Merge pull request #55 from foretold-app/ozzie-refactor
SymbolicDist: the big refactor [Version 2]
This commit is contained in:
commit
93f3e12adc
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@ -24,7 +24,7 @@ let makeTestCloseEquality = (~only=false, str, item1, item2, ~digits) =>
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describe("Shape", () => {
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describe("Shape", () => {
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describe("Continuous", () => {
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describe("Continuous", () => {
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open Distributions.Continuous;
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open Distributions.Continuous;
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let continuous = make(`Linear, shape);
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let continuous = make(`Linear, shape, None);
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makeTest("minX", T.minX(continuous), 1.0);
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makeTest("minX", T.minX(continuous), 1.0);
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makeTest("maxX", T.maxX(continuous), 8.0);
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makeTest("maxX", T.maxX(continuous), 8.0);
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makeTest(
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makeTest(
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@ -57,7 +57,7 @@ describe("Shape", () => {
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);
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);
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});
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});
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describe("when Stepwise", () => {
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describe("when Stepwise", () => {
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let continuous = make(`Stepwise, shape);
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let continuous = make(`Stepwise, shape, None);
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makeTest(
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makeTest(
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"at 4.0",
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"at 4.0",
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T.xToY(4., continuous),
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T.xToY(4., continuous),
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@ -89,7 +89,7 @@ describe("Shape", () => {
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"toLinear",
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"toLinear",
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{
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{
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let continuous =
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let continuous =
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make(`Stepwise, {xs: [|1., 4., 8.|], ys: [|0.1, 5., 1.0|]});
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make(`Stepwise, {xs: [|1., 4., 8.|], ys: [|0.1, 5., 1.0|]}, None);
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continuous |> toLinear |> E.O.fmap(getShape);
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continuous |> toLinear |> E.O.fmap(getShape);
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},
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},
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Some({
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Some({
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@ -100,7 +100,7 @@ describe("Shape", () => {
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makeTest(
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makeTest(
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"toLinear",
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"toLinear",
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{
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{
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let continuous = make(`Stepwise, {xs: [|0.0|], ys: [|0.3|]});
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let continuous = make(`Stepwise, {xs: [|0.0|], ys: [|0.3|]}, None);
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continuous |> toLinear |> E.O.fmap(getShape);
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continuous |> toLinear |> E.O.fmap(getShape);
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},
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},
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Some({xs: [|0.0|], ys: [|0.3|]}),
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Some({xs: [|0.0|], ys: [|0.3|]}),
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@ -123,7 +123,7 @@ describe("Shape", () => {
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makeTest(
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makeTest(
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"integralEndY",
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"integralEndY",
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continuous
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continuous
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|> T.scaleToIntegralSum(~intendedSum=1.0)
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|> T.normalize //scaleToIntegralSum(~intendedSum=1.0)
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|> T.Integral.sum(~cache=None),
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|> T.Integral.sum(~cache=None),
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1.0,
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1.0,
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);
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);
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@ -135,12 +135,12 @@ describe("Shape", () => {
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xs: [|1., 4., 8.|],
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xs: [|1., 4., 8.|],
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ys: [|0.3, 0.5, 0.2|],
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ys: [|0.3, 0.5, 0.2|],
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};
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};
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let discrete = shape;
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let discrete = make(shape, None);
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makeTest("minX", T.minX(discrete), 1.0);
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makeTest("minX", T.minX(discrete), 1.0);
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makeTest("maxX", T.maxX(discrete), 8.0);
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makeTest("maxX", T.maxX(discrete), 8.0);
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makeTest(
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makeTest(
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"mapY",
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"mapY",
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T.mapY(r => r *. 2.0, discrete) |> (r => r.ys),
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T.mapY(r => r *. 2.0, discrete) |> (r => getShape(r).ys),
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[|0.6, 1.0, 0.4|],
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[|0.6, 1.0, 0.4|],
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);
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);
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makeTest(
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makeTest(
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@ -160,19 +160,22 @@ describe("Shape", () => {
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);
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);
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makeTest(
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makeTest(
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"scaleBy",
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"scaleBy",
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T.scaleBy(~scale=4.0, discrete),
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scaleBy(~scale=4.0, discrete),
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{xs: [|1., 4., 8.|], ys: [|1.2, 2.0, 0.8|]},
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make({xs: [|1., 4., 8.|], ys: [|1.2, 2.0, 0.8|]}, None),
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);
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);
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makeTest(
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makeTest(
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"scaleToIntegralSum",
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"normalize, then scale by 4.0",
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T.scaleToIntegralSum(~intendedSum=4.0, discrete),
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discrete
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{xs: [|1., 4., 8.|], ys: [|1.2, 2.0, 0.8|]},
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|> T.normalize
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|> scaleBy(~scale=4.0),
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make({xs: [|1., 4., 8.|], ys: [|1.2, 2.0, 0.8|]}, None),
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);
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);
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makeTest(
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makeTest(
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"scaleToIntegralSum: back and forth",
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"scaleToIntegralSum: back and forth",
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discrete
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discrete
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|> T.scaleToIntegralSum(~intendedSum=4.0)
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|> T.normalize
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|> T.scaleToIntegralSum(~intendedSum=1.0),
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|> scaleBy(~scale=4.0)
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|> T.normalize,
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discrete,
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discrete,
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);
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);
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makeTest(
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makeTest(
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@ -181,12 +184,13 @@ describe("Shape", () => {
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Distributions.Continuous.make(
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Distributions.Continuous.make(
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`Stepwise,
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`Stepwise,
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{xs: [|1., 4., 8.|], ys: [|0.3, 0.8, 1.0|]},
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{xs: [|1., 4., 8.|], ys: [|0.3, 0.8, 1.0|]},
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None
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),
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),
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);
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);
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makeTest(
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makeTest(
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"integral with 1 element",
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"integral with 1 element",
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T.Integral.get(~cache=None, {xs: [|0.0|], ys: [|1.0|]}),
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T.Integral.get(~cache=None, Distributions.Discrete.make({xs: [|0.0|], ys: [|1.0|]}, None)),
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Distributions.Continuous.make(`Stepwise, {xs: [|0.0|], ys: [|1.0|]}),
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Distributions.Continuous.make(`Stepwise, {xs: [|0.0|], ys: [|1.0|]}, None),
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);
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);
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makeTest(
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makeTest(
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"integralXToY",
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"integralXToY",
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@ -205,27 +209,22 @@ describe("Shape", () => {
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describe("Mixed", () => {
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describe("Mixed", () => {
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open Distributions.Mixed;
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open Distributions.Mixed;
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let discrete: DistTypes.xyShape = {
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let discreteShape: DistTypes.xyShape = {
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xs: [|1., 4., 8.|],
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xs: [|1., 4., 8.|],
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ys: [|0.3, 0.5, 0.2|],
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ys: [|0.3, 0.5, 0.2|],
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};
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};
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let discrete = Distributions.Discrete.make(discreteShape, None);
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let continuous =
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let continuous =
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Distributions.Continuous.make(
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Distributions.Continuous.make(
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`Linear,
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`Linear,
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{xs: [|3., 7., 14.|], ys: [|0.058, 0.082, 0.124|]},
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{xs: [|3., 7., 14.|], ys: [|0.058, 0.082, 0.124|]},
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None
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)
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)
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|> Distributions.Continuous.T.scaleToIntegralSum(~intendedSum=1.0);
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|> Distributions.Continuous.T.normalize; //scaleToIntegralSum(~intendedSum=1.0);
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let mixed =
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let mixed = Distributions.Mixed.make(
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MixedShapeBuilder.build(
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~continuous,
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~continuous,
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~discrete,
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~discrete,
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~assumptions={
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);
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continuous: ADDS_TO_CORRECT_PROBABILITY,
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discrete: ADDS_TO_CORRECT_PROBABILITY,
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discreteProbabilityMass: Some(0.5),
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},
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)
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|> E.O.toExn("");
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makeTest("minX", T.minX(mixed), 1.0);
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makeTest("minX", T.minX(mixed), 1.0);
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makeTest("maxX", T.maxX(mixed), 14.0);
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makeTest("maxX", T.maxX(mixed), 14.0);
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makeTest(
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makeTest(
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@ -243,9 +242,9 @@ describe("Shape", () => {
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0.24775224775224775,
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0.24775224775224775,
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|],
|
|],
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},
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},
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|
None
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),
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),
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~discrete={xs: [|1., 4., 8.|], ys: [|0.6, 1.0, 0.4|]},
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~discrete=Distributions.Discrete.make({xs: [|1., 4., 8.|], ys: [|0.6, 1.0, 0.4|]}, None)
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~discreteProbabilityMassFraction=0.5,
|
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),
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),
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);
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);
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makeTest(
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makeTest(
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@ -266,7 +265,7 @@ describe("Shape", () => {
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makeTest("integralEndY", T.Integral.sum(~cache=None, mixed), 1.0);
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makeTest("integralEndY", T.Integral.sum(~cache=None, mixed), 1.0);
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makeTest(
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makeTest(
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"scaleBy",
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"scaleBy",
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T.scaleBy(~scale=2.0, mixed),
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Distributions.Mixed.scaleBy(~scale=2.0, mixed),
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Distributions.Mixed.make(
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Distributions.Mixed.make(
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~continuous=
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~continuous=
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Distributions.Continuous.make(
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Distributions.Continuous.make(
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|
@ -279,9 +278,9 @@ describe("Shape", () => {
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0.24775224775224775,
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0.24775224775224775,
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|],
|
|],
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},
|
},
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|
None
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),
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),
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~discrete={xs: [|1., 4., 8.|], ys: [|0.6, 1.0, 0.4|]},
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~discrete=Distributions.Discrete.make({xs: [|1., 4., 8.|], ys: [|0.6, 1.0, 0.4|]}, None),
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~discreteProbabilityMassFraction=0.5,
|
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),
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),
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);
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);
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makeTest(
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makeTest(
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@ -302,34 +301,31 @@ describe("Shape", () => {
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0.6913122927072927,
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0.6913122927072927,
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1.0,
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1.0,
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|],
|
|],
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},
|
},
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|
None,
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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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describe("Distplus", () => {
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describe("Distplus", () => {
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open Distributions.DistPlus;
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open Distributions.DistPlus;
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let discrete: DistTypes.xyShape = {
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let discreteShape: DistTypes.xyShape = {
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xs: [|1., 4., 8.|],
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xs: [|1., 4., 8.|],
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ys: [|0.3, 0.5, 0.2|],
|
ys: [|0.3, 0.5, 0.2|],
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};
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};
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let discrete = Distributions.Discrete.make(discreteShape, None);
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let continuous =
|
let continuous =
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Distributions.Continuous.make(
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Distributions.Continuous.make(
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`Linear,
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`Linear,
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{xs: [|3., 7., 14.|], ys: [|0.058, 0.082, 0.124|]},
|
{xs: [|3., 7., 14.|], ys: [|0.058, 0.082, 0.124|]},
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|
None
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)
|
)
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|> Distributions.Continuous.T.scaleToIntegralSum(~intendedSum=1.0);
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|> Distributions.Continuous.T.normalize; //scaleToIntegralSum(~intendedSum=1.0);
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let mixed =
|
let mixed =
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MixedShapeBuilder.build(
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Distributions.Mixed.make(
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~continuous,
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~continuous,
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~discrete,
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~discrete,
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~assumptions={
|
);
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continuous: ADDS_TO_CORRECT_PROBABILITY,
|
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discrete: ADDS_TO_CORRECT_PROBABILITY,
|
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discreteProbabilityMass: Some(0.5),
|
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},
|
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)
|
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|> E.O.toExn("");
|
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let distPlus =
|
let distPlus =
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Distributions.DistPlus.make(
|
Distributions.DistPlus.make(
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~shape=Mixed(mixed),
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~shape=Mixed(mixed),
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|
@ -374,6 +370,7 @@ describe("Shape", () => {
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1.0,
|
1.0,
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|],
|
|],
|
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},
|
},
|
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|
None,
|
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),
|
),
|
||||||
),
|
),
|
||||||
);
|
);
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|
@ -385,11 +382,10 @@ describe("Shape", () => {
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let variance = stdev ** 2.0;
|
let variance = stdev ** 2.0;
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let numSamples = 10000;
|
let numSamples = 10000;
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open Distributions.Shape;
|
open Distributions.Shape;
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let normal: SymbolicDist.dist = `Normal({mean, stdev});
|
let normal: SymbolicTypes.symbolicDist = `Normal({mean, stdev});
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let normalShape = SymbolicDist.GenericSimple.toShape(normal, numSamples);
|
let normalShape = ExpressionTree.toShape(numSamples, `SymbolicDist(normal));
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let lognormal = SymbolicDist.Lognormal.fromMeanAndStdev(mean, stdev);
|
let lognormal = SymbolicDist.Lognormal.fromMeanAndStdev(mean, stdev);
|
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let lognormalShape =
|
let lognormalShape = ExpressionTree.toShape(numSamples, `SymbolicDist(lognormal));
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SymbolicDist.GenericSimple.toShape(lognormal, numSamples);
|
|
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|
|
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makeTestCloseEquality(
|
makeTestCloseEquality(
|
||||||
"Mean of a normal",
|
"Mean of a normal",
|
||||||
|
@ -416,4 +412,4 @@ describe("Shape", () => {
|
||||||
~digits=0,
|
~digits=0,
|
||||||
);
|
);
|
||||||
});
|
});
|
||||||
});
|
});
|
||||||
|
|
|
@ -1 +1 @@
|
||||||
let entries = EntryTypes.[Continuous.entry];
|
let entries = EntryTypes.[Continuous.entry,ExpressionTreeExamples.entry];
|
|
@ -84,4 +84,4 @@ let distributions = () =>
|
||||||
</div>
|
</div>
|
||||||
</div>;
|
</div>;
|
||||||
|
|
||||||
let entry = EntryTypes.(entry(~title="Pdf", ~render=distributions));
|
let entry = EntryTypes.(entry(~title="Mixed Distributions", ~render=distributions));
|
71
showcase/entries/ExpressionTreeExamples.re
Normal file
71
showcase/entries/ExpressionTreeExamples.re
Normal file
|
@ -0,0 +1,71 @@
|
||||||
|
let setup = dist =>
|
||||||
|
RenderTypes.DistPlusRenderer.make(~distPlusIngredients=dist, ())
|
||||||
|
|> DistPlusRenderer.run
|
||||||
|
|> RenderTypes.DistPlusRenderer.Outputs.distplus
|
||||||
|
|> R.O.fmapOrNull(distPlus => <DistPlusPlot distPlus />);
|
||||||
|
|
||||||
|
let simpleExample = (guesstimatorString, ~problem="", ()) =>
|
||||||
|
<>
|
||||||
|
<p> {guesstimatorString |> ReasonReact.string} </p>
|
||||||
|
<p> {problem |> (e => "problem: " ++ e) |> ReasonReact.string} </p>
|
||||||
|
{setup(
|
||||||
|
RenderTypes.DistPlusRenderer.Ingredients.make(~guesstimatorString, ()),
|
||||||
|
)}
|
||||||
|
</>;
|
||||||
|
|
||||||
|
let distributions = () =>
|
||||||
|
<div>
|
||||||
|
<div>
|
||||||
|
<h2 className="text-gray-800 text-xl font-bold">
|
||||||
|
{"Initial Section" |> ReasonReact.string}
|
||||||
|
</h2>
|
||||||
|
{simpleExample(
|
||||||
|
"normal(-1, 1) + normal(5, 2)",
|
||||||
|
~problem="Tails look too flat",
|
||||||
|
(),
|
||||||
|
)}
|
||||||
|
{simpleExample(
|
||||||
|
"mm(normal(4,2), normal(10,1))",
|
||||||
|
~problem="Tails look too flat",
|
||||||
|
(),
|
||||||
|
)}
|
||||||
|
{simpleExample(
|
||||||
|
"normal(-1, 1) * normal(5, 2)",
|
||||||
|
~problem="This looks really weird",
|
||||||
|
(),
|
||||||
|
)}
|
||||||
|
{simpleExample(
|
||||||
|
"normal(1,2) * normal(2,2) * normal(3,1)",
|
||||||
|
~problem="Seems like important parts are cut off",
|
||||||
|
(),
|
||||||
|
)}
|
||||||
|
{simpleExample(
|
||||||
|
"mm(uniform(0, 1) , normal(3,2))",
|
||||||
|
~problem="Uniform distribution seems to break multimodal",
|
||||||
|
(),
|
||||||
|
)}
|
||||||
|
{simpleExample(
|
||||||
|
"truncate(mm(1 to 10, 10 to 30), 10, 20)",
|
||||||
|
~problem="Truncate seems to have no effect",
|
||||||
|
(),
|
||||||
|
)}
|
||||||
|
{simpleExample(
|
||||||
|
"normal(5,2)*(10^3)",
|
||||||
|
~problem="Multiplied items should be evaluated.",
|
||||||
|
(),
|
||||||
|
)}
|
||||||
|
{simpleExample(
|
||||||
|
"normal(5,10*3)",
|
||||||
|
~problem="At least simple operations in the distributions should be evaluated.",
|
||||||
|
(),
|
||||||
|
)}
|
||||||
|
{simpleExample(
|
||||||
|
"normal(5,10)^3",
|
||||||
|
~problem="Exponentiation not yet supported",
|
||||||
|
(),
|
||||||
|
)}
|
||||||
|
</div>
|
||||||
|
</div>;
|
||||||
|
|
||||||
|
let entry =
|
||||||
|
EntryTypes.(entry(~title="ExpressionTree", ~render=distributions));
|
|
@ -17,7 +17,7 @@ module FormConfig = [%lenses
|
||||||
//
|
//
|
||||||
sampleCount: string,
|
sampleCount: string,
|
||||||
outputXYPoints: string,
|
outputXYPoints: string,
|
||||||
truncateTo: string,
|
downsampleTo: string,
|
||||||
kernelWidth: string,
|
kernelWidth: string,
|
||||||
}
|
}
|
||||||
];
|
];
|
||||||
|
@ -25,7 +25,7 @@ module FormConfig = [%lenses
|
||||||
type options = {
|
type options = {
|
||||||
sampleCount: int,
|
sampleCount: int,
|
||||||
outputXYPoints: int,
|
outputXYPoints: int,
|
||||||
truncateTo: option(int),
|
downsampleTo: option(int),
|
||||||
kernelWidth: option(float),
|
kernelWidth: option(float),
|
||||||
};
|
};
|
||||||
|
|
||||||
|
@ -115,7 +115,7 @@ type inputs = {
|
||||||
samplingInputs: RenderTypes.ShapeRenderer.Sampling.inputs,
|
samplingInputs: RenderTypes.ShapeRenderer.Sampling.inputs,
|
||||||
guesstimatorString: string,
|
guesstimatorString: string,
|
||||||
length: int,
|
length: int,
|
||||||
shouldTruncateSampledDistribution: int,
|
shouldDownsampleSampledDistribution: int,
|
||||||
};
|
};
|
||||||
|
|
||||||
module DemoDist = {
|
module DemoDist = {
|
||||||
|
@ -141,8 +141,8 @@ module DemoDist = {
|
||||||
kernelWidth: options.kernelWidth,
|
kernelWidth: options.kernelWidth,
|
||||||
},
|
},
|
||||||
~distPlusIngredients,
|
~distPlusIngredients,
|
||||||
~shouldTruncate=options.truncateTo |> E.O.isSome,
|
~shouldDownsample=options.downsampleTo |> E.O.isSome,
|
||||||
~recommendedLength=options.truncateTo |> E.O.default(10000),
|
~recommendedLength=options.downsampleTo |> E.O.default(10000),
|
||||||
(),
|
(),
|
||||||
);
|
);
|
||||||
let response = DistPlusRenderer.run(inputs);
|
let response = DistPlusRenderer.run(inputs);
|
||||||
|
@ -171,7 +171,8 @@ let make = () => {
|
||||||
~schema,
|
~schema,
|
||||||
~onSubmit=({state}) => {None},
|
~onSubmit=({state}) => {None},
|
||||||
~initialState={
|
~initialState={
|
||||||
guesstimatorString: "mm(normal(-10, 2), uniform(18, 25), lognormal({mean: 10, stdev: 8}), triangular(31,40,50))",
|
//guesstimatorString: "mm(normal(-10, 2), uniform(18, 25), lognormal({mean: 10, stdev: 8}), triangular(31,40,50))",
|
||||||
|
guesstimatorString: "uniform(0, 1) * normal(1, 2) - 1",
|
||||||
domainType: "Complete",
|
domainType: "Complete",
|
||||||
xPoint: "50.0",
|
xPoint: "50.0",
|
||||||
xPoint2: "60.0",
|
xPoint2: "60.0",
|
||||||
|
@ -180,9 +181,9 @@ let make = () => {
|
||||||
unitType: "UnspecifiedDistribution",
|
unitType: "UnspecifiedDistribution",
|
||||||
zero: MomentRe.momentNow(),
|
zero: MomentRe.momentNow(),
|
||||||
unit: "days",
|
unit: "days",
|
||||||
sampleCount: "30000",
|
sampleCount: "3000",
|
||||||
outputXYPoints: "10000",
|
outputXYPoints: "100",
|
||||||
truncateTo: "1000",
|
downsampleTo: "100",
|
||||||
kernelWidth: "5",
|
kernelWidth: "5",
|
||||||
},
|
},
|
||||||
(),
|
(),
|
||||||
|
@ -210,7 +211,7 @@ let make = () => {
|
||||||
let sampleCount = reform.state.values.sampleCount |> Js.Float.fromString;
|
let sampleCount = reform.state.values.sampleCount |> Js.Float.fromString;
|
||||||
let outputXYPoints =
|
let outputXYPoints =
|
||||||
reform.state.values.outputXYPoints |> Js.Float.fromString;
|
reform.state.values.outputXYPoints |> Js.Float.fromString;
|
||||||
let truncateTo = reform.state.values.truncateTo |> Js.Float.fromString;
|
let downsampleTo = reform.state.values.downsampleTo |> Js.Float.fromString;
|
||||||
let kernelWidth = reform.state.values.kernelWidth |> Js.Float.fromString;
|
let kernelWidth = reform.state.values.kernelWidth |> Js.Float.fromString;
|
||||||
|
|
||||||
let domain =
|
let domain =
|
||||||
|
@ -252,20 +253,20 @@ let make = () => {
|
||||||
};
|
};
|
||||||
|
|
||||||
let options =
|
let options =
|
||||||
switch (sampleCount, outputXYPoints, truncateTo) {
|
switch (sampleCount, outputXYPoints, downsampleTo) {
|
||||||
| (_, _, _)
|
| (_, _, _)
|
||||||
when
|
when
|
||||||
!Js.Float.isNaN(sampleCount)
|
!Js.Float.isNaN(sampleCount)
|
||||||
&& !Js.Float.isNaN(outputXYPoints)
|
&& !Js.Float.isNaN(outputXYPoints)
|
||||||
&& !Js.Float.isNaN(truncateTo)
|
&& !Js.Float.isNaN(downsampleTo)
|
||||||
&& sampleCount > 10.
