First attempt at adding bernoulli
This commit is contained in:
Ozzie Gooen
parent
80fed66efe
commit
7216f8079f
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@ -34,27 +34,28 @@
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],
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"author": "Quantified Uncertainty Research Institute",
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"dependencies": {
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"rescript": "^9.1.4",
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"@stdlib/stats": "^0.0.13",
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"jstat": "^1.9.5",
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"mathjs": "^10.5.2",
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"pdfast": "^0.2.0",
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"mathjs": "^10.5.2"
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"rescript": "^9.1.4"
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},
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"devDependencies": {
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"bisect_ppx": "^2.7.1",
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"lodash": "^4.17.21",
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"rescript-fast-check": "^1.1.1",
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"@glennsl/rescript-jest": "^0.9.0",
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"@istanbuljs/nyc-config-typescript": "^1.0.2",
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"@types/jest": "^27.5.0",
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"babel-plugin-transform-es2015-modules-commonjs": "^6.26.2",
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"bisect_ppx": "^2.7.1",
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"chalk": "^5.0.1",
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"codecov": "^3.8.3",
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"fast-check": "^2.25.0",
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"gentype": "^4.3.0",
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"jest": "^27.5.1",
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"lodash": "^4.17.21",
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"moduleserve": "^0.9.1",
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"nyc": "^15.1.0",
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"reanalyze": "^2.19.0",
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"rescript-fast-check": "^1.1.1",
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"ts-jest": "^27.1.4",
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"ts-loader": "^9.3.0",
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"ts-node": "^10.7.0",
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@ -216,6 +216,25 @@ module Uniform = {
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}
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}
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module Bernoulli = {
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type t = bernoulli
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let make = p =>
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p >= 0.0 && p <= 1.0
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? Ok(#Bernoulli({p: p}))
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: Error("Beta distribution parameters must be positive")
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let pmf = (x, t: t) => Stdlib.Bernoulli.pmf(x, t.p)
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let pdf = (x, t: t) => Stdlib.Bernoulli.pmf(x, t.p)
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let cdf = (x, t: t) => Stdlib.Bernoulli.cdf(x, t.p)
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let inv = (p, t: t) => Stdlib.Bernoulli.quantile(p, t.p)
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let mean = (t: t) => Ok(Stdlib.Bernoulli.mean(t.p))
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let sample = (t: t) => {
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let s = Uniform.sample(({low: 0.0, high: 1.0}));
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inv(s,t)
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}
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let toString = ({p}: t) => j`Bernoulli($p)`
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}
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module Gamma = {
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type t = gamma
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let make = (shape: float, scale: float) => {
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@ -278,6 +297,7 @@ module T = {
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| #Uniform(n) => Uniform.pdf(x, n)
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| #Beta(n) => Beta.pdf(x, n)
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| #Float(n) => Float.pdf(x, n)
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| #Bernoulli(n) => Bernoulli.pdf(x, n)
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}
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let cdf = (x, dist) =>
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@ -291,6 +311,7 @@ module T = {
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| #Uniform(n) => Uniform.cdf(x, n)
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| #Beta(n) => Beta.cdf(x, n)
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| #Float(n) => Float.cdf(x, n)
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| #Bernoulli(n) => Bernoulli.cdf(x, n)
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}
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let inv = (x, dist) =>
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@ -304,6 +325,7 @@ module T = {
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| #Uniform(n) => Uniform.inv(x, n)
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| #Beta(n) => Beta.inv(x, n)
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| #Float(n) => Float.inv(x, n)
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| #Bernoulli(n) => Bernoulli.inv(x, n)
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}
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let sample: symbolicDist => float = x =>
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@ -317,6 +339,7 @@ module T = {
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| #Uniform(n) => Uniform.sample(n)
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| #Beta(n) => Beta.sample(n)
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| #Float(n) => Float.sample(n)
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| #Bernoulli(n) => Bernoulli.sample(n)
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}
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let doN = (n, fn) => {
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@ -340,6 +363,7 @@ module T = {
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| #Uniform(n) => Uniform.toString(n)
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| #Beta(n) => Beta.toString(n)
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| #Float(n) => Float.toString(n)
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| #Bernoulli(n) => Bernoulli.toString(n)
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}
