Something like an end to end proof of concept

.github/workflows/ci.yml

@@ -16,12 +16,18 @@ jobs:
     name: Precheck for skipping redundant jobs
     runs-on: ubuntu-latest
     outputs:
+      should_skip_mc: ${{ steps.skip_lang_check.outputs.should_skip }}
       should_skip_lang: ${{ steps.skip_lang_check.outputs.should_skip }}
       should_skip_components: ${{ steps.skip_components_check.outputs.should_skip }}
       should_skip_website: ${{ steps.skip_website_check.outputs.should_skip }}
       should_skip_vscodeext: ${{ steps.skip_vscodeext_check.outputs.should_skip }}
       should_skip_cli: ${{ steps.skip_cli_check.outputs.should_skip }}
     steps:
+      - id: skip_mc_check
+        name: Check if the changes are about mc files
+        uses: fkirc/skip-duplicate-actions@v4.0.0
+        with:
+          paths: '["packages/mc/**"]'
       - id: skip_lang_check
         name: Check if the changes are about squiggle-lang src files
         uses: fkirc/skip-duplicate-actions@v4.0.0
@@ -48,6 +54,29 @@ jobs:
         with:
           paths: '["packages/cli/**"]'
 
+  mc-build:
+    name: MC build
+    runs-on: ubuntu-latest
+    needs: pre_check
+    if: ${{ needs.pre_check.outputs.should_skip_mc != 'true' }}
+    defaults:
+      run:
+        shell: bash
+        working-directory: packages/mc
+    steps:
+      - name: Run yarn at monorepo level
+        run: cd ../../ && yarn
+      - name: Download wasm-bindgen
+        uses: jetli/wasm-bindgen-action@v0.1.0
+        with:
+          version: 'latest'
+      - name: Download wasm-pack
+        uses: jetli/wasm-pack-action@v0.3.0
+        with:
+          version: 'latest'
+      - name: Build
+        run: wasm-pack build --target nodejs
+
   lang-lint:
     name: Language lint
     runs-on: ubuntu-latest
@@ -84,7 +113,17 @@ jobs:
           fetch-depth: 2
       - name: Install dependencies from monorepo level
         run: cd ../../ && yarn
-      - name: Build rescript codebase
+      - name: Download wasm-bindgen
+        uses: jetli/wasm-bindgen-action@v0.1.0
+        with:
+          version: 'latest'
+      - name: Download wasm-pack
+        uses: jetli/wasm-pack-action@v0.3.0
+        with:
+          version: 'latest'
+      - name: Build
+        run: wasm-pack build --target nodejs
+      - name: Build rescript codebase and typescript interface
         run: yarn build
       - name: Run rescript tests
         run: yarn test:rescript
@@ -127,7 +166,17 @@ jobs:
       - uses: actions/checkout@v3
       - name: Install dependencies from monorepo level
         run: cd ../../ && yarn
-      - name: Build rescript codebase in squiggle-lang
+      - name: Download wasm-bindgen
+        uses: jetli/wasm-bindgen-action@v0.1.0
+        with:
+          version: 'latest'
+      - name: Download wasm-pack
+        uses: jetli/wasm-pack-action@v0.3.0
+        with:
+          version: 'latest'
+      - name: Build
+        run: wasm-pack build --target nodejs
+      - name: Build rescript codebase and typescript interface in squiggle-lang
         run: cd ../squiggle-lang && yarn build
       - name: Run webpack
         run: yarn bundle
@@ -164,7 +213,17 @@ jobs:
       - uses: actions/checkout@v3
       - name: Install dependencies from monorepo level
         run: cd ../../ && yarn
-      - name: Build rescript in squiggle-lang
+      - name: Download wasm-bindgen
+        uses: jetli/wasm-bindgen-action@v0.1.0
+        with:
+          version: 'latest'
+      - name: Download wasm-pack
+        uses: jetli/wasm-pack-action@v0.3.0
+        with:
+          version: 'latest'
+      - name: Build
+        run: wasm-pack build --target nodejs
+      - name: Build rescript and typescript in squiggle-lang
         run: cd ../squiggle-lang && yarn build
       - name: Build components
         run: cd ../components && yarn build

flake.nix

@@ -38,7 +38,7 @@
         cargo2nix.overlays.default
         (final: prev: {
           # set the node version here
-          nodejs = prev.nodejs-18_x;
+          nodejs = prev.nodejs-16_x;
           # The override is the only way to get it into mkYarnModules
         })
       ];

