quantified.uncertainty/squiggle
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into audit-2022-04-14-SymbolicDist.res

Browse Source
This commit is contained in:
NunoSempere 2022-04-14 16:50:37 -04:00
commit 6d82adca25
2 changed files with 82 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

34
packages/squiggle-lang/__tests__/ReducerInterface/ReducerInterface_Distribution_test.res
View File

@ -19,7 +19,7 @@ describe("eval on distribution functions", () => {
testEval("lognormal(5,2)", "Ok(Lognormal(5,2))")
})
describe("unaryMinus", () => {
testEval("mean(-normal(5,2))", "Ok(-5.002887370380851)")
testEval("mean(-normal(5,2))", "Ok(-5)")
})
describe("to", () => {
testEval("5 to 2", "Error(TODO: Low value must be less than high value.)")
@ -45,10 +45,30 @@ describe("eval on distribution functions", () => {
describe("add", () => {
testEval("add(normal(5,2), normal(10,2))", "Ok(Normal(15,2.8284271247461903))")
testEval("add(normal(5,2), lognormal(10,2))", "Ok(Sample Set Distribution)")
testEval("add(normal(5,2), 3)", "Ok(Point Set Distribution)")
testEval("add(3, normal(5,2))", "Ok(Point Set Distribution)")
testEval("3+normal(5,2)", "Ok(Point Set Distribution)")
testEval("normal(5,2)+3", "Ok(Point Set Distribution)")
testEval("add(normal(5,2), 3)", "Ok(Normal(8,2))")
testEval("add(3, normal(5,2))", "Ok(Normal(8,2))")
testEval("3+normal(5,2)", "Ok(Normal(8,2))")
testEval("normal(5,2)+3", "Ok(Normal(8,2))")
})
describe("subtract", () => {
testEval("10 - normal(5, 1)", "Ok(Normal(5,1))")
testEval("normal(5, 1) - 10", "Ok(Normal(-5,1))")
})
describe("multiply", () => {
testEval("normal(10, 2) * 2", "Ok(Normal(20,4))")
testEval("2 * normal(10, 2)", "Ok(Normal(20,4))")
testEval("lognormal(5,2) * lognormal(10,2)", "Ok(Lognormal(15,4))")
testEval("lognormal(10, 2) * lognormal(5, 2)", "Ok(Lognormal(15,4))")
testEval("2 * lognormal(5, 2)", "Ok(Lognormal(5.693147180559945,2))")
testEval("lognormal(5, 2) * 2", "Ok(Lognormal(5.693147180559945,2))")
})
describe("division", () => {
testEval("lognormal(5,2) / lognormal(10,2)", "Ok(Lognormal(-5,4))")
testEval("lognormal(10,2) / lognormal(5,2)", "Ok(Lognormal(5,4))")
testEval("lognormal(5, 2) / 2", "Ok(Lognormal(4.306852819440055,2))")
testEval("2 / lognormal(5, 2)", "Ok(Lognormal(-4.306852819440055,2))")
testEval("2 / normal(10, 2)", "Ok(Point Set Distribution)")
testEval("normal(10, 2) / 2", "Ok(Normal(5,1))")
})
describe("truncate", () => {
testEval("truncateLeft(normal(5,2), 3)", "Ok(Point Set Distribution)")
@ -101,6 +121,10 @@ describe("parse on distribution functions", () => {
testParse("3 ^ normal(5,1)", "Ok((:pow 3 (:normal 5 1)))")
testParse("normal(5,2) ^ 3", "Ok((:pow (:normal 5 2) 3))")
})
describe("subtraction", () => {
testParse("10 - normal(5,1)", "Ok((:subtract 10 (:normal 5 1)))")
testParse("normal(5,1) - 10", "Ok((:subtract (:normal 5 1) 10))")
})
describe("pointwise arithmetic expressions", () => {
testParse(~skip=true, "normal(5,2) .+ normal(5,1)", "Ok((:dotAdd (:normal 5 2) (:normal 5 1)))")
testParse(

53
packages/squiggle-lang/src/rescript/Distributions/SymbolicDist/SymbolicDist.res
View File

@ -47,6 +47,23 @@ module Normal = {
| #Subtract => Some(subtract(n1, n2))
| _ => None
}
let operateFloatFirst = (operation: Operation.Algebraic.t, n1: float, n2: t) =>
switch operation {
| #Add => Some(#Normal({mean: n1 +. n2.mean, stdev: n2.stdev}))
| #Subtract => Some(#Normal({mean: n1 -. n2.mean, stdev: n2.stdev}))
| #Multiply => Some(#Normal({mean: n1 *. n2.mean, stdev: n1 *. n2.stdev}))
| _ => None
}
let operateFloatSecond = (operation: Operation.Algebraic.t, n1: t, n2: float) =>
switch operation {
| #Add => Some(#Normal({mean: n1.mean +. n2, stdev: n1.stdev}))
| #Subtract => Some(#Normal({mean: n1.mean -. n2, stdev: n1.stdev}))
| #Multiply => Some(#Normal({mean: n1.mean *. n2, stdev: n1.stdev *. n2}))
| #Divide => Some(#Normal({mean: n1.mean /. n2, stdev: n1.stdev /. n2}))
| _ => None
}
}
module Exponential = {
@ -159,6 +176,22 @@ module Lognormal = {
| #Divide => Some(divide(n1, n2))
| _ => None
}
let operateFloatFirst = (operation: Operation.Algebraic.t, n1: float, n2: t) =>
switch operation {
| #Multiply =>
n1 > 0.0 ? Some(#Lognormal({mu: Js.Math.log(n1) +. n2.mu, sigma: n2.sigma})) : None
| #Divide => n1 > 0.0 ? Some(#Lognormal({mu: Js.Math.log(n1) -. n2.mu, sigma: n2.sigma})) : None
| _ => None
}
let operateFloatSecond = (operation: Operation.Algebraic.t, n1: t, n2: float) =>
switch operation {
| #Multiply =>
n2 > 0.0 ? Some(#Lognormal({mu: n1.mu +. Js.Math.log(n2), sigma: n1.sigma})) : None
| #Divide => n2 > 0.0 ? Some(#Lognormal({mu: n1.mu -. Js.Math.log(n2), sigma: n1.sigma})) : None
| _ => None
}
}
module Uniform = {
@ -350,8 +383,28 @@ module T = {
}
| (#Normal(v1), #Normal(v2)) =>
Normal.operate(op, v1, v2) |> E.O.dimap(r => #AnalyticalSolution(r), () => #NoSolution)
| (#Float(v1), #Normal(v2)) =>
Normal.operateFloatFirst(op, v1, v2) |> E.O.dimap(
r => #AnalyticalSolution(r),
() => #NoSolution,
)
| (#Normal(v1), #Float(v2)) =>
Normal.operateFloatSecond(op, v1, v2) |> E.O.dimap(
r => #AnalyticalSolution(r),
() => #NoSolution,
)
| (#Lognormal(v1), #Lognormal(v2)) =>
Lognormal.operate(op, v1, v2) |> E.O.dimap(r => #AnalyticalSolution(r), () => #NoSolution)
| (#Float(v1), #Lognormal(v2)) =>
Lognormal.operateFloatFirst(op, v1, v2) |> E.O.dimap(
r => #AnalyticalSolution(r),
() => #NoSolution,
)
| (#Lognormal(v1), #Float(v2)) =>
Lognormal.operateFloatSecond(op, v1, v2) |> E.O.dimap(
r => #AnalyticalSolution(r),
() => #NoSolution,
)
| _ => #NoSolution
}