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let min: symbolicDist => float = x =>
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@ -351,6 +375,7 @@ module T = {
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| #Lognormal(n) => Lognormal.inv(minCdfValue, n)
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| #Gamma(n) => Gamma.inv(minCdfValue, n)
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| #Uniform({low}) => low
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| #Bernoulli(n) => 0.0
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| #Beta(n) => Beta.inv(minCdfValue, n)
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| #Float(n) => n
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}
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@ -364,6 +389,7 @@ module T = {
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| #Gamma(n) => Gamma.inv(maxCdfValue, n)
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| #Lognormal(n) => Lognormal.inv(maxCdfValue, n)
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| #Beta(n) => Beta.inv(maxCdfValue, n)
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| #Bernoulli(n) => 1.0
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| #Uniform({high}) => high
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| #Float(n) => n
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}
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@ -379,6 +405,7 @@ module T = {
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| #Uniform(n) => Uniform.mean(n)
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| #Gamma(n) => Gamma.mean(n)
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| #Float(n) => Float.mean(n)
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| #Bernoulli(n) => Bernoulli.mean(n)
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}
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let operate = (distToFloatOp: Operation.distToFloatOperation, s) =>
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@ -454,6 +481,8 @@ module T = {
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): PointSetTypes.pointSetDist =>
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switch d {
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| #Float(v) => Discrete(Discrete.make(~integralSumCache=Some(1.0), {xs: [v], ys: [1.0]}))
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| #Bernoulli(v) =>
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Discrete(Discrete.make(~integralSumCache=Some(1.0), {xs: [0.0, 1.0], ys: [1.0 -. v.p, v.p]}))
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| _ =>
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let xs = interpolateXs(~xSelection, d, sampleCount)
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let ys = xs |> E.A.fmap(x => pdf(x, d))
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@ -36,6 +36,8 @@ type gamma = {
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scale: float,
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}
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type bernoulli = {p: float}
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@genType
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type symbolicDist = [
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| #Normal(normal)
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@ -47,6 +49,7 @@ type symbolicDist = [
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| #Triangular(triangular)
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| #Gamma(gamma)
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| #Float(float)
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| #Bernoulli(bernoulli)
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]
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type analyticalSimplificationResult = [
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@ -168,6 +168,7 @@ module SymbolicConstructors = {
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let oneFloat = name =>
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switch name {
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| "exponential" => Ok(SymbolicDist.Exponential.make)
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| "bernoulli" => Ok(SymbolicDist.Bernoulli.make)
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| _ => Error("Unreachable state")
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}
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@ -204,7 +205,7 @@ let dispatchToGenericOutput = (
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): option<DistributionOperation.outputType> => {
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let (fnName, args) = call
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switch (fnName, args) {
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| ("exponential" as fnName, [EvNumber(f)]) =>
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| (("exponential" | "bernoulli") as fnName, [EvNumber(f)]) =>
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SymbolicConstructors.oneFloat(fnName)
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->E.R.bind(r => r(f))
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->SymbolicConstructors.symbolicResultToOutput
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14
packages/squiggle-lang/src/rescript/Utility/Stdlib.res
Normal file
14
packages/squiggle-lang/src/rescript/Utility/Stdlib.res
Normal file
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@ -0,0 +1,14 @@
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module Bernoulli = {
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@module external cdf: (float, float) => float = "@stdlib/stats/base/dists/bernoulli/cdf"
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let cdf = cdf
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@module external pmf: (float, float) => float = "@stdlib/stats/base/dists/bernoulli/pmf"
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let pmf = pmf
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@module external quantile: (float, float) => float = "@stdlib/stats/base/dists/bernoulli/quantile"
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let quantile = quantile
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@module external mean: (float) => float = "@stdlib/stats/base/dists/bernoulli/mean"
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let mean = mean
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}
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4
packages/squiggle-lang/src/rescript/Utility/stdlib.ts
Normal file
4
packages/squiggle-lang/src/rescript/Utility/stdlib.ts
Normal file
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@ -0,0 +1,4 @@
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var Bernoulli = require("@stdlib/stats/base/dists/bernoulli").Bernoulli;
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let bernoulliCdf = (p: number, x: number): number => new Bernoulli(p).cdf(x);
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let bernoulliPmf = (p: number, x: number): number => new Bernoulli(p).cmf(x);
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335
yarn.lock
335
yarn.lock
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@ -2502,6 +2502,335 @@
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eval "^0.1.8"
