Merge remote-tracking branch 'origin/improvements/1080' into improvements/1080

__tests__/Foo/Foo__Test.re

@@ -0,0 +1,26 @@
+open Jest;
+open Expect;
+
+let shape: DistributionTypes.xyShape = {
+  xs: [|1., 4., 8.|],
+  ys: [|8., 9., 2.|],
+};
+
+open Shape;
+
+describe("Shape", () =>
+  describe("XYShape", () =>
+    test("#ySum", ()
+      =>
+        expect(XYShape.ySum(shape)) |> toEqual(19.0)
+      )
+      // test("#both", () => {
+      //   let expected: DistributionTypes.xyShape = {
+      //     xs: [|1., 4., 8.|],
+      //     ys: [|8., 1., 1.|],
+      //   };
+      //   expect(shape |> XYShape.derivative |> XYShape.integral)
+      //   |> toEqual(shape);
+      // });
+  )
+);

bsconfig.json

@@ -11,6 +11,11 @@
       "dir": "showcase",
       "type": "dev",
       "subdirs": true
+    },
+    {
+      "dir": "__tests__",
+      "type": "dev",
+      "subdirs": true
     }
   ],
   "bsc-flags": ["-bs-super-errors", "-bs-no-version-header"],
@@ -21,6 +26,7 @@
   "suffix": ".bs.js",
   "namespace": true,
   "bs-dependencies": [
+    "@glennsl/bs-jest",
     "@foretold/components",
     "bs-ant-design-alt",
     "reason-react",

package.json

@@ -13,7 +13,10 @@
     "server": "moduleserve ./ --port 8000",
     "predeploy": "parcel build ./src/index.html --no-source-maps --no-autoinstall",
     "deploy": "gh-pages -d dist",
-    "test": "echo \"Error: no test specified\" && exit 1"
+    "test": "jest",
+    "test:ci": "yarn jest",
+    "watch:test": "jest --watchAll",
+    "watch:s": "yarn jest -- Converter_test --watch"
   },
   "keywords": [
     "BuckleScript",
@@ -28,12 +31,14 @@
     "@foretold/guesstimator": "1.0.10",
     "antd": "3.17.0",
     "autoprefixer": "9.7.4",
+    "babel-jest": "25.1.0",
     "bs-ant-design-alt": "2.0.0-alpha.31",
     "bs-css": "11.0.0",
     "bs-moment": "0.4.4",
     "bs-reform": "9.7.1",
     "d3": "5.15.0",
     "lenses-ppx": "5.1.0",
+    "jest": "^25.1.0",
     "less": "3.10.3",
     "lodash": "4.17.15",
     "moment": "2.24.0",

showcase/entries/Continuous.re

@@ -5,13 +5,16 @@ let data: DistributionTypes.xyShape = {
 
 let mixedDist =
   GenericDistribution.make(
-    ~generationSource=GuesstimatorString("mm(3, normal(5,1), [.5,.5])"),
+    ~generationSource=
+      GuesstimatorString(
+        "mm(floor(uniform(20, 30)), normal(50,10), [.5,.5])",
+      ),
     ~probabilityType=Pdf,
     ~domain=Complete,
     ~unit=UnspecifiedDistribution,
     (),
   )
-  |> GenericDistribution.renderIfNeeded(~sampleCount=3000);
+  |> GenericDistribution.renderIfNeeded(~sampleCount=1000);
 
 let timeDist =
   GenericDistribution.make(
@@ -21,7 +24,7 @@ let timeDist =
     ~unit=TimeDistribution({zero: MomentRe.momentNow(), unit: `years}),
     (),
   )
-  |> GenericDistribution.renderIfNeeded(~sampleCount=3000);
+  |> GenericDistribution.renderIfNeeded(~sampleCount=1000);
 
 let domainLimitedDist =
   GenericDistribution.make(
@@ -31,7 +34,7 @@ let domainLimitedDist =
     ~unit=UnspecifiedDistribution,
     (),
   )
-  |> GenericDistribution.renderIfNeeded(~sampleCount=3000);
+  |> GenericDistribution.renderIfNeeded(~sampleCount=1000);
 
