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

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This commit is contained in:
Roman Galochkin 2020-02-26 08:18:12 +03:00
commit 6a54d24550
13 changed files with 217 additions and 117 deletions
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17
showcase/entries/Continuous.re
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@ -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])",
~domain=Complete,
~guesstimatorString="(floor(10 to 15))",
~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])",
~domain=Complete,
~guesstimatorString=
"uniform(0,1) > 0.036 ? lognormal(6.652, -0.41): 0",
~domain=
RightLimited({xPoint: 50.0, excludingProbabilityMass: 0.3}),
(),
),
)

83
src/components/charts/DistPlusPlot.re
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@ -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.toDiscrete;
let discrete = distPlus |> T.toScaledDiscrete;
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

4
src/components/charts/DistributionPlot/distPlotReact.js
View File

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

8
src/distributions/DistPlusIngredients.re
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@ -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 =

2
src/distributions/DistTypes.re
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@ -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),
};

124
src/distributions/Distributions.re
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@ -127,14 +127,15 @@ module Continuous = {
// };
let integral = (~cache, t) =>
cache
|> E.O.default(
t
|> xyShape
|> XYShape.Range.integrateWithTriangles
|> E.O.toExt("This should not have happened")
|> fromShape,
);
switch (cache) {
| Some(cache) => cache
| None =>
t
|> xyShape
|> XYShape.Range.integrateWithTriangles
|> E.O.toExt("This should not have happened")
|> 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
|> E.O.default(Continuous.make(XYShape.accumulateYs(t), `Stepwise));
switch (cache) {
| 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
|> E.O.default(
{
let cont =
continuous
|> Continuous.T.Integral.get(~cache=None)
|> scaleContinuous(t);
let dist =
discrete
|> Discrete.T.Integral.get(~cache=None)
|> Continuous.toLinear
|> E.O.toExn("")
|> Continuous.T.scaleBy(
~scale=discreteProbabilityMassFraction,
);
Continuous.make(
XYShape.Combine.combineLinear(
Continuous.getShape(cont),
Continuous.getShape(dist),
(a, b) =>
a +. b
),
`Linear,
);
},
);
switch (cache) {
| 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)
|> Continuous.T.scaleBy(~scale=scaleContinuousBy);
let dist =
discrete
|> Discrete.T.Integral.get(~cache=None)
|> Continuous.toLinear
|> E.O.toExn("")
|> Continuous.T.scaleBy(~scale=scaleDiscreteBy);
let result =
Continuous.make(
XYShape.Combine.combineLinear(
Continuous.getShape(cont), 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));
};

13
src/distributions/MixedShapeBuilder.re
View File

@ -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;
foobar;
);
Some(Mixed(mixedDist));
};
};
let build = (~continuous, ~discrete, ~assumptions) =>
switch (assumptions) {
| {

5
src/distributions/TimeTypes.re
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@ -63,8 +63,9 @@ module RelativeTimePoint = {
|> MomentRe.Moment.add(~duration=MomentRe.duration(r, timeVector.unit))
};
let _timeToX = (time, timeStart, timeUnit) =>
MomentRe.diff(timeStart, time, timeUnit);
let _timeToX = (time, timeStart, timeUnit) => {
MomentRe.diff(time, timeStart, timeUnit);
};
let toXValue = (timeVector: timeVector, timeInVector: timeInVector) =>
switch (timeInVector) {

14
src/interface/FormBuilder.re
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@ -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 />

25
src/models/EAFunds.re
View File

@ -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)
|> E.O.bind(
_,
t => {
let foo =
Distributions.DistPlusTime.Integral.xToY(
~cache=None,
Time(dateTime),
t,
);
Some(0.5);
},
);
|> DistPlusIngredients.toDistPlus
|> E.O.bind(_, Distributions.DistPlusTime.Integral.xToY(Time(dateTime)));
};
let make =
@ -151,8 +140,7 @@ module Model = {
| Some({truthValue: false}) => difference
| None =>
let foo =
// getGlobalCatastropheChance(dateTime)
Some(0.5)
getGlobalCatastropheChance(dateTime)
|> 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}),
(),
),

11
src/models/GlobalCatastrophe.re
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@ -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 =
DistPlusIngredients.make(
~guesstimatorString,
~unit=TimeDistribution({zero: currentDateTime, unit: `years}),
(),
);
Prop.Value.DistPlusIngredients(distPlusIngredients);
Prop.Value.DistPlusIngredients(makeI(currentDateTime));
};
};

20
src/utility/Guesstimator.re
View File

@ -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);

8
src/utility/GuesstimatorLibrary.js
View File

@ -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;