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webpack-sources "^1.4.3"
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"@stdlib/array@^0.0.x":
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version "0.0.12"
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resolved "https://registry.yarnpkg.com/@stdlib/array/-/array-0.0.12.tgz#12f40ab95bb36d424cdad991f29fc3cb491ee29e"
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dependencies:
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"@stdlib/assert" "^0.0.x"
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"@stdlib/blas" "^0.0.x"
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"@stdlib/complex" "^0.0.x"
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"@stdlib/constants" "^0.0.x"
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"@stdlib/math" "^0.0.x"
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"@stdlib/symbol" "^0.0.x"
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"@stdlib/types" "^0.0.x"
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"@stdlib/utils" "^0.0.x"
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"@stdlib/assert@^0.0.x":
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version "0.0.12"
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resolved "https://registry.yarnpkg.com/@stdlib/assert/-/assert-0.0.12.tgz#1648c9016e5041291f55a6464abcc4069c5103ce"
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dependencies:
|
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"@stdlib/array" "^0.0.x"
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"@stdlib/cli" "^0.0.x"
|
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"@stdlib/complex" "^0.0.x"
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"@stdlib/constants" "^0.0.x"
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"@stdlib/fs" "^0.0.x"
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"@stdlib/math" "^0.0.x"
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"@stdlib/ndarray" "^0.0.x"
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"@stdlib/number" "^0.0.x"
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"@stdlib/os" "^0.0.x"
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"@stdlib/process" "^0.0.x"
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"@stdlib/streams" "^0.0.x"
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"@stdlib/string" "^0.0.x"
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"@stdlib/symbol" "^0.0.x"
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"@stdlib/types" "^0.0.x"
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"@stdlib/utils" "^0.0.x"
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"@stdlib/bigint@^0.0.x":
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version "0.0.11"
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resolved "https://registry.yarnpkg.com/@stdlib/bigint/-/bigint-0.0.11.tgz#c416a1d727001c55f4897e6424124199d638f2fd"
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dependencies:
|
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"@stdlib/utils" "^0.0.x"
|
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|
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"@stdlib/blas@^0.0.x":
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version "0.0.12"
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resolved "https://registry.yarnpkg.com/@stdlib/blas/-/blas-0.0.12.tgz#7e93e42b4621fc6903bf63264f045047333536c2"
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dependencies:
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||||
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"@stdlib/number" "^0.0.x"
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|
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"@stdlib/types" "^0.0.x"
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"@stdlib/utils" "^0.0.x"
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"@stdlib/cli@^0.0.x":
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dependencies:
|
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"@stdlib/utils" "^0.0.x"
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minimist "^1.2.0"
|
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|
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"@stdlib/complex@^0.0.x":
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version "0.0.12"
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||||
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||||
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"@stdlib/utils" "^0.0.x"
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||||
|
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"@stdlib/constants@^0.0.x":
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version "0.0.11"
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|
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|
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||||
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|
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"@stdlib/math" "^0.0.x"
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"@stdlib/process" "^0.0.x"
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"@stdlib/string" "^0.0.x"
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"@stdlib/utils" "^0.0.x"
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debug "^2.6.9"
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||||
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||||
version "0.0.11"
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dependencies:
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||||
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||||
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||||
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|
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"@stdlib/number" "^0.0.x"
|
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"@stdlib/strided" "^0.0.x"
|
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"@stdlib/symbol" "^0.0.x"
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"@stdlib/types" "^0.0.x"
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||||
"@stdlib/utils" "^0.0.x"
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debug "^2.6.9"
|
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"@stdlib/ndarray@^0.0.x":
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version "0.0.13"
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resolved "https://registry.yarnpkg.com/@stdlib/ndarray/-/ndarray-0.0.13.tgz#2e8fc645e10f56a645a0ab81598808c0e8f43b82"
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||||
dependencies:
|
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"@stdlib/array" "^0.0.x"
|
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"@stdlib/assert" "^0.0.x"
|
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"@stdlib/bigint" "^0.0.x"
|
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"@stdlib/buffer" "^0.0.x"
|
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"@stdlib/complex" "^0.0.x"
|
||||
"@stdlib/constants" "^0.0.x"
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"@stdlib/math" "^0.0.x"
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"@stdlib/number" "^0.0.x"
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|
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"@stdlib/types" "^0.0.x"
|