 let distributions = () =>
   <div>
@@ -39,14 +42,14 @@ let distributions = () =>
       <h2> {"Basic Mixed Distribution" |> ReasonReact.string} </h2>
       <GenericDistributionChart dist=mixedDist />
     </div>
-    <div>
-      <h2> {"Time Distribution" |> ReasonReact.string} </h2>
-      <GenericDistributionChart dist=timeDist />
-    </div>
-    <div>
-      <h2> {"Domain Limited Distribution" |> ReasonReact.string} </h2>
-      <GenericDistributionChart dist=domainLimitedDist />
-    </div>
   </div>;
+// <div>
+//   <h2> {"Time Distribution" |> ReasonReact.string} </h2>
+//   <GenericDistributionChart dist=timeDist />
+// </div>
+// <div>
+//   <h2> {"Domain Limited Distribution" |> ReasonReact.string} </h2>
+//   <GenericDistributionChart dist=domainLimitedDist />
+// </div>
 
 let entry = EntryTypes.(entry(~title="Pdf", ~render=distributions));

src/components/charts/GenericDistributionChart.re

@@ -1,6 +1,8 @@
 module Continuous = {
   [@react.component]
-  let make = (~data, ~unit) => {
+  let make = (~data, ~
+  
+  ) => {
     let (x, setX) = React.useState(() => 0.);
     let timeScale = unit |> DistributionTypes.DistributionUnit.toJson;
     let chart =
@@ -38,7 +40,11 @@ module Continuous = {
                |> ReasonReact.string}
             </th>
             <th className="px-4 py-2 border ">
-              {Shape.Continuous.findY(x, Shape.XYShape.integral(data))
+              {Shape.Continuous.findY(
+                 x,
+                 Shape.XYShape.Range.integrateWithTriangles(data)
+                 |> E.O.toExt(""),
+               )
                |> E.Float.with2DigitsPrecision
                |> ReasonReact.string}
             </th>
@@ -50,6 +56,51 @@ module Continuous = {
   };
 };
 
+module Mixed = {
+  [@react.component]
+  let make = (~data: DistributionTypes.mixedShape) => {
+    let (x, setX) = React.useState(() => 0.);
+    let chart =
+      React.useMemo1(
+        () =>
+          <CdfChart__Plain
+            data={data.continuous}
+            color={`hex("333")}
+            onHover={r => setX(_ => r)}
+          />,
+        [|data|],
+      );
+    <div>
+      chart
+      <table className="table-auto">
+        <thead>
+          <tr>
+            <th className="px-4 py-2"> {"X Point" |> ReasonReact.string} </th>
+            <th className="px-4 py-2"> {"Y Pount" |> ReasonReact.string} </th>
+            <th className="px-4 py-2">
+              {"Y Integral to Point" |> ReasonReact.string}
+            </th>
+          </tr>
+        </thead>
+        <tbody>
+          <tr>
+            <th className="px-4 py-2 border ">
+              {x |> E.Float.toString |> ReasonReact.string}
+            </th>
+            <th className="px-4 py-2 border ">
+              {Shape.Mixed.getYIntegral(x, data)
+               |> E.O.fmap(E.Float.with2DigitsPrecision)
+               |> E.O.default("")
+               |> ReasonReact.string}
+            </th>
+          </tr>
+        </tbody>
+      </table>
+      <div />
+    </div>;
+  };
+};
+
 [@react.component]
 let make = (~dist) => {
   switch ((dist: option(DistributionTypes.genericDistribution))) {
@@ -66,6 +117,40 @@ let make = (~dist) => {
     }) =>
     <div>
       <Continuous data={n |> Shape.Continuous.toPdf} unit />
+      <Continuous
+        unit
+        data={
+          n
+          |> Shape.XYShape.Range.integrateWithTriangles
+          |> E.O.toExt("")
+          |> Shape.XYShape.scaleCdfTo
+        }
+      />
+      <Mixed
+        data={
+          continuous:
+            n
+            |> Shape.Continuous.toCdf
+            |> E.O.toExt("")
+            |> Shape.XYShape.scaleCdfTo
+            |> Shape.Continuous.toPdf
+            |> E.O.toExt(""),
+          discrete: d,
+          discreteProbabilityMassFraction: f,
+        }
+      />
+      <Continuous
+        unit
+        data={
+          n
+          |> Shape.XYShape.Range.integrateWithTriangles
+          |> E.O.toExt("")
+          |> Shape.XYShape.Range.derivative
+          |> E.O.toExt("")
+          |> Shape.XYShape.Range.integrateWithTriangles
+          |> E.O.toExt("")
+        }
+      />
       {d |> Shape.Discrete.scaleYToTotal(f) |> Shape.Discrete.render}
     </div>
   | _ => <div />

