quantified.uncertainty/squiggle
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Basic convertion to gentype

Browse Source
This commit is contained in:
Ozzie Gooen 2022-01-29 17:43:08 -05:00
parent 1d268d474c
commit 9d7e5bb848
35 changed files with 2234 additions and 2469 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

13
__tests__/Bandwidth__Test.re
View File

@ -1,13 +0,0 @@
open Jest;
open Expect;
describe("Bandwidth", () => {
test("nrd0()", () => {
let data = [|1., 4., 3., 2.|];
expect(Bandwidth.nrd0(data)) |> toEqual(0.7625801874014622);
});
test("nrd()", () => {
let data = [|1., 4., 3., 2.|];
expect(Bandwidth.nrd(data)) |> toEqual(0.8981499984950554);
});
});

13
__tests__/Bandwidth__Test.res Normal file
View File

@ -0,0 +1,13 @@
open Jest
open Expect
describe("Bandwidth", () => {
test("nrd0()", () => {
let data = [1., 4., 3., 2.]
expect(Bandwidth.nrd0(data)) |> toEqual(0.7625801874014622)
})
test("nrd()", () => {
let data = [1., 4., 3., 2.]
expect(Bandwidth.nrd(data)) |> toEqual(0.8981499984950554)
})
})

93
__tests__/DistTypes__Test.re → __tests__/DistTypes__Test.res
View File

@ -1,71 +1,56 @@
open Jest; open Jest
open Expect; open Expect
let makeTest = (~only=false, str, item1, item2) => let makeTest = (~only=false, str, item1, item2) =>
only only
? Only.test(str, () => ? Only.test(str, () => expect(item1) |> toEqual(item2))
expect(item1) |> toEqual(item2) : test(str, () => expect(item1) |> toEqual(item2))
)
: test(str, () =>
expect(item1) |> toEqual(item2)
);
describe("DistTypes", () => { describe("DistTypes", () =>
describe("Domain", () => { describe("Domain", () => {
let makeComplete = (yPoint, expectation) => let makeComplete = (yPoint, expectation) =>
makeTest( makeTest(
"With input: " ++ Js.Float.toString(yPoint), "With input: " ++ Js.Float.toString(yPoint),
DistTypes.Domain.yPointToSubYPoint(Complete, yPoint), DistTypes.Domain.yPointToSubYPoint(Complete, yPoint),
expectation, expectation,
); )
let makeSingle = let makeSingle = (direction: [#left | #right], excludingProbabilityMass, yPoint, expectation) =>
(
direction: [ | `left | `right],
excludingProbabilityMass,
yPoint,
expectation,
) =>
makeTest( makeTest(
"Excluding: " "Excluding: " ++
++ Js.Float.toString(excludingProbabilityMass) (Js.Float.toString(excludingProbabilityMass) ++
++ " and yPoint: " (" and yPoint: " ++ Js.Float.toString(yPoint))),
++ Js.Float.toString(yPoint),
DistTypes.Domain.yPointToSubYPoint( DistTypes.Domain.yPointToSubYPoint(
direction == `left direction == #left
? LeftLimited({xPoint: 3.0, excludingProbabilityMass}) ? LeftLimited({xPoint: 3.0, excludingProbabilityMass: excludingProbabilityMass})
: RightLimited({xPoint: 3.0, excludingProbabilityMass}), : RightLimited({xPoint: 3.0, excludingProbabilityMass: excludingProbabilityMass}),
yPoint, yPoint,
), ),
expectation, expectation,
); )
let makeDouble = (domain, yPoint, expectation) => let makeDouble = (domain, yPoint, expectation) =>