|
&& sampleCount > 10.
|
||||||
&& outputXYPoints > 10. =>
|
&& outputXYPoints > 10. =>
|
||||||
Some({
|
Some({
|
||||||
sampleCount: sampleCount |> int_of_float,
|
sampleCount: sampleCount |> int_of_float,
|
||||||
outputXYPoints: outputXYPoints |> int_of_float,
|
outputXYPoints: outputXYPoints |> int_of_float,
|
||||||
truncateTo:
|
downsampleTo:
|
||||||
int_of_float(truncateTo) > 0
|
int_of_float(downsampleTo) > 0
|
||||||
? Some(int_of_float(truncateTo)) : None,
|
? Some(int_of_float(downsampleTo)) : None,
|
||||||
kernelWidth: kernelWidth == 0.0 ? None : Some(kernelWidth),
|
kernelWidth: kernelWidth == 0.0 ? None : Some(kernelWidth),
|
||||||
})
|
})
|
||||||
| _ => None
|
| _ => None
|
||||||
|
@ -287,7 +288,7 @@ let make = () => {
|
||||||
reform.state.values.unit,
|
reform.state.values.unit,
|
||||||
reform.state.values.sampleCount,
|
reform.state.values.sampleCount,
|
||||||
reform.state.values.outputXYPoints,
|
reform.state.values.outputXYPoints,
|
||||||
reform.state.values.truncateTo,
|
reform.state.values.downsampleTo,
|
||||||
reform.state.values.kernelWidth,
|
reform.state.values.kernelWidth,
|
||||||
reloader |> string_of_int,
|
reloader |> string_of_int,
|
||||||
|],
|
|],
|
||||||
|
@ -481,7 +482,7 @@ let make = () => {
|
||||||
/>
|
/>
|
||||||
</Col>
|
</Col>
|
||||||
<Col span=4>
|
<Col span=4>
|
||||||
<FieldFloat field=FormConfig.TruncateTo label="Truncate To" />
|
<FieldFloat field=FormConfig.DownsampleTo label="Downsample To" />
|
||||||
</Col>
|
</Col>
|
||||||
<Col span=4>
|
<Col span=4>
|
||||||
<FieldFloat field=FormConfig.KernelWidth label="Kernel Width" />
|
<FieldFloat field=FormConfig.KernelWidth label="Kernel Width" />
|
||||||
|
@ -496,4 +497,4 @@ let make = () => {
|
||||||
</Antd.Card>
|
</Antd.Card>
|
||||||
<div className=Styles.spacer />
|
<div className=Styles.spacer />
|
||||||
</div>;
|
</div>;
|
||||||
};
|
};
|
||||||
|
|
|
@ -44,14 +44,14 @@ module DemoDist = {
|
||||||
Distributions.DistPlus.make(
|
Distributions.DistPlus.make(
|
||||||
~shape=
|
~shape=
|
||||||
Continuous(
|
Continuous(
|
||||||
Distributions.Continuous.make(`Linear, {xs, ys}),
|
Distributions.Continuous.make(`Linear, {xs, ys}, None),
|
||||||
),
|
),
|
||||||
~domain=Complete,
|
~domain=Complete,
|
||||||
~unit=UnspecifiedDistribution,
|
~unit=UnspecifiedDistribution,
|
||||||
~guesstimatorString=None,
|
~guesstimatorString=None,
|
||||||
(),
|
(),
|
||||||
)
|
)
|
||||||
|> Distributions.DistPlus.T.scaleToIntegralSum(~intendedSum=1.0);
|
|> Distributions.DistPlus.T.normalize;
|
||||||
<DistPlusPlot distPlus />;
|
<DistPlusPlot distPlus />;
|
||||||
};
|
};
|
||||||
<Antd.Card title={"Distribution" |> R.ste}>
|
<Antd.Card title={"Distribution" |> R.ste}>
|
||||||
|
@ -102,4 +102,4 @@ let make = () => {
|
||||||
</Antd.Card>
|
</Antd.Card>
|
||||||
<div className=Styles.spacer />
|
<div className=Styles.spacer />
|
||||||
</div>;
|
</div>;
|
||||||
};
|
};
|
||||||
|
|
|
@ -37,13 +37,13 @@ module DemoDist = {
|
||||||
let parsed1 = MathJsParser.fromString(guesstimatorString);
|
let parsed1 = MathJsParser.fromString(guesstimatorString);
|
||||||
let shape =
|
let shape =
|
||||||
switch (parsed1) {
|
switch (parsed1) {
|
||||||
| Ok(r) => Some(SymbolicDist.toShape(10000, r))
|
| Ok(r) => Some(ExpressionTree.toShape(10000, r))
|
||||||
| _ => None
|
| _ => None
|
||||||
};
|
};
|
||||||
|
|
||||||
let str =
|
let str =
|
||||||
switch (parsed1) {
|
switch (parsed1) {
|
||||||
| Ok(r) => SymbolicDist.toString(r)
|
| Ok(r) => ExpressionTree.toString(r)
|
||||||
| Error(e) => e
|
| Error(e) => e
|
||||||
};
|
};
|
||||||
|
|
||||||
|
@ -58,7 +58,7 @@ module DemoDist = {
|
||||||
~guesstimatorString=None,
|
~guesstimatorString=None,
|
||||||
(),
|
(),
|
||||||
)
|
)
|
||||||
|> Distributions.DistPlus.T.scaleToIntegralSum(~intendedSum=1.0);
|
|> Distributions.DistPlus.T.normalize;
|
||||||
<DistPlusPlot distPlus />;
|
<DistPlusPlot distPlus />;
|
||||||
})
|
})
|
||||||
|> E.O.default(ReasonReact.null);
|
|> E.O.default(ReasonReact.null);
|
||||||
|
@ -111,4 +111,4 @@ let make = () => {
|
||||||
</Antd.Card>
|
</Antd.Card>
|
||||||
<div className=Styles.spacer />
|
<div className=Styles.spacer />
|
||||||
</div>;
|
</div>;
|
||||||
};
|
};
|
||||||
|
|
|
@ -177,6 +177,7 @@ module Convert = {
|
||||||
let continuousShape: Types.continuousShape = {
|
let continuousShape: Types.continuousShape = {
|
||||||
xyShape,
|
xyShape,
|
||||||
interpolation: `Linear,
|
interpolation: `Linear,
|
||||||
|
knownIntegralSum: None,
|
||||||
};
|
};
|
||||||
|
|
||||||
let integral = XYShape.Analysis.integrateContinuousShape(continuousShape);
|
let integral = XYShape.Analysis.integrateContinuousShape(continuousShape);
|
||||||
|
@ -188,6 +189,7 @@ module Convert = {
|
||||||
ys,
|
ys,
|
||||||
},
|
},
|
||||||
interpolation: `Linear,
|
interpolation: `Linear,
|
||||||
|
knownIntegralSum: Some(1.0),
|
||||||
};
|
};
|
||||||
continuousShape;
|
continuousShape;
|
||||||
};
|
};
|
||||||
|
@ -386,8 +388,8 @@ module Draw = {
|
||||||
let stdev = 15.0;
|
let stdev = 15.0;
|
||||||
let numSamples = 3000;
|
let numSamples = 3000;
|
||||||
|
|
||||||
let normal: SymbolicDist.dist = `Normal({mean, stdev});
|
let normal: SymbolicTypes.symbolicDist = `Normal({mean, stdev});
|
||||||
let normalShape = SymbolicDist.GenericSimple.toShape(normal, numSamples);
|
let normalShape = ExpressionTree.toShape(numSamples, `SymbolicDist(normal));
|
||||||
let xyShape: Types.xyShape =
|
let xyShape: Types.xyShape =
|
||||||
switch (normalShape) {
|
switch (normalShape) {
|
||||||
| Mixed(_) => {xs: [||], ys: [||]}
|
| Mixed(_) => {xs: [||], ys: [||]}
|
||||||
|
@ -396,9 +398,9 @@ module Draw = {
|
||||||
};
|
};
|
||||||
|
|
||||||
/* // To use a lognormal instead:
|
/* // To use a lognormal instead:
|
||||||
let lognormal = SymbolicDist.Lognormal.fromMeanAndStdev(mean, stdev);
|
let lognormal = SymbolicTypes.Lognormal.fromMeanAndStdev(mean, stdev);
|
||||||
let lognormalShape =
|
let lognormalShape =
|
||||||
SymbolicDist.GenericSimple.toShape(lognormal, numSamples);
|
SymbolicTypes.GenericSimple.toShape(lognormal, numSamples);
|
||||||
let lognormalXYShape: Types.xyShape =
|
let lognormalXYShape: Types.xyShape =
|
||||||
switch (lognormalShape) {
|
switch (lognormalShape) {
|
||||||
| Mixed(_) => {xs: [||], ys: [||]}
|
| Mixed(_) => {xs: [||], ys: [||]}
|
||||||
|
@ -667,9 +669,7 @@ module State = {
|
||||||
|
|
||||||
/* create a cdf from a pdf */
|
/* create a cdf from a pdf */
|
||||||
let _pdf =
|
let _pdf =
|
||||||
Distributions.Continuous.T.scaleToIntegralSum(
|
Distributions.Continuous.T.normalize(
|
||||||
~cache=None,
|
|
||||||
~intendedSum=1.0,
|
|
||||||
pdf,
|
pdf,
|
||||||
);
|
);
|
||||||
|
|
||||||
|
@ -986,4 +986,4 @@ let make = () => {
|
||||||
</form>
|
</form>
|
||||||
</Antd.Card>
|
</Antd.Card>
|
||||||
</Antd.Card>;
|
</Antd.Card>;
|
||||||
};
|
};
|
||||||
|
|
|
@ -95,7 +95,7 @@ let table = (distPlus, x) => {
|
||||||
</td>
|
</td>
|
||||||
<td className="px-4 py-2 border ">
|
<td className="px-4 py-2 border ">
|
||||||
{distPlus
|
{distPlus
|
||||||
|> Distributions.DistPlus.T.toScaledContinuous
|
|> Distributions.DistPlus.T.normalizedToContinuous
|
||||||
|> E.O.fmap(
|
|> E.O.fmap(
|
||||||
Distributions.Continuous.T.Integral.sum(~cache=None),
|
Distributions.Continuous.T.Integral.sum(~cache=None),
|
||||||
)
|
)
|
||||||
|
@ -113,7 +113,7 @@ let table = (distPlus, x) => {
|
||||||
</td>
|
</td>
|
||||||
<td className="px-4 py-2 border ">
|
<td className="px-4 py-2 border ">
|
||||||
{distPlus
|
{distPlus
|
||||||
|> Distributions.DistPlus.T.toScaledDiscrete
|
|> Distributions.DistPlus.T.normalizedToDiscrete
|
||||||
|> E.O.fmap(Distributions.Discrete.T.Integral.sum(~cache=None))
|
|> E.O.fmap(Distributions.Discrete.T.Integral.sum(~cache=None))
|
||||||
|> E.O.fmap(E.Float.with2DigitsPrecision)
|
|> E.O.fmap(E.Float.with2DigitsPrecision)
|
||||||
|> E.O.default("")
|
|> E.O.default("")
|
||||||
|
@ -211,15 +211,13 @@ let percentiles = distPlus => {
|
||||||
</div>;
|
</div>;
|
||||||
};
|
};
|
||||||
|
|
||||||
let adjustBoth = discreteProbabilityMass => {
|
let adjustBoth = discreteProbabilityMassFraction => {
|
||||||
let yMaxDiscreteDomainFactor = discreteProbabilityMass;
|
let yMaxDiscreteDomainFactor = discreteProbabilityMassFraction;
|
||||||
let yMaxContinuousDomainFactor = 1.0 -. discreteProbabilityMass;
|
let yMaxContinuousDomainFactor = 1.0 -. discreteProbabilityMassFraction;
|
||||||
let yMax =
|
let yMax = (yMaxDiscreteDomainFactor > 0.5 ? yMaxDiscreteDomainFactor : yMaxContinuousDomainFactor);
|
||||||
yMaxDiscreteDomainFactor > yMaxContinuousDomainFactor
|
|
||||||
? yMaxDiscreteDomainFactor : yMaxContinuousDomainFactor;
|
|
||||||
(
|
(
|
||||||
1.0 /. (yMaxDiscreteDomainFactor /. yMax),
|
yMax /. yMaxDiscreteDomainFactor,
|
||||||
1.0 /. (yMaxContinuousDomainFactor /. yMax),
|
yMax /. yMaxContinuousDomainFactor,
|
||||||
);
|
);
|
||||||
};
|
};
|
||||||
|
|
||||||
|
@ -227,10 +225,10 @@ module DistPlusChart = {
|
||||||
[@react.component]
|
[@react.component]
|
||||||
let make = (~distPlus: DistTypes.distPlus, ~config: chartConfig, ~onHover) => {
|
let make = (~distPlus: DistTypes.distPlus, ~config: chartConfig, ~onHover) => {
|
||||||
open Distributions.DistPlus;
|
open Distributions.DistPlus;
|
||||||
let discrete = distPlus |> T.toScaledDiscrete;
|
let discrete = distPlus |> T.normalizedToDiscrete |> E.O.fmap(Distributions.Discrete.getShape);
|
||||||
let continuous =
|
let continuous =
|
||||||
distPlus
|
distPlus
|
||||||
|> T.toScaledContinuous
|
|> T.normalizedToContinuous
|
||||||
|> E.O.fmap(Distributions.Continuous.getShape);
|
|> E.O.fmap(Distributions.Continuous.getShape);
|
||||||
let range = T.xTotalRange(distPlus);
|
let range = T.xTotalRange(distPlus);
|
||||||
|
|
||||||
|
@ -254,10 +252,10 @@ module DistPlusChart = {
|
||||||
};
|
};
|
||||||
|
|
||||||
let timeScale = distPlus.unit |> DistTypes.DistributionUnit.toJson;
|
let timeScale = distPlus.unit |> DistTypes.DistributionUnit.toJson;
|
||||||
let toDiscreteProbabilityMass =
|
let discreteProbabilityMassFraction =
|
||||||
distPlus |> Distributions.DistPlus.T.toDiscreteProbabilityMass;
|
distPlus |> Distributions.DistPlus.T.toDiscreteProbabilityMassFraction;
|
||||||
let (yMaxDiscreteDomainFactor, yMaxContinuousDomainFactor) =
|
let (yMaxDiscreteDomainFactor, yMaxContinuousDomainFactor) =
|
||||||
adjustBoth(toDiscreteProbabilityMass);
|
adjustBoth(discreteProbabilityMassFraction);
|
||||||
<DistributionPlot
|
<DistributionPlot
|
||||||
xScale={config.xLog ? "log" : "linear"}
|
xScale={config.xLog ? "log" : "linear"}
|
||||||
yScale={config.yLog ? "log" : "linear"}
|
yScale={config.yLog ? "log" : "linear"}
|
||||||
|
@ -339,7 +337,7 @@ let make = (~distPlus: DistTypes.distPlus) => {
|
||||||
<div>
|
<div>
|
||||||
{state.distributions
|
{state.distributions
|
||||||
|> E.L.fmapi((index, config) =>
|
|> E.L.fmapi((index, config) =>
|
||||||
<div className="flex">
|
<div className="flex" key={string_of_int(index)}>
|
||||||
<div className="w-4/5">
|
<div className="w-4/5">
|
||||||
<Chart distPlus config onHover={r => {setX(_ => r)}} />
|
<Chart distPlus config onHover={r => {setX(_ => r)}} />
|
||||||
</div>
|
</div>
|
||||||
|
@ -406,4 +404,4 @@ let make = (~distPlus: DistTypes.distPlus) => {
|
||||||
{state.showStats ? table(distPlus, x) : ReasonReact.null}
|
{state.showStats ? table(distPlus, x) : ReasonReact.null}
|
||||||
{state.showPercentiles ? percentiles(distPlus) : ReasonReact.null}
|
{state.showPercentiles ? percentiles(distPlus) : ReasonReact.null}
|
||||||
</div>;
|
</div>;
|
||||||
};
|
};
|
||||||
|
|
|
@ -427,7 +427,7 @@ export class DistPlotD3 {
|
||||||
addLollipopsChart(common) {
|
addLollipopsChart(common) {
|
||||||
const data = this.getDataPoints('discrete');
|
const data = this.getDataPoints('discrete');
|
||||||
|
|
||||||
const yMin = d3.min(this.attrs.data.discrete.ys);
|
const yMin = 0.; //d3.min(this.attrs.data.discrete.ys);
|
||||||
const yMax = d3.max(this.attrs.data.discrete.ys);
|
const yMax = d3.max(this.attrs.data.discrete.ys);
|
||||||
|
|
||||||
// X axis.
|
// X axis.
|
||||||
|
|
210
src/distPlus/distribution/AlgebraicShapeCombination.re
Normal file
210
src/distPlus/distribution/AlgebraicShapeCombination.re
Normal file
|
@ -0,0 +1,210 @@
|
||||||
|
type pointMassesWithMoments = {
|
||||||
|
n: int,
|
||||||
|
masses: array(float),
|
||||||
|
means: array(float),
|
||||||
|
variances: array(float),
|
||||||
|
};
|
||||||
|
|
||||||
|
/* This function takes a continuous distribution and efficiently approximates it as
|
||||||
|
point masses that have variances associated with them.
|
||||||
|
We estimate the means and variances from overlapping triangular distributions which we imagine are making up the
|
||||||
|
XYShape.
|
||||||
|
We can then use the algebra of random variables to "convolve" the point masses and their variances,
|
||||||
|
and finally reconstruct a new distribution from them, e.g. using a Fast Gauss Transform or Raykar et al. (2007). */
|
||||||
|
let toDiscretePointMassesFromTriangulars =
|
||||||
|
(~inverse=false, s: XYShape.T.t): pointMassesWithMoments => {
|
||||||
|
// TODO: what if there is only one point in the distribution?
|
||||||
|
let n = s |> XYShape.T.length;
|
||||||
|
// first, double up the leftmost and rightmost points:
|
||||||
|
let {xs, ys}: XYShape.T.t = s;
|
||||||
|
let _ = Js.Array.unshift(xs[0], xs);
|
||||||
|
let _ = Js.Array.unshift(ys[0], ys);
|
||||||
|
let _ = Js.Array.push(xs[n - 1], xs);
|
||||||
|
let _ = Js.Array.push(ys[n - 1], ys);
|
||||||
|
let n = E.A.length(xs);
|
||||||
|
// squares and neighbourly products of the xs
|
||||||
|
let xsSq: array(float) = Belt.Array.makeUninitializedUnsafe(n);
|
||||||
|
let xsProdN1: array(float) = Belt.Array.makeUninitializedUnsafe(n - 1);
|
||||||
|
let xsProdN2: array(float) = Belt.Array.makeUninitializedUnsafe(n - 2);
|
||||||
|
for (i in 0 to n - 1) {
|
||||||
|
let _ = Belt.Array.set(xsSq, i, xs[i] *. xs[i]);
|
||||||
|
();
|
||||||
|
};
|
||||||
|
for (i in 0 to n - 2) {
|
||||||
|
let _ = Belt.Array.set(xsProdN1, i, xs[i] *. xs[i + 1]);
|
||||||
|
();
|
||||||
|
};
|
||||||
|
for (i in 0 to n - 3) {
|
||||||
|
let _ = Belt.Array.set(xsProdN2, i, xs[i] *. xs[i + 2]);
|
||||||
|
();
|
||||||
|
};
|
||||||
|
// means and variances
|
||||||
|
let masses: array(float) = Belt.Array.makeUninitializedUnsafe(n - 2); // doesn't include the fake first and last points
|
||||||
|
let means: array(float) = Belt.Array.makeUninitializedUnsafe(n - 2);
|
||||||
|
let variances: array(float) = Belt.Array.makeUninitializedUnsafe(n - 2);
|
||||||
|
|
||||||
|
if (inverse) {
|
||||||
|
for (i in 1 to n - 2) {
|
||||||
|
let _ =
|
||||||
|
Belt.Array.set(
|
||||||
|
masses,
|
||||||
|
i - 1,
|
||||||
|
(xs[i + 1] -. xs[i - 1]) *. ys[i] /. 2.,
|
||||||
|
);
|
||||||
|
|
||||||
|
// this only works when the whole triange is either on the left or on the right of zero
|
||||||
|
let a = xs[i - 1];
|
||||||
|
let c = xs[i];
|
||||||
|
let b = xs[i + 1];
|
||||||
|
|
||||||
|
// These are the moments of the reciprocal of a triangular distribution, as symbolically integrated by Mathematica.
|
||||||
|
// They're probably pretty close to invMean ~ 1/mean = 3/(a+b+c) and invVar. But I haven't worked out
|
||||||
|
// the worst case error, so for now let's use these monster equations
|
||||||
|
let inverseMean =
|
||||||
|
2.
