Added cache where appropriate
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745cf01317
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@ -22,6 +22,13 @@ type yPoint =
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| Continuous(float)
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| Continuous(float)
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| Discrete(float);
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| Discrete(float);
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let yPointCont = (y: yPoint) =>
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switch (y) {
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| Continuous(f) => f
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| Mixed({continuous}) => continuous
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| _ => 0.0
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};
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module type dist = {
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module type dist = {
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type t;
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type t;
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type integral;
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type integral;
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@ -29,10 +36,10 @@ module type dist = {
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let maxX: t => option(float);
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let maxX: t => option(float);
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let pointwiseFmap: (float => float, t) => t;
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let pointwiseFmap: (float => float, t) => t;
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let xToY: (float, t) => yPoint;
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let xToY: (float, t) => yPoint;
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let xToIntegralY: (float, t) => float;
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let xToIntegralY: (~cache: option(integral), float, t) => float;
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let shape: t => DistributionTypes.shape;
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let shape: t => DistributionTypes.shape;
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let integral: t => integral;
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let integral: (~cache: option(integral), t) => integral;
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let integralSum: t => float;
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let integralSum: (~cache: option(integral), t) => float;
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};
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};
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module Dist = (T: dist) => {
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module Dist = (T: dist) => {
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@ -52,32 +59,34 @@ module Continuous =
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Dist({
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Dist({
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type t = DistributionTypes.continuousShape;
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type t = DistributionTypes.continuousShape;
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type integral = DistributionTypes.continuousShape;
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type integral = DistributionTypes.continuousShape;
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let integral = t =>
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let integral = (~cache, t) =>
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t |> Shape.XYShape.Range.integrateWithTriangles |> E.O.toExt("");
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t |> Shape.XYShape.Range.integrateWithTriangles |> E.O.toExt("");
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let integralSum = t => t |> integral |> Shape.XYShape.ySum;
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// This seems wrong, we really want the ending bit, I'd assume
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let integralSum = (~cache, t) =>
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t |> integral(~cache) |> Shape.XYShape.ySum;
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let minX = Shape.XYShape.minX;
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let minX = Shape.XYShape.minX;
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let maxX = Shape.XYShape.maxX;
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let maxX = Shape.XYShape.maxX;
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let pointwiseFmap = Shape.XYShape.pointwiseMap;
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let pointwiseFmap = Shape.XYShape.pointwiseMap;
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let shape = (t: t): DistributionTypes.shape => Continuous(t);
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let shape = (t: t): DistributionTypes.shape => Continuous(t);
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let xToY = (f, t) =>
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let xToY = (f, t) =>
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CdfLibrary.Distribution.findY(f, t) |> (e => Continuous(e));
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CdfLibrary.Distribution.findY(f, t) |> (e => Continuous(e));
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let xToIntegralY = (f, t) =>
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let xToIntegralY = (~cache, f, t) =>
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t |> integral |> CdfLibrary.Distribution.findY(f);
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t |> integral(~cache) |> CdfLibrary.Distribution.findY(f);
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});
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});
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module Discrete =
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module Discrete =
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Dist({
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Dist({
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type t = DistributionTypes.discreteShape;
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type t = DistributionTypes.discreteShape;
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type integral = DistributionTypes.continuousShape;
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type integral = DistributionTypes.continuousShape;
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let integral = t => t |> Shape.Discrete.integrate;
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let integral = (~cache, t) => t |> Shape.Discrete.integrate;
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let integralSum = t => t |> Shape.XYShape.ySum;
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let integralSum = (~cache, t) => t |> Shape.XYShape.ySum;
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let minX = Shape.XYShape.minX;
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let minX = Shape.XYShape.minX;
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let maxX = Shape.XYShape.maxX;
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let maxX = Shape.XYShape.maxX;
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let pointwiseFmap = Shape.XYShape.pointwiseMap;
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let pointwiseFmap = Shape.XYShape.pointwiseMap;
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let shape = (t: t): DistributionTypes.shape => Discrete(t);
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let shape = (t: t): DistributionTypes.shape => Discrete(t);
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let xToY = (f, t) =>
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let xToY = (f, t) =>
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CdfLibrary.Distribution.findY(f, t) |> (e => Discrete(e));
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CdfLibrary.Distribution.findY(f, t) |> (e => Discrete(e));
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let xToIntegralY = (f, t) =>
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let xToIntegralY = (~cache, f, t) =>
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t |> Shape.XYShape.accumulateYs |> CdfLibrary.Distribution.findY(f);
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t |> Shape.XYShape.accumulateYs |> CdfLibrary.Distribution.findY(f);
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});
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});
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@ -119,24 +128,35 @@ module Mixed =
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);
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);
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// TODO: Add these two directly, once interpolation is added.
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// TODO: Add these two directly, once interpolation is added.
