Merge pull request #533 from quantified-uncertainty/add-bernoulli
Add Bernoulli distribution
This commit is contained in:
Ozzie Gooen
GitHub
commit
72b3643c6a
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@ -31,6 +31,8 @@ describe("eval on distribution functions", () => {
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testEval("mean(normal(5,2))", "Ok(5)")
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testEval("mean(normal(5,2))", "Ok(5)")
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testEval("mean(lognormal(1,2))", "Ok(20.085536923187668)")
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testEval("mean(lognormal(1,2))", "Ok(20.085536923187668)")
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testEval("mean(gamma(5,5))", "Ok(25)")
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testEval("mean(gamma(5,5))", "Ok(25)")
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testEval("mean(bernoulli(0.2))", "Ok(0.2)")
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testEval("mean(bernoulli(0.8))", "Ok(0.8)")
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})
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})
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describe("toString", () => {
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describe("toString", () => {
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testEval("toString(normal(5,2))", "Ok('Normal(5,2)')")
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testEval("toString(normal(5,2))", "Ok('Normal(5,2)')")
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@ -34,27 +34,28 @@
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],
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],
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"author": "Quantified Uncertainty Research Institute",
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"author": "Quantified Uncertainty Research Institute",
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"dependencies": {
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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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"jstat": "^1.9.5",
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"mathjs": "^10.5.2",
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"pdfast": "^0.2.0",
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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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},
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"devDependencies": {
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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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"@glennsl/rescript-jest": "^0.9.0",
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"@istanbuljs/nyc-config-typescript": "^1.0.2",
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"@istanbuljs/nyc-config-typescript": "^1.0.2",
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"@types/jest": "^27.5.0",
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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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"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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"chalk": "^5.0.1",
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"codecov": "^3.8.3",
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"codecov": "^3.8.3",
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"fast-check": "^2.25.0",
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"fast-check": "^2.25.0",
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"gentype": "^4.3.0",
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"gentype": "^4.3.0",
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"jest": "^27.5.1",
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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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"moduleserve": "^0.9.1",
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"nyc": "^15.1.0",
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"nyc": "^15.1.0",
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"reanalyze": "^2.19.0",
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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-jest": "^27.1.4",
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"ts-loader": "^9.3.0",
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"ts-loader": "^9.3.0",
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"ts-node": "^10.7.0",
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"ts-node": "^10.7.0",
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@ -216,6 +216,32 @@ module Uniform = {
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}
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}
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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("Bernoulli parameter must be between 0 and 1")
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let pmf = (x, t: t) => Stdlib.Bernoulli.pmf(x, t.p)
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//Bernoulli is a discrete distribution, so it doesn't really have a pdf().
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//We fake this for now with the pmf function, but this should be fixed at some point.
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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 min = (t: t) => t.p == 1.0 ? 1.0 : 0.0
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let max = (t: t) => t.p == 0.0 ? 0.0 : 1.0
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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($p)`
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let toPointSetDist = ({p}: t): PointSetTypes.pointSetDist => Discrete(
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Discrete.make(~integralSumCache=Some(1.0), {xs: [0.0, 1.0], ys: [1.0 -. p, p]}),
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)
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}
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module Gamma = {
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module Gamma = {
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type t = gamma
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type t = gamma
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let make = (shape: float, scale: float) => {
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let make = (shape: float, scale: float) => {
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@ -252,6 +278,9 @@ module Float = {
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let mean = (t: t) => Ok(t)
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let mean = (t: t) => Ok(t)
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let sample = (t: t) => t
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let sample = (t: t) => t
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let toString = (t: t) => j`Delta($t)`
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let toString = (t: t) => j`Delta($t)`
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let toPointSetDist = (t: t): PointSetTypes.pointSetDist => Discrete(
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Discrete.make(~integralSumCache=Some(1.0), {xs: [t], ys: [1.0]}),
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)
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}
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}
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module From90thPercentile = {
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module From90thPercentile = {
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@ -278,6 +307,7 @@ module T = {
