functions reference is almost done

packages/website/.prettierignore

@@ -0,0 +1,2 @@
+.docusaurus
+build

packages/website/docs/Features/Functions.mdx

@@ -19,6 +19,7 @@ and standard deviation.
 <SquiggleEditor initialSquiggleString="normal(5, 1)" />
 
 ### Validity
+
 - `sd > 0`
 
 ## Uniform distribution
@@ -29,6 +30,7 @@ two given numbers.
 <SquiggleEditor initialSquiggleString="uniform(3, 7)" />
 
 ### Validity
+
 - `low < high`
 
 ## Lognormal distribution
@@ -45,12 +47,14 @@ this convinience as lognormal distributions are commonly used in practice.
 <SquiggleEditor initialSquiggleString="2 to 10" />
 
 ### Future feature:
+
 Furthermore, it's also possible to create a lognormal from it's actual mean
 and standard deviation, using `lognormalFromMeanAndStdDev`.
 
 <SquiggleEditor initialSquiggleString="lognormalFromMeanAndStdDev(20, 10)" />
 
 ### Validity
+
 - `sigma > 0`
 - In `x to y` notation, `x < y`
 
@@ -61,6 +65,7 @@ The `beta(a, b)` function creates a beta distribution with parameters `a` and `b
 <SquiggleEditor initialSquiggleString="beta(20, 20)" />
 
 ### Validity
+
 - `a > 0`
 - `b > 0`
 - Empirically, we have noticed that numerical instability arises when `a < 1` or `b < 1`
@@ -73,6 +78,7 @@ rate.
 <SquiggleEditor initialSquiggleString="exponential(1)" />
 
 ### Validity
+
 - `rate > 0`
 
 ## Triangular distribution
@@ -81,6 +87,7 @@ The `triangular(a,b,c)` function creates a triangular distribution with lower
 bound `a`, mode `b` and upper bound `c`.
 
 ### Validity
+
 - `a < b < c`
 
 <SquiggleEditor initialSquiggleString="triangular(1, 2, 4)" />
@@ -113,7 +120,9 @@ As well as mixed distributions:
 An alias of `mx` is `mixture`
 
 ### Validity
+
 Using javascript's variable arguments notation, consider `mx(...dists, weights)`:
+
 - `dists.length == weights.length`
 
 ## Addition (horizontal right shift)
@@ -143,6 +152,7 @@ Using javascript's variable arguments notation, consider `mx(...dists, weights)`
 <SquiggleEditor initialSquiggleString="dist = beta(1,2); log10(dist)">
 
 ### Validity
+
 - See [the current discourse](https://github.com/quantified-uncertainty/squiggle/issues/304)
 
 # Standard functions on distributions
@@ -155,6 +165,7 @@ given point x.
 <SquiggleEditor initialSquiggleString="pdf(normal(0,1),0)" />
 
 ### Validity
+
 - `x` must be a scalar
 - `dist` must be a distribution
 
@@ -166,6 +177,7 @@ or all values lower than x. It is the inverse of `inv`.
 <SquiggleEditor initialSquiggleString="cdf(normal(0,1),0)" />
 
 ### Validity
+
 - `x` must be a scalar
 - `dist` must be a distribution
 
@@ -177,6 +189,7 @@ lower than x is equal to prob. It is the inverse of `cdf`.
 <SquiggleEditor initialSquiggleString="inv(normal(0,1),0.5)" />
 
 ### Validity
+
 - `prob` must be a scalar (please only put it in `(0,1)`)
 - `dist` must be a distribution
 
@@ -199,14 +212,14 @@ Some distribution operations (like horizontal shift) return an unnormalized dist
 We provide a `normalize` function
 
 <SquiggleEditor initialSquiggleString="normalize((1e-1 to 1e0) + triangular(1e-1, 1e0, 1e1))" />
-### Valdity
-- Input to `normalize` must be a dist
+### Valdity - Input to `normalize` must be a dist
 
 We provide a predicate `isNormalized`, for when we have simple control flow
 
 <SquiggleEditor initialSquiggleString="isNormalized((1e-1 to 1e0) * triangular(1e-1, 1e0, 1e1))" />
 
 ### Validity
+
 - Input to `isNormalized` must be a dist
 
 # Convert any distribution to a sample set distribution
@@ -221,3 +234,24 @@ And binary when you provide a number of samples (truncated)
 
 <SquiggleEditor initialSquiggleString="toSampleSet(1e-1 to 1e0, 1e2)" />
 
+# `inspect`
+
+You may like to debug by right clicking your browser and using the _inspect_ functionality on the webpage, and viewing the _console_ tab. Then, wrap your squiggle output with `inspect` to log an internal representation.
+
+<SquiggleEditor initialSquiggleString="inspect(toSampleSet(1e-1 to 1e0, 1e2))" />
+
+Save for a logging side effect, `inspect` does nothing to input and returns it.
+
+# Truncate
+
+You can cut off from the left
+
+<SquiggleEditor initialSquiggleString="truncateLeft(1e-1 to 1e0, 5e-1)" />
+
+You can cut off from the right
+
+<SquiggleEditor initialSquiggleString="truncateLeft(1e-1 to 1e0, 1e1)" />
+
+You can cut off from both sides
+
+<SquiggleEditor initialSquiggleString="truncate(1e-1 to 1e0, 5e-1, 1e1))" />

packages/website/docs/Internal/Invariants.md

@@ -127,11 +127,13 @@ TODO
 With $\forall dist, pdf := x \mapsto \texttt{pdf}(dist, x) \land cdf := x \mapsto \texttt{cdf}(dist, x) \land inv := p \mapsto \texttt{inv}(dist, p)$,
 
 ## `cdf` and `inv` are inverses
+
 $$
 \forall x \in (0,1), cdf(inv(x)) = x \land \forall x \in \texttt{dom}(cdf), x = inv(cdf(x))
 $$
 
 ## The codomain of `cdf` equals the open interval `(0,1)` equals the codomain of `pdf`
+
 $$
 \texttt{cod}(cdf) = (0,1) = \texttt{cod}(pdf)
 $$