Merge pull request #242 from quantified-uncertainty/analytic-normal

Analytic normal

packages/squiggle-lang/__tests__/ReducerInterface/ReducerInterface_Distribution_test.res

@@ -19,7 +19,7 @@ describe("eval on distribution functions", () => {
     testEval("lognormal(5,2)", "Ok(Lognormal(5,2))")
   })
   describe("unaryMinus", () => {
-    testEval("mean(-normal(5,2))", "Ok(-5.002887370380851)")
+    testEval("mean(-normal(5,2))", "Ok(-5)")
   })
   describe("to", () => {
     testEval("5 to 2", "Error(TODO: Low value must be less than high value.)")
@@ -45,10 +45,30 @@ describe("eval on distribution functions", () => {
   describe("add", () => {
     testEval("add(normal(5,2), normal(10,2))", "Ok(Normal(15,2.8284271247461903))")
     testEval("add(normal(5,2), lognormal(10,2))", "Ok(Sample Set Distribution)")
-    testEval("add(normal(5,2), 3)", "Ok(Point Set Distribution)")
+    testEval("add(normal(5,2), 3)", "Ok(Normal(8,2))")
-    testEval("add(3, normal(5,2))", "Ok(Point Set Distribution)")
+    testEval("add(3, normal(5,2))", "Ok(Normal(8,2))")
-    testEval("3+normal(5,2)", "Ok(Point Set Distribution)")
+    testEval("3+normal(5,2)", "Ok(Normal(8,2))")
-    testEval("normal(5,2)+3", "Ok(Point Set Distribution)")
+    testEval("normal(5,2)+3", "Ok(Normal(8,2))")
+  })
+  describe("subtract", () => {
+    testEval("10 - normal(5, 1)", "Ok(Normal(5,1))")
+    testEval("normal(5, 1) - 10", "Ok(Normal(-5,1))")
+  })
+  describe("multiply", () => {
+    testEval("normal(10, 2) * 2", "Ok(Normal(20,4))")
+    testEval("2 * normal(10, 2)", "Ok(Normal(20,4))")
+    testEval("lognormal(5,2) * lognormal(10,2)", "Ok(Lognormal(15,4))")
+    testEval("lognormal(10, 2) * lognormal(5, 2)", "Ok(Lognormal(15,4))")
+    testEval("2 * lognormal(5, 2)", "Ok(Lognormal(5.693147180559945,2))")
+    testEval("lognormal(5, 2) * 2", "Ok(Lognormal(5.693147180559945,2))")
+  })
+  describe("division", () => {
+    testEval("lognormal(5,2) / lognormal(10,2)", "Ok(Lognormal(-5,4))")
+    testEval("lognormal(10,2) / lognormal(5,2)", "Ok(Lognormal(5,4))")
+    testEval("lognormal(5, 2) / 2", "Ok(Lognormal(4.306852819440055,2))")
+    testEval("2 / lognormal(5, 2)", "Ok(Lognormal(-4.306852819440055,2))")
+    testEval("2 / normal(10, 2)", "Ok(Point Set Distribution)")
+    testEval("normal(10, 2) / 2", "Ok(Normal(5,1))")
   })
   describe("truncate", () => {
     testEval("truncateLeft(normal(5,2), 3)", "Ok(Point Set Distribution)")
@@ -101,6 +121,10 @@ describe("parse on distribution functions", () => {
     testParse("3 ^ normal(5,1)", "Ok((:pow 3 (:normal 5 1)))")
     testParse("normal(5,2) ^ 3", "Ok((:pow (:normal 5 2) 3))")
   })
+  describe("subtraction", () => {
+    testParse("10 - normal(5,1)", "Ok((:subtract 10 (:normal 5 1)))")
+    testParse("normal(5,1) - 10", "Ok((:subtract (:normal 5 1) 10))")
+  })
   describe("pointwise arithmetic expressions", () => {
     testParse(~skip=true, "normal(5,2) .+ normal(5,1)", "Ok((:dotAdd (:normal 5 2) (:normal 5 1)))")
     testParse(