nix/shell.nix

@@ -7,12 +7,15 @@ with pkgs; {
       cargo
       yarn
       nodejs
+      nodePackages.ts-node
       rustup
       pkg-config
       libressl
       nixfmt
       rustfmt
       cargo2nix.outputs.packages.${pkgs.system}.default
+      wasmtime
+      binaryen
     ];
   };
 }

nix/squiggle-lang.nix

@@ -29,6 +29,7 @@ rec {
           THE_LD=$(patchelf --print-interpreter $(which mkdir))
           patchelf --set-interpreter $THE_LD bin/linux/ppx
           patchelf --set-interpreter $THE_LD bin/linux/bisect-ppx-report
+          cp bin/linux/ppx ppx
         '';
       };
       gentype = {

packages/mc/Cargo.lock

@@ -449,7 +449,7 @@ dependencies = [
 ]
 
 [[package]]
-name = "quri-squiggle-mc"
+name = "quri_squiggle_mc"
 version = "0.0.1"
 dependencies = [
  "cached",

packages/mc/Cargo.toml

@@ -1,6 +1,6 @@
 # You must change these to your own details.
 [package]
-name = "quri-squiggle-mc"
+name = "quri_squiggle_mc"
 description = "Cached and parallel Monte Carlo simulations in WebAssembly"
 version = "0.0.1"
 authors = ["Quinn <quinn@quantifieduncertainty.org>"]
@@ -11,11 +11,11 @@ readme = "README.md"
 edition = "2018"
 
 [package.metadata.wasm-pack.profile.dev]
-wasm-opt = false
+wasm-opt = true
 [package.metadata.wasm-pack.profile.profiling]
-wasm-opt = false
+wasm-opt = true
 [package.metadata.wasm-pack.profile.release]
-wasm-opt = false
+wasm-opt = true
 
 [lib]
 crate-type = ["cdylib"]
@@ -33,7 +33,7 @@ default = ["wee_alloc"]
 [dependencies]
 # The `wasm-bindgen` crate provides the bare minimum functionality needed
 # to interact with JavaScript.
-wasm-bindgen = "0.2.45"
+wasm-bindgen = "0.2.82"
 
 # The `web-sys` crate allows you to interact with the various browser APIs,
 # like the DOM.

packages/mc/README.md

@@ -6,6 +6,8 @@ Please run `yarn` at the monorepo level.
 
 In this subrepo, please run `./cargo-refresh-nix.sh` every time `Cargo.toml`/`Cargo.lock` is modified, it requires nix with flakes. 
 
