn(Shape.T.minX);
       let maxX = shapeFn(Shape.T.maxX);
-      let fromShape = (t, shape): t => update(~shape, t);
 
       // This bit is kind of akward, could probably use rethinking.
       let integral = (~cache, t: t) =>
@@ -516,14 +522,14 @@ module DistPlus = {
 
       //   TODO: Fix this below, obviously. Adjust for limits
       let integralXtoY = (~cache as _, f, t: t) => {
-        Shape.T.Integral.xToY(~cache=Some(t.integralCache), f, toShape(t));
+        Shape.T.Integral.xToY(~cache=Some(t.integralCache), f, toShape(t))
+        |> domainIncludedProbabilityMassAdjustment(t);
       };
     });
 };
 
 module DistPlusTime = {
   open DistTypes;
-  open DistPlus;
 
   type t = DistTypes.distPlus;
 
@@ -546,7 +552,7 @@ module DistPlusTime = {
 
   module Integral = {
     include DistPlus.T.Integral;
-    let xToY = (~cache as _, f: TimeTypes.timeInVector, t: t) => {
+    let xToY = (f: TimeTypes.timeInVector, t: t) => {
       timeInVectorToX(f, t)
       |> E.O.fmap(x => DistPlus.T.Integral.xToY(~cache=None, x, t));
     };

src/distributions/MixedShapeBuilder.re

@@ -21,16 +21,21 @@ let buildSimple = (~continuous, ~discrete): option(DistTypes.shape) => {
       Distributions.Discrete.T.Integral.sum(~cache=None, discrete);
     let discrete =
       Distributions.Discrete.T.scaleToIntegralSum(~intendedSum=1.0, discrete);
-    let foobar =
+    let continuous =
+      Distributions.Continuous.T.scaleToIntegralSum(
+        ~intendedSum=1.0,
+        continuous,
+      );
+    let mixedDist =
       Distributions.Mixed.make(
         ~continuous,
         ~discrete,
         ~discreteProbabilityMassFraction,
-      )
+      );
-      |> Distributions.Mixed.clean;
+    Some(Mixed(mixedDist));
-    foobar;
   };
 };
+
 let build = (~continuous, ~discrete, ~assumptions) =>
   switch (assumptions) {
   | {

src/distributions/TimeTypes.re

@@ -63,8 +63,9 @@ module RelativeTimePoint = {
       |> MomentRe.Moment.add(~duration=MomentRe.duration(r, timeVector.unit))
     };
 
-  let _timeToX = (time, timeStart, timeUnit) =>
+  let _timeToX = (time, timeStart, timeUnit) => {
-    MomentRe.diff(timeStart, time, timeUnit);
+    MomentRe.diff(time, timeStart, timeUnit);
+  };
 
   let toXValue = (timeVector: timeVector, timeInVector: timeInVector) =>
     switch (timeInVector) {

src/interface/FormBuilder.re

@@ -17,12 +17,20 @@ let propValue = (t: Prop.Value.t) => {
   switch (t) {
   | SelectSingle(r) => r |> ReasonReact.string
   | ConditionalArray(r) => "Array" |> ReasonReact.string
-  | DistPlusIngredients(r) =>
+  | DistPlusIngredients((r: DistTypes.distPlusIngredients)) =>
     let newDistribution =
-      DistPlusIngredients.toDistPlus(~sampleCount=1000, r);
+      DistPlusIngredients.toDistPlus(
+        ~sampleCount=2000,
+        ~outputXYPoints=2000,
+        ~truncateTo=Some(100),
+        r,
+      );
     switch (newDistribution) {
     | Some(distribution) =>
-      <div> <DistPlusPlot distPlus=distribution /> </div>
+      <div>
+        <DistPlusPlot distPlus=distribution />
+        {r.guesstimatorString |> ReasonReact.string}
+      </div>
     | None => "Something went wrong" |> ReasonReact.string
     };
   | FloatCdf(_) => <div />

src/models/EAFunds.re

@@ -70,14 +70,14 @@ module Model = {
   };
 
   let yearlyMeanGrowthRateIfNotClosed = (group: group): yearlyNumericDiff => {
-    {meanDiff: 1.1, stdDiff: 1.1};
+    {meanDiff: 1.1, stdDiff: 1.08};
   };
 
   let calculateDifference =
       (currentValue, dateTime, currentDateTime, y: yearlyNumericDiff) => {
     let yearDiff = MomentRe.diff(dateTime, currentDateTime, `days) /. 365.;
     let meanDiff = Js.Math.pow_float(~base=y.meanDiff, ~exp=yearDiff);
-    let stdDevDiff = Js.Math.pow_float(~base=y.meanDiff, ~exp=yearDiff);
+    let stdDevDiff = Js.Math.pow_float(~base=y.stdDiff, ~exp=yearDiff);
     GuesstimatorDist.logNormal(
       currentValue *. meanDiff,
       firstYearStdDev *. stdDevDiff,
@@ -110,19 +110,8 @@ module Model = {
   // TODO: Fixe number that integral is calculated for
   let getGlobalCatastropheChance = dateTime => {
     GlobalCatastrophe.makeI(MomentRe.momentNow())
-    |> DistPlusIngredients.toDistPlus(~sampleCount=1000)
+    |> DistPlusIngredients.toDistPlus
-    |> E.O.bind(
+    |> E.O.bind(_, Distributions.DistPlusTime.Integral.xToY(Time(dateTime)));
-         _,
-         t => {
-           let foo =
-             Distributions.DistPlusTime.Integral.xToY(
-               ~cache=None,
-               Time(dateTime),
-               t,
-             );
-           Some(0.5);
-         },
-       );
   };
 