packages/squiggle-lang/src/rescript/Distributions/SymbolicDist/SymbolicDist.res

@@ -44,6 +44,23 @@ module Normal = {
     | #Subtract => Some(subtract(n1, n2))
     | _ => None
     }
+
+  let operateFloatFirst = (operation: Operation.Algebraic.t, n1: float, n2: t) =>
+    switch operation {
+    | #Add => Some(#Normal({mean: n1 +. n2.mean, stdev: n2.stdev}))
+    | #Subtract => Some(#Normal({mean: n1 -. n2.mean, stdev: n2.stdev}))
+    | #Multiply => Some(#Normal({mean: n1 *. n2.mean, stdev: n1 *. n2.stdev}))
+    | _ => None
+    }
+
+  let operateFloatSecond = (operation: Operation.Algebraic.t, n1: t, n2: float) =>
+    switch operation {
+    | #Add => Some(#Normal({mean: n1.mean +. n2, stdev: n1.stdev}))
+    | #Subtract => Some(#Normal({mean: n1.mean -. n2, stdev: n1.stdev}))
+    | #Multiply => Some(#Normal({mean: n1.mean *. n2, stdev: n1.stdev *. n2}))
+    | #Divide => Some(#Normal({mean: n1.mean /. n2, stdev: n1.stdev /. n2}))
+    | _ => None
+    }
 }
 
 module Exponential = {
@@ -152,6 +169,22 @@ module Lognormal = {
     | #Divide => Some(divide(n1, n2))
     | _ => None
     }
+
+  let operateFloatFirst = (operation: Operation.Algebraic.t, n1: float, n2: t) =>
+    switch operation {
+    | #Multiply =>
+      n1 > 0.0 ? Some(#Lognormal({mu: Js.Math.log(n1) +. n2.mu, sigma: n2.sigma})) : None
+    | #Divide => n1 > 0.0 ? Some(#Lognormal({mu: Js.Math.log(n1) -. n2.mu, sigma: n2.sigma})) : None
+    | _ => None
+    }
+
+  let operateFloatSecond = (operation: Operation.Algebraic.t, n1: t, n2: float) =>
+    switch operation {
+    | #Multiply =>
+      n2 > 0.0 ? Some(#Lognormal({mu: n1.mu +. Js.Math.log(n2), sigma: n1.sigma})) : None
+    | #Divide => n2 > 0.0 ? Some(#Lognormal({mu: n1.mu -. Js.Math.log(n2), sigma: n1.sigma})) : None
+    | _ => None
+    }
 }
 
 module Uniform = {
@@ -343,8 +376,28 @@ module T = {
       }
     | (#Normal(v1), #Normal(v2)) =>
       Normal.operate(op, v1, v2) |> E.O.dimap(r => #AnalyticalSolution(r), () => #NoSolution)
+    | (#Float(v1), #Normal(v2)) =>
+      Normal.operateFloatFirst(op, v1, v2) |> E.O.dimap(
+        r => #AnalyticalSolution(r),
+        () => #NoSolution,
+      )
+    | (#Normal(v1), #Float(v2)) =>
+      Normal.operateFloatSecond(op, v1, v2) |> E.O.dimap(
+        r => #AnalyticalSolution(r),
+        () => #NoSolution,
+      )
     | (#Lognormal(v1), #Lognormal(v2)) =>
       Lognormal.operate(op, v1, v2) |> E.O.dimap(r => #AnalyticalSolution(r), () => #NoSolution)
+    | (#Float(v1), #Lognormal(v2)) =>
+      Lognormal.operateFloatFirst(op, v1, v2) |> E.O.dimap(
+        r => #AnalyticalSolution(r),
+        () => #NoSolution,
+      )
+    | (#Lognormal(v1), #Float(v2)) =>
+      Lognormal.operateFloatSecond(op, v1, v2) |> E.O.dimap(
+        r => #AnalyticalSolution(r),
+        () => #NoSolution,
+      )
     | _ => #NoSolution
     }