makeTest( makeTest("Excluding: limits", DistTypes.Domain.yPointToSubYPoint(domain, yPoint), expectation)
"Excluding: limits",
DistTypes.Domain.yPointToSubYPoint(domain, yPoint),
expectation,
);
describe("With Complete Domain", () => { describe("With Complete Domain", () => {
makeComplete(0.0, Some(0.0)); makeComplete(0.0, Some(0.0))
makeComplete(0.6, Some(0.6)); makeComplete(0.6, Some(0.6))
makeComplete(1.0, Some(1.0)); makeComplete(1.0, Some(1.0))
}); })
describe("With Left Limit", () => { describe("With Left Limit", () => {
makeSingle(`left, 0.5, 1.0, Some(1.0)); makeSingle(#left, 0.5, 1.0, Some(1.0))
makeSingle(`left, 0.5, 0.75, Some(0.5)); makeSingle(#left, 0.5, 0.75, Some(0.5))
makeSingle(`left, 0.8, 0.9, Some(0.5)); makeSingle(#left, 0.8, 0.9, Some(0.5))
makeSingle(`left, 0.5, 0.4, None); makeSingle(#left, 0.5, 0.4, None)
makeSingle(`left, 0.5, 0.5, Some(0.0)); makeSingle(#left, 0.5, 0.5, Some(0.0))
}); })
describe("With Right Limit", () => { describe("With Right Limit", () => {
makeSingle(`right, 0.5, 1.0, None); makeSingle(#right, 0.5, 1.0, None)
makeSingle(`right, 0.5, 0.25, Some(0.5)); makeSingle(#right, 0.5, 0.25, Some(0.5))
makeSingle(`right, 0.8, 0.5, None); makeSingle(#right, 0.8, 0.5, None)
makeSingle(`right, 0.2, 0.2, Some(0.25)); makeSingle(#right, 0.2, 0.2, Some(0.25))
makeSingle(`right, 0.5, 0.5, Some(1.0)); makeSingle(#right, 0.5, 0.5, Some(1.0))
makeSingle(`right, 0.5, 0.0, Some(0.0)); makeSingle(#right, 0.5, 0.0, Some(0.0))
makeSingle(`right, 0.5, 0.5, Some(1.0)); makeSingle(#right, 0.5, 0.5, Some(1.0))
}); })
describe("With Left and Right Limit", () => { describe("With Left and Right Limit", () => {
makeDouble( makeDouble(
LeftAndRightLimited( LeftAndRightLimited(
@ -74,7 +59,7 @@ describe("DistTypes", () => {
), ),
0.5, 0.5,
Some(0.5), Some(0.5),
); )
makeDouble( makeDouble(
LeftAndRightLimited( LeftAndRightLimited(
{excludingProbabilityMass: 0.1, xPoint: 3.0}, {excludingProbabilityMass: 0.1, xPoint: 3.0},
@ -82,7 +67,7 @@ describe("DistTypes", () => {
), ),
0.2, 0.2,
Some(0.125), Some(0.125),
); )
makeDouble( makeDouble(
LeftAndRightLimited( LeftAndRightLimited(
{excludingProbabilityMass: 0.1, xPoint: 3.0}, {excludingProbabilityMass: 0.1, xPoint: 3.0},
@ -90,7 +75,7 @@ describe("DistTypes", () => {
), ),
0.1, 0.1,
Some(0.0), Some(0.0),
); )
makeDouble( makeDouble(
LeftAndRightLimited( LeftAndRightLimited(
{excludingProbabilityMass: 0.1, xPoint: 3.0}, {excludingProbabilityMass: 0.1, xPoint: 3.0},
@ -98,7 +83,7 @@ describe("DistTypes", () => {
), ),
0.05, 0.05,
None, None,
); )
});
}) })
}); })
)

6
__tests__/Distributions__Test.re → __tests__/Distributions__Test.res
View File

@ -1,7 +1,7 @@
open Jest; open Jest
open Expect; open Expect
let shape: DistTypes.xyShape = {xs: [|1., 4., 8.|], ys: [|8., 9., 2.|]}; let shape: DistTypes.xyShape = {xs: [1., 4., 8.], ys: [8., 9., 2.]}
// let makeTest = (~only=false, str, item1, item2) => // let makeTest = (~only=false, str, item1, item2) =>
// only // only