|
||||||
|
*. (a *. log(a /. c) /. (a -. c) +. b *. log(c /. b) /. (b -. c))
|
||||||
|
/. (a -. b);
|
||||||
|
let inverseVar =
|
||||||
|
2.
|
||||||
|
*. (log(c /. a) /. (a -. c) +. b *. log(b /. c) /. (b -. c))
|
||||||
|
/. (a -. b)
|
||||||
|
-. inverseMean
|
||||||
|
** 2.;
|
||||||
|
|
||||||
|
let _ = Belt.Array.set(means, i - 1, inverseMean);
|
||||||
|
|
||||||
|
let _ = Belt.Array.set(variances, i - 1, inverseVar);
|
||||||
|
();
|
||||||
|
};
|
||||||
|
|
||||||
|
{n: n - 2, masses, means, variances};
|
||||||
|
} else {
|
||||||
|
for (i in 1 to n - 2) {
|
||||||
|
|
||||||
|
// area of triangle = width * height / 2
|
||||||
|
let _ =
|
||||||
|
Belt.Array.set(
|
||||||
|
masses,
|
||||||
|
i - 1,
|
||||||
|
(xs[i + 1] -. xs[i - 1]) *. ys[i] /. 2.,
|
||||||
|
);
|
||||||
|
|
||||||
|
// means of triangle = (a + b + c) / 3
|
||||||
|
let _ =
|
||||||
|
Belt.Array.set(means, i - 1, (xs[i - 1] +. xs[i] +. xs[i + 1]) /. 3.);
|
||||||
|
|
||||||
|
// variance of triangle = (a^2 + b^2 + c^2 - ab - ac - bc) / 18
|
||||||
|
let _ =
|
||||||
|
Belt.Array.set(
|
||||||
|
variances,
|
||||||
|
i - 1,
|
||||||
|
(
|
||||||
|
xsSq[i - 1]
|
||||||
|
+. xsSq[i]
|
||||||
|
+. xsSq[i + 1]
|
||||||
|
-. xsProdN1[i - 1]
|
||||||
|
-. xsProdN1[i]
|
||||||
|
-. xsProdN2[i - 1]
|
||||||
|
)
|
||||||
|
/. 18.,
|
||||||
|
);
|
||||||
|
();
|
||||||
|
};
|
||||||
|
{n: n - 2, masses, means, variances};
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
let combineShapesContinuousContinuous =
|
||||||
|
(op: ExpressionTypes.algebraicOperation, s1: DistTypes.xyShape, s2: DistTypes.xyShape)
|
||||||
|
: DistTypes.xyShape => {
|
||||||
|
let t1n = s1 |> XYShape.T.length;
|
||||||
|
let t2n = s2 |> XYShape.T.length;
|
||||||
|
|
||||||
|
// if we add the two distributions, we should probably use normal filters.
|
||||||
|
// if we multiply the two distributions, we should probably use lognormal filters.
|
||||||
|
let t1m = toDiscretePointMassesFromTriangulars(s1);
|
||||||
|
let t2m = switch (op) {
|
||||||
|
| `Divide => toDiscretePointMassesFromTriangulars(~inverse=true, s2)
|
||||||
|
| _ => toDiscretePointMassesFromTriangulars(~inverse=false, s2)
|
||||||
|
};
|
||||||
|
|
||||||
|
let combineMeansFn =
|
||||||
|
switch (op) {
|
||||||
|
| `Add => ((m1, m2) => m1 +. m2)
|
||||||
|
| `Subtract => ((m1, m2) => m1 -. m2)
|
||||||
|
| `Multiply => ((m1, m2) => m1 *. m2)
|
||||||
|
| `Divide => ((m1, mInv2) => m1 *. mInv2)
|
||||||
|
}; // note: here, mInv2 = mean(1 / t2) ~= 1 / mean(t2)
|
||||||
|
|
||||||
|
// converts the variances and means of the two inputs into the variance of the output
|
||||||
|
let combineVariancesFn =
|
||||||
|
switch (op) {
|
||||||
|
| `Add => ((v1, v2, m1, m2) => v1 +. v2)
|
||||||
|
| `Subtract => ((v1, v2, m1, m2) => v1 +. v2)
|
||||||
|
| `Multiply => (
|
||||||
|
(v1, v2, m1, m2) => v1 *. v2 +. v1 *. m2 ** 2. +. v2 *. m1 ** 2.
|
||||||
|
)
|
||||||
|
| `Divide => (
|
||||||
|
(v1, vInv2, m1, mInv2) =>
|
||||||
|
v1 *. vInv2 +. v1 *. mInv2 ** 2. +. vInv2 *. m1 ** 2.
|
||||||
|
)
|
||||||
|
};
|
||||||
|
|
||||||
|
// TODO: If operating on two positive-domain distributions, we should take that into account
|
||||||
|
let outputMinX: ref(float) = ref(infinity);
|
||||||
|
let outputMaxX: ref(float) = ref(neg_infinity);
|
||||||
|
let masses: array(float) =
|
||||||
|
Belt.Array.makeUninitializedUnsafe(t1m.n * t2m.n);
|
||||||
|
let means: array(float) =
|
||||||
|
Belt.Array.makeUninitializedUnsafe(t1m.n * t2m.n);
|
||||||
|
let variances: array(float) =
|
||||||
|
Belt.Array.makeUninitializedUnsafe(t1m.n * t2m.n);
|
||||||
|
// then convolve the two sets of pointMassesWithMoments
|
||||||
|
for (i in 0 to t1m.n - 1) {
|
||||||
|
for (j in 0 to t2m.n - 1) {
|
||||||
|
let k = i * t2m.n + j;
|
||||||
|
let _ = Belt.Array.set(masses, k, t1m.masses[i] *. t2m.masses[j]);
|
||||||
|
|
||||||
|
let mean = combineMeansFn(t1m.means[i], t2m.means[j]);
|
||||||
|
let variance =
|
||||||
|
combineVariancesFn(
|
||||||
|
t1m.variances[i],
|
||||||
|
t2m.variances[j],
|
||||||
|
t1m.means[i],
|
||||||
|
t2m.means[j],
|
||||||
|
);
|
||||||
|
let _ = Belt.Array.set(means, k, mean);
|
||||||
|
let _ = Belt.Array.set(variances, k, variance);
|
||||||
|
// update bounds
|
||||||
|
let minX = mean -. variance *. 1.644854;
|
||||||
|
let maxX = mean +. variance *. 1.644854;
|
||||||
|
if (minX < outputMinX^) {
|
||||||
|
outputMinX := minX;
|
||||||
|
};
|
||||||
|
if (maxX > outputMaxX^) {
|
||||||
|
outputMaxX := maxX;
|
||||||
|
};
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
// we now want to create a set of target points. For now, let's just evenly distribute 200 points between
|
||||||
|
// between the outputMinX and outputMaxX
|
||||||
|
let nOut = 300;
|
||||||
|
let outputXs: array(float) = E.A.Floats.range(outputMinX^, outputMaxX^, nOut);
|
||||||
|
let outputYs: array(float) = Belt.Array.make(nOut, 0.0);
|
||||||
|
// now, for each of the outputYs, accumulate from a Gaussian kernel over each input point.
|
||||||
|
for (j in 0 to E.A.length(masses) - 1) {
|
||||||
|
let _ = if (variances[j] > 0.) {
|
||||||
|
for (i in 0 to E.A.length(outputXs) - 1) {
|
||||||
|
let dx = outputXs[i] -. means[j];
|
||||||
|
let contribution = masses[j] *. exp(-. (dx ** 2.) /. (2. *. variances[j]));
|
||||||
|
let _ = Belt.Array.set(outputYs, i, outputYs[i] +. contribution);
|
||||||
|
();
|
||||||
|
};
|
||||||
|
();
|
||||||
|
};
|
||||||
|
();
|
||||||
|
};
|
||||||
|
|
||||||
|
{xs: outputXs, ys: outputYs};
|
||||||
|
};
|
|
@ -17,14 +17,18 @@ type xyShape = {
|
||||||
type continuousShape = {
|
type continuousShape = {
|
||||||
xyShape,
|
xyShape,
|
||||||
interpolation: [ | `Stepwise | `Linear],
|
interpolation: [ | `Stepwise | `Linear],
|
||||||
|
knownIntegralSum: option(float),
|
||||||
};
|
};
|
||||||
|
|
||||||
type discreteShape = xyShape;
|
type discreteShape = {
|
||||||
|
xyShape,
|
||||||
|
knownIntegralSum: option(float),
|
||||||
|
};
|
||||||
|
|
||||||
type mixedShape = {
|
type mixedShape = {
|
||||||
continuous: continuousShape,
|
continuous: continuousShape,
|
||||||
discrete: discreteShape,
|
discrete: discreteShape,
|
||||||
discreteProbabilityMassFraction: float,
|
// discreteProbabilityMassFraction: float,
|
||||||
};
|
};
|
||||||
|
|
||||||
type shapeMonad('a, 'b, 'c) =
|
type shapeMonad('a, 'b, 'c) =
|
||||||
|
@ -153,4 +157,4 @@ module MixedPoint = {
|
||||||
};
|
};
|
||||||
|
|
||||||
let add = combine2((a, b) => a +. b);
|
let add = combine2((a, b) => a +. b);
|
||||||
};
|
};
|
||||||
|
|
File diff suppressed because it is too large
Load Diff
|
@ -8,14 +8,15 @@ type assumptions = {
|
||||||
discreteProbabilityMass: option(float),
|
discreteProbabilityMass: option(float),
|
||||||
};
|
};
|
||||||
|
|
||||||
let buildSimple = (~continuous: option(DistTypes.continuousShape), ~discrete): option(DistTypes.shape) => {
|
let buildSimple = (~continuous: option(DistTypes.continuousShape), ~discrete: option(DistTypes.discreteShape)): option(DistTypes.shape) => {
|
||||||
let continuous = continuous |> E.O.default(Distributions.Continuous.make(`Linear, {xs: [||], ys: [||]}))
|
let continuous = continuous |> E.O.default(Distributions.Continuous.make(`Linear, {xs: [||], ys: [||]}, Some(0.0)));
|
||||||
|
let discrete = discrete |> E.O.default(Distributions.Discrete.make({xs: [||], ys: [||]}, Some(0.0)));
|
||||||
let cLength =
|
let cLength =
|
||||||
continuous
|
continuous
|
||||||
|> Distributions.Continuous.getShape
|
|> Distributions.Continuous.getShape
|
||||||
|> XYShape.T.xs
|
|> XYShape.T.xs
|
||||||
|> E.A.length;
|
|> E.A.length;
|
||||||
let dLength = discrete |> XYShape.T.xs |> E.A.length;
|
let dLength = discrete |> Distributions.Discrete.getShape |> XYShape.T.xs |> E.A.length;
|
||||||
switch (cLength, dLength) {
|
switch (cLength, dLength) {
|
||||||
| (0 | 1, 0) => None
|
| (0 | 1, 0) => None
|
||||||
| (0 | 1, _) => Some(Discrete(discrete))
|
| (0 | 1, _) => Some(Discrete(discrete))
|
||||||
|
@ -23,83 +24,13 @@ let buildSimple = (~continuous: option(DistTypes.continuousShape), ~discrete): o
|
||||||
| (_, _) =>
|
| (_, _) =>
|
||||||
let discreteProbabilityMassFraction =
|
let discreteProbabilityMassFraction =
|
||||||
Distributions.Discrete.T.Integral.sum(~cache=None, discrete);
|
Distributions.Discrete.T.Integral.sum(~cache=None, discrete);
|
||||||
let discrete =
|
let discrete = Distributions.Discrete.T.normalize(discrete);
|
||||||
Distributions.Discrete.T.scaleToIntegralSum(~intendedSum=1.0, discrete);
|
let continuous = Distributions.Continuous.T.normalize(continuous);
|
||||||
let continuous =
|
|
||||||
Distributions.Continuous.T.scaleToIntegralSum(
|
|
||||||
~intendedSum=1.0,
|
|
||||||
continuous,
|
|
||||||
);
|
|
||||||
let mixedDist =
|
let mixedDist =
|
||||||
Distributions.Mixed.make(
|
Distributions.Mixed.make(
|
||||||
~continuous,
|
~continuous,
|
||||||
~discrete,
|
~discrete
|
||||||
~discreteProbabilityMassFraction,
|
|
||||||
);
|
);
|
||||||
Some(Mixed(mixedDist));
|
Some(Mixed(mixedDist));
|
||||||
};
|
};
|
||||||
};
|
};
|
||||||
|
|
||||||
|
|
||||||
// TODO: Delete, only being used in tests
|
|
||||||
let build = (~continuous, ~discrete, ~assumptions) =>
|
|
||||||
switch (assumptions) {
|
|
||||||
| {
|
|
||||||
continuous: ADDS_TO_CORRECT_PROBABILITY,
|
|
||||||
discrete: ADDS_TO_CORRECT_PROBABILITY,
|
|
||||||
discreteProbabilityMass: Some(r),
|
|
||||||
} =>
|
|
||||||
// TODO: Fix this, it's wrong :(
|
|
||||||
Some(
|
|
||||||
Distributions.Mixed.make(
|
|
||||||
~continuous,
|
|
||||||
~discrete,
|
|
||||||
~discreteProbabilityMassFraction=r,
|
|
||||||
),
|
|
||||||
)
|
|
||||||
|
|
||||||
| {
|
|
||||||
continuous: ADDS_TO_1,
|
|
||||||
discrete: ADDS_TO_1,
|
|
||||||
discreteProbabilityMass: Some(r),
|
|
||||||
} =>
|
|
||||||
Some(
|
|
||||||
Distributions.Mixed.make(
|
|
||||||
~continuous,
|
|
||||||
~discrete,
|
|
||||||
~discreteProbabilityMassFraction=r,
|
|
||||||
),
|
|
||||||
)
|
|
||||||
|
|
||||||
| {
|
|
||||||
continuous: ADDS_TO_1,
|
|
||||||
discrete: ADDS_TO_1,
|
|
||||||
discreteProbabilityMass: None,
|
|
||||||
} =>
|
|
||||||
None
|
|
||||||
|
|
||||||
| {
|
|
||||||
continuous: ADDS_TO_CORRECT_PROBABILITY,
|
|
||||||
discrete: ADDS_TO_1,
|
|
||||||
discreteProbabilityMass: None,
|
|
||||||
} =>
|
|
||||||
None
|
|
||||||
|
|
||||||
| {
|
|
||||||
continuous: ADDS_TO_1,
|
|
||||||
discrete: ADDS_TO_CORRECT_PROBABILITY,
|
|
||||||
discreteProbabilityMass: None,
|
|
||||||
} =>
|
|
||||||
let discreteProbabilityMassFraction =
|
|
||||||
Distributions.Discrete.T.Integral.sum(~cache=None, discrete);
|
|
||||||
let discrete =
|
|
||||||
Distributions.Discrete.T.scaleToIntegralSum(~intendedSum=1.0, discrete);
|
|
||||||
Some(
|
|
||||||
Distributions.Mixed.make(
|
|
||||||
~continuous,
|
|
||||||
~discrete,
|
|
||||||
~discreteProbabilityMassFraction,
|
|
||||||
),
|
|
||||||
);
|
|
||||||
| _ => None
|
|
||||||
};
|
|
|
@ -9,7 +9,7 @@ let interpolate =
|
||||||
};
|
};
|
||||||
|
|
||||||
// TODO: Make sure that shapes cannot be empty.
|
// TODO: Make sure that shapes cannot be empty.
|
||||||
let extImp = E.O.toExt("Should not be possible");
|
let extImp = E.O.toExt("Tried to perform an operation on an empty XYShape.");
|
||||||
|
|
||||||
module T = {
|
module T = {
|
||||||
type t = xyShape;
|
type t = xyShape;
|
||||||
|
@ -17,6 +17,7 @@ module T = {
|
||||||
type ts = array(xyShape);
|
type ts = array(xyShape);
|
||||||
let xs = (t: t) => t.xs;
|
let xs = (t: t) => t.xs;
|
||||||
let ys = (t: t) => t.ys;
|
let ys = (t: t) => t.ys;
|
||||||
|
let length = (t: t) => E.A.length(t.xs);
|
||||||
let empty = {xs: [||], ys: [||]};
|
let empty = {xs: [||], ys: [||]};
|
||||||
let minX = (t: t) => t |> xs |> E.A.Sorted.min |> extImp;
|
let minX = (t: t) => t |> xs |> E.A.Sorted.min |> extImp;
|
||||||
let maxX = (t: t) => t |> xs |> E.A.Sorted.max |> extImp;
|
let maxX = (t: t) => t |> xs |> E.A.Sorted.max |> extImp;
|
||||||
|
@ -154,7 +155,9 @@ module XsConversion = {
|
||||||
|
|
||||||
let proportionByProbabilityMass =
|
let proportionByProbabilityMass =
|
||||||
(newLength: int, integral: T.t, t: T.t): T.t => {
|
(newLength: int, integral: T.t, t: T.t): T.t => {
|
||||||
equallyDivideXByMass(newLength, integral) |> _replaceWithXs(_, t);
|
integral
|
||||||
|
|> equallyDivideXByMass(newLength) // creates a new set of xs at evenly spaced percentiles
|
||||||
|
|> _replaceWithXs(_, t); // linearly interpolates new ys for the new xs
|
||||||
};
|
};
|
||||||
};
|
};
|
||||||
|
|
||||||
|
@ -164,9 +167,10 @@ module Zipped = {
|
||||||
let compareXs = ((x1, _), (x2, _)) => x1 > x2 ? 1 : 0;
|
let compareXs = ((x1, _), (x2, _)) => x1 > x2 ? 1 : 0;
|
||||||
let sortByY = (t: zipped) => t |> E.A.stableSortBy(_, compareYs);
|
let sortByY = (t: zipped) => t |> E.A.stableSortBy(_, compareYs);
|
||||||
let sortByX = (t: zipped) => t |> E.A.stableSortBy(_, compareXs);
|
let sortByX = (t: zipped) => t |> E.A.stableSortBy(_, compareXs);
|
||||||
|
let filterByX = (testFn: (float => bool), t: zipped) => t |> E.A.filter(((x, _)) => testFn(x));
|
||||||
};
|
};
|
||||||
|
|
||||||
module Combine = {
|
module PointwiseCombination = {
|
||||||
type xsSelection =
|
type xsSelection =
|
||||||
| ALL_XS
|
| ALL_XS
|
||||||
| XS_EVENLY_DIVIDED(int);
|
| XS_EVENLY_DIVIDED(int);
|
||||||
|
@ -179,16 +183,25 @@ module Combine = {
|
||||||
t1: T.t,
|
t1: T.t,
|
||||||
t2: T.t,
|
t2: T.t,
|
||||||
) => {
|
) => {
|
||||||
let allXs =
|
|
||||||
switch (xsSelection) {
|
|
||||||
| ALL_XS => Ts.allXs([|t1, t2|])
|
|
||||||
| XS_EVENLY_DIVIDED(sampleCount) =>
|
|
||||||
Ts.equallyDividedXs([|t1, t2|], sampleCount)
|
|
||||||
};
|
|
||||||
|
|
||||||
let allYs =
|
switch ((E.A.length(t1.xs), E.A.length(t2.xs))) {
|
||||||
allXs |> E.A.fmap(x => fn(xToYSelection(x, t1), xToYSelection(x, t2)));
|
| (0, 0) => T.empty
|
||||||
T.fromArrays(allXs, allYs);
|
| (0, _) => t2
|
||||||
|
| (_, 0) => t1
|
||||||
|
| (_, _) => {
|
||||||
|
let allXs =
|
||||||
|
switch (xsSelection) {
|
||||||
|
| ALL_XS => Ts.allXs([|t1, t2|])
|
||||||
|
| XS_EVENLY_DIVIDED(sampleCount) =>
|
||||||
|
Ts.equallyDividedXs([|t1, t2|], sampleCount)
|
||||||
|
};
|
||||||
|
|
||||||
|
let allYs =
|
||||||
|
allXs |> E.A.fmap(x => fn(xToYSelection(x, t1), xToYSelection(x, t2)));
|
||||||
|
|
||||||
|
T.fromArrays(allXs, allYs);
|
||||||
|
}
|
||||||
|
}
|
||||||
};
|
};
|
||||||
|
|
||||||
let combineLinear = combine(~xToYSelection=XtoY.linear);
|
let combineLinear = combine(~xToYSelection=XtoY.linear);
|
||||||
|
@ -244,8 +257,8 @@ module Range = {
|
||||||
Belt.Array.set(
|
Belt.Array.set(
|
||||||
cumulativeY,
|
cumulativeY,
|
||||||
x + 1,
|
x + 1,
|
||||||
(xs[x + 1] -. xs[x])
|
(xs[x + 1] -. xs[x]) // dx
|
||||||
*. ((ys[x] +. ys[x + 1]) /. 2.)