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| #Uniform(n) => Uniform.pdf(x, n)
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| #Uniform(n) => Uniform.pdf(x, n)
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| #Beta(n) => Beta.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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| #Float(n) => Float.pdf(x, n)
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| #Bernoulli(n) => Bernoulli.pdf(x, n)
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}
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}
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let cdf = (x, dist) =>
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let cdf = (x, dist) =>
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@ -291,6 +321,7 @@ module T = {
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| #Uniform(n) => Uniform.cdf(x, n)
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| #Uniform(n) => Uniform.cdf(x, n)
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| #Beta(n) => Beta.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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| #Float(n) => Float.cdf(x, n)
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| #Bernoulli(n) => Bernoulli.cdf(x, n)
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}
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}
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let inv = (x, dist) =>
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let inv = (x, dist) =>
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@ -304,6 +335,7 @@ module T = {
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| #Uniform(n) => Uniform.inv(x, n)
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| #Uniform(n) => Uniform.inv(x, n)
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| #Beta(n) => Beta.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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| #Float(n) => Float.inv(x, n)
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| #Bernoulli(n) => Bernoulli.inv(x, n)
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}
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}
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let sample: symbolicDist => float = x =>
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let sample: symbolicDist => float = x =>
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@ -317,6 +349,7 @@ module T = {
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| #Uniform(n) => Uniform.sample(n)
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| #Uniform(n) => Uniform.sample(n)
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| #Beta(n) => Beta.sample(n)
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| #Beta(n) => Beta.sample(n)
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| #Float(n) => Float.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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}
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let doN = (n, fn) => {
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let doN = (n, fn) => {
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@ -340,6 +373,7 @@ module T = {
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| #Uniform(n) => Uniform.toString(n)
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| #Uniform(n) => Uniform.toString(n)
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| #Beta(n) => Beta.toString(n)
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| #Beta(n) => Beta.toString(n)
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| #Float(n) => Float.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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}
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let min: symbolicDist => float = x =>
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let min: symbolicDist => float = x =>
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@ -351,6 +385,7 @@ module T = {
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| #Lognormal(n) => Lognormal.inv(minCdfValue, n)
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| #Lognormal(n) => Lognormal.inv(minCdfValue, n)
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| #Gamma(n) => Gamma.inv(minCdfValue, n)
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| #Gamma(n) => Gamma.inv(minCdfValue, n)
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| #Uniform({low}) => low
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| #Uniform({low}) => low
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| #Bernoulli(n) => Bernoulli.min(n)
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| #Beta(n) => Beta.inv(minCdfValue, n)
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| #Beta(n) => Beta.inv(minCdfValue, n)
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| #Float(n) => n
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| #Float(n) => n
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}
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}
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@ -364,6 +399,7 @@ module T = {
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| #Gamma(n) => Gamma.inv(maxCdfValue, n)
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| #Gamma(n) => Gamma.inv(maxCdfValue, n)
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| #Lognormal(n) => Lognormal.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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| #Beta(n) => Beta.inv(maxCdfValue, n)
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| #Bernoulli(n) => Bernoulli.max(n)
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| #Uniform({high}) => high
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| #Uniform({high}) => high
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| #Float(n) => n
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| #Float(n) => n
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}
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}
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@ -378,6 +414,7 @@ module T = {
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| #Beta(n) => Beta.mean(n)
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| #Beta(n) => Beta.mean(n)
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| #Uniform(n) => Uniform.mean(n)
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| #Uniform(n) => Uniform.mean(n)
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| #Gamma(n) => Gamma.mean(n)
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| #Gamma(n) => Gamma.mean(n)
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| #Bernoulli(n) => Bernoulli.mean(n)
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| #Float(n) => Float.mean(n)
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| #Float(n) => Float.mean(n)
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}
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}
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@ -453,7 +490,8 @@ module T = {
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d: symbolicDist,
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d: symbolicDist,
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): PointSetTypes.pointSetDist =>
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): PointSetTypes.pointSetDist =>
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switch d {
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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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| #Float(v) => Float.toPointSetDist(v)
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| #Bernoulli(v) => Bernoulli.toPointSetDist(v)