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"@stdlib/utils" "^0.0.x"
|
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|
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"@stdlib/nlp@^0.0.x":
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version "0.0.11"
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resolved "https://registry.yarnpkg.com/@stdlib/nlp/-/nlp-0.0.11.tgz#532ec0f7267b8d639e4c20c6de864e8de8a09054"
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dependencies:
|
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"@stdlib/array" "^0.0.x"
|
||||
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||||
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||||
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||||
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||||
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|
||||
|
||||
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|
||||
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|
||||
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||||
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||||
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||||
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||||
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|
||||
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|
||||
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|
||||
|
||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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||||
|
||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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|
||||
debug "^2.6.9"
|
||||
readable-stream "^2.1.4"
|
||||
|
||||
"@stdlib/regexp@^0.0.x":
|
||||
version "0.0.13"
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||||
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||||
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||||
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||||
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|
||||
version "0.0.13"
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||||
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||||
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||||
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||||
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||||
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||||
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|
||||
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|
||||
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|
||||
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||||
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|
||||
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|
||||
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||||
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||||
"@stdlib/utils" "^0.0.x"
|
||||
|
||||
"@stdlib/streams@^0.0.x":
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||||
version "0.0.12"
|
||||
resolved "https://registry.yarnpkg.com/@stdlib/streams/-/streams-0.0.12.tgz#07f5ceae5852590afad8e1cb7ce94174becc8739"
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||||
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||||
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||||
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||||
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||||
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||||
"@stdlib/utils" "^0.0.x"
|
||||
debug "^2.6.9"
|
||||
readable-stream "^2.1.4"
|
||||
|
||||
"@stdlib/strided@^0.0.x":
|
||||
version "0.0.12"
|
||||
resolved "https://registry.yarnpkg.com/@stdlib/strided/-/strided-0.0.12.tgz#86ac48e660cb7f64a45cf07e80cbbfe58be21ae1"
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||||
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dependencies:
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||||
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"@stdlib/ndarray" "^0.0.x"
|
||||
"@stdlib/types" "^0.0.x"
|
||||
"@stdlib/utils" "^0.0.x"
|
||||
|
||||
"@stdlib/string@^0.0.x":
|
||||
version "0.0.13"
|
||||
resolved "https://registry.yarnpkg.com/@stdlib/string/-/string-0.0.13.tgz#37457ca49e8d1dff0e523c68f5673c655c79eb2d"
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||||
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||||
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|
||||
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||||
"@stdlib/math" "^0.0.x"
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||||
"@stdlib/nlp" "^0.0.x"
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||||
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||||
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|
||||
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||||
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|
||||
"@stdlib/utils" "^0.0.x"
|
||||
|
||||
"@stdlib/symbol@^0.0.x":
|
||||
version "0.0.12"
|
||||
resolved "https://registry.yarnpkg.com/@stdlib/symbol/-/symbol-0.0.12.tgz#b9f396b0bf269c2985bb7fe99810a8e26d7288c3"
|
||||
integrity sha512-2IDhpzWVGeLHgsvIsX12RXvf78r7xBkc4QLoRUv3k7Cp61BisR1Ym1p0Tq9PbxT8fknlvLToh9n5RpmESi2d4w==
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||||
dependencies:
|
||||
"@stdlib/assert" "^0.0.x"
|
||||
"@stdlib/utils" "^0.0.x"
|
||||
|
||||
"@stdlib/time@^0.0.x":
|
||||
version "0.0.14"
|
||||
resolved "https://registry.yarnpkg.com/@stdlib/time/-/time-0.0.14.tgz#ea6daa438b1d3b019b99f5091117ee4bcef55d60"
|
||||
integrity sha512-1gMFCQTabMVIgww+k4g8HHHIhyy1tIlvwT8mC0BHW7Q7TzDAgobwL0bvor+lwvCb5LlDAvNQEpaRgVT99QWGeQ==
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||||
dependencies:
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||||
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|
||||
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|
||||
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|
||||
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|
||||
"@stdlib/math" "^0.0.x"
|
||||
"@stdlib/string" "^0.0.x"
|
||||
"@stdlib/utils" "^0.0.x"
|
||||
|
||||
"@stdlib/types@^0.0.x":
|
||||
version "0.0.14"
|
||||
resolved "https://registry.yarnpkg.com/@stdlib/types/-/types-0.0.14.tgz#02d3aab7a9bfaeb86e34ab749772ea22f7b2f7e0"
|
||||
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|
||||
|
||||
"@stdlib/utils@^0.0.x":
|
||||
version "0.0.12"
|
||||
resolved "https://registry.yarnpkg.com/@stdlib/utils/-/utils-0.0.12.tgz#670de5a7b253f04f11a4cba38f790e82393bcb46"
|
||||
integrity sha512-+JhFpl6l7RSq/xGnbWRQ5dAL90h9ONj8MViqlb7teBZFtePZLMwoRA1wssypFcJ8SFMRWQn7lPmpYVUkGwRSOg==
|
||||
dependencies:
|
||||
"@stdlib/array" "^0.0.x"
|
||||
"@stdlib/assert" "^0.0.x"
|
||||
"@stdlib/blas" "^0.0.x"
|
||||
"@stdlib/buffer" "^0.0.x"
|
||||
"@stdlib/cli" "^0.0.x"
|
||||
"@stdlib/constants" "^0.0.x"
|
||||
"@stdlib/fs" "^0.0.x"
|
||||
"@stdlib/math" "^0.0.x"
|
||||
"@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"
|
||||
"@stdlib/string" "^0.0.x"
|
||||
"@stdlib/symbol" "^0.0.x"
|
||||
"@stdlib/time" "^0.0.x"
|
||||
"@stdlib/types" "^0.0.x"
|
||||
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"
|
||||
integrity sha512-4oL8ivCz5ZEPyclFQXaNksK3adutVS8l2xzZU0cqEFrE9Sb7fC0EFK5uEk74wIreL1DERyjvsU915j1pcT2uEQ==
|
||||
|
|
@ -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==
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user