|
*. ((ys[x] +. ys[x + 1]) /. 2.) // (1/2) * (avgY)
|
||||||
+. cumulativeY[x],
|
+. cumulativeY[x],
|
||||||
);
|
);
|
||||||
();
|
();
|
||||||
|
@ -265,7 +278,7 @@ module Range = {
|
||||||
items
|
items
|
||||||
|> Belt.Array.map(_, rangePointAssumingSteps)
|
|> Belt.Array.map(_, rangePointAssumingSteps)
|
||||||
|> T.fromZippedArray
|
|> T.fromZippedArray
|
||||||
|> Combine.intersperse(t |> T.mapX(e => e +. diff)),
|
|> PointwiseCombination.intersperse(t |> T.mapX(e => e +. diff)),
|
||||||
)
|
)
|
||||||
| _ => Some(t)
|
| _ => Some(t)
|
||||||
};
|
};
|
||||||
|
@ -287,7 +300,7 @@ let pointLogScore = (prediction, answer) =>
|
||||||
};
|
};
|
||||||
|
|
||||||
let logScorePoint = (sampleCount, t1, t2) =>
|
let logScorePoint = (sampleCount, t1, t2) =>
|
||||||
Combine.combine(
|
PointwiseCombination.combine(
|
||||||
~xsSelection=XS_EVENLY_DIVIDED(sampleCount),
|
~xsSelection=XS_EVENLY_DIVIDED(sampleCount),
|
||||||
~xToYSelection=XtoY.linear,
|
~xToYSelection=XtoY.linear,
|
||||||
~fn=pointLogScore,
|
~fn=pointLogScore,
|
||||||
|
@ -315,6 +328,7 @@ module Analysis = {
|
||||||
0.0,
|
0.0,
|
||||||
(acc, _x, i) => {
|
(acc, _x, i) => {
|
||||||
let areaUnderIntegral =
|
let areaUnderIntegral =
|
||||||
|
// TODO Take this switch statement out of the loop body
|
||||||
switch (t.interpolation, i) {
|
switch (t.interpolation, i) {
|
||||||
| (_, 0) => 0.0
|
| (_, 0) => 0.0
|
||||||
| (`Stepwise, _) =>
|
| (`Stepwise, _) =>
|
||||||
|
@ -323,12 +337,16 @@ module Analysis = {
|
||||||
| (`Linear, _) =>
|
| (`Linear, _) =>
|
||||||
let x1 = xs[i - 1];
|
let x1 = xs[i - 1];
|
||||||
let x2 = xs[i];
|
let x2 = xs[i];
|
||||||
let h1 = ys[i - 1];
|
if (x1 == x2) {
|
||||||
let h2 = ys[i];
|
0.0
|
||||||
let b = (h1 -. h2) /. (x1 -. x2);
|
} else {
|
||||||
let a = h1 -. b *. x1;
|
let h1 = ys[i - 1];
|
||||||
indefiniteIntegralLinear(x2, a, b)
|
let h2 = ys[i];
|
||||||
-. indefiniteIntegralLinear(x1, a, b);
|
let b = (h1 -. h2) /. (x1 -. x2);
|
||||||
|
let a = h1 -. b *. x1;
|
||||||
|
indefiniteIntegralLinear(x2, a, b)
|
||||||
|
-. indefiniteIntegralLinear(x1, a, b);
|
||||||
|
};
|
||||||
};
|
};
|
||||||
acc +. areaUnderIntegral;
|
acc +. areaUnderIntegral;
|
||||||
},
|
},
|
||||||
|
@ -354,4 +372,4 @@ module Analysis = {
|
||||||
};
|
};
|
||||||
|
|
||||||
let squareXYShape = T.mapX(x => x ** 2.0)
|
let squareXYShape = T.mapX(x => x ** 2.0)
|
||||||
};
|
};
|
||||||
|
|
23
src/distPlus/expressionTree/ExpressionTree.re
Normal file
23
src/distPlus/expressionTree/ExpressionTree.re
Normal file
|
@ -0,0 +1,23 @@
|
||||||
|
open ExpressionTypes.ExpressionTree;
|
||||||
|
|
||||||
|
let toShape = (sampleCount: int, node: node) => {
|
||||||
|
let renderResult =
|
||||||
|
`Render(`Normalize(node))
|
||||||
|
|> ExpressionTreeEvaluator.toLeaf({sampleCount: sampleCount});
|
||||||
|
|
||||||
|
switch (renderResult) {
|
||||||
|
| Ok(`RenderedDist(rs)) =>
|
||||||
|
let continuous = Distributions.Shape.T.toContinuous(rs);
|
||||||
|
let discrete = Distributions.Shape.T.toDiscrete(rs);
|
||||||
|
let shape = MixedShapeBuilder.buildSimple(~continuous, ~discrete);
|
||||||
|
shape |> E.O.toExt("Could not build final shape.");
|
||||||
|
| Ok(_) => E.O.toExn("Rendering failed.", None)
|
||||||
|
| Error(message) => E.O.toExn("No shape found, error: " ++ message, None)
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
let rec toString =
|
||||||
|
fun
|
||||||
|
| `SymbolicDist(d) => SymbolicDist.T.toString(d)
|
||||||
|
| `RenderedDist(_) => "[shape]"
|
||||||
|
| op => Operation.T.toString(toString, op);
|
266
src/distPlus/expressionTree/ExpressionTreeEvaluator.re
Normal file
266
src/distPlus/expressionTree/ExpressionTreeEvaluator.re
Normal file
|
@ -0,0 +1,266 @@
|
||||||
|
open ExpressionTypes;
|
||||||
|
open ExpressionTypes.ExpressionTree;
|
||||||
|
|
||||||
|
type t = node;
|
||||||
|
type tResult = node => result(node, string);
|
||||||
|
|
||||||
|
type renderParams = {
|
||||||
|
sampleCount: int,
|
||||||
|
};
|
||||||
|
|
||||||
|
/* Given two random variables A and B, this returns the distribution
|
||||||
|
of a new variable that is the result of the operation on A and B.
|
||||||
|
For instance, normal(0, 1) + normal(1, 1) -> normal(1, 2).
|
||||||
|
In general, this is implemented via convolution. */
|
||||||
|
module AlgebraicCombination = {
|
||||||
|
let tryAnalyticalSimplification = (operation, t1: t, t2: t) =>
|
||||||
|
switch (operation, t1, t2) {
|
||||||
|
| (operation,
|
||||||
|
`SymbolicDist(d1),
|
||||||
|
`SymbolicDist(d2),
|
||||||
|
) =>
|
||||||
|
switch (SymbolicDist.T.tryAnalyticalSimplification(d1, d2, operation)) {
|
||||||
|
| `AnalyticalSolution(symbolicDist) => Ok(`SymbolicDist(symbolicDist))
|
||||||
|
| `Error(er) => Error(er)
|
||||||
|
| `NoSolution => Ok(`AlgebraicCombination(operation, t1, t2))
|
||||||
|
}
|
||||||
|
| _ => Ok(`AlgebraicCombination(operation, t1, t2))
|
||||||
|
};
|
||||||
|
|
||||||
|
let combineAsShapes = (toLeaf, renderParams, algebraicOp, t1, t2) => {
|
||||||
|
let renderShape = r => toLeaf(renderParams, `Render(r));
|
||||||
|
switch (renderShape(t1), renderShape(t2)) {
|
||||||
|
| (Ok(`RenderedDist(s1)), Ok(`RenderedDist(s2))) =>
|
||||||
|
Ok(
|
||||||
|
`RenderedDist(
|
||||||
|
Distributions.Shape.combineAlgebraically(algebraicOp, s1, s2),
|
||||||
|
),
|
||||||
|
)
|
||||||
|
| (Error(e1), _) => Error(e1)
|
||||||
|
| (_, Error(e2)) => Error(e2)
|
||||||
|
| _ => Error("Algebraic combination: rendering failed.")
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
let operationToLeaf =
|
||||||
|
(
|
||||||
|
toLeaf,
|
||||||
|
renderParams: renderParams,
|
||||||
|
algebraicOp: ExpressionTypes.algebraicOperation,
|
||||||
|
t1: t,
|
||||||
|
t2: t,
|
||||||
|
)
|
||||||
|
: result(node, string) =>
|
||||||
|
|
||||||
|
algebraicOp
|
||||||
|
|> tryAnalyticalSimplification(_, t1, t2)
|
||||||
|
|> E.R.bind(
|
||||||
|
_,
|
||||||
|
fun
|
||||||
|
| `SymbolicDist(d) as t => Ok(t)
|
||||||
|
| _ => combineAsShapes(toLeaf, renderParams, algebraicOp, t1, t2)
|
||||||
|
);
|
||||||
|
};
|
||||||
|
|
||||||
|
module VerticalScaling = {
|
||||||
|
let operationToLeaf = (toLeaf, renderParams, scaleOp, t, scaleBy) => {
|
||||||
|
// scaleBy has to be a single float, otherwise we'll return an error.
|
||||||
|
let fn = Operation.Scale.toFn(scaleOp);
|
||||||
|
let knownIntegralSumFn = Operation.Scale.toKnownIntegralSumFn(scaleOp);
|
||||||
|
let renderedShape = toLeaf(renderParams, `Render(t));
|
||||||
|
|
||||||
|
switch (renderedShape, scaleBy) {
|
||||||
|
| (Ok(`RenderedDist(rs)), `SymbolicDist(`Float(sm))) =>
|
||||||
|
Ok(
|
||||||
|
`RenderedDist(
|
||||||
|
Distributions.Shape.T.mapY(
|
||||||
|
~knownIntegralSumFn=knownIntegralSumFn(sm),
|
||||||
|
fn(sm),
|
||||||
|
rs,
|
||||||
|
),
|
||||||
|
),
|
||||||
|
)
|
||||||
|
| (Error(e1), _) => Error(e1)
|
||||||
|
| (_, _) => Error("Can only scale by float values.")
|
||||||
|
};
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
module PointwiseCombination = {
|
||||||
|
let pointwiseAdd = (toLeaf, renderParams, t1, t2) => {
|
||||||
|
let renderShape = r => toLeaf(renderParams, `Render(r));
|
||||||
|
switch (renderShape(t1), renderShape(t2)) {
|
||||||
|
| (Ok(`RenderedDist(rs1)), Ok(`RenderedDist(rs2))) =>
|
||||||
|
Ok(
|
||||||
|
`RenderedDist(
|
||||||
|
Distributions.Shape.combinePointwise(
|
||||||
|
~knownIntegralSumsFn=(a, b) => Some(a +. b),
|
||||||
|
(+.),
|
||||||
|
rs1,
|
||||||
|
rs2,
|
||||||
|
),
|
||||||
|
),
|
||||||
|
)
|
||||||
|
| (Error(e1), _) => Error(e1)
|
||||||
|
| (_, Error(e2)) => Error(e2)
|
||||||
|
| _ => Error("Pointwise combination: rendering failed.")
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
let pointwiseMultiply = (toLeaf, renderParams, t1, t2) => {
|
||||||
|
// TODO: construct a function that we can easily sample from, to construct
|
||||||
|
// a RenderedDist. Use the xMin and xMax of the rendered shapes to tell the sampling function where to look.
|
||||||
|
Error(
|
||||||
|
"Pointwise multiplication not yet supported.",
|
||||||
|
);
|
||||||
|
};
|
||||||
|
|
||||||
|
let operationToLeaf = (toLeaf, renderParams, pointwiseOp, t1, t2) => {
|
||||||
|
switch (pointwiseOp) {
|
||||||
|
| `Add => pointwiseAdd(toLeaf, renderParams, t1, t2)
|
||||||
|
| `Multiply => pointwiseMultiply(toLeaf, renderParams, t1, t2)
|
||||||
|
};
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
module Truncate = {
|
||||||
|
let trySimplification = (leftCutoff, rightCutoff, t) => {
|
||||||
|
switch (leftCutoff, rightCutoff, t) {
|
||||||
|
| (None, None, t) => Ok(t)
|
||||||
|
| (lc, rc, `SymbolicDist(`Uniform(u))) => {
|
||||||
|
// just create a new Uniform distribution
|
||||||
|
let nu: SymbolicTypes.uniform = u;
|
||||||
|
let newLow = max(E.O.default(neg_infinity, lc), nu.low);
|
||||||
|
let newHigh = min(E.O.default(infinity, rc), nu.high);
|
||||||
|
Ok(`SymbolicDist(`Uniform({low: newLow, high: newHigh})));
|
||||||
|
}
|
||||||
|
| (_, _, t) => Ok(t)
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
let truncateAsShape = (toLeaf, renderParams, leftCutoff, rightCutoff, t) => {
|
||||||
|
// TODO: use named args in renderToShape; if we're lucky we can at least get the tail
|
||||||
|
// of a distribution we otherwise wouldn't get at all
|
||||||
|
let renderedShape = toLeaf(renderParams, `Render(t));
|
||||||
|
|
||||||
|
switch (renderedShape) {
|
||||||
|
| Ok(`RenderedDist(rs)) => {
|
||||||
|
let truncatedShape =
|
||||||
|
rs |> Distributions.Shape.T.truncate(leftCutoff, rightCutoff);
|
||||||
|
Ok(`RenderedDist(rs));
|
||||||
|
}
|
||||||
|
| Error(e1) => Error(e1)
|
||||||
|
| _ => Error("Could not truncate distribution.")
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
let operationToLeaf =
|
||||||
|
(
|
||||||
|
toLeaf,
|
||||||
|
renderParams,
|
||||||
|
leftCutoff: option(float),
|
||||||
|
rightCutoff: option(float),
|
||||||
|
t: node,
|
||||||
|
)
|
||||||
|
: result(node, string) => {
|
||||||
|
t
|
||||||
|
|> trySimplification(leftCutoff, rightCutoff)
|
||||||
|
|> E.R.bind(
|
||||||
|
_,
|
||||||
|
fun
|
||||||
|
| `SymbolicDist(d) as t => Ok(t)
|
||||||
|
| _ => truncateAsShape(toLeaf, renderParams, leftCutoff, rightCutoff, t),
|
||||||
|
);
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
module Normalize = {
|
||||||
|
let rec operationToLeaf = (toLeaf, renderParams, t: node): result(node, string) => {
|
||||||
|
switch (t) {
|
||||||
|
| `RenderedDist(s) =>
|
||||||
|
Ok(`RenderedDist(Distributions.Shape.T.normalize(s)))
|
||||||
|
| `SymbolicDist(_) => Ok(t)
|
||||||
|
| _ => t |> toLeaf(renderParams) |> E.R.bind(_, operationToLeaf(toLeaf, renderParams))
|
||||||
|
};
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
module FloatFromDist = {
|
||||||
|
let symbolicToLeaf = (distToFloatOp: distToFloatOperation, s) => {
|
||||||
|
SymbolicDist.T.operate(distToFloatOp, s)
|
||||||
|
|> E.R.bind(_, v => Ok(`SymbolicDist(`Float(v))));
|
||||||
|
};
|
||||||
|
let renderedToLeaf =
|
||||||
|
(distToFloatOp: distToFloatOperation, rs: DistTypes.shape)
|
||||||
|
: result(node, string) => {
|
||||||
|
Distributions.Shape.operate(distToFloatOp, rs)
|
||||||
|
|> (v => Ok(`SymbolicDist(`Float(v))));
|
||||||
|
};
|
||||||
|
let rec operationToLeaf =
|
||||||
|
(toLeaf, renderParams, distToFloatOp: distToFloatOperation, t: node)
|
||||||
|
: result(node, string) => {
|
||||||
|
switch (t) {
|
||||||
|
| `SymbolicDist(s) => symbolicToLeaf(distToFloatOp, s)
|
||||||
|
| `RenderedDist(rs) => renderedToLeaf(distToFloatOp, rs)
|
||||||
|
| _ => t |> toLeaf(renderParams) |> E.R.bind(_, operationToLeaf(toLeaf, renderParams, distToFloatOp))
|
||||||
|
};
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
module Render = {
|
||||||
|
let rec operationToLeaf =
|
||||||
|
(
|
||||||
|
toLeaf,
|
||||||
|
renderParams,
|
||||||
|
t: node,
|
||||||
|
)
|
||||||
|
: result(t, string) => {
|
||||||
|
switch (t) {
|
||||||
|
| `SymbolicDist(d) =>
|
||||||
|
Ok(`RenderedDist(SymbolicDist.T.toShape(renderParams.sampleCount, d)))
|
||||||
|
| `RenderedDist(_) as t => Ok(t) // already a rendered shape, we're done here
|
||||||
|
| _ => t |> toLeaf(renderParams) |> E.R.bind(_, operationToLeaf(toLeaf, renderParams))
|
||||||
|
};
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
/* This function recursively goes through the nodes of the parse tree,
|
||||||
|
replacing each Operation node and its subtree with a Data node.
|
||||||
|
Whenever possible, the replacement produces a new Symbolic Data node,
|
||||||
|
but most often it will produce a RenderedDist.
|
||||||
|
This function is used mainly to turn a parse tree into a single RenderedDist
|
||||||
|
that can then be displayed to the user. */
|
||||||
|
let rec toLeaf = (renderParams, node: t): result(t, string) => {
|
||||||
|
switch (node) {
|
||||||
|
// Leaf nodes just stay leaf nodes
|
||||||
|
| `SymbolicDist(_)
|
||||||
|
| `RenderedDist(_) => Ok(node)
|
||||||
|
// Operations need to be turned into leaves
|
||||||
|
| `AlgebraicCombination(algebraicOp, t1, t2) =>
|
||||||
|
AlgebraicCombination.operationToLeaf(
|
||||||
|
toLeaf,
|
||||||
|
renderParams,
|
||||||
|
algebraicOp,
|
||||||
|
t1,
|
||||||
|
t2
|
||||||
|
)
|
||||||
|
| `PointwiseCombination(pointwiseOp, t1, t2) =>
|
||||||
|
PointwiseCombination.operationToLeaf(
|
||||||
|
toLeaf,
|
||||||
|
renderParams,
|
||||||
|
pointwiseOp,
|
||||||
|
t1,
|
||||||
|
t2,
|
||||||
|
)
|
||||||
|
| `VerticalScaling(scaleOp, t, scaleBy) =>
|
||||||
|
VerticalScaling.operationToLeaf(
|
||||||
|
toLeaf, renderParams, scaleOp, t, scaleBy
|
||||||
|
)
|
||||||
|
| `Truncate(leftCutoff, rightCutoff, t) =>
|
||||||
|
Truncate.operationToLeaf(toLeaf, renderParams, leftCutoff, rightCutoff, t)
|
||||||
|
| `FloatFromDist(distToFloatOp, t) =>
|
||||||
|
FloatFromDist.operationToLeaf(toLeaf, renderParams, distToFloatOp, t)
|
||||||
|
| `Normalize(t) => Normalize.operationToLeaf(toLeaf, renderParams, t)
|
||||||
|
| `Render(t) => Render.operationToLeaf(toLeaf, renderParams, t)
|
||||||
|
};
|
||||||
|
};
|
20
src/distPlus/expressionTree/ExpressionTypes.re
Normal file
20
src/distPlus/expressionTree/ExpressionTypes.re
Normal file
|
@ -0,0 +1,20 @@
|
||||||
|
type algebraicOperation = [ | `Add | `Multiply | `Subtract | `Divide];
|
||||||
|
type pointwiseOperation = [ | `Add | `Multiply];
|
||||||
|
type scaleOperation = [ | `Multiply | `Exponentiate | `Log];
|
||||||
|
type distToFloatOperation = [ | `Pdf(float) | `Inv(float) | `Mean | `Sample];
|
||||||
|
|
||||||
|
module ExpressionTree = {
|
||||||
|
type node = [
|
||||||
|
// leaf nodes:
|
||||||
|
| `SymbolicDist(SymbolicTypes.symbolicDist)
|
||||||
|
| `RenderedDist(DistTypes.shape)
|
||||||
|
// operations:
|
||||||
|
| `AlgebraicCombination(algebraicOperation, node, node)
|
||||||
|
| `PointwiseCombination(pointwiseOperation, node, node)
|
||||||
|
| `VerticalScaling(scaleOperation, node, node)
|
||||||
|
| `Render(node)
|
||||||
|
| `Truncate(option(float), option(float), node)
|
||||||
|
| `Normalize(node)
|
||||||
|
| `FloatFromDist(distToFloatOperation, node)
|
||||||
|
];
|
||||||
|
};
|
368
src/distPlus/expressionTree/MathJsParser.re
Normal file
368
src/distPlus/expressionTree/MathJsParser.re
Normal file
|
@ -0,0 +1,368 @@
|
||||||
|
module MathJsonToMathJsAdt = {
|
||||||
|
type arg =
|
||||||
|
| Symbol(string)
|
||||||
|
| Value(float)
|
||||||
|
| Fn(fn)
|
||||||
|
| Array(array(arg))
|
||||||
|
| Object(Js.Dict.t(arg))
|
||||||
|
and fn = {
|
||||||
|
name: string,
|
||||||
|
args: array(arg),
|
||||||
|
};
|
||||||
|
|
||||||
|
let rec run = (j: Js.Json.t) =>
|
||||||
|
Json.Decode.(
|
||||||
|
switch (field("mathjs", string, j)) {
|
||||||
|
| "FunctionNode" =>
|
||||||
|
let args = j |> field("args", array(run));
|
||||||
|
Some(
|
||||||
|
Fn({
|
||||||
|
name: j |> field("fn", field("name", string)),
|
||||||
|
args: args |> E.A.O.concatSomes,
|
||||||
|
}),
|
||||||
|
);
|
||||||
|
| "OperatorNode" =>
|
||||||
|
let args = j |> field("args", array(run));
|
||||||
|
Some(
|
||||||
|
Fn({
|
||||||
|
name: j |> field("fn", string),
|
||||||
|
args: args |> E.A.O.concatSomes,
|
||||||
|
}),
|
||||||
|
);
|
||||||
|
| "ConstantNode" =>
|
||||||
|
optional(field("value", Json.Decode.float), j)
|
||||||
|
|> E.O.fmap(r => Value(r))
|
||||||
|
| "ParenthesisNode" => j |> field("content", run)
|
||||||
|
| "ObjectNode" =>
|
||||||
|
let properties = j |> field("properties", dict(run));
|
||||||
|
Js.Dict.entries(properties)
|
||||||
|
|> E.A.fmap(((key, value)) => value |> E.O.fmap(v => (key, v)))
|
||||||
|
|> E.A.O.concatSomes
|
||||||
|
|> Js.Dict.fromArray
|
||||||
|
|> (r => Some(Object(r)));
|
||||||
|
| "ArrayNode" =>
|
||||||
|
let items = field("items", array(run), j);
|
||||||
|
Some(Array(items |> E.A.O.concatSomes));
|
||||||
|
| "SymbolNode" => Some(Symbol(field("name", string, j)))
|
||||||
|
| n =>
|
||||||
|
Js.log3("Couldn't parse mathjs node", j, n);
|
||||||
|
None;
|
||||||
|
}
|
||||||
|
);
|
||||||
|
};
|
||||||
|
|
||||||
|
module MathAdtToDistDst = {
|
||||||
|
open MathJsonToMathJsAdt;
|
||||||
|
|
||||||
|
module MathAdtCleaner = {
|
||||||
|
let transformWithSymbol = (f: float, s: string) =>
|
||||||
|
switch (s) {
|
||||||
|
| "K"
|
||||||
|
| "k" => f *. 1000.