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| _ =>
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| _ =>
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let xs = interpolateXs(~xSelection, d, sampleCount)
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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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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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scale: float,
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}
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}
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type bernoulli = {p: float}
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@genType
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@genType
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type symbolicDist = [
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type symbolicDist = [
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| #Normal(normal)
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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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| #Triangular(triangular)
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| #Gamma(gamma)
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| #Gamma(gamma)
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| #Float(float)
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| #Float(float)
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| #Bernoulli(bernoulli)
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]
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]
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type analyticalSimplificationResult = [
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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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let oneFloat = name =>
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switch name {
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switch name {
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| "exponential" => Ok(SymbolicDist.Exponential.make)
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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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| _ => Error("Unreachable state")
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}
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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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): option<DistributionOperation.outputType> => {
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let (fnName, args) = call
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let (fnName, args) = call
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switch (fnName, args) {
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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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SymbolicConstructors.oneFloat(fnName)
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->E.R.bind(r => r(f))
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->E.R.bind(r => r(f))
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->SymbolicConstructors.symbolicResultToOutput
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->SymbolicConstructors.symbolicResultToOutput
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13
packages/squiggle-lang/src/rescript/Utility/Stdlib.res
Normal file
13
packages/squiggle-lang/src/rescript/Utility/Stdlib.res
Normal file
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@ -0,0 +1,13 @@
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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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331
yarn.lock
331
yarn.lock
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|
@ -2502,6 +2502,335 @@
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eval "^0.1.8"
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eval "^0.1.8"
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webpack-sources "^1.4.3"
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webpack-sources "^1.4.3"
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|
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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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|
integrity sha512-nDksiuvRC1dSTHrf5yOGQmlRwAzSKV8MdFQwFSvLbZGGhi5Y4hExqea5HloLgNVouVs8lnAFi2oubSM4Mc7YAg==
|
||||||
|
dependencies:
|
||||||
|
"@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"
|
||||||
|
"@stdlib/types" "^0.0.x"
|
||||||
|
"@stdlib/utils" "^0.0.x"
|
||||||
|
|
||||||
|
"@stdlib/assert@^0.0.x":
|
||||||
|
version "0.0.12"
|
||||||
|
resolved "https://registry.yarnpkg.com/@stdlib/assert/-/assert-0.0.12.tgz#1648c9016e5041291f55a6464abcc4069c5103ce"
|
||||||
|
integrity sha512-38FxFf+ZoQZbdc+m09UsWtaCmzd/2e7im0JOaaFYE7icmRfm+4KiE9BRvBT4tIn7ioLB2f9PsBicKjIsf+tY1w==
|
||||||
|
dependencies:
|
||||||
|
"@stdlib/array" "^0.0.x"
|
||||||
|
"@stdlib/cli" "^0.0.x"
|
||||||
|
"@stdlib/complex" "^0.0.x"
|
||||||
|
"@stdlib/constants" "^0.0.x"
|
||||||
|
"@stdlib/fs" "^0.0.x"
|
||||||
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"@stdlib/math" "^0.0.x"
|
||||||
|
"@stdlib/ndarray" "^0.0.x"
|
||||||
|
"@stdlib/number" "^0.0.x"
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||||||
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"@stdlib/os" "^0.0.x"
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||||||
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"@stdlib/process" "^0.0.x"
|
||||||
|
"@stdlib/regexp" "^0.0.x"
|
||||||
|
"@stdlib/streams" "^0.0.x"
|
||||||
|
"@stdlib/string" "^0.0.x"
|
||||||
|
"@stdlib/symbol" "^0.0.x"
|
||||||
|
"@stdlib/types" "^0.0.x"
|
||||||
|
"@stdlib/utils" "^0.0.x"
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||||||
|
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|
"@stdlib/bigint@^0.0.x":
|
||||||
|
version "0.0.11"
|
||||||
|
resolved "https://registry.yarnpkg.com/@stdlib/bigint/-/bigint-0.0.11.tgz#c416a1d727001c55f4897e6424124199d638f2fd"
|
||||||
|
integrity sha512-uz0aYDLABAYyqxaCSHYbUt0yPkXYUCR7TrVvHN+UUD3i8FZ02ZKcLO+faKisDyxKEoSFTNtn3Ro8Ir5ebOlVXQ==
|
||||||
|
dependencies:
|
||||||
|
"@stdlib/utils" "^0.0.x"
|
||||||
|
|
||||||
|
"@stdlib/blas@^0.0.x":
|
||||||
|
version "0.0.12"
|
||||||
|
resolved "https://registry.yarnpkg.com/@stdlib/blas/-/blas-0.0.12.tgz#7e93e42b4621fc6903bf63264f045047333536c2"
|
||||||
|
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||||||
|
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":
|
"@storybook/addon-actions@6.4.22", "@storybook/addon-actions@^6.4.22":
|
||||||
version "6.4.22"
|
version "6.4.22"
|
||||||
resolved "https://registry.yarnpkg.com/@storybook/addon-actions/-/addon-actions-6.4.22.tgz#ec1b4332e76a8021dc0a1375dfd71a0760457588"
|
resolved "https://registry.yarnpkg.com/@storybook/addon-actions/-/addon-actions-6.4.22.tgz#ec1b4332e76a8021dc0a1375dfd71a0760457588"
|
||||||
|
|
@ -14375,7 +14704,7 @@ read-pkg@^5.2.0:
|
||||||
parse-json "^5.0.0"
|
parse-json "^5.0.0"
|
||||||
type-fest "^0.6.0"
|
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"
|
version "2.3.7"
|
||||||
resolved "https://registry.yarnpkg.com/readable-stream/-/readable-stream-2.3.7.tgz#1eca1cf711aef814c04f62252a36a62f6cb23b57"
|
resolved "https://registry.yarnpkg.com/readable-stream/-/readable-stream-2.3.7.tgz#1eca1cf711aef814c04f62252a36a62f6cb23b57"
|
||||||
integrity sha512-Ebho8K4jIbHAxnuxi7o42OrZgF/ZTNcsZj6nRKyUmkhLFq8CHItp/fy6hQZuZmP/n3yZ9VBUbp4zz/mX8hmYPw==
|
integrity sha512-Ebho8K4jIbHAxnuxi7o42OrZgF/ZTNcsZj6nRKyUmkhLFq8CHItp/fy6hQZuZmP/n3yZ9VBUbp4zz/mX8hmYPw==
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue
Block a user