4
__tests__/Hardcoded__Test.re
View File

@ -1,6 +1,6 @@
open Jest; open Jest;
open Expect; open Expect;
/*
let makeTest = (~only=false, str, item1, item2) => let makeTest = (~only=false, str, item1, item2) =>
only only
? Only.test(str, () => ? Only.test(str, () =>
@ -54,4 +54,4 @@ describe("XYShapes", () => {
Error("Sad"), Error("Sad"),
) )
}) })
}); }); */

51
__tests__/Samples__test.re
View File

@ -1,51 +0,0 @@
open Jest;
open Expect;
let makeTest = (~only=false, str, item1, item2) =>
only
? Only.test(str, () =>
expect(item1) |> toEqual(item2)
)
: test(str, () =>
expect(item1) |> toEqual(item2)
);
describe("Lodash", () => {
describe("Lodash", () => {
makeTest(
"split",
SamplesToShape.Internals.T.splitContinuousAndDiscrete([|1.432, 1.33455, 2.0|]),
([|1.432, 1.33455, 2.0|], E.FloatFloatMap.empty()),
);
makeTest(
"split",
SamplesToShape.Internals.T.splitContinuousAndDiscrete([|
1.432,
1.33455,
2.0,
2.0,
2.0,
2.0,
|])
|> (((c, disc)) => (c, disc |> E.FloatFloatMap.toArray)),
([|1.432, 1.33455|], [|(2.0, 4.0)|]),
);
let makeDuplicatedArray = count => {
let arr = Belt.Array.range(1, count) |> E.A.fmap(float_of_int);
let sorted = arr |> Belt.SortArray.stableSortBy(_, compare);
E.A.concatMany([|sorted, sorted, sorted, sorted|])
|> Belt.SortArray.stableSortBy(_, compare);
};
let (_, discrete) =
SamplesToShape.Internals.T.splitContinuousAndDiscrete(makeDuplicatedArray(10));
let toArr = discrete |> E.FloatFloatMap.toArray;
makeTest("splitMedium", toArr |> Belt.Array.length, 10);
let (c, discrete) =
SamplesToShape.Internals.T.splitContinuousAndDiscrete(makeDuplicatedArray(500));
let toArr = discrete |> E.FloatFloatMap.toArray;
makeTest("splitMedium", toArr |> Belt.Array.length, 500);
})
});

47
__tests__/Samples__test.res Normal file
View File

@ -0,0 +1,47 @@
open Jest
open Expect
let makeTest = (~only=false, str, item1, item2) =>
only
? Only.test(str, () => expect(item1) |> toEqual(item2))
: test(str, () => expect(item1) |> toEqual(item2))
describe("Lodash", () =>
describe("Lodash", () => {
makeTest(
"split",
SamplesToShape.Internals.T.splitContinuousAndDiscrete([1.432, 1.33455, 2.0]),
([1.432, 1.33455, 2.0], E.FloatFloatMap.empty()),
)
makeTest(
"split",
SamplesToShape.Internals.T.splitContinuousAndDiscrete([
1.432,
1.33455,
2.0,
2.0,
2.0,
2.0,
]) |> (((c, disc)) => (c, disc |> E.FloatFloatMap.toArray)),
([1.432, 1.33455], [(2.0, 4.0)]),
)
let makeDuplicatedArray = count => {
let arr = Belt.Array.range(1, count) |> E.A.fmap(float_of_int)
let sorted = arr |> Belt.SortArray.stableSortBy(_, compare)
E.A.concatMany([sorted, sorted, sorted, sorted]) |> Belt.SortArray.stableSortBy(_, compare)
}
let (_, discrete) = SamplesToShape.Internals.T.splitContinuousAndDiscrete(
makeDuplicatedArray(10),
)
let toArr = discrete |> E.FloatFloatMap.toArray
makeTest("splitMedium", toArr |> Belt.Array.length, 10)
let (c, discrete) = SamplesToShape.Internals.T.splitContinuousAndDiscrete(
makeDuplicatedArray(500),
)
let toArr = discrete |> E.FloatFloatMap.toArray
makeTest("splitMedium", toArr |> Belt.Array.length, 500)
})
)