|
||||||
|
| "M"
|
||||||
|
| "m" => f *. 1000000.
|
||||||
|
| "B"
|
||||||
|
| "b" => f *. 1000000000.
|
||||||
|
| "T"
|
||||||
|
| "t" => f *. 1000000000000.
|
||||||
|
| _ => f
|
||||||
|
};
|
||||||
|
|
||||||
|
let rec run =
|
||||||
|
fun
|
||||||
|
| Fn({name: "multiply", args: [|Value(f), Symbol(s)|]}) =>
|
||||||
|
Value(transformWithSymbol(f, s))
|
||||||
|
| Fn({name: "unaryMinus", args: [|Value(f)|]}) => Value((-1.0) *. f)
|
||||||
|
| Fn({name, args}) => Fn({name, args: args |> E.A.fmap(run)})
|
||||||
|
| Array(args) => Array(args |> E.A.fmap(run))
|
||||||
|
| Symbol(s) => Symbol(s)
|
||||||
|
| Value(v) => Value(v)
|
||||||
|
| Object(v) =>
|
||||||
|
Object(
|
||||||
|
v
|
||||||
|
|> Js.Dict.entries
|
||||||
|
|> E.A.fmap(((key, value)) => (key, run(value)))
|
||||||
|
|> Js.Dict.fromArray,
|
||||||
|
);
|
||||||
|
};
|
||||||
|
|
||||||
|
let normal:
|
||||||
|
array(arg) => result(ExpressionTypes.ExpressionTree.node, string) =
|
||||||
|
fun
|
||||||
|
| [|Value(mean), Value(stdev)|] =>
|
||||||
|
Ok(`SymbolicDist(`Normal({mean, stdev})))
|
||||||
|
| _ => Error("Wrong number of variables in normal distribution");
|
||||||
|
|
||||||
|
let lognormal:
|
||||||
|
array(arg) => result(ExpressionTypes.ExpressionTree.node, string) =
|
||||||
|
fun
|
||||||
|
| [|Value(mu), Value(sigma)|] =>
|
||||||
|
Ok(`SymbolicDist(`Lognormal({mu, sigma})))
|
||||||
|
| [|Object(o)|] => {
|
||||||
|
let g = Js.Dict.get(o);
|
||||||
|
switch (g("mean"), g("stdev"), g("mu"), g("sigma")) {
|
||||||
|
| (Some(Value(mean)), Some(Value(stdev)), _, _) =>
|
||||||
|
Ok(
|
||||||
|
`SymbolicDist(
|
||||||
|
SymbolicDist.Lognormal.fromMeanAndStdev(mean, stdev),
|
||||||
|
),
|
||||||
|
)
|
||||||
|
| (_, _, Some(Value(mu)), Some(Value(sigma))) =>
|
||||||
|
Ok(`SymbolicDist(`Lognormal({mu, sigma})))
|
||||||
|
| _ => Error("Lognormal distribution would need mean and stdev")
|
||||||
|
};
|
||||||
|
}
|
||||||
|
| _ => Error("Wrong number of variables in lognormal distribution");
|
||||||
|
|
||||||
|
let to_: array(arg) => result(ExpressionTypes.ExpressionTree.node, string) =
|
||||||
|
fun
|
||||||
|
| [|Value(low), Value(high)|] when low <= 0.0 && low < high => {
|
||||||
|
Ok(`SymbolicDist(SymbolicDist.Normal.from90PercentCI(low, high)));
|
||||||
|
}
|
||||||
|
| [|Value(low), Value(high)|] when low < high => {
|
||||||
|
Ok(
|
||||||
|
`SymbolicDist(SymbolicDist.Lognormal.from90PercentCI(low, high)),
|
||||||
|
);
|
||||||
|
}
|
||||||
|
| [|Value(_), Value(_)|] =>
|
||||||
|
Error("Low value must be less than high value.")
|
||||||
|
| _ => Error("Wrong number of variables in lognormal distribution");
|
||||||
|
|
||||||
|
let uniform:
|
||||||
|
array(arg) => result(ExpressionTypes.ExpressionTree.node, string) =
|
||||||
|
fun
|
||||||
|
| [|Value(low), Value(high)|] =>
|
||||||
|
Ok(`SymbolicDist(`Uniform({low, high})))
|
||||||
|
| _ => Error("Wrong number of variables in lognormal distribution");
|
||||||
|
|
||||||
|
let beta: array(arg) => result(ExpressionTypes.ExpressionTree.node, string) =
|
||||||
|
fun
|
||||||
|
| [|Value(alpha), Value(beta)|] =>
|
||||||
|
Ok(`SymbolicDist(`Beta({alpha, beta})))
|
||||||
|
| _ => Error("Wrong number of variables in lognormal distribution");
|
||||||
|
|
||||||
|
let exponential:
|
||||||
|
array(arg) => result(ExpressionTypes.ExpressionTree.node, string) =
|
||||||
|
fun
|
||||||
|
| [|Value(rate)|] => Ok(`SymbolicDist(`Exponential({rate: rate})))
|
||||||
|
| _ => Error("Wrong number of variables in Exponential distribution");
|
||||||
|
|
||||||
|
let cauchy:
|
||||||
|
array(arg) => result(ExpressionTypes.ExpressionTree.node, string) =
|
||||||
|
fun
|
||||||
|
| [|Value(local), Value(scale)|] =>
|
||||||
|
Ok(`SymbolicDist(`Cauchy({local, scale})))
|
||||||
|
| _ => Error("Wrong number of variables in cauchy distribution");
|
||||||
|
|
||||||
|
let triangular:
|
||||||
|
array(arg) => result(ExpressionTypes.ExpressionTree.node, string) =
|
||||||
|
fun
|
||||||
|
| [|Value(low), Value(medium), Value(high)|] =>
|
||||||
|
Ok(`SymbolicDist(`Triangular({low, medium, high})))
|
||||||
|
| _ => Error("Wrong number of variables in triangle distribution");
|
||||||
|
|
||||||
|
let multiModal =
|
||||||
|
(
|
||||||
|
args: array(result(ExpressionTypes.ExpressionTree.node, string)),
|
||||||
|
weights: option(array(float)),
|
||||||
|
) => {
|
||||||
|
let weights = weights |> E.O.default([||]);
|
||||||
|
|
||||||
|
/*let dists: =
|
||||||
|
args
|
||||||
|
|> E.A.fmap(
|
||||||
|
fun
|
||||||
|
| Ok(a) => a
|
||||||
|
| Error(e) => Error(e)
|
||||||
|
);*/
|
||||||
|
|
||||||
|
let firstWithError = args |> Belt.Array.getBy(_, Belt.Result.isError);
|
||||||
|
let withoutErrors = args |> E.A.fmap(E.R.toOption) |> E.A.O.concatSomes;
|
||||||
|
|
||||||
|
switch (firstWithError) {
|
||||||
|
| Some(Error(e)) => Error(e)
|
||||||
|
| None when withoutErrors |> E.A.length == 0 =>
|
||||||
|
Error("Multimodals need at least one input")
|
||||||
|
| _ =>
|
||||||
|
let components =
|
||||||
|
withoutErrors
|
||||||
|
|> E.A.fmapi((index, t) => {
|
||||||
|
let w = weights |> E.A.get(_, index) |> E.O.default(1.0);
|
||||||
|
|
||||||
|
`VerticalScaling((`Multiply, t, `SymbolicDist(`Float(w))));
|
||||||
|
});
|
||||||
|
|
||||||
|
let pointwiseSum =
|
||||||
|
components
|
||||||
|
|> Js.Array.sliceFrom(1)
|
||||||
|
|> E.A.fold_left(
|
||||||
|
(acc, x) => {`PointwiseCombination((`Add, acc, x))},
|
||||||
|
E.A.unsafe_get(components, 0),
|
||||||
|
);
|
||||||
|
|
||||||
|
Ok(`Normalize(pointwiseSum));
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
let arrayParser =
|
||||||
|
(args: array(arg))
|
||||||
|
: result(ExpressionTypes.ExpressionTree.node, string) => {
|
||||||
|
let samples =
|
||||||
|
args
|
||||||
|
|> E.A.fmap(
|
||||||
|
fun
|
||||||
|
| Value(n) => Some(n)
|
||||||
|
| _ => None,
|
||||||
|
)
|
||||||
|
|> E.A.O.concatSomes;
|
||||||
|
let outputs = Samples.T.fromSamples(samples);
|
||||||
|
let pdf =
|
||||||
|
outputs.shape |> E.O.bind(_, Distributions.Shape.T.toContinuous);
|
||||||
|
let shape =
|
||||||
|
pdf
|
||||||
|
|> E.O.fmap(pdf => {
|
||||||
|
let _pdf = Distributions.Continuous.T.normalize(pdf);
|
||||||
|
let cdf = Distributions.Continuous.T.integral(~cache=None, _pdf);
|
||||||
|
SymbolicDist.ContinuousShape.make(_pdf, cdf);
|
||||||
|
});
|
||||||
|
switch (shape) {
|
||||||
|
| Some(s) => Ok(`SymbolicDist(`ContinuousShape(s)))
|
||||||
|
| None => Error("Rendering did not work")
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
let operationParser =
|
||||||
|
(
|
||||||
|
name: string,
|
||||||
|
args: array(result(ExpressionTypes.ExpressionTree.node, string)),
|
||||||
|
) => {
|
||||||
|
let toOkAlgebraic = r => Ok(`AlgebraicCombination(r));
|
||||||
|
let toOkTrunctate = r => Ok(`Truncate(r));
|
||||||
|
switch (name, args) {
|
||||||
|
| ("add", [|Ok(l), Ok(r)|]) => toOkAlgebraic((`Add, l, r))
|
||||||
|
| ("add", _) => Error("Addition needs two operands")
|
||||||
|
| ("subtract", [|Ok(l), Ok(r)|]) => toOkAlgebraic((`Subtract, l, r))
|
||||||
|
| ("subtract", _) => Error("Subtraction needs two operands")
|
||||||
|
| ("multiply", [|Ok(l), Ok(r)|]) => toOkAlgebraic((`Multiply, l, r))
|
||||||
|
| ("multiply", _) => Error("Multiplication needs two operands")
|
||||||
|
| ("divide", [|Ok(l), Ok(r)|]) => toOkAlgebraic((`Divide, l, r))
|
||||||
|
| ("divide", _) => Error("Division needs two operands")
|
||||||
|
| ("pow", _) => Error("Exponentiation is not yet supported.")
|
||||||
|
| ("leftTruncate", [|Ok(d), Ok(`SymbolicDist(`Float(lc)))|]) =>
|
||||||
|
toOkTrunctate((Some(lc), None, d))
|
||||||
|
| ("leftTruncate", _) =>
|
||||||
|
Error("leftTruncate needs two arguments: the expression and the cutoff")
|
||||||
|
| ("rightTruncate", [|Ok(d), Ok(`SymbolicDist(`Float(rc)))|]) =>
|
||||||
|
toOkTrunctate((None, Some(rc), d))
|
||||||
|
| ("rightTruncate", _) =>
|
||||||
|
Error(
|
||||||
|
"rightTruncate needs two arguments: the expression and the cutoff",
|
||||||
|
)
|
||||||
|
| (
|
||||||
|
"truncate",
|
||||||
|
[|
|
||||||
|
Ok(d),
|
||||||
|
Ok(`SymbolicDist(`Float(lc))),
|
||||||
|
Ok(`SymbolicDist(`Float(rc))),
|
||||||
|
|],
|
||||||
|
) =>
|
||||||
|
toOkTrunctate((Some(lc), Some(rc), d))
|
||||||
|
| ("truncate", _) =>
|
||||||
|
Error("truncate needs three arguments: the expression and both cutoffs")
|
||||||
|
| _ => Error("This type not currently supported")
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
let functionParser = (nodeParser, name, args) => {
|
||||||
|
let parseArgs = () => args |> E.A.fmap(nodeParser);
|
||||||
|
switch (name) {
|
||||||
|
| "normal" => normal(args)
|
||||||
|
| "lognormal" => lognormal(args)
|
||||||
|
| "uniform" => uniform(args)
|
||||||
|
| "beta" => beta(args)
|
||||||
|
| "to" => to_(args)
|
||||||
|
| "exponential" => exponential(args)
|
||||||
|
| "cauchy" => cauchy(args)
|
||||||
|
| "triangular" => triangular(args)
|
||||||
|
| "mm" =>
|
||||||
|
let weights =
|
||||||
|
args
|
||||||
|
|> E.A.last
|
||||||
|
|> E.O.bind(
|
||||||
|
_,
|
||||||
|
fun
|
||||||
|
| Array(values) => Some(values)
|
||||||
|
| _ => None,
|
||||||
|
)
|
||||||
|
|> E.O.fmap(o =>
|
||||||
|
o
|
||||||
|
|> E.A.fmap(
|
||||||
|
fun
|
||||||
|
| Value(r) => Some(r)
|
||||||
|
| _ => None,
|
||||||
|
)
|
||||||
|
|> E.A.O.concatSomes
|
||||||
|
);
|
||||||
|
let possibleDists =
|
||||||
|
E.O.isSome(weights)
|
||||||
|
? Belt.Array.slice(args, ~offset=0, ~len=E.A.length(args) - 1)
|
||||||
|
: args;
|
||||||
|
let dists = possibleDists |> E.A.fmap(nodeParser);
|
||||||
|
multiModal(dists, weights);
|
||||||
|
| "add"
|
||||||
|
| "subtract"
|
||||||
|
| "multiply"
|
||||||
|
| "divide"
|
||||||
|
| "pow"
|
||||||
|
| "leftTruncate"
|
||||||
|
| "rightTruncate"
|
||||||
|
| "truncate" => operationParser(name, parseArgs())
|
||||||
|
| "mean" as n
|
||||||
|
| "inv" as n
|
||||||
|
| "sample" as n
|
||||||
|
| "pdf" as n
|
||||||
|
| n => Error(n ++ "(...) is not currently supported")
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
let rec nodeParser =
|
||||||
|
fun
|
||||||
|
| Value(f) => Ok(`SymbolicDist(`Float(f)))
|
||||||
|
| Fn({name, args}) => functionParser(nodeParser, name, args)
|
||||||
|
| _ => {
|
||||||
|
Error("This type not currently supported");
|
||||||
|
};
|
||||||
|
|
||||||
|
let topLevel =
|
||||||
|
fun
|
||||||
|
| Array(r) => arrayParser(r)
|
||||||
|
| Value(_) as r => nodeParser(r)
|
||||||
|
| Fn(_) as r => nodeParser(r)
|
||||||
|
| Symbol(_) => Error("Symbol not valid as top level")
|
||||||
|
| Object(_) => Error("Object not valid as top level");
|
||||||
|
|
||||||
|
let run = (r): result(ExpressionTypes.ExpressionTree.node, string) =>
|
||||||
|
r |> MathAdtCleaner.run |> topLevel;
|
||||||
|
};
|
||||||
|
|
||||||
|
let fromString = str => {
|
||||||
|
/* We feed the user-typed string into Mathjs.parseMath,
|
||||||
|
which returns a JSON with (hopefully) a single-element array.
|
||||||
|
This array element is the top-level node of a nested-object tree
|
||||||
|
representing the functions/arguments/values/etc. in the string.
|
||||||
|
|
||||||
|
The function MathJsonToMathJsAdt then recursively unpacks this JSON into a typed data structure we can use.
|
||||||
|
Inside of this function, MathAdtToDistDst is called whenever a distribution function is encountered.
|
||||||
|
*/
|
||||||
|
let mathJsToJson = Mathjs.parseMath(str);
|
||||||
|
let mathJsParse =
|
||||||
|
E.R.bind(mathJsToJson, r => {
|
||||||
|
switch (MathJsonToMathJsAdt.run(r)) {
|
||||||
|
| Some(r) => Ok(r)
|
||||||
|
| None => Error("MathJsParse Error")
|
||||||
|
}
|
||||||
|
});
|
||||||
|
|
||||||
|
let value = E.R.bind(mathJsParse, MathAdtToDistDst.run);
|
||||||
|
value;
|
||||||
|
};
|
9
src/distPlus/expressionTree/MathjsWrapper.js
Normal file
9
src/distPlus/expressionTree/MathjsWrapper.js
Normal file
|
@ -0,0 +1,9 @@
|
||||||
|
const math = require("mathjs");
|
||||||
|
|
||||||
|
function parseMath(f) {
|
||||||
|
return JSON.parse(JSON.stringify(math.parse(f)))
|
||||||
|
};
|
||||||
|
|
||||||
|
module.exports = {
|
||||||
|
parseMath,
|
||||||
|
};
|
94
src/distPlus/expressionTree/Operation.re
Normal file
94
src/distPlus/expressionTree/Operation.re
Normal file
|
@ -0,0 +1,94 @@
|
||||||
|
open ExpressionTypes;
|
||||||
|
|
||||||
|
module Algebraic = {
|
||||||
|
type t = algebraicOperation;
|
||||||
|
let toFn: (t, float, float) => float =
|
||||||
|
fun
|
||||||
|
| `Add => (+.)
|
||||||
|
| `Subtract => (-.)
|
||||||
|
| `Multiply => ( *. )
|
||||||
|
| `Divide => (/.);
|
||||||
|
|
||||||
|
let applyFn = (t, f1, f2) => {
|
||||||
|
switch (t, f1, f2) {
|
||||||
|
| (`Divide, _, 0.) => Error("Cannot divide $v1 by zero.")
|
||||||
|
| _ => Ok(toFn(t, f1, f2))
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
let toString =
|
||||||
|
fun
|
||||||
|
| `Add => "+"
|
||||||
|
| `Subtract => "-"
|
||||||
|
| `Multiply => "*"
|
||||||
|
| `Divide => "/";
|
||||||
|
|
||||||
|
let format = (a, b, c) => b ++ " " ++ toString(a) ++ " " ++ c;
|
||||||
|
};
|
||||||
|
|
||||||
|
module Pointwise = {
|
||||||
|
type t = pointwiseOperation;
|
||||||
|
let toString =
|
||||||
|
fun
|
||||||
|
| `Add => "+"
|
||||||
|
| `Multiply => "*";
|
||||||
|
|
||||||
|
let format = (a, b, c) => b ++ " " ++ toString(a) ++ " " ++ c;
|
||||||
|
};
|
||||||
|
|
||||||
|
module DistToFloat = {
|
||||||
|
type t = distToFloatOperation;
|
||||||
|
|
||||||
|
let format = (operation, value) =>
|
||||||
|
switch (operation) {
|
||||||
|
| `Pdf(f) => {j|pdf(x=$f,$value)|j}
|
||||||
|
| `Inv(f) => {j|inv(x=$f,$value)|j}
|
||||||
|
| `Sample => "sample($value)"
|
||||||
|
| `Mean => "mean($value)"
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
module Scale = {
|
||||||
|
type t = scaleOperation;
|
||||||
|
let toFn =
|
||||||
|
fun
|
||||||
|
| `Multiply => ( *. )
|
||||||
|
| `Exponentiate => ( ** )
|
||||||
|
| `Log => ((a, b) => log(a) /. log(b));
|
||||||
|
|
||||||
|
let format = (operation: t, value, scaleBy) =>
|
||||||
|
switch (operation) {
|
||||||
|
| `Multiply => {j|verticalMultiply($value, $scaleBy) |j}
|
||||||
|
| `Exponentiate => {j|verticalExponentiate($value, $scaleBy) |j}
|
||||||
|
| `Log => {j|verticalLog($value, $scaleBy) |j}
|
||||||
|
};
|
||||||
|
|
||||||
|
let toKnownIntegralSumFn =
|
||||||
|
fun
|
||||||
|
| `Multiply => ((a, b) => Some(a *. b))
|
||||||
|
| `Exponentiate => ((_, _) => None)
|
||||||
|
| `Log => ((_, _) => None);
|
||||||
|
};
|
||||||
|
|
||||||
|
module T = {
|
||||||
|
let truncateToString =
|
||||||
|
(left: option(float), right: option(float), nodeToString) => {
|
||||||
|
let left = left |> E.O.dimap(Js.Float.toString, () => "-inf");
|
||||||
|
let right = right |> E.O.dimap(Js.Float.toString, () => "inf");
|
||||||
|
{j|truncate($nodeToString, $left, $right)|j};
|
||||||
|
};
|
||||||
|
let toString = nodeToString =>
|
||||||
|
fun
|
||||||
|
| `AlgebraicCombination(op, t1, t2) =>
|
||||||
|
Algebraic.format(op, nodeToString(t1), nodeToString(t2))
|
||||||
|
| `PointwiseCombination(op, t1, t2) =>
|
||||||
|
Pointwise.format(op, nodeToString(t1), nodeToString(t2))
|
||||||
|
| `VerticalScaling(scaleOp, t, scaleBy) =>
|
||||||
|
Scale.format(scaleOp, nodeToString(t), nodeToString(scaleBy))
|
||||||
|
| `Normalize(t) => "normalize(k" ++ nodeToString(t) ++ ")"
|
||||||
|
| `FloatFromDist(floatFromDistOp, t) =>
|
||||||
|
DistToFloat.format(floatFromDistOp, nodeToString(t))
|
||||||
|
| `Truncate(lc, rc, t) => truncateToString(lc, rc, nodeToString(t))
|
||||||
|
| `Render(t) => nodeToString(t)
|
||||||
|
| _ => ""; // SymbolicDist and RenderedDist are handled in ExpressionTree.toString.
