First attempt at adding bernoulli

This commit is contained in:
Ozzie Gooen 2022-05-15 18:27:25 -04:00
parent 80fed66efe
commit 7216f8079f
7 changed files with 390 additions and 9 deletions

View File

@ -34,27 +34,28 @@
],
"author": "Quantified Uncertainty Research Institute",
"dependencies": {
"rescript": "^9.1.4",
"@stdlib/stats": "^0.0.13",
"jstat": "^1.9.5",
"mathjs": "^10.5.2",
"pdfast": "^0.2.0",
"mathjs": "^10.5.2"
"rescript": "^9.1.4"
},
"devDependencies": {
"bisect_ppx": "^2.7.1",
"lodash": "^4.17.21",
"rescript-fast-check": "^1.1.1",
"@glennsl/rescript-jest": "^0.9.0",
"@istanbuljs/nyc-config-typescript": "^1.0.2",
"@types/jest": "^27.5.0",
"babel-plugin-transform-es2015-modules-commonjs": "^6.26.2",
"bisect_ppx": "^2.7.1",
"chalk": "^5.0.1",
"codecov": "^3.8.3",
"fast-check": "^2.25.0",
"gentype": "^4.3.0",
"jest": "^27.5.1",
"lodash": "^4.17.21",
"moduleserve": "^0.9.1",
"nyc": "^15.1.0",
"reanalyze": "^2.19.0",
"rescript-fast-check": "^1.1.1",
"ts-jest": "^27.1.4",
"ts-loader": "^9.3.0",
"ts-node": "^10.7.0",

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@ -216,6 +216,25 @@ module Uniform = {
}
}
module Bernoulli = {
type t = bernoulli
let make = p =>
p >= 0.0 && p <= 1.0
? Ok(#Bernoulli({p: p}))
: Error("Beta distribution parameters must be positive")
let pmf = (x, t: t) => Stdlib.Bernoulli.pmf(x, t.p)
let pdf = (x, t: t) => Stdlib.Bernoulli.pmf(x, t.p)
let cdf = (x, t: t) => Stdlib.Bernoulli.cdf(x, t.p)
let inv = (p, t: t) => Stdlib.Bernoulli.quantile(p, t.p)
let mean = (t: t) => Ok(Stdlib.Bernoulli.mean(t.p))
let sample = (t: t) => {
let s = Uniform.sample(({low: 0.0, high: 1.0}));
inv(s,t)
}
let toString = ({p}: t) => j`Bernoulli($p)`
}
module Gamma = {
type t = gamma
let make = (shape: float, scale: float) => {
@ -278,6 +297,7 @@ module T = {
| #Uniform(n) => Uniform.pdf(x, n)
| #Beta(n) => Beta.pdf(x, n)
| #Float(n) => Float.pdf(x, n)
| #Bernoulli(n) => Bernoulli.pdf(x, n)
}
let cdf = (x, dist) =>
@ -291,6 +311,7 @@ module T = {
| #Uniform(n) => Uniform.cdf(x, n)
| #Beta(n) => Beta.cdf(x, n)
| #Float(n) => Float.cdf(x, n)
| #Bernoulli(n) => Bernoulli.cdf(x, n)
}
let inv = (x, dist) =>
@ -304,6 +325,7 @@ module T = {
| #Uniform(n) => Uniform.inv(x, n)
| #Beta(n) => Beta.inv(x, n)
| #Float(n) => Float.inv(x, n)
| #Bernoulli(n) => Bernoulli.inv(x, n)
}
let sample: symbolicDist => float = x =>
@ -317,6 +339,7 @@ module T = {
| #Uniform(n) => Uniform.sample(n)
| #Beta(n) => Beta.sample(n)
| #Float(n) => Float.sample(n)
| #Bernoulli(n) => Bernoulli.sample(n)
}
let doN = (n, fn) => {
@ -340,6 +363,7 @@ module T = {
| #Uniform(n) => Uniform.toString(n)
| #Beta(n) => Beta.toString(n)
| #Float(n) => Float.toString(n)
| #Bernoulli(n) => Bernoulli.toString(n)
}
let min: symbolicDist => float = x =>
@ -351,6 +375,7 @@ module T = {
| #Lognormal(n) => Lognormal.inv(minCdfValue, n)
| #Gamma(n) => Gamma.inv(minCdfValue, n)
| #Uniform({low}) => low
| #Bernoulli(n) => 0.0
| #Beta(n) => Beta.inv(minCdfValue, n)
| #Float(n) => n
}
@ -364,6 +389,7 @@ module T = {
| #Gamma(n) => Gamma.inv(maxCdfValue, n)
| #Lognormal(n) => Lognormal.inv(maxCdfValue, n)
| #Beta(n) => Beta.inv(maxCdfValue, n)
| #Bernoulli(n) => 1.0
| #Uniform({high}) => high
| #Float(n) => n
}
@ -379,6 +405,7 @@ module T = {
| #Uniform(n) => Uniform.mean(n)
| #Gamma(n) => Gamma.mean(n)
| #Float(n) => Float.mean(n)
| #Bernoulli(n) => Bernoulli.mean(n)
}
let operate = (distToFloatOp: Operation.distToFloatOperation, s) =>
@ -454,6 +481,8 @@ module T = {
): PointSetTypes.pointSetDist =>
switch d {
| #Float(v) => Discrete(Discrete.make(~integralSumCache=Some(1.0), {xs: [v], ys: [1.0]}))
| #Bernoulli(v) =>
Discrete(Discrete.make(~integralSumCache=Some(1.0), {xs: [0.0, 1.0], ys: [1.0 -. v.p, v.p]}))
| _ =>
let xs = interpolateXs(~xSelection, d, sampleCount)
let ys = xs |> E.A.fmap(x => pdf(x, d))