63
__tests__/XYShape__Test.re
View File

@ -1,63 +0,0 @@
open Jest;
open Expect;
let makeTest = (~only=false, str, item1, item2) =>
only
? Only.test(str, () =>
expect(item1) |> toEqual(item2)
)
: test(str, () =>
expect(item1) |> toEqual(item2)
);
let shape1: DistTypes.xyShape = {xs: [|1., 4., 8.|], ys: [|0.2, 0.4, 0.8|]};
let shape2: DistTypes.xyShape = {
xs: [|1., 5., 10.|],
ys: [|0.2, 0.5, 0.8|],
};
let shape3: DistTypes.xyShape = {
xs: [|1., 20., 50.|],
ys: [|0.2, 0.5, 0.8|],
};
describe("XYShapes", () => {
describe("logScorePoint", () => {
makeTest(
"When identical",
XYShape.logScorePoint(30, shape1, shape1),
Some(0.0),
);
makeTest(
"When similar",
XYShape.logScorePoint(30, shape1, shape2),
Some(1.658971191043856),
);
makeTest(
"When very different",
XYShape.logScorePoint(30, shape1, shape3),
Some(210.3721280423322),
);
});
// describe("transverse", () => {
// makeTest(
// "When very different",
// XYShape.Transversal._transverse(
// (aCurrent, aLast) => aCurrent +. aLast,
// [|1.0, 2.0, 3.0, 4.0|],
// ),
// [|1.0, 3.0, 6.0, 10.0|],
// )
// });
describe("integrateWithTriangles", () => {
makeTest(
"integrates correctly",
XYShape.Range.integrateWithTriangles(shape1),
Some({
xs: [|1., 4., 8.|],
ys: [|0.0, 0.9000000000000001, 3.3000000000000007|],
}),
)
});
});

51
__tests__/XYShape__Test.res Normal file
View File

@ -0,0 +1,51 @@
open Jest
open Expect
let makeTest = (~only=false, str, item1, item2) =>
only
? Only.test(str, () => expect(item1) |> toEqual(item2))
: test(str, () => expect(item1) |> toEqual(item2))
let shape1: DistTypes.xyShape = {xs: [1., 4., 8.], ys: [0.2, 0.4, 0.8]}
let shape2: DistTypes.xyShape = {
xs: [1., 5., 10.],
ys: [0.2, 0.5, 0.8],
}
let shape3: DistTypes.xyShape = {
xs: [1., 20., 50.],
ys: [0.2, 0.5, 0.8],
}
describe("XYShapes", () => {
describe("logScorePoint", () => {
makeTest("When identical", XYShape.logScorePoint(30, shape1, shape1), Some(0.0))
makeTest("When similar", XYShape.logScorePoint(30, shape1, shape2), Some(1.658971191043856))
makeTest(
"When very different",
XYShape.logScorePoint(30, shape1, shape3),
Some(210.3721280423322),
)
})
// describe("transverse", () => {
// makeTest(
// "When very different",
// XYShape.Transversal._transverse(
// (aCurrent, aLast) => aCurrent +. aLast,
// [|1.0, 2.0, 3.0, 4.0|],
// ),
// [|1.0, 3.0, 6.0, 10.0|],
// )
// });
describe("integrateWithTriangles", () =>
makeTest(
"integrates correctly",
XYShape.Range.integrateWithTriangles(shape1),
Some({
xs: [1., 4., 8.],
ys: [0.0, 0.9000000000000001, 3.3000000000000007],
}),
)
)
})