|
||||||
|
};
|
|
@ -1,13 +1,13 @@
|
||||||
let truncateIfShould =
|
let downsampleIfShould =
|
||||||
(
|
(
|
||||||
{recommendedLength, shouldTruncate}: RenderTypes.DistPlusRenderer.inputs,
|
{recommendedLength, shouldDownsample}: RenderTypes.DistPlusRenderer.inputs,
|
||||||
outputs: RenderTypes.ShapeRenderer.Combined.outputs,
|
outputs: RenderTypes.ShapeRenderer.Combined.outputs,
|
||||||
dist,
|
dist,
|
||||||
) => {
|
) => {
|
||||||
let willTruncate =
|
let willDownsample =
|
||||||
shouldTruncate
|
shouldDownsample
|
||||||
&& RenderTypes.ShapeRenderer.Combined.methodUsed(outputs) == `Sampling;
|
&& RenderTypes.ShapeRenderer.Combined.methodUsed(outputs) == `Sampling;
|
||||||
willTruncate ? dist |> Distributions.DistPlus.T.truncate(recommendedLength) : dist;
|
willDownsample ? dist |> Distributions.DistPlus.T.downsample(recommendedLength) : dist;
|
||||||
};
|
};
|
||||||
|
|
||||||
let run =
|
let run =
|
||||||
|
@ -21,7 +21,7 @@ let run =
|
||||||
~guesstimatorString=Some(inputs.distPlusIngredients.guesstimatorString),
|
~guesstimatorString=Some(inputs.distPlusIngredients.guesstimatorString),
|
||||||
(),
|
(),
|
||||||
)
|
)
|
||||||
|> Distributions.DistPlus.T.scaleToIntegralSum(~intendedSum=1.0);
|
|> Distributions.DistPlus.T.normalize;
|
||||||
let outputs =
|
let outputs =
|
||||||
ShapeRenderer.run({
|
ShapeRenderer.run({
|
||||||
samplingInputs: inputs.samplingInputs,
|
samplingInputs: inputs.samplingInputs,
|
||||||
|
@ -32,6 +32,6 @@ let run =
|
||||||
});
|
});
|
||||||
let shape = outputs |> RenderTypes.ShapeRenderer.Combined.getShape;
|
let shape = outputs |> RenderTypes.ShapeRenderer.Combined.getShape;
|
||||||
let dist =
|
let dist =
|
||||||
shape |> E.O.fmap(toDist) |> E.O.fmap(truncateIfShould(inputs, outputs));
|
shape |> E.O.fmap(toDist) |> E.O.fmap(downsampleIfShould(inputs, outputs));
|
||||||
RenderTypes.DistPlusRenderer.Outputs.make(outputs, dist);
|
RenderTypes.DistPlusRenderer.Outputs.make(outputs, dist);
|
||||||
};
|
};
|
||||||
|
|
|
@ -43,7 +43,7 @@ module ShapeRenderer = {
|
||||||
module Symbolic = {
|
module Symbolic = {
|
||||||
type inputs = {length: int};
|
type inputs = {length: int};
|
||||||
type outputs = {
|
type outputs = {
|
||||||
graph: SymbolicDist.bigDist,
|
graph: ExpressionTypes.ExpressionTree.node,
|
||||||
shape: DistTypes.shape,
|
shape: DistTypes.shape,
|
||||||
};
|
};
|
||||||
let make = (graph, shape) => {graph, shape};
|
let make = (graph, shape) => {graph, shape};
|
||||||
|
@ -75,7 +75,7 @@ module ShapeRenderer = {
|
||||||
|
|
||||||
module DistPlusRenderer = {
|
module DistPlusRenderer = {
|
||||||
let defaultRecommendedLength = 10000;
|
let defaultRecommendedLength = 10000;
|
||||||
let defaultShouldTruncate = true;
|
let defaultShouldDownsample = true;
|
||||||
type ingredients = {
|
type ingredients = {
|
||||||
guesstimatorString: string,
|
guesstimatorString: string,
|
||||||
domain: DistTypes.domain,
|
domain: DistTypes.domain,
|
||||||
|
@ -85,7 +85,7 @@ module DistPlusRenderer = {
|
||||||
distPlusIngredients: ingredients,
|
distPlusIngredients: ingredients,
|
||||||
samplingInputs: ShapeRenderer.Sampling.inputs,
|
samplingInputs: ShapeRenderer.Sampling.inputs,
|
||||||
recommendedLength: int,
|
recommendedLength: int,
|
||||||
shouldTruncate: bool,
|
shouldDownsample: bool,
|
||||||
};
|
};
|
||||||
module Ingredients = {
|
module Ingredients = {
|
||||||
let make =
|
let make =
|
||||||
|
@ -105,7 +105,7 @@ module DistPlusRenderer = {
|
||||||
(
|
(
|
||||||
~samplingInputs=ShapeRenderer.Sampling.Inputs.empty,
|
~samplingInputs=ShapeRenderer.Sampling.Inputs.empty,
|
||||||
~recommendedLength=defaultRecommendedLength,
|
~recommendedLength=defaultRecommendedLength,
|
||||||
~shouldTruncate=defaultShouldTruncate,
|
~shouldDownsample=defaultShouldDownsample,
|
||||||
~distPlusIngredients,
|
~distPlusIngredients,
|
||||||
(),
|
(),
|
||||||
)
|
)
|
||||||
|
@ -113,7 +113,7 @@ module DistPlusRenderer = {
|
||||||
distPlusIngredients,
|
distPlusIngredients,
|
||||||
samplingInputs,
|
samplingInputs,
|
||||||
recommendedLength,
|
recommendedLength,
|
||||||
shouldTruncate,
|
shouldDownsample,
|
||||||
};
|
};
|
||||||
type outputs = {
|
type outputs = {
|
||||||
shapeRenderOutputs: ShapeRenderer.Combined.outputs,
|
shapeRenderOutputs: ShapeRenderer.Combined.outputs,
|
||||||
|
@ -124,4 +124,4 @@ module DistPlusRenderer = {
|
||||||
let shapeRenderOutputs = (t:outputs) => t.shapeRenderOutputs
|
let shapeRenderOutputs = (t:outputs) => t.shapeRenderOutputs
|
||||||
let make = (shapeRenderOutputs, distPlus) => {shapeRenderOutputs, distPlus};
|
let make = (shapeRenderOutputs, distPlus) => {shapeRenderOutputs, distPlus};
|
||||||
}
|
}
|
||||||
};
|
};
|
||||||
|
|
|
@ -21,7 +21,7 @@ let runSymbolic = (guesstimatorString, length) => {
|
||||||
|> E.R.fmap(g =>
|
|> E.R.fmap(g =>
|
||||||
RenderTypes.ShapeRenderer.Symbolic.make(
|
RenderTypes.ShapeRenderer.Symbolic.make(
|
||||||
g,
|
g,
|
||||||
SymbolicDist.toShape(length, g),
|
ExpressionTree.toShape(length, g),
|
||||||
)
|
)
|
||||||
);
|
);
|
||||||
};
|
};
|
||||||
|
@ -43,4 +43,4 @@ let run =
|
||||||
};
|
};
|
||||||
Js.log3("IS SOME?", symbolic |> E.R.toOption |> E.O.isSome, symbolic);
|
Js.log3("IS SOME?", symbolic |> E.R.toOption |> E.O.isSome, symbolic);
|
||||||
{symbolic: Some(symbolic), sampling};
|
{symbolic: Some(symbolic), sampling};
|
||||||
};
|
};
|
||||||
|
|
|
@ -4,10 +4,10 @@ type discrete = {
|
||||||
ys: array(float),
|
ys: array(float),
|
||||||
};
|
};
|
||||||
|
|
||||||
let jsToDistDiscrete = (d: discrete): DistTypes.discreteShape => {
|
let jsToDistDiscrete = (d: discrete): DistTypes.discreteShape => {xyShape: {
|
||||||
xs: xsGet(d),
|
xs: xsGet(d),
|
||||||
ys: ysGet(d),
|
ys: ysGet(d),
|
||||||
};
|
}, knownIntegralSum: None};
|
||||||
|
|
||||||
[@bs.module "./GuesstimatorLibrary.js"]
|
[@bs.module "./GuesstimatorLibrary.js"]
|
||||||
external stringToSamples: (string, int) => array(float) = "stringToSamples";
|
external stringToSamples: (string, int) => array(float) = "stringToSamples";
|
||||||
|
|
|
@ -115,11 +115,12 @@ module T = {
|
||||||
Array.fast_sort(compare, samples);
|
Array.fast_sort(compare, samples);
|
||||||
let (continuousPart, discretePart) = E.A.Sorted.Floats.split(samples);
|
let (continuousPart, discretePart) = E.A.Sorted.Floats.split(samples);
|
||||||
let length = samples |> E.A.length |> float_of_int;
|
let length = samples |> E.A.length |> float_of_int;
|
||||||
let discrete: DistTypes.xyShape =
|
let discrete: DistTypes.discreteShape =
|
||||||
discretePart
|
discretePart
|
||||||
|> E.FloatFloatMap.fmap(r => r /. length)
|
|> E.FloatFloatMap.fmap(r => r /. length)
|
||||||
|> E.FloatFloatMap.toArray
|
|> E.FloatFloatMap.toArray
|
||||||
|> XYShape.T.fromZippedArray;
|
|> XYShape.T.fromZippedArray
|
||||||
|
|> Distributions.Discrete.make(_, None);
|
||||||
|
|
||||||
let pdf =
|
let pdf =
|
||||||
continuousPart |> E.A.length > 5
|
continuousPart |> E.A.length > 5
|
||||||
|
@ -149,14 +150,14 @@ module T = {
|
||||||
~outputXYPoints=samplingInputs.outputXYPoints,
|
~outputXYPoints=samplingInputs.outputXYPoints,
|
||||||
formatUnitWidth(usedUnitWidth),
|
formatUnitWidth(usedUnitWidth),
|
||||||
)
|
)
|
||||||
|> Distributions.Continuous.make(`Linear)
|
|> Distributions.Continuous.make(`Linear, _, None)
|
||||||
|> (r => Some((r, foo)));
|
|> (r => Some((r, foo)));
|
||||||
}
|
}
|
||||||
: None;
|
: None;
|
||||||
let shape =
|
let shape =
|
||||||
MixedShapeBuilder.buildSimple(
|
MixedShapeBuilder.buildSimple(
|
||||||
~continuous=pdf |> E.O.fmap(fst),
|
~continuous=pdf |> E.O.fmap(fst),
|
||||||
~discrete,
|
~discrete=Some(discrete),
|
||||||
);
|
);
|
||||||
let samplesParse: RenderTypes.ShapeRenderer.Sampling.outputs = {
|
let samplesParse: RenderTypes.ShapeRenderer.Sampling.outputs = {
|
||||||
continuousParseParams: pdf |> E.O.fmap(snd),
|
continuousParseParams: pdf |> E.O.fmap(snd),
|
||||||
|
@ -196,4 +197,4 @@ module T = {
|
||||||
Some(fromSamples(~samplingInputs, samples));
|
Some(fromSamples(~samplingInputs, samples));
|
||||||
};
|
};
|
||||||
};
|
};
|
||||||
};
|
};
|
||||||
|
|
|
@ -1,273 +0,0 @@
|
||||||
// todo: rename to SymbolicParser
|
|
||||||
|
|
||||||
module MathJsonToMathJsAdt = {
|
|
||||||
type arg =
|
|
||||||
| Symbol(string)
|
|
||||||
| Value(float)
|
|
||||||
| Fn(fn)
|
|
||||||
| Array(array(arg))
|
|
||||||
| Object(Js.Dict.t(arg))
|
|
||||||
and fn = {
|
|
||||||
name: string,
|
|
||||||
args: array(arg),
|
|
||||||
};
|
|
||||||
|
|
||||||
let rec run = (j: Js.Json.t) =>
|
|
||||||
Json.Decode.(
|
|
||||||
switch (field("mathjs", string, j)) {
|
|
||||||
| "FunctionNode" =>
|
|
||||||
let args = j |> field("args", array(run));
|
|
||||||
Some(
|
|
||||||
Fn({
|
|
||||||
name: j |> field("fn", field("name", string)),
|
|
||||||
args: args |> E.A.O.concatSomes,
|
|
||||||
}),
|
|
||||||
);
|
|
||||||
| "OperatorNode" =>
|
|
||||||
let args = j |> field("args", array(run));
|
|
||||||
Some(
|
|
||||||
Fn({
|
|
||||||
name: j |> field("fn", string),
|
|
||||||
args: args |> E.A.O.concatSomes,
|
|
||||||
}),
|
|
||||||
);
|
|
||||||
| "ConstantNode" =>
|
|
||||||
optional(field("value", Json.Decode.float), j)
|
|
||||||
|> E.O.fmap(r => Value(r))
|
|
||||||
| "ParenthesisNode" => j |> field("content", run)
|
|
||||||
| "ObjectNode" =>
|
|
||||||
let properties = j |> field("properties", dict(run));
|
|
||||||
Js.Dict.entries(properties)
|
|
||||||
|> E.A.fmap(((key, value)) => value |> E.O.fmap(v => (key, v)))
|
|
||||||
|> E.A.O.concatSomes
|
|
||||||
|> Js.Dict.fromArray
|
|
||||||
|> (r => Some(Object(r)));
|
|
||||||
| "ArrayNode" =>
|
|
||||||
let items = field("items", array(run), j);
|
|
||||||
Some(Array(items |> E.A.O.concatSomes));
|
|
||||||
| "SymbolNode" => Some(Symbol(field("name", string, j)))
|
|
||||||
| n =>
|
|
||||||
Js.log3("Couldn't parse mathjs node", j, n);
|
|
||||||
None;
|
|
||||||
}
|
|
||||||
);
|
|
||||||
};
|
|
||||||
|
|
||||||
module MathAdtToDistDst = {
|
|
||||||
open MathJsonToMathJsAdt;
|
|
||||||
|
|
||||||
module MathAdtCleaner = {
|
|
||||||
let transformWithSymbol = (f: float, s: string) =>
|
|
||||||
switch (s) {
|
|
||||||
| "K"
|
|
||||||
| "k" => f *. 1000.
|
|
||||||
| "M"
|
|
||||||
| "m" => f *. 1000000.
|
|
||||||
| "B"
|
|
||||||
| "b" => f *. 1000000000.
|
|
||||||
| "T"
|
|
||||||
| "t" => f *. 1000000000000.
|
|
||||||
| _ => f
|
|
||||||
};
|
|
||||||
|
|
||||||
let rec run =
|
|
||||||
fun
|
|
||||||
| Fn({name: "multiply", args: [|Value(f), Symbol(s)|]}) =>
|
|
||||||
Value(transformWithSymbol(f, s))
|
|
||||||
| Fn({name: "unaryMinus", args: [|Value(f)|]}) => Value((-1.0) *. f)
|
|
||||||
| Fn({name, args}) => Fn({name, args: args |> E.A.fmap(run)})
|
|
||||||
| Array(args) => Array(args |> E.A.fmap(run))
|
|
||||||
| Symbol(s) => Symbol(s)
|
|
||||||
| Value(v) => Value(v)
|
|
||||||
| Object(v) =>
|
|
||||||
Object(
|
|
||||||
v
|
|
||||||
|> Js.Dict.entries
|
|
||||||
|> E.A.fmap(((key, value)) => (key, run(value)))
|
|
||||||
|> Js.Dict.fromArray,
|
|
||||||
);
|
|
||||||
};
|
|
||||||
|
|
||||||
let normal: array(arg) => result(SymbolicDist.bigDist, string) =
|
|
||||||
fun
|
|
||||||
| [|Value(mean), Value(stdev)|] =>
|
|
||||||
Ok(`Simple(`Normal({mean, stdev})))
|
|
||||||
| _ => Error("Wrong number of variables in normal distribution");
|
|
||||||
|
|
||||||
let lognormal: array(arg) => result(SymbolicDist.bigDist, string) =
|
|
||||||
fun
|
|
||||||
| [|Value(mu), Value(sigma)|] => Ok(`Simple(`Lognormal({mu, sigma})))
|
|
||||||
| [|Object(o)|] => {
|
|
||||||
let g = Js.Dict.get(o);
|
|
||||||
switch (g("mean"), g("stdev"), g("mu"), g("sigma")) {
|
|
||||||
| (Some(Value(mean)), Some(Value(stdev)), _, _) =>
|
|
||||||
Ok(`Simple(SymbolicDist.Lognormal.fromMeanAndStdev(mean, stdev)))
|
|
||||||
| (_, _, Some(Value(mu)), Some(Value(sigma))) =>
|
|
||||||
Ok(`Simple(`Lognormal({mu, sigma})))
|
|
||||||
| _ => Error("Lognormal distribution would need mean and stdev")
|
|
||||||
};
|
|
||||||
}
|
|
||||||
| _ => Error("Wrong number of variables in lognormal distribution");
|
|
||||||
|
|
||||||
let to_: array(arg) => result(SymbolicDist.bigDist, string) =
|
|
||||||
fun
|
|
||||||
| [|Value(low), Value(high)|] when low <= 0.0 && low < high=> {
|
|
||||||
Ok(`Simple(SymbolicDist.Normal.from90PercentCI(low, high)));
|
|
||||||
}
|
|
||||||
| [|Value(low), Value(high)|] when low < high => {
|
|
||||||
Ok(`Simple(SymbolicDist.Lognormal.from90PercentCI(low, high)));
|
|
||||||
}
|
|
||||||
| [|Value(_), Value(_)|] =>
|
|
||||||
Error("Low value must be less than high value.")