src/core/GenericDistribution.re

@@ -32,4 +32,17 @@ let renderIfNeeded =
        );
   | Shape(_) => Some(t)
   };
-};
+} /* }*/;
+
+// let getTimeY =
+//     (t: genericDistribution, point: TimeTypes.RelativeTimePoint.timeInVector) => {
+//   switch (t) {
+//   | {
+//       generationSource: Shape(shape),
+//       probabilityType: Pdf,
+//       unit: Time(timeVector),
+//     } =>
+//     TimeTypes.RelativeTimePoint.toXValue(timeVector, point)
+//     |> E.O.fmap(x => Shape.Mixed.getY(t, x))
+//   | _ => 2.0
+//   };

src/core/Shape.re

@@ -6,6 +6,10 @@ let _lastElement = (a: array('a)) =>
   | n => Belt.Array.get(a, n - 1)
   };
 
+type pointInRange =
+  | Unbounded
+  | X(float);
+
 module XYShape = {
   type t = xyShape;
 
@@ -15,39 +19,103 @@ module XYShape = {
 
   let fmap = (t: t, y): t => {xs: t.xs, ys: t.ys |> E.A.fmap(y)};
 
+  let scaleCdfTo = (~scaleTo=1., t: t) =>
+    switch (_lastElement(t.ys)) {
+    | Some(n) =>
+      let scaleBy = scaleTo /. n;
+      fmap(t, r => r *. scaleBy);
+    | None => t
+    };
+
   let yFold = (fn, t: t) => {
     E.A.fold_left(fn, 0., t.ys);
   };
 
   let ySum = yFold((a, b) => a +. b);
 
+  let fromArray = ((xs, ys)): t => {xs, ys};
   let fromArrays = (xs, ys): t => {xs, ys};
 
-  let transverse = (fn, p: t) => {
+  let _transverse = fn =>
-    let (xs, ys) =
+    Belt.Array.reduce(_, [||], (items, (x, y)) =>
-      Belt.Array.zip(p.xs, p.ys)
-      ->Belt.Array.reduce([||], (items, (x, y)) =>
       switch (_lastElement(items)) {
-          | Some((_, yLast)) =>
+      | Some((xLast, yLast)) =>
         Belt.Array.concat(items, [|(x, fn(y, yLast))|])
       | None => [|(x, y)|]
       }
-        )
+    );
-      |> Belt.Array.unzip;
+
-    fromArrays(xs, ys);
+  let _transverseShape = (fn, p: t) => {
+    Belt.Array.zip(p.xs, p.ys)
+    |> _transverse(fn)
+    |> Belt.Array.unzip
+    |> fromArray;
   };
 