+Please view `/.github/workflows/ci.yml` for the most accurate story about how to build in concert with the rest of the packages in the monorepo. 
+
 ## How to run in debug mode
 
 ```sh

packages/mc/js/index.js

@@ -1 +0,0 @@
-import("../pkg/index.js").catch(console.error);

packages/mc/package.json

@@ -4,15 +4,20 @@
   "version": "0.0.1",
   "scripts": {
     "build": "rimraf dist pkg && webpack",
-    "start": "rimraf dist pkg && webpack-dev-server --open -d",
+    "build:node": "wasm-pack build --target nodejs",
+    "watch": "rimraf dist pkg && webpack --watch",
+    "start": "rimraf dist pkg && webpack-dev-server --open",
     "test": "cargo test && wasm-pack test --headless"
   },
   "devDependencies": {
-    "@wasm-tool/wasm-pack-plugin": "^1.1.0",
-    "copy-webpack-plugin": "^5.0.3",
-    "webpack": "^4.42.0",
-    "webpack-cli": "^3.3.3",
-    "webpack-dev-server": "^3.7.1",
-    "rimraf": "^3.0.0"
-  }
+    "@wasm-tool/wasm-pack-plugin": "^1.6.0",
+    "webpack": "^5.74.0",
+    "webpack-cli": "^4.10.0",
+    "webpack-dev-server": "^4.10.0",
+    "rimraf": "^3.0.0",
+    "ts-loader": "^9.3.1",
+    "typescript": "^4.7.4"
+  },
+  "main": "./pkg/index.js",
+  "types": "./pkg/index.d.ts"
 }

packages/mc/src/distribution/bandwidth/mod.rs

@@ -1,9 +1,10 @@
 /**  The math here was taken from https://github.com/jasondavies/science.js/blob/master/src/stats/SampleSetDist_Bandwidth.js
 */
 use statistics::variance;
-// mod magic_numbers;
+// use kernel_density::ecdf::percentile;
 use crate::distribution::BandwidthParameters;
-use crate::distribution::e::a::floats::{lenf, min, percentile};
+mod e;
+use e::a::floats::{lenf, min, percentile};
 
 fn iqr_percentile() -> f64 {
     return BandwidthParameters::default().iqr_percentile;

packages/mc/src/distribution/mod.rs

@@ -1,10 +1,7 @@
-pub mod e;
 pub mod bandwidth;
 pub mod magic_numbers;
 pub mod monte_carlo;
 
-pub use e::*;
-// pub use bandwidth;
 pub use magic_numbers::bandwidth::Parameters as BandwidthParameters;
 pub use magic_numbers::environment::Parameters as EnvironmentParameters;
-pub use monte_carlo::my_string;
+pub use monte_carlo::sampleN;

packages/mc/src/distribution/monte_carlo.rs

@@ -1,8 +1,36 @@
-use rand;
-use rand_distr::{Distribution, Normal};
+extern crate kernel_density;
 
-pub fn my_string() -> String {
-    let normal = Normal::new(2.0, 3.0).unwrap();
-    let v = normal.sample(&mut rand::thread_rng());
-    return format!("{} is from an N(2,3) distribution", v);
+use rand::Rng;
+use rand::thread_rng;
+// use kernel_density::kde;
+// use crate::distribution::bandwidth::{nrd0, nrd};
+
+// TODO: impl a constructor such that xs.len() == ys.len().
+pub struct PdfCurve {
+    xs: Vec<f64>,
+    ys: Vec<f64>,
+}
+
+// pub fn samples_to_continuous_pdf(samples: Vec<f64>, bandwidth: f64) -> PdfCurve {
+//     let pdf = kde::normal(&samples, bandwidth);
+//     return PdfCurve {
+//         xs: samples,
+//         ys: samples.map(|x| pdf.density(x)),
+//     };
+// }
+
+// pub fn getCurve(xs: Vec<f64>, n: u64) -> Vec<f64> {
+//     let bandwidth = nrd(xs);
+//     let curve = samples_to_continuous_pdf(samples, bandwidth);
+//     return curve.ys;
+// }
+
+
+pub fn sampleN(xs: Vec<f32>, n: i32) -> Vec<f32> {
+    let m = xs.len();
+    let mut output = vec![];
+    for _ in 0..n {
+        output.push(xs[thread_rng().gen_range(0..m)])
+    }
+    return output;
 }

packages/mc/src/lib.rs

@@ -11,20 +11,11 @@ use distribution::{monte_carlo, bandwidth};
 #[global_allocator]
 static ALLOC: wee_alloc::WeeAlloc = wee_alloc::WeeAlloc::INIT;
 
-// This is like the `main` function, except for JavaScript.
-#[wasm_bindgen(start)]
-pub fn main_js() -> Result<(), JsValue> {
-    // This provides better error messages in debug mode.
-    // It's disabled in release mode so it doesn't bloat up the file size.
+#[wasm_bindgen]
+pub fn sample_n(samples: Box<[f32]>, num_samples: i32) -> Vec<f32> {
     #[cfg(debug_assertions)]
     console_error_panic_hook::set_once();
+    let samples_vec = Vec::from(samples);
 
-    console::log_1(&JsValue::from_str(&format!(
-        "nrd(1,2,5): {}",
-        bandwidth::nrd([1.0, 2.0, 5.0].to_vec())
-    )));