|
|
||||||
| _ => Error("Wrong number of variables in lognormal distribution");
|
|
||||||
|
|
||||||
let uniform: array(arg) => result(SymbolicDist.bigDist, string) =
|
|
||||||
fun
|
|
||||||
| [|Value(low), Value(high)|] => Ok(`Simple(`Uniform({low, high})))
|
|
||||||
| _ => Error("Wrong number of variables in lognormal distribution");
|
|
||||||
|
|
||||||
let beta: array(arg) => result(SymbolicDist.bigDist, string) =
|
|
||||||
fun
|
|
||||||
| [|Value(alpha), Value(beta)|] => Ok(`Simple(`Beta({alpha, beta})))
|
|
||||||
| _ => Error("Wrong number of variables in lognormal distribution");
|
|
||||||
|
|
||||||
let exponential: array(arg) => result(SymbolicDist.bigDist, string) =
|
|
||||||
fun
|
|
||||||
| [|Value(rate)|] => Ok(`Simple(`Exponential({rate: rate})))
|
|
||||||
| _ => Error("Wrong number of variables in Exponential distribution");
|
|
||||||
|
|
||||||
let cauchy: array(arg) => result(SymbolicDist.bigDist, string) =
|
|
||||||
fun
|
|
||||||
| [|Value(local), Value(scale)|] =>
|
|
||||||
Ok(`Simple(`Cauchy({local, scale})))
|
|
||||||
| _ => Error("Wrong number of variables in cauchy distribution");
|
|
||||||
|
|
||||||
let triangular: array(arg) => result(SymbolicDist.bigDist, string) =
|
|
||||||
fun
|
|
||||||
| [|Value(low), Value(medium), Value(high)|] =>
|
|
||||||
Ok(`Simple(`Triangular({low, medium, high})))
|
|
||||||
| _ => Error("Wrong number of variables in triangle distribution");
|
|
||||||
|
|
||||||
let multiModal =
|
|
||||||
(
|
|
||||||
args: array(result(SymbolicDist.bigDist, string)),
|
|
||||||
weights: option(array(float)),
|
|
||||||
) => {
|
|
||||||
let weights = weights |> E.O.default([||]);
|
|
||||||
let dists =
|
|
||||||
args
|
|
||||||
|> E.A.fmap(
|
|
||||||
fun
|
|
||||||
| Ok(`Simple(n)) => Ok(n)
|
|
||||||
| Error(e) => Error(e)
|
|
||||||
| Ok(k) => Error(SymbolicDist.toString(k)),
|
|
||||||
);
|
|
||||||
let firstWithError = dists |> Belt.Array.getBy(_, Belt.Result.isError);
|
|
||||||
let withoutErrors = dists |> E.A.fmap(E.R.toOption) |> E.A.O.concatSomes;
|
|
||||||
switch (firstWithError) {
|
|
||||||
| Some(Error(e)) => Error(e)
|
|
||||||
| None when withoutErrors |> E.A.length == 0 =>
|
|
||||||
Error("Multimodals need at least one input")
|
|
||||||
| _ =>
|
|
||||||
withoutErrors
|
|
||||||
|> E.A.fmapi((index, item) =>
|
|
||||||
(item, weights |> E.A.get(_, index) |> E.O.default(1.0))
|
|
||||||
)
|
|
||||||
|> (r => Ok(`PointwiseCombination(r)))
|
|
||||||
};
|
|
||||||
};
|
|
||||||
|
|
||||||
let arrayParser = (args:array(arg)):result(SymbolicDist.bigDist, string) => {
|
|
||||||
let samples = args
|
|
||||||
|> E.A.fmap(
|
|
||||||
fun
|
|
||||||
| Value(n) => Some(n)
|
|
||||||
| _ => None
|
|
||||||
)
|
|
||||||
|> E.A.O.concatSomes
|
|
||||||
let outputs = Samples.T.fromSamples(samples);
|
|
||||||
let pdf = outputs.shape |> E.O.bind(_,Distributions.Shape.T.toContinuous)
|
|
||||||
let shape = pdf |> E.O.fmap(pdf => {
|
|
||||||
let _pdf = Distributions.Continuous.T.scaleToIntegralSum(~cache=None, ~intendedSum=1.0, pdf);
|
|
||||||
let cdf = Distributions.Continuous.T.integral(~cache=None, _pdf);
|
|
||||||
SymbolicDist.ContinuousShape.make(_pdf, cdf)
|
|
||||||
})
|
|
||||||
switch(shape){
|
|
||||||
| Some(s) => Ok(`Simple(`ContinuousShape(s)))
|
|
||||||
| None => Error("Rendering did not work")
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|
||||||
let rec functionParser = (r): result(SymbolicDist.bigDist, string) =>
|
|
||||||
r
|
|
||||||
|> (
|
|
||||||
fun
|
|
||||||
| Fn({name: "normal", args}) => normal(args)
|
|
||||||
| Fn({name: "lognormal", args}) => lognormal(args)
|
|
||||||
| Fn({name: "uniform", args}) => uniform(args)
|
|
||||||
| Fn({name: "beta", args}) => beta(args)
|
|
||||||
| Fn({name: "to", args}) => to_(args)
|
|
||||||
| Fn({name: "exponential", args}) => exponential(args)
|
|
||||||
| Fn({name: "cauchy", args}) => cauchy(args)
|
|
||||||
| Fn({name: "triangular", args}) => triangular(args)
|
|
||||||
| Value(f) => Ok(`Simple(`Float(f)))
|
|
||||||
| Fn({name: "mm", args}) => {
|
|
||||||
let weights =
|
|
||||||
args
|
|
||||||
|> E.A.last
|
|
||||||
|> E.O.bind(
|
|
||||||
_,
|
|
||||||
fun
|
|
||||||
| Array(values) => Some(values)
|
|
||||||
| _ => None,
|
|
||||||
)
|
|
||||||
|> E.O.fmap(o =>
|
|
||||||
o
|
|
||||||
|> E.A.fmap(
|
|
||||||
fun
|
|
||||||
| Value(r) => Some(r)
|
|
||||||
| _ => None,
|
|
||||||
)
|
|
||||||
|> E.A.O.concatSomes
|
|
||||||
);
|
|
||||||
let possibleDists =
|
|
||||||
E.O.isSome(weights)
|
|
||||||
? Belt.Array.slice(args, ~offset=0, ~len=E.A.length(args) - 1)
|
|
||||||
: args;
|
|
||||||
let dists = possibleDists |> E.A.fmap(functionParser);
|
|
||||||
multiModal(dists, weights);
|
|
||||||
}
|
|
||||||
| Fn({name}) => Error(name ++ ": function not supported")
|
|
||||||
| _ => {
|
|
||||||
Error("This type not currently supported");
|
|
||||||
}
|
|
||||||
);
|
|
||||||
|
|
||||||
let topLevel = (r): result(SymbolicDist.bigDist, string) =>
|
|
||||||
r
|
|
||||||
|> (
|
|
||||||
fun
|
|
||||||
| Fn(_) => functionParser(r)
|
|
||||||
| Value(r) => Ok(`Simple(`Float(r)))
|
|
||||||
| Array(r) => arrayParser(r)
|
|
||||||
| Symbol(_) => Error("Symbol not valid as top level")
|
|
||||||
| Object(_) => Error("Object not valid as top level")
|
|
||||||
);
|
|
||||||
|
|
||||||
let run = (r): result(SymbolicDist.bigDist, string) =>
|
|
||||||
r |> MathAdtCleaner.run |> topLevel;
|
|
||||||
};
|
|
||||||
|
|
||||||
let fromString = str => {
|
|
||||||
let mathJsToJson = Mathjs.parseMath(str);
|
|
||||||
let mathJsParse =
|
|
||||||
E.R.bind(mathJsToJson, r =>
|
|
||||||
switch (MathJsonToMathJsAdt.run(r)) {
|
|
||||||
| Some(r) => Ok(r)
|
|
||||||
| None => Error("MathJsParse Error")
|
|
||||||
}
|
|
||||||
);
|
|
||||||
let value = E.R.bind(mathJsParse, MathAdtToDistDst.run);
|
|
||||||
value;
|
|
||||||
};
|
|
|
@ -1,8 +0,0 @@
|
||||||
|
|
||||||
const math = require("mathjs");
|
|
||||||
|
|
||||||
function parseMath(f){ return JSON.parse(JSON.stringify(math.parse(f))) };
|
|
||||||
|
|
||||||
module.exports = {
|
|
||||||
parseMath,
|
|
||||||
};
|
|
|
@ -1,70 +1,18 @@
|
||||||
type normal = {
|
open SymbolicTypes;
|
||||||
mean: float,
|
|
||||||
stdev: float,
|
|
||||||
};
|
|
||||||
|
|
||||||
type lognormal = {
|
|
||||||
mu: float,
|
|
||||||
sigma: float,
|
|
||||||
};
|
|
||||||
|
|
||||||
type uniform = {
|
|
||||||
low: float,
|
|
||||||
high: float,
|
|
||||||
};
|
|
||||||
|
|
||||||
type beta = {
|
|
||||||
alpha: float,
|
|
||||||
beta: float,
|
|
||||||
};
|
|
||||||
|
|
||||||
type exponential = {rate: float};
|
|
||||||
|
|
||||||
type cauchy = {
|
|
||||||
local: float,
|
|
||||||
scale: float,
|
|
||||||
};
|
|
||||||
|
|
||||||
type triangular = {
|
|
||||||
low: float,
|
|
||||||
medium: float,
|
|
||||||
high: float,
|
|
||||||
};
|
|
||||||
|
|
||||||
type continuousShape = {
|
|
||||||
pdf: DistTypes.continuousShape,
|
|
||||||
cdf: DistTypes.continuousShape,
|
|
||||||
};
|
|
||||||
|
|
||||||
type contType = [ | `Continuous | `Discrete];
|
|
||||||
|
|
||||||
type dist = [
|
|
||||||
| `Normal(normal)
|
|
||||||
| `Beta(beta)
|
|
||||||
| `Lognormal(lognormal)
|
|
||||||
| `Uniform(uniform)
|
|
||||||
| `Exponential(exponential)
|
|
||||||
| `Cauchy(cauchy)
|
|
||||||
| `Triangular(triangular)
|
|
||||||
| `ContinuousShape(continuousShape)
|
|
||||||
| `Float(float)
|
|
||||||
];
|
|
||||||
|
|
||||||
type pointwiseAdd = array((dist, float));
|
|
||||||
|
|
||||||
type bigDist = [ | `Simple(dist) | `PointwiseCombination(pointwiseAdd)];
|
|
||||||
|
|
||||||
module ContinuousShape = {
|
module ContinuousShape = {
|
||||||
type t = continuousShape;
|
type t = continuousShape;
|
||||||
let make = (pdf, cdf): t => {pdf, cdf};
|
let make = (pdf, cdf): t => {pdf, cdf};
|
||||||
let pdf = (x, t: t) =>
|
let pdf = (x, t: t) =>
|
||||||
Distributions.Continuous.T.xToY(x, t.pdf).continuous;
|
Distributions.Continuous.T.xToY(x, t.pdf).continuous;
|
||||||
|
// TODO: pdf and inv are currently the same, this seems broken.
|
||||||
let inv = (p, t: t) =>
|
let inv = (p, t: t) =>
|
||||||
Distributions.Continuous.T.xToY(p, t.pdf).continuous;
|
Distributions.Continuous.T.xToY(p, t.pdf).continuous;
|
||||||
// TODO: Fix the sampling, to have it work correctly.
|
// TODO: Fix the sampling, to have it work correctly.
|
||||||
let sample = (t: t) => 3.0;
|
let sample = (t: t) => 3.0;
|
||||||
|
// TODO: Fix the mean, to have it work correctly.
|
||||||
|
let mean = (t: t) => Ok(0.0);
|
||||||
let toString = t => {j|CustomContinuousShape|j};
|
let toString = t => {j|CustomContinuousShape|j};
|
||||||
let contType: contType = `Continuous;
|
|
||||||
};
|
};
|
||||||
|
|
||||||
module Exponential = {
|
module Exponential = {
|
||||||
|
@ -72,8 +20,8 @@ module Exponential = {
|
||||||
let pdf = (x, t: t) => Jstat.exponential##pdf(x, t.rate);
|
let pdf = (x, t: t) => Jstat.exponential##pdf(x, t.rate);
|
||||||
let inv = (p, t: t) => Jstat.exponential##inv(p, t.rate);
|
let inv = (p, t: t) => Jstat.exponential##inv(p, t.rate);
|
||||||
let sample = (t: t) => Jstat.exponential##sample(t.rate);
|
let sample = (t: t) => Jstat.exponential##sample(t.rate);
|
||||||
|
let mean = (t: t) => Ok(Jstat.exponential##mean(t.rate));
|
||||||
let toString = ({rate}: t) => {j|Exponential($rate)|j};
|
let toString = ({rate}: t) => {j|Exponential($rate)|j};
|
||||||
let contType: contType = `Continuous;
|
|
||||||
};
|
};
|
||||||
|
|
||||||
module Cauchy = {
|
module Cauchy = {
|
||||||
|
@ -81,8 +29,8 @@ module Cauchy = {
|
||||||
let pdf = (x, t: t) => Jstat.cauchy##pdf(x, t.local, t.scale);
|
let pdf = (x, t: t) => Jstat.cauchy##pdf(x, t.local, t.scale);
|
||||||
let inv = (p, t: t) => Jstat.cauchy##inv(p, t.local, t.scale);
|
let inv = (p, t: t) => Jstat.cauchy##inv(p, t.local, t.scale);
|
||||||
let sample = (t: t) => Jstat.cauchy##sample(t.local, t.scale);
|
let sample = (t: t) => Jstat.cauchy##sample(t.local, t.scale);
|
||||||
|
let mean = (_: t) => Error("Cauchy distributions have no mean value.");
|
||||||
let toString = ({local, scale}: t) => {j|Cauchy($local, $scale)|j};
|
let toString = ({local, scale}: t) => {j|Cauchy($local, $scale)|j};
|
||||||
let contType: contType = `Continuous;
|
|
||||||
};
|
};
|
||||||
|
|
||||||
module Triangular = {
|
module Triangular = {
|
||||||
|
@ -90,8 +38,8 @@ module Triangular = {
|
||||||
let pdf = (x, t: t) => Jstat.triangular##pdf(x, t.low, t.high, t.medium);
|
let pdf = (x, t: t) => Jstat.triangular##pdf(x, t.low, t.high, t.medium);
|
||||||
let inv = (p, t: t) => Jstat.triangular##inv(p, t.low, t.high, t.medium);
|
let inv = (p, t: t) => Jstat.triangular##inv(p, t.low, t.high, t.medium);
|
||||||
let sample = (t: t) => Jstat.triangular##sample(t.low, t.high, t.medium);
|
let sample = (t: t) => Jstat.triangular##sample(t.low, t.high, t.medium);
|
||||||
|
let mean = (t: t) => Ok(Jstat.triangular##mean(t.low, t.high, t.medium));
|
||||||
let toString = ({low, medium, high}: t) => {j|Triangular($low, $medium, $high)|j};
|
let toString = ({low, medium, high}: t) => {j|Triangular($low, $medium, $high)|j};
|
||||||
let contType: contType = `Continuous;
|
|
||||||
};
|
};
|
||||||
|
|
||||||
module Normal = {
|
module Normal = {
|
||||||
|
@ -105,8 +53,35 @@ module Normal = {
|
||||||
};
|
};
|
||||||
let inv = (p, t: t) => Jstat.normal##inv(p, t.mean, t.stdev);
|
let inv = (p, t: t) => Jstat.normal##inv(p, t.mean, t.stdev);
|
||||||
let sample = (t: t) => Jstat.normal##sample(t.mean, t.stdev);
|
let sample = (t: t) => Jstat.normal##sample(t.mean, t.stdev);
|
||||||
|
let mean = (t: t) => Ok(Jstat.normal##mean(t.mean, t.stdev));
|
||||||
let toString = ({mean, stdev}: t) => {j|Normal($mean,$stdev)|j};
|
let toString = ({mean, stdev}: t) => {j|Normal($mean,$stdev)|j};
|
||||||
let contType: contType = `Continuous;
|
|
||||||
|
let add = (n1: t, n2: t) => {
|
||||||
|
let mean = n1.mean +. n2.mean;
|
||||||
|
let stdev = sqrt(n1.stdev ** 2. +. n2.stdev ** 2.);
|
||||||
|
`Normal({mean, stdev});
|
||||||
|
};
|
||||||
|
let subtract = (n1: t, n2: t) => {
|
||||||
|
let mean = n1.mean -. n2.mean;
|
||||||
|
let stdev = sqrt(n1.stdev ** 2. +. n2.stdev ** 2.);
|
||||||
|
`Normal({mean, stdev});
|
||||||
|
};
|
||||||
|
|
||||||
|
// TODO: is this useful here at all? would need the integral as well ...
|
||||||
|
let pointwiseProduct = (n1: t, n2: t) => {
|
||||||
|
let mean =
|
||||||
|
(n1.mean *. n2.stdev ** 2. +. n2.mean *. n1.stdev ** 2.)
|
||||||
|
/. (n1.stdev ** 2. +. n2.stdev ** 2.);
|
||||||
|
let stdev = 1. /. (1. /. n1.stdev ** 2. +. 1. /. n2.stdev ** 2.);
|
||||||
|
`Normal({mean, stdev});
|
||||||
|
};
|
||||||
|
|
||||||
|
let operate = (operation: Operation.Algebraic.t, n1: t, n2: t) =>
|
||||||
|
switch (operation) {
|
||||||
|
| `Add => Some(add(n1, n2))
|
||||||
|
| `Subtract => Some(subtract(n1, n2))
|
||||||
|
| _ => None
|
||||||
|
};
|
||||||
};
|
};
|
||||||
|
|
||||||
module Beta = {
|
module Beta = {
|
||||||
|
@ -114,17 +89,17 @@ module Beta = {
|
||||||
let pdf = (x, t: t) => Jstat.beta##pdf(x, t.alpha, t.beta);
|
let pdf = (x, t: t) => Jstat.beta##pdf(x, t.alpha, t.beta);
|
||||||
let inv = (p, t: t) => Jstat.beta##inv(p, t.alpha, t.beta);
|
let inv = (p, t: t) => Jstat.beta##inv(p, t.alpha, t.beta);
|
||||||
let sample = (t: t) => Jstat.beta##sample(t.alpha, t.beta);
|
let sample = (t: t) => Jstat.beta##sample(t.alpha, t.beta);
|
||||||
|
let mean = (t: t) => Ok(Jstat.beta##mean(t.alpha, t.beta));
|
||||||
let toString = ({alpha, beta}: t) => {j|Beta($alpha,$beta)|j};
|
let toString = ({alpha, beta}: t) => {j|Beta($alpha,$beta)|j};
|
||||||
let contType: contType = `Continuous;
|
|
||||||
};
|
};
|
||||||
|
|
||||||
module Lognormal = {
|
module Lognormal = {
|
||||||
type t = lognormal;
|
type t = lognormal;
|
||||||
let pdf = (x, t: t) => Jstat.lognormal##pdf(x, t.mu, t.sigma);
|
let pdf = (x, t: t) => Jstat.lognormal##pdf(x, t.mu, t.sigma);
|
||||||
let inv = (p, t: t) => Jstat.lognormal##inv(p, t.mu, t.sigma);
|
let inv = (p, t: t) => Jstat.lognormal##inv(p, t.mu, t.sigma);
|
||||||
|
let mean = (t: t) => Ok(Jstat.lognormal##mean(t.mu, t.sigma));
|
||||||
let sample = (t: t) => Jstat.lognormal##sample(t.mu, t.sigma);
|
let sample = (t: t) => Jstat.lognormal##sample(t.mu, t.sigma);
|
||||||
let toString = ({mu, sigma}: t) => {j|Lognormal($mu,$sigma)|j};
|
let toString = ({mu, sigma}: t) => {j|Lognormal($mu,$sigma)|j};
|
||||||
let contType: contType = `Continuous;
|
|
||||||
let from90PercentCI = (low, high) => {
|
let from90PercentCI = (low, high) => {
|
||||||
let logLow = Js.Math.log(low);
|
let logLow = Js.Math.log(low);
|
||||||
let logHigh = Js.Math.log(high);
|
let logHigh = Js.Math.log(high);
|
||||||
|
@ -144,6 +119,23 @@ module Lognormal = {
|
||||||
);
|
);
|
||||||
`Lognormal({mu, sigma});
|
`Lognormal({mu, sigma});
|
||||||
};
|
};
|
||||||
|
|
||||||
|
let multiply = (l1, l2) => {
|
||||||
|
let mu = l1.mu +. l2.mu;
|
||||||
|
let sigma = l1.sigma +. l2.sigma;
|
||||||
|
`Lognormal({mu, sigma});
|
||||||
|
};
|
||||||
|
let divide = (l1, l2) => {
|
||||||
|
let mu = l1.mu -. l2.mu;
|
||||||
|
let sigma = l1.sigma +. l2.sigma;
|
||||||
|
`Lognormal({mu, sigma});
|
||||||
|
};
|
||||||
|
let operate = (operation: Operation.Algebraic.t, n1: t, n2: t) =>
|
||||||
|
switch (operation) {
|
||||||
|
| `Multiply => Some(multiply(n1, n2))
|
||||||
|
| `Divide => Some(divide(n1, n2))
|
||||||
|
| _ => None
|
||||||
|
};
|
||||||
};
|
};
|
||||||
|
|
||||||
module Uniform = {
|
module Uniform = {
|
||||||
|
@ -151,20 +143,20 @@ module Uniform = {
|
||||||
let pdf = (x, t: t) => Jstat.uniform##pdf(x, t.low, t.high);
|
let pdf = (x, t: t) => Jstat.uniform##pdf(x, t.low, t.high);
|
||||||
let inv = (p, t: t) => Jstat.uniform##inv(p, t.low, t.high);
|
let inv = (p, t: t) => Jstat.uniform##inv(p, t.low, t.high);
|
||||||
let sample = (t: t) => Jstat.uniform##sample(t.low, t.high);
|
let sample = (t: t) => Jstat.uniform##sample(t.low, t.high);
|
||||||
|
let mean = (t: t) => Ok(Jstat.uniform##mean(t.low, t.high));
|
||||||
let toString = ({low, high}: t) => {j|Uniform($low,$high)|j};
|
let toString = ({low, high}: t) => {j|Uniform($low,$high)|j};
|
||||||
let contType: contType = `Continuous;
|
|
||||||
};
|
};
|
||||||
|
|
||||||
module Float = {
|
module Float = {
|
||||||
type t = float;
|
type t = float;
|
||||||
let pdf = (x, t: t) => x == t ? 1.0 : 0.0;
|
let pdf = (x, t: t) => x == t ? 1.0 : 0.0;
|
||||||
let inv = (p, t: t) => p < t ? 0.0 : 1.0;
|
let inv = (p, t: t) => p < t ? 0.0 : 1.0;
|
||||||
|
let mean = (t: t) => Ok(t);
|
||||||
let sample = (t: t) => t;
|
let sample = (t: t) => t;
|
||||||
let toString = Js.Float.toString;
|
let toString = Js.Float.toString;
|
||||||
let contType: contType = `Discrete;
|
|
||||||
};
|
};
|
||||||
|
|
||||||
module GenericSimple = {
|
module T = {
|
||||||
let minCdfValue = 0.0001;
|
let minCdfValue = 0.0001;
|
||||||
let maxCdfValue = 0.9999;
|
let maxCdfValue = 0.9999;
|
||||||
|
|
||||||
|
@ -181,19 +173,6 @@ module GenericSimple = {
|
||||||
| `ContinuousShape(n) => ContinuousShape.pdf(x, n)
|
| `ContinuousShape(n) => ContinuousShape.pdf(x, n)
|
||||||
};
|
};
|
||||||
|
|
||||||
let contType = (dist: dist): contType =>
|
|
||||||
switch (dist) {
|
|
||||||
| `Normal(_) => Normal.contType
|
|
||||||
| `Triangular(_) => Triangular.contType
|
|
||||||
| `Exponential(_) => Exponential.contType
|
|
||||||
| `Cauchy(_) => Cauchy.contType
|
|
||||||
| `Lognormal(_) => Lognormal.contType
|
|
||||||
| `Uniform(_) => Uniform.contType
|
|
||||||
| `Beta(_) => Beta.contType
|
|
||||||
| `Float(_) => Float.contType
|
|
||||||
| `ContinuousShape(_) => ContinuousShape.contType
|
|
||||||
};
|
|
||||||
|
|
||||||
let inv = (x, dist) =>
|
let inv = (x, dist) =>
|
||||||
switch (dist) {
|
switch (dist) {
|
||||||
| `Normal(n) => Normal.inv(x, n)
|
| `Normal(n) => Normal.inv(x, n)
|
||||||
|
@ -207,7 +186,7 @@ module GenericSimple = {
|
||||||
| `ContinuousShape(n) => ContinuousShape.inv(x, n)
|
| `ContinuousShape(n) => ContinuousShape.inv(x, n)
|
||||||
};
|
};
|
||||||
|
|
||||||
let sample: dist => float =
|
let sample: symbolicDist => float =
|
||||||
fun
|
fun
|
||||||
| `Normal(n) => Normal.sample(n)
|
| `Normal(n) => Normal.sample(n)
|
||||||
| `Triangular(n) => Triangular.sample(n)
|
| `Triangular(n) => Triangular.sample(n)
|
||||||
|
@ -219,7 +198,7 @@ module GenericSimple = {
|
||||||
| `Float(n) => Float.sample(n)
|
| `Float(n) => Float.sample(n)
|
||||||
| `ContinuousShape(n) => ContinuousShape.sample(n);
|
| `ContinuousShape(n) => ContinuousShape.sample(n);
|
||||||
|
|
||||||
let toString: dist => string =
|
let toString: symbolicDist => string =
|
||||||
fun
|
fun
|
||||||
| `Triangular(n) => Triangular.toString(n)
|
| `Triangular(n) => Triangular.toString(n)
|
||||||
| `Exponential(n) => Exponential.toString(n)
|
| `Exponential(n) => Exponential.toString(n)
|
||||||
|
@ -231,7 +210,7 @@ module GenericSimple = {
|
||||||
| `Float(n) => Float.toString(n)
|
| `Float(n) => Float.toString(n)
|
||||||
| `ContinuousShape(n) => ContinuousShape.toString(n);
|
| `ContinuousShape(n) => ContinuousShape.toString(n);
|
||||||
|
|
||||||
let min: dist => float =
|
let min: symbolicDist => float =
|
||||||
fun
|
fun
|
||||||
| `Triangular({low}) => low
|
| `Triangular({low}) => low
|
||||||
| `Exponential(n) => Exponential.inv(minCdfValue, n)
|
| `Exponential(n) => Exponential.inv(minCdfValue, n)
|
||||||
|
@ -243,7 +222,7 @@ module GenericSimple = {
|
||||||
| `ContinuousShape(n) => ContinuousShape.inv(minCdfValue, n)
|
| `ContinuousShape(n) => ContinuousShape.inv(minCdfValue, n)
|
||||||
| `Float(n) => n;
|
| `Float(n) => n;
|
||||||
|
|
||||||
let max: dist => float =
|
let max: symbolicDist => float =
|
||||||
fun
|
fun
|
||||||
| `Triangular(n) => n.high
|
| `Triangular(n) => n.high
|
||||||
| `Exponential(n) => Exponential.inv(maxCdfValue, n)
|
| `Exponential(n) => Exponential.inv(maxCdfValue, n)
|
||||||
|
@ -255,144 +234,84 @@ module GenericSimple = {
|
||||||
| `Uniform({high}) => high
|
| `Uniform({high}) => high
|
||||||
| `Float(n) => n;
|
| `Float(n) => n;
|
||||||
|
|
||||||
|
let mean: symbolicDist => result(float, string) =
|
||||||
/* This function returns a list of x's at which to evaluate the overall distribution (for rendering).