-  let integral = transverse((aCurrent, aLast) => aCurrent +. aLast);
+  let accumulateYs = _transverseShape((aCurrent, aLast) => aCurrent +. aLast);
-  let derivative = transverse((aCurrent, aLast) => aCurrent -. aLast);
+  let subtractYs = _transverseShape((aCurrent, aLast) => aCurrent -. aLast);
+
+  module Range = {
+    // ((lastX, lastY), (nextX, nextY))
+    type zippedRange = ((float, float), (float, float));
+
+    let floatSum = Belt.Array.reduce(_, 0., (a, b) => a +. b);
+    let toT = r => r |> Belt.Array.unzip |> fromArray;
+    let nextX = ((_, (nextX, _)): zippedRange) => nextX;
+
+    let rangeAreaAssumingSteps =
+        (((lastX, lastY), (nextX, _)): zippedRange) =>
+      (nextX -. lastX) *. lastY;
+
+    let rangeAreaAssumingTriangles =
+        (((lastX, lastY), (nextX, nextY)): zippedRange) =>
+      (nextX -. lastX) *. (lastY +. nextY) /. 2.;
+
+    let delta_y_over_delta_x =
+        (((lastX, lastY), (nextX, nextY)): zippedRange) =>
+      (nextY -. lastY) /. (nextX -. lastX);
+
+    let inRanges = (mapper, reducer, t: t) => {
+      Belt.Array.zip(t.xs, t.ys)
+      |> E.A.toRanges
+      |> E.R.toOption
+      |> E.O.fmap(r => r |> Belt.Array.map(_, mapper) |> reducer);
     };
 
+    let mapYsBasedOnRanges = fn => inRanges(r => (nextX(r), fn(r)), toT);
+
+    let toStepFn = z => mapYsBasedOnRanges(rangeAreaAssumingSteps, z);
+
+    let integrateWithSteps = z =>
+      mapYsBasedOnRanges(rangeAreaAssumingSteps, z) |> E.O.fmap(accumulateYs);
+
+    let integrateWithTriangles = z =>
+      mapYsBasedOnRanges(rangeAreaAssumingTriangles, z)
+      |> E.O.fmap(accumulateYs);
+
+    let derivative = mapYsBasedOnRanges(delta_y_over_delta_x);
+  };
+
+  let findY = CdfLibrary.Distribution.findY;
+  let findX = CdfLibrary.Distribution.findX;
+};
+// let massWithin = (t: t, left: pointInRange, right: pointInRange) => {
+//   switch (left, right) {
+//   | (Unbounded, Unbounded) => t |> ySum
+//   | (Unbounded, X(f)) => t |> integral |> getY(t, 3.0)
+//   | (X(f), Unbounded) => ySum(t) -. getY(integral(t), f)
+//   | (X(l), X(r)) => getY(integral(t), r) -. getY(integral(t), l)
+//   };
+// };
+
 module Continuous = {
   let fromArrays = XYShape.fromArrays;
   let toJs = XYShape.toJs;
-  let toPdf = CdfLibrary.Distribution.toPdf;
+  let toPdf = XYShape.Range.derivative;
-  let toCdf = CdfLibrary.Distribution.toCdf;
+  let toCdf = XYShape.Range.integrateWithTriangles;
   let findX = CdfLibrary.Distribution.findX;
   let findY = CdfLibrary.Distribution.findY;
+  let findIntegralY = (f, r) => r |> toCdf |> E.O.fmap(findY(f));
 };
 
 module Discrete = {
@@ -79,6 +147,18 @@ module Discrete = {
     | Some((_, y)) => y
     | None => 0.
     };
+
+  let integrate = XYShape.accumulateYs;
+  let derivative = XYShape.subtractYs;
+
+  let findIntegralY = (f, t: t) =>
+    t
+    |> XYShape.Range.toStepFn
+    |> E.O.fmap(XYShape.accumulateYs)
+    |> E.O.fmap(CdfLibrary.Distribution.findY(f));
+
+  let findX = (f, t: t) =>
+    t |> XYShape.Range.toStepFn |> E.O.fmap(CdfLibrary.Distribution.findX(f));
 };
 
 module Mixed = {
@@ -88,14 +168,52 @@ module Mixed = {
     discreteProbabilityMassFraction,
   };
 