   let make =
@@ -151,8 +140,7 @@ module Model = {
         | Some({truthValue: false}) => difference
         | None =>
           let foo =
-            // getGlobalCatastropheChance(dateTime)
+            getGlobalCatastropheChance(dateTime)
-            Some(0.5)
             |> E.O.fmap(E.Float.with2DigitsPrecision)
             |> E.O.fmap((r: string) =>
                  "uniform(0,1) > " ++ r ++ " ? " ++ difference ++ ": 0"
@@ -175,8 +163,9 @@ module Model = {
           ~guesstimatorString=
             GuesstimatorDist.min(
               GlobalCatastrophe.guesstimatorString,
-              GuesstimatorDist.logNormal(40., 4.),
+              GuesstimatorDist.logNormal(20., 2.),
             ),
+          ~unit=TimeDistribution({zero: currentDateTime, unit: `years}),
           ~domain=RightLimited({xPoint: 100., excludingProbabilityMass: 0.3}),
           (),
         ),

src/models/GlobalCatastrophe.re

@@ -1,21 +1,16 @@
-let guesstimatorString = "floor(10 to 20)";
+let guesstimatorString = "uniform(1, 100)";
 
 let makeI = (currentDateTime: MomentRe.Moment.t) => {
   DistPlusIngredients.make(
     ~guesstimatorString,
     ~unit=TimeDistribution({zero: currentDateTime, unit: `years}),
+    ~domain=RightLimited({xPoint: 300.0, excludingProbabilityMass: 0.3}),
     (),
   );
 };
 module Model = {
   let make = (currentDateTime: MomentRe.Moment.t) => {
-    let distPlusIngredients =
+    Prop.Value.DistPlusIngredients(makeI(currentDateTime));
-      DistPlusIngredients.make(
-        ~guesstimatorString,
-        ~unit=TimeDistribution({zero: currentDateTime, unit: `years}),
-        (),
-      );
-    Prop.Value.DistPlusIngredients(distPlusIngredients);
   };
 };
 

src/utility/Guesstimator.re

@@ -29,9 +29,15 @@ module Internals = {
   external toCombinedFormat: (string, int, int) => combined = "run";
 
   // todo: Format to correct mass, also normalize the pdf.
-  let toMixedShape = (r: combined): option(DistTypes.shape) => {
+  let toMixedShape =
+      (~truncateTo=Some(500), r: combined): option(DistTypes.shape) => {
+    let continuous = toContinous(r);
     let continuous =
-      toContinous(r) |> Distributions.Continuous.convertToNewLength(100);
+      switch (truncateTo) {
+      | Some(t) =>
+        continuous |> Distributions.Continuous.convertToNewLength(t)
+      | None => continuous
+      };
     let discrete = toDiscrete(r);
     // let continuousProb =
     //   cont |> Distributions.Continuous.T.Integral.sum(~cache=None);
@@ -44,6 +50,12 @@ module Internals = {
 };
 
 let stringToMixedShape =
-    (~string, ~sampleCount=1000, ~outputXYPoints=1000, ()) =>
+    (
+      ~string,
+      ~sampleCount=3000,
+      ~outputXYPoints=3000,
+      ~truncateTo=Some(500),
+      (),
+    ) =>
   Internals.toCombinedFormat(string, sampleCount, outputXYPoints)
-  |> Internals.toMixedShape;
+  |> Internals.toMixedShape(~truncateTo);

src/utility/GuesstimatorLibrary.js

@@ -13,9 +13,9 @@ const minMaxRatio = (minValue, maxValue) => {
     return 'SMALL';
   }
   const ratio = maxValue / minValue;
-  if (ratio < 100000) {
+  if (ratio < 10000) {
     return 'SMALL';
-  } else if (ratio < 10000000) {
+  } else if (ratio < 1000000) {
     return 'MEDIUM';
   } else {
     return 'LARGE';
@@ -42,11 +42,11 @@ const toPdf = (values, outputResolutionCount, min, max) => {
 
   let discrete = {xs: frequencies.map(f => f.value), ys: frequencies.map(f => f.percentage)};
   let continuous = {ys: [], xs: []};
-  if (continuousSamples.length > 1){
+  if (continuousSamples.length > 20){
     const samples = new Samples(continuousSamples);
 
     const ratioSize$ = ratioSize(samples);
-    const width = ratioSize$ === 'SMALL' ? 100 : 1;
+    const width = ratioSize$ === 'SMALL' ? 60 : 1;
 
     const pdf = samples.toPdf({ size: outputResolutionCount, width, min, max });
     continuous = pdf;