View File

@ -36,6 +36,8 @@ type gamma = {
scale: float,
}
type bernoulli = {p: float}
@genType
type symbolicDist = [
| #Normal(normal)
@ -47,6 +49,7 @@ type symbolicDist = [
| #Triangular(triangular)
| #Gamma(gamma)
| #Float(float)
| #Bernoulli(bernoulli)
]
type analyticalSimplificationResult = [

View File

@ -168,6 +168,7 @@ module SymbolicConstructors = {
let oneFloat = name =>
switch name {
| "exponential" => Ok(SymbolicDist.Exponential.make)
| "bernoulli" => Ok(SymbolicDist.Bernoulli.make)
| _ => Error("Unreachable state")
}
@ -204,7 +205,7 @@ let dispatchToGenericOutput = (
): option<DistributionOperation.outputType> => {
let (fnName, args) = call
switch (fnName, args) {
| ("exponential" as fnName, [EvNumber(f)]) =>
| (("exponential" | "bernoulli") as fnName, [EvNumber(f)]) =>
SymbolicConstructors.oneFloat(fnName)
->E.R.bind(r => r(f))
->SymbolicConstructors.symbolicResultToOutput

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@ -0,0 +1,14 @@
module Bernoulli = {
@module external cdf: (float, float) => float = "@stdlib/stats/base/dists/bernoulli/cdf"
let cdf = cdf
@module external pmf: (float, float) => float = "@stdlib/stats/base/dists/bernoulli/pmf"
let pmf = pmf
@module external quantile: (float, float) => float = "@stdlib/stats/base/dists/bernoulli/quantile"
let quantile = quantile
@module external mean: (float) => float = "@stdlib/stats/base/dists/bernoulli/mean"
let mean = mean
}

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@ -0,0 +1,4 @@
var Bernoulli = require("@stdlib/stats/base/dists/bernoulli").Bernoulli;
let bernoulliCdf = (p: number, x: number): number => new Bernoulli(p).cdf(x);
let bernoulliPmf = (p: number, x: number): number => new Bernoulli(p).cmf(x);