-    // Your code goes here!
-    console::log_1(&JsValue::from_str(&monte_carlo::my_string()));
-
-    Ok(())
+    monte_carlo::sampleN(samples_vec, num_samples)
 }

packages/mc/static/index.html

@@ -2,9 +2,10 @@
 <html>
   <head>
     <meta charset="UTF-8">
-    <title>My Rust + Webpack project!</title>
+    <title>For developing squiggle-mc</title>
   </head>
   <body>
-    <script src="index.js"></script>
+    <h1>Testing the squiggle monte carlo module</h1>
+    <script src="main.js"></script>
   </body>
 </html>

packages/mc/ts/index.ts

@@ -0,0 +1,2 @@
+import * as mc_rust_wasm from "../pkg";
+// console.log(mc_rust_wasm.sample_n([1,2,3,4,4,5,5,3,3,4,4,32,4,24,4,5,2,2], 1000))

packages/mc/tsconfig.json

@@ -0,0 +1,11 @@
+{
+  "compilerOptions": {
+    "outDir": "./dist/",
+    "noImplicitAny": true,
+    "module": "es6",
+    "target": "es5",
+    "jsx": "react",
+    "allowJs": true,
+    "moduleResolution": "node"
+  }
+}

packages/mc/webpack.config.js

@@ -3,26 +3,39 @@ const CopyPlugin = require("copy-webpack-plugin");
 const WasmPackPlugin = require("@wasm-tool/wasm-pack-plugin");
 
 const dist = path.resolve(__dirname, "dist");
+const static = path.resolve(__dirname, "static");
 
 module.exports = {
-  mode: "production",
-  entry: {
-    index: "./js/index.js"
+  mode: "development",
+  entry: "./ts/index.ts",
+  module: {
+    rules: [
+      {
+        test: /\.tsx?$/,
+        use: "ts-loader",
+        exclude: /node_modules/,
+      },
+    ],
   },
   output: {
     path: dist,
-    filename: "[name].js"
-  },
-  devServer: {
-    contentBase: dist,
+    filename: "[name].js",
   },
   plugins: [
-    new CopyPlugin([
-      path.resolve(__dirname, "static")
-    ]),
-
     new WasmPackPlugin({
       crateDirectory: __dirname,
     }),
-  ]
+  ],
+  resolve: {
+    extensions: [".tsx", ".ts", ".js"]
+  },
+  experiments: {
+    asyncWebAssembly: true,
+  },
+  devServer: {
+    static: {
+      directory: static,
+      watch: true,
+    },
+  },
 };

packages/squiggle-lang/bsconfig.json

@@ -37,6 +37,6 @@
     "number": "+A-42-48-9-30-4"
   },
   "ppx-flags": [
-    ["../../node_modules/bisect_ppx/bin/linux/ppx", "--exclude-files", ".*_test\\.res$$"]
+    ["../../node_modules/bisect_ppx/ppx", "--exclude-files", ".*_test\\.res$$"]
   ]
 }

packages/squiggle-lang/jest.config.js

@@ -11,4 +11,7 @@ module.exports = {
     ".*Helpers.bs.js",
     ".*Helpers.ts",
   ],
+  moduleNameMapper: {
+    "@quri/squiggle-mc": "<rootDir>/../mc/pkg",
+  },
 };

packages/squiggle-lang/package.json

@@ -5,9 +5,9 @@
   "license": "MIT",
   "scripts": {
     "peggy": "peggy --cache",
-    "build:mc-cached": "cd ../squiggle-mc-cached && yarn build and cd ../squiggle-lang",
+    "build:mc": "cd ../mc && yarn build and cd ../squiggle-lang",
     "rescript": "rescript",
-    "build": "yarn build:mc-cached && yarn build:peggy && yarn build:rescript && yarn build:typescript",
+    "build": "yarn build:peggy && yarn build:rescript && yarn build:typescript",
     "build:peggy:helpers": "tsc --module commonjs --outDir src/rescript/Reducer/Reducer_Peggy/ src/rescript/Reducer/Reducer_Peggy/helpers.ts",
     "build:peggy": "yarn build:peggy:helpers && find . -type f -name *.peggy -exec yarn peggy {} \\;",
     "build:rescript": "rescript build -with-deps",

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

@@ -87,7 +87,7 @@ The former helps in cases where multiple distributions are correlated.
 However, if n > length(t), then there's no clear right answer, so we just randomly
 sample everything.
 */
-let sampleN = (t: t, n) => {
+let sampleN' = (t: t, n) => {
   if n <= E.A.length(get(t)) {
     E.A.slice(get(t), ~offset=0, ~len=n)
   } else {
@@ -95,6 +95,8 @@ let sampleN = (t: t, n) => {
   }
 }
 
+let sampleN = WasmInterface.sampleN
+
 let _fromSampleResultArray = (samples: array<result<float, QuriSquiggleLang.Operation.Error.t>>) =>
   E.A.R.firstErrorOrOpen(samples)->E.R2.errMap(Error.fromOperationError) |> E.R2.bind(make)
 

packages/squiggle-lang/src/rescript/WasmInterface.res

@@ -0,0 +1,2 @@
+@module external sampleN: (array<float>, int) => array<float> = "@quri/squiggle-mc/sample_n"
+let sampleN = sampleN