|
|
||||||
This function is called separately for each individual distribution.
|
|
||||||
|
|
||||||
When called with xSelection=`Linear, this function will return (sampleCount) x's, evenly
|
|
||||||
distributed between the min and max of the distribution (whatever those are defined to be above).
|
|
||||||
|
|
||||||
When called with xSelection=`ByWeight, this function will distribute the x's such as to
|
|
||||||
match the cumulative shape of the distribution. This is slower but may give better results.
|
|
||||||
*/
|
|
||||||
let interpolateXs =
|
|
||||||
(~xSelection: [ | `Linear | `ByWeight]=`Linear, dist: dist, sampleCount) => {
|
|
||||||
|
|
||||||
switch (xSelection, dist) {
|
|
||||||
| (`Linear, _) => E.A.Floats.range(min(dist), max(dist), sampleCount)
|
|
||||||
| (`ByWeight, `Uniform(n)) =>
|
|
||||||
// In `ByWeight mode, uniform distributions get special treatment because we need two x's
|
|
||||||
// on either side for proper rendering (just left and right of the discontinuities).
|
|
||||||
let dx = 0.00001 *. (n.high -. n.low);
|
|
||||||
[|n.low -. dx, n.low +. dx, n.high -. dx, n.high +. dx|]
|
|
||||||
| (`ByWeight, _) =>
|
|
||||||
let ys = E.A.Floats.range(minCdfValue, maxCdfValue, sampleCount)
|
|
||||||
ys |> E.A.fmap(y => inv(y, dist))
|
|
||||||
};
|
|
||||||
};
|
|
||||||
|
|
||||||
let toShape =
|
|
||||||
(~xSelection: [ | `Linear | `ByWeight]=`Linear, dist: dist, sampleCount)
|
|
||||||
: DistTypes.shape => {
|
|
||||||
switch (dist) {
|
|
||||||
| `ContinuousShape(n) => n.pdf |> Distributions.Continuous.T.toShape
|
|
||||||
| dist =>
|
|
||||||
let xs = interpolateXs(~xSelection, dist, sampleCount);
|
|
||||||
let ys = xs |> E.A.fmap(r => pdf(r, dist));
|
|
||||||
XYShape.T.fromArrays(xs, ys)
|
|
||||||
|> Distributions.Continuous.make(`Linear, _)
|
|
||||||
|> Distributions.Continuous.T.toShape;
|
|
||||||
};
|
|
||||||
};
|
|
||||||
};
|
|
||||||
|
|
||||||
module PointwiseAddDistributionsWeighted = {
|
|
||||||
type t = pointwiseAdd;
|
|
||||||
|
|
||||||
let normalizeWeights = (dists: t) => {
|
|
||||||
let total = dists |> E.A.fmap(snd) |> E.A.Floats.sum;
|
|
||||||
dists |> E.A.fmap(((a, b)) => (a, b /. total));
|
|
||||||
};
|
|
||||||
|
|
||||||
let pdf = (x: float, dists: t) =>
|
|
||||||
dists
|
|
||||||
|> E.A.fmap(((e, w)) => GenericSimple.pdf(x, e) *. w)
|
|
||||||
|> E.A.Floats.sum;
|
|
||||||
|
|
||||||
let min = (dists: t) =>
|
|
||||||
dists |> E.A.fmap(d => d |> fst |> GenericSimple.min) |> E.A.min;
|
|
||||||
|
|
||||||
let max = (dists: t) =>
|
|
||||||
dists |> E.A.fmap(d => d |> fst |> GenericSimple.max) |> E.A.max;
|
|
||||||
|
|
||||||
let discreteShape = (dists: t, sampleCount: int) => {
|
|
||||||
let discrete =
|
|
||||||
dists
|
|
||||||
|> E.A.fmap(((r, e)) =>
|
|
||||||
r
|
|
||||||
|> (
|
|
||||||
fun
|
|
||||||
| `Float(r) => Some((r, e))
|
|
||||||
| _ => None
|
|
||||||
)
|
|
||||||
)
|
|
||||||
|> E.A.O.concatSomes
|
|
||||||
|> E.A.fmap(((x, y)) =>
|
|
||||||
({xs: [|x|], ys: [|y|]}: DistTypes.xyShape)
|
|
||||||
)
|
|
||||||
|> Distributions.Discrete.reduce((+.));
|
|
||||||
discrete;
|
|
||||||
};
|
|
||||||
|
|
||||||
let continuousShape = (dists: t, sampleCount: int) => {
|
|
||||||
let xs =
|
|
||||||
dists
|
|
||||||
|> E.A.fmap(r =>
|
|
||||||
r
|
|
||||||
|> fst
|
|
||||||
|> GenericSimple.interpolateXs(
|
|
||||||
~xSelection=`ByWeight,
|
|
||||||
_,
|
|
||||||
sampleCount / (dists |> E.A.length),
|
|
||||||
)
|
|
||||||
)
|
|
||||||
|> E.A.concatMany;
|
|
||||||
xs |> Array.fast_sort(compare);
|
|
||||||
let ys = xs |> E.A.fmap(pdf(_, dists));
|
|
||||||
XYShape.T.fromArrays(xs, ys) |> Distributions.Continuous.make(`Linear, _);
|
|
||||||
};
|
|
||||||
|
|
||||||
let toShape = (dists: t, sampleCount: int) => {
|
|
||||||
let normalized = normalizeWeights(dists);
|
|
||||||
let continuous =
|
|
||||||
normalized
|
|
||||||
|> E.A.filter(((r, _)) => GenericSimple.contType(r) == `Continuous)
|
|
||||||
|> continuousShape(_, sampleCount);
|
|
||||||
let discrete =
|
|
||||||
normalized
|
|
||||||
|> E.A.filter(((r, _)) => GenericSimple.contType(r) == `Discrete)
|
|
||||||
|> discreteShape(_, sampleCount);
|
|
||||||
let shape =
|
|
||||||
MixedShapeBuilder.buildSimple(~continuous=Some(continuous), ~discrete);
|
|
||||||
shape |> E.O.toExt("");
|
|
||||||
};
|
|
||||||
|
|
||||||
let toString = (dists: t) => {
|
|
||||||
let distString =
|
|
||||||
dists
|
|
||||||
|> E.A.fmap(d => GenericSimple.toString(fst(d)))
|
|
||||||
|> Js.Array.joinWith(",");
|
|
||||||
let weights =
|
|
||||||
dists
|
|
||||||
|> E.A.fmap(d =>
|
|
||||||
snd(d) |> Js.Float.toPrecisionWithPrecision(~digits=2)
|
|
||||||
)
|
|
||||||
|> Js.Array.joinWith(",");
|
|
||||||
{j|multimodal($distString, [$weights])|j};
|
|
||||||
};
|
|
||||||
};
|
|
||||||
|
|
||||||
let toString = (r: bigDist) =>
|
|
||||||
r
|
|
||||||
|> (
|
|
||||||
fun
|
fun
|
||||||
| `Simple(d) => GenericSimple.toString(d)
|
| `Triangular(n) => Triangular.mean(n)
|
||||||
| `PointwiseCombination(d) =>
|
| `Exponential(n) => Exponential.mean(n)
|
||||||
PointwiseAddDistributionsWeighted.toString(d)
|
| `Cauchy(n) => Cauchy.mean(n)
|
||||||
);
|
| `Normal(n) => Normal.mean(n)
|
||||||
|
| `Lognormal(n) => Lognormal.mean(n)
|
||||||
|
| `Beta(n) => Beta.mean(n)
|
||||||
|
| `ContinuousShape(n) => ContinuousShape.mean(n)
|
||||||
|
| `Uniform(n) => Uniform.mean(n)
|
||||||
|
| `Float(n) => Float.mean(n);
|
||||||
|
|
||||||
let toShape = n =>
|
let operate = (distToFloatOp: ExpressionTypes.distToFloatOperation, s) =>
|
||||||
fun
|
switch (distToFloatOp) {
|
||||||
| `Simple(d) => GenericSimple.toShape(~xSelection=`ByWeight, d, n)
|
| `Pdf(f) => Ok(pdf(f, s))
|
||||||
| `PointwiseCombination(d) =>
|
| `Inv(f) => Ok(inv(f, s))
|
||||||
PointwiseAddDistributionsWeighted.toShape(d, n);
|
| `Sample => Ok(sample(s))
|
||||||
|
| `Mean => mean(s)
|
||||||
|
};
|
||||||
|
|
||||||
|
let interpolateXs =
|
||||||
|
(~xSelection: [ | `Linear | `ByWeight]=`Linear, dist: symbolicDist, n) => {
|
||||||
|
switch (xSelection, dist) {
|
||||||
|
| (`Linear, _) => E.A.Floats.range(min(dist), max(dist), n)
|
||||||
|
/* | (`ByWeight, `Uniform(n)) =>
|
||||||
|
// In `ByWeight mode, uniform distributions get special treatment because we need two x's
|
||||||
|
// on either side for proper rendering (just left and right of the discontinuities).
|
||||||
|
let dx = 0.00001 *. (n.high -. n.low);
|
||||||
|
[|n.low -. dx, n.low +. dx, n.high -. dx, n.high +. dx|]; */
|
||||||
|
| (`ByWeight, _) =>
|
||||||
|
let ys = E.A.Floats.range(minCdfValue, maxCdfValue, n);
|
||||||
|
ys |> E.A.fmap(y => inv(y, dist));
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
/* Calling e.g. "Normal.operate" returns an optional that wraps a result.
|
||||||
|
If the optional is None, there is no valid analytic solution. If it Some, it
|
||||||
|
can still return an error if there is a serious problem,
|
||||||
|
like in the case of a divide by 0.
|
||||||
|
*/
|
||||||
|
type analyticalSimplificationResult = [
|
||||||
|
| `AnalyticalSolution(SymbolicTypes.symbolicDist)
|
||||||
|
| `Error(string)
|
||||||
|
| `NoSolution
|
||||||
|
];
|
||||||
|
let tryAnalyticalSimplification =
|
||||||
|
(
|
||||||
|
d1: symbolicDist,
|
||||||
|
d2: symbolicDist,
|
||||||
|
op: ExpressionTypes.algebraicOperation,
|
||||||
|
)
|
||||||
|
: analyticalSimplificationResult =>
|
||||||
|
switch (d1, d2) {
|
||||||
|
| (`Float(v1), `Float(v2)) =>
|
||||||
|
switch (Operation.Algebraic.applyFn(op, v1, v2)) {
|
||||||
|
| Ok(r) => `AnalyticalSolution(`Float(r))
|
||||||
|
| Error(n) => `Error(n)
|
||||||
|
}
|
||||||
|
| (`Normal(v1), `Normal(v2)) =>
|
||||||
|
Normal.operate(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)
|
||||||
|
| _ => `NoSolution
|
||||||
|
};
|
||||||
|
|
||||||
|
let toShape = (sampleCount, d: symbolicDist): DistTypes.shape =>
|
||||||
|
switch (d) {
|
||||||
|
| `Float(v) =>
|
||||||
|
Discrete(
|
||||||
|
Distributions.Discrete.make({xs: [|v|], ys: [|1.0|]}, Some(1.0)),
|
||||||
|
)
|
||||||
|
| _ =>
|
||||||
|
let xs = interpolateXs(~xSelection=`ByWeight, d, sampleCount);
|
||||||
|
let ys = xs |> E.A.fmap(x => pdf(x, d));
|
||||||
|
Continuous(
|
||||||
|
Distributions.Continuous.make(`Linear, {xs, ys}, Some(1.0)),
|
||||||
|
);
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
49
src/distPlus/symbolic/SymbolicTypes.re
Normal file
49
src/distPlus/symbolic/SymbolicTypes.re
Normal file
|
@ -0,0 +1,49 @@
|
||||||
|
type normal = {
|
||||||
|
mean: float,
|
||||||
|
stdev: float,
|
||||||
|
};
|
||||||
|
|
||||||
|
type lognormal = {
|
||||||
|
mu: float,
|
||||||
|
sigma: float,
|
||||||
|
};
|
||||||
|
|
||||||
|
type uniform = {
|
||||||
|
low: float,
|
||||||
|
high: float,
|
||||||
|
};
|
||||||
|
|
||||||
|
type beta = {
|
||||||
|
alpha: float,
|
||||||
|
beta: float,
|
||||||
|
};
|
||||||
|
|
||||||
|
type exponential = {rate: float};
|
||||||
|
|
||||||
|
type cauchy = {
|
||||||
|
local: float,
|
||||||
|
scale: float,
|
||||||
|
};
|
||||||
|
|
||||||
|
type triangular = {
|
||||||
|
low: float,
|
||||||
|
medium: float,
|
||||||
|
high: float,
|
||||||
|
};
|
||||||
|
|
||||||
|
type continuousShape = {
|
||||||
|
pdf: DistTypes.continuousShape,
|
||||||
|
cdf: DistTypes.continuousShape,
|
||||||
|
};
|
||||||
|
|
||||||
|
type symbolicDist = [
|
||||||
|
| `Normal(normal)
|
||||||
|
| `Beta(beta)
|
||||||
|
| `Lognormal(lognormal)
|
||||||
|
| `Uniform(uniform)
|
||||||
|
| `Exponential(exponential)
|
||||||
|
| `Cauchy(cauchy)
|
||||||
|
| `Triangular(triangular)
|
||||||
|
| `ContinuousShape(continuousShape)
|
||||||
|
| `Float(float) // Dirac delta at x. Practically useful only in the context of multimodals.
|
||||||
|
];
|
|
@ -5,6 +5,7 @@ type normal = {
|
||||||
[@bs.meth] "cdf": (float, float, float) => float,
|
[@bs.meth] "cdf": (float, float, float) => float,
|
||||||
[@bs.meth] "inv": (float, float, float) => float,
|
[@bs.meth] "inv": (float, float, float) => float,
|
||||||
[@bs.meth] "sample": (float, float) => float,
|
[@bs.meth] "sample": (float, float) => float,
|
||||||
|
[@bs.meth] "mean": (float, float) => float,
|
||||||
};
|
};
|
||||||
type lognormal = {
|
type lognormal = {
|
||||||
.
|
.
|
||||||
|
@ -12,6 +13,7 @@ type lognormal = {
|
||||||
[@bs.meth] "cdf": (float, float, float) => float,
|
[@bs.meth] "cdf": (float, float, float) => float,
|
||||||
[@bs.meth] "inv": (float, float, float) => float,
|
[@bs.meth] "inv": (float, float, float) => float,
|
||||||
[@bs.meth] "sample": (float, float) => float,
|
[@bs.meth] "sample": (float, float) => float,
|
||||||
|
[@bs.meth] "mean": (float, float) => float,
|
||||||
};
|
};
|
||||||
type uniform = {
|
type uniform = {
|
||||||
.
|
.
|
||||||
|
@ -19,6 +21,7 @@ type uniform = {
|
||||||
[@bs.meth] "cdf": (float, float, float) => float,
|
[@bs.meth] "cdf": (float, float, float) => float,
|
||||||
[@bs.meth] "inv": (float, float, float) => float,
|
[@bs.meth] "inv": (float, float, float) => float,
|
||||||
[@bs.meth] "sample": (float, float) => float,
|
[@bs.meth] "sample": (float, float) => float,
|
||||||
|
[@bs.meth] "mean": (float, float) => float,
|
||||||
};
|
};
|
||||||
type beta = {
|
type beta = {
|
||||||
.
|
.
|
||||||
|
@ -26,6 +29,7 @@ type beta = {
|
||||||
[@bs.meth] "cdf": (float, float, float) => float,
|
[@bs.meth] "cdf": (float, float, float) => float,
|
||||||
[@bs.meth] "inv": (float, float, float) => float,
|
[@bs.meth] "inv": (float, float, float) => float,
|
||||||
[@bs.meth] "sample": (float, float) => float,
|
[@bs.meth] "sample": (float, float) => float,
|
||||||
|
[@bs.meth] "mean": (float, float) => float,
|
||||||
};
|
};
|
||||||
type exponential = {
|
type exponential = {
|
||||||
.
|
.
|
||||||
|
@ -33,6 +37,7 @@ type exponential = {
|
||||||
[@bs.meth] "cdf": (float, float) => float,
|
[@bs.meth] "cdf": (float, float) => float,
|
||||||
[@bs.meth] "inv": (float, float) => float,
|
[@bs.meth] "inv": (float, float) => float,
|
||||||
[@bs.meth] "sample": float => float,
|
[@bs.meth] "sample": float => float,
|
||||||
|
[@bs.meth] "mean": float => float,
|
||||||
};
|
};
|
||||||
type cauchy = {
|
type cauchy = {
|
||||||
.
|
.
|
||||||
|
@ -47,6 +52,7 @@ type triangular = {
|
||||||
[@bs.meth] "cdf": (float, float, float, float) => float,
|
[@bs.meth] "cdf": (float, float, float, float) => float,
|
||||||
[@bs.meth] "inv": (float, float, float, float) => float,
|
[@bs.meth] "inv": (float, float, float, float) => float,
|
||||||
[@bs.meth] "sample": (float, float, float) => float,
|
[@bs.meth] "sample": (float, float, float) => float,
|
||||||
|
[@bs.meth] "mean": (float, float, float) => float,
|
||||||
};
|
};
|
||||||
|
|
||||||
// Pareto doesn't have sample for some reason
|
// Pareto doesn't have sample for some reason
|
||||||
|
@ -61,6 +67,7 @@ type poisson = {
|
||||||
[@bs.meth] "pdf": (float, float) => float,
|
[@bs.meth] "pdf": (float, float) => float,
|
||||||
[@bs.meth] "cdf": (float, float) => float,
|
[@bs.meth] "cdf": (float, float) => float,
|
||||||
[@bs.meth] "sample": float => float,
|
[@bs.meth] "sample": float => float,
|
||||||
|
[@bs.meth] "mean": float => float,
|
||||||
};
|
};
|
||||||
type weibull = {
|
type weibull = {
|
||||||
.
|
.
|
||||||
|
@ -68,6 +75,7 @@ type weibull = {
|
||||||
[@bs.meth] "cdf": (float, float, float) => float,
|
[@bs.meth] "cdf": (float, float, float) => float,
|
||||||
[@bs.meth] "inv": (float, float, float) => float,
|
[@bs.meth] "inv": (float, float, float) => float,
|
||||||
[@bs.meth] "sample": (float, float) => float,
|
[@bs.meth] "sample": (float, float) => float,
|
||||||
|
[@bs.meth] "mean": (float, float) => float,
|
||||||
};
|
};
|
||||||
type binomial = {
|
type binomial = {
|
||||||
.
|
.
|
||||||
|
@ -101,4 +109,4 @@ external quartiles: (array(float)) => array(float) = "quartiles";
|
||||||
[@bs.module "jstat"]
|
[@bs.module "jstat"]
|
||||||
external quantiles: (array(float), array(float)) => array(float) = "quantiles";
|
external quantiles: (array(float), array(float)) => array(float) = "quantiles";
|
||||||
[@bs.module "jstat"]
|
[@bs.module "jstat"]
|
||||||
external percentile: (array(float), float, bool) => float = "percentile";
|
external percentile: (array(float), float, bool) => float = "percentile";
|
||||||
|
|
|
@ -22,7 +22,7 @@ let propValue = (t: Prop.Value.t) => {
|
||||||
RenderTypes.DistPlusRenderer.make(
|
RenderTypes.DistPlusRenderer.make(
|
||||||
~distPlusIngredients=r,
|
~distPlusIngredients=r,
|
||||||
~recommendedLength=10000,
|
~recommendedLength=10000,
|
||||||
~shouldTruncate=true,
|
~shouldDownsample=true,
|
||||||
(),
|
(),
|
||||||
)
|
)
|
||||||
|> DistPlusRenderer.run
|
|> DistPlusRenderer.run
|
||||||
|
@ -105,4 +105,4 @@ module ModelForm = {
|
||||||
</div>
|
</div>
|
||||||
</div>;
|
</div>;
|
||||||
};
|
};
|
||||||
};
|
};
|
||||||
|
|
Loading…
Reference in New Issue
Block a user