335
yarn.lock
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@ -2502,6 +2502,335 @@
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resolved "https://registry.yarnpkg.com/@stdlib/symbol/-/symbol-0.0.12.tgz#b9f396b0bf269c2985bb7fe99810a8e26d7288c3"
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dependencies:
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"@stdlib/utils" "^0.0.x"
"@stdlib/time@^0.0.x":
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resolved "https://registry.yarnpkg.com/@stdlib/time/-/time-0.0.14.tgz#ea6daa438b1d3b019b99f5091117ee4bcef55d60"
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dependencies:
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"@stdlib/fs" "^0.0.x"
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resolved "https://registry.yarnpkg.com/@stdlib/utils/-/utils-0.0.12.tgz#670de5a7b253f04f11a4cba38f790e82393bcb46"
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dependencies:
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"@stdlib/assert" "^0.0.x"
"@stdlib/blas" "^0.0.x"
"@stdlib/buffer" "^0.0.x"
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"@stdlib/os" "^0.0.x"
"@stdlib/process" "^0.0.x"
"@stdlib/random" "^0.0.x"
"@stdlib/regexp" "^0.0.x"
"@stdlib/streams" "^0.0.x"
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debug "^2.6.9"
"@storybook/addon-actions@6.4.22", "@storybook/addon-actions@^6.4.22":
version "6.4.22"
resolved "https://registry.yarnpkg.com/@storybook/addon-actions/-/addon-actions-6.4.22.tgz#ec1b4332e76a8021dc0a1375dfd71a0760457588"
@ -4148,7 +4477,7 @@
dependencies:
"@types/react" "*"
"@types/react@*", "@types/react@^18.0.1", "@types/react@^18.0.9":
"@types/react@*", "@types/react@^18.0.9":
version "18.0.9"
resolved "https://registry.yarnpkg.com/@types/react/-/react-18.0.9.tgz#d6712a38bd6cd83469603e7359511126f122e878"
integrity sha512-9bjbg1hJHUm4De19L1cHiW0Jvx3geel6Qczhjd0qY5VKVE2X5+x77YxAepuCwVh4vrgZJdgEJw48zrhRIeF4Nw==
@ -14349,7 +14678,7 @@ react-vega@^7.5.1:
prop-types "^15.8.1"
vega-embed "^6.5.1"
react@^18.0.0, react@^18.1.0:
react@^18.1.0:
version "18.1.0"
resolved "https://registry.yarnpkg.com/react/-/react-18.1.0.tgz#6f8620382decb17fdc5cc223a115e2adbf104890"
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@ -14375,7 +14704,7 @@ read-pkg@^5.2.0:
parse-json "^5.0.0"
type-fest "^0.6.0"
"readable-stream@1 || 2", readable-stream@^2.0.0, readable-stream@^2.0.1, readable-stream@^2.0.2, readable-stream@^2.1.5, readable-stream@^2.2.2, readable-stream@^2.3.3, readable-stream@^2.3.6, readable-stream@~2.3.6:
"readable-stream@1 || 2", readable-stream@^2.0.0, readable-stream@^2.0.1, readable-stream@^2.0.2, readable-stream@^2.1.4, readable-stream@^2.1.5, readable-stream@^2.2.2, readable-stream@^2.3.3, readable-stream@^2.3.6, readable-stream@~2.3.6:
version "2.3.7"
resolved "https://registry.yarnpkg.com/readable-stream/-/readable-stream-2.3.7.tgz#1eca1cf711aef814c04f62252a36a62f6cb23b57"
integrity sha512-Ebho8K4jIbHAxnuxi7o42OrZgF/ZTNcsZj6nRKyUmkhLFq8CHItp/fy6hQZuZmP/n3yZ9VBUbp4zz/mX8hmYPw==