+  let mixedMultiply =
+      (
+        t: DistributionTypes.mixedShape,
+        continuousComponent,
+        discreteComponent,
+      ) => {
+    let diffFn = t.discreteProbabilityMassFraction;
+    continuousComponent *. (1.0 -. diffFn) +. discreteComponent *. diffFn;
+  };
+
   type yPdfPoint = {
-    continuous: float,
+    continuous: option(float),
-    discrete: float,
+    discrete: option(float),
+    discreteProbabilityMassFraction: float,
   };
 
   let getY = (t: DistributionTypes.mixedShape, x: float): yPdfPoint => {
-    continuous: Continuous.findY(x, t.continuous),
+    continuous: Continuous.findY(x, t.continuous) |> E.O.some,
-    discrete: Discrete.findY(x, t.discrete),
+    discrete: Discrete.findY(x, t.discrete) |> E.O.some,
+    discreteProbabilityMassFraction: t.discreteProbabilityMassFraction,
+  };
+
+  let getYIntegral =
+      (x: float, t: DistributionTypes.mixedShape): option(float) => {
+    let c = t.continuous |> Continuous.findIntegralY(x);
+    let d = Discrete.findIntegralY(x, t.discrete);
+    switch (c, d) {
+    | (Some(c), Some(d)) => Some(mixedMultiply(t, c, d))
+    | _ => None
+    };
+  };
+  //Do the math to add these distributions together
+  // let integral =
+  //     (x: float, t: DistributionTypes.mixedShape): option(XYShape.t) => {
+  // };
+};
+
+module Any = {
+  type t = DistributionTypes.pointsType;
+
+  let x = (t: t, x: float) =>
+    switch (t) {
+    | Mixed(m) => `mixed(Mixed.getY(m, x))
+    | Discrete(discreteShape) => `discrete(Discrete.findY(x, discreteShape))
+    | Continuous(continuousShape) =>
+      `continuous(Continuous.findY(x, continuousShape))
     };
 };
 

src/lib/E.re

@@ -114,6 +114,11 @@ module R = {
   let id = e => e |> result(U.id, U.id);
   let fmap = Rationale.Result.fmap;
   let bind = Rationale.Result.bind;
+  let toOption = (e: Belt.Result.t('a, 'b)) =>
+    switch (e) {
+    | Ok(r) => Some(r)
+    | Error(_) => None
+    };
 };
 
 let safe_fn_of_string = (fn, s: string): option('a) =>
@@ -217,6 +222,20 @@ module A = {
   let concatMany = Belt.Array.concatMany;
   let keepMap = Belt.Array.keepMap;
   let stableSortBy = Belt.SortArray.stableSortBy;
+  let toRanges = (a: array('a)) =>
+    switch (a |> Belt.Array.length) {
+    | 0
+    | 1 => Belt.Result.Error("Must be at least 2 elements")
+    | n =>
+      Belt.Array.makeBy(n - 1, r => r)
+      |> Belt.Array.map(_, index =>
+           (
+             Belt.Array.getUnsafe(a, index),
+             Belt.Array.getUnsafe(a, index + 1),
+           )
+         )
+      |> Rationale.Result.return
+    };
 
   let asList = (f: list('a) => list('a), r: array('a)) =>
     r |> to_list |> f |> of_list;

src/models/EAFunds.re

@@ -126,12 +126,14 @@ module Model = {
           currentDateTime,
           yearlyMeanGrowthRateIfNotClosed(group),
         );
+
       let str =
         switch (xRisk) {
         | Some({truthValue: true}) => "0"
         | Some({truthValue: false}) => difference
         | None => "uniform(0,1) > .3 ? " ++ difference ++ ": 0"
         };
+
       let genericDistribution =
         GenericDistribution.make(
           ~generationSource=GuesstimatorString(str),

src/utility/GuesstimatorLibrary.js

@@ -48,8 +48,8 @@ const toPdf = (values, sampleCount, min, max) => {
     const ratioSize$ = ratioSize(samples);
     const width = ratioSize$ === 'SMALL' ? 20 : 1;
 
-    const cdf = samples.toCdf({ size: sampleCount, width, min, max });
+    const pdf = samples.toPdf({ size: sampleCount, width, min, max });
-    continuous = cdf;
+    continuous = pdf;
   }
   return {continuous, discrete};
 };