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let integral = t => {
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let integral = (~cache, t) => {
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// let cont = scaledContinuousComponent(t);
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// let cont = scaledContinuousComponent(t);
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// let discrete = scaledDiscreteComponent(t);
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// let discrete = scaledDiscreteComponent(t);
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scaledContinuousComponent(t) |> E.O.toExt("");
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switch (cache) {
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| Some(cache) => cache
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| None => scaledContinuousComponent(t) |> E.O.toExt("")
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};
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};
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};
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let integralSum =
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let integralSum =
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({discrete, continuous, discreteProbabilityMassFraction}: t) => {
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(~cache, {discrete, continuous, discreteProbabilityMassFraction}: t) => {
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Discrete.integralSum(discrete)
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switch (cache) {
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| Some(cache) => 3.0
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| None =>
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Discrete.integralSum(~cache=None, discrete)
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*. discreteProbabilityMassFraction
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*. discreteProbabilityMassFraction
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+. Continuous.integralSum(continuous)
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+. Continuous.integralSum(~cache=None, continuous)
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*. (1.0 -. discreteProbabilityMassFraction);
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*. (1.0 -. discreteProbabilityMassFraction)
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};
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};
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};
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let xToIntegralY =
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let xToIntegralY =
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(f, {discrete, continuous, discreteProbabilityMassFraction}: t) => {
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(
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let cont = Continuous.xToIntegralY(f, continuous);
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~cache,
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let discrete = Discrete.xToIntegralY(f, discrete);
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f,
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{discrete, continuous, discreteProbabilityMassFraction}: t,
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) => {
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let cont = Continuous.xToIntegralY(~cache, f, continuous);
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let discrete = Discrete.xToIntegralY(~cache, f, discrete);
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discrete
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discrete
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*. discreteProbabilityMassFraction
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*. discreteProbabilityMassFraction
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+. cont
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+. cont
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@ -165,23 +185,31 @@ module Shape =
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let shape = (t: t) => t;
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let shape = (t: t) => t;
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let minX = (t: t) =>
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let minX = (t: t) =>
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Shape.T.mapToAll(t, (Mixed.minX, Discrete.minX, Continuous.minX));
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Shape.T.mapToAll(t, (Mixed.minX, Discrete.minX, Continuous.minX));
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let integral = (t: t) =>
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let integral = (~cache, t: t) =>
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Shape.T.mapToAll(
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t,
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(Mixed.integral, Discrete.integral, Continuous.integral),
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);
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let integralSum = (t: t) =>
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Shape.T.mapToAll(
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t,
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(Mixed.integralSum, Discrete.integralSum, Continuous.integralSum),
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);
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let xToIntegralY = (f, t) => {
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Shape.T.mapToAll(
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Shape.T.mapToAll(
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t,
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t,
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(
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(
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Mixed.xToIntegralY(f),
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Mixed.integral(~cache),
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Discrete.xToIntegralY(f),
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Discrete.integral(~cache),
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Continuous.xToIntegralY(f),
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Continuous.integral(~cache),
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),
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);
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let integralSum = (~cache, t: t) =>
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Shape.T.mapToAll(
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t,
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(
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Mixed.integralSum(~cache),
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Discrete.integralSum(~cache),
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Continuous.integralSum(~cache),
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),
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);
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let xToIntegralY = (~cache, f, t) => {
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Shape.T.mapToAll(
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t,
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(
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Mixed.xToIntegralY(~cache, f),
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Discrete.xToIntegralY(~cache, f),
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Continuous.xToIntegralY(~cache, f),
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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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@ -210,9 +238,11 @@ module WithMetadata =
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let pointwiseFmap = (fn, {shape, _} as t: t): t =>
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let pointwiseFmap = (fn, {shape, _} as t: t): t =>
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fromShape(Shape.pointwiseFmap(fn, shape), t);
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fromShape(Shape.pointwiseFmap(fn, shape), t);
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let integral = (t: t) => fromShape(Continuous(t.integralCache), t);
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let integral = (~cache, t: t) =>
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let integralSum = (t: t) => t |> shape |> Shape.integralSum;
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fromShape(Continuous(t.integralCache), t);
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let xToIntegralY = (f, t) => {
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let integralSum = (~cache, t: t) =>
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t |> shape |> Shape.integralSum(~cache=Some(t.integralCache));
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let xToIntegralY = (~cache, f, t) => {
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3.0;
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3.0;
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};
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};
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});
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});
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@ -14,6 +14,8 @@ type xyShape = {
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ys: array(float),
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ys: array(float),
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};
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};
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type contintinuousInterpolationStrategy = [ | `Stepwise | `Interpolated];
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type continuousShape = xyShape;
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type continuousShape = xyShape;
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type discreteShape = xyShape;
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type discreteShape = xyShape;
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