14
bsconfig.json
View File

@ -1,7 +1,6 @@
{ {
"name": "probExample", "name": "probExample",
"reason": { "reason": {},
},
"sources": [ "sources": [
{ {
"dir": "src", "dir": "src",
@ -32,10 +31,17 @@
"rationale", "rationale",
"bs-moment" "bs-moment"
], ],
"gentypeconfig": {
"language": "typescript",
"shims": {},
"debug": {
"all": false,
"basic": false
}
},
"refmt": 3, "refmt": 3,
"warnings": { "warnings": {
"number": "+A-42-48-9-30-4-102" "number": "+A-42-48-9-30-4-102"
}, },
"ppx-flags": [ "ppx-flags": []
]
} }

1
package.json
View File

@ -47,6 +47,7 @@
"@glennsl/bs-jest": "^0.5.1", "@glennsl/bs-jest": "^0.5.1",
"bs-platform": "9.0.2", "bs-platform": "9.0.2",
"docsify": "^4.12.2", "docsify": "^4.12.2",
"gentype": "^4.3.0",
"parcel-bundler": "1.12.4", "parcel-bundler": "1.12.4",
"parcel-plugin-bundle-visualiser": "^1.2.0", "parcel-plugin-bundle-visualiser": "^1.2.0",
"parcel-plugin-less-js-enabled": "1.0.2" "parcel-plugin-less-js-enabled": "1.0.2"

30
src/distPlus/ProgramEvaluator.gen.tsx Normal file
View File

@ -0,0 +1,30 @@
/* TypeScript file generated from ProgramEvaluator.res by genType. */
/* eslint-disable import/first */
// @ts-ignore: Implicit any on import
import * as ProgramEvaluatorBS__Es6Import from './ProgramEvaluator.bs';
const ProgramEvaluatorBS: any = ProgramEvaluatorBS__Es6Import;
import type {ExpressionTree_environment as ExpressionTypes_ExpressionTree_environment} from '../../src/distPlus/expressionTree/ExpressionTypes.gen';
import type {ExpressionTree_node as ExpressionTypes_ExpressionTree_node} from '../../src/distPlus/expressionTree/ExpressionTypes.gen';
import type {list} from './ReasonPervasives.gen';
import type {t as DistPlus_t} from '../../src/distPlus/distribution/DistPlus.gen';
// tslint:disable-next-line:interface-over-type-literal
export type export =
{ NAME: "DistPlus"; VAL: DistPlus_t }
| { NAME: "Float"; VAL: number }
| { NAME: "Function"; VAL: [[string[], ExpressionTypes_ExpressionTree_node], ExpressionTypes_ExpressionTree_environment] };
export const runAll: (squiggleString:string) =>
{ tag: "Ok"; value: list<export> }
| { tag: "Error"; value: string } = function (Arg1: any) {
const result = ProgramEvaluatorBS.runAll(Arg1);
return result.TAG===0
? {tag:"Ok", value:result._0}
: {tag:"Error", value:result._0}
};

25
src/distPlus/ProgramEvaluator.res
View File

@ -91,8 +91,7 @@ module Internals = {
} }
let inputsToLeaf = (inputs: Inputs.inputs) => let inputsToLeaf = (inputs: Inputs.inputs) =>
MathJsParser.fromString(inputs.squiggleString) MathJsParser.fromString(inputs.squiggleString) |> E.R.bind(_, g => runProgram(inputs, g))
|> E.R.bind(_, g => runProgram(inputs, g))
let outputToDistPlus = (inputs: Inputs.inputs, shape: DistTypes.shape) => let outputToDistPlus = (inputs: Inputs.inputs, shape: DistTypes.shape) =>
DistPlus.make(~shape, ~squiggleString=Some(inputs.squiggleString), ()) DistPlus.make(~shape, ~squiggleString=Some(inputs.squiggleString), ())
@ -117,6 +116,7 @@ let renderIfNeeded = (inputs: Inputs.inputs, node: ExpressionTypes.ExpressionTre
| _ => Error("Didn't render, but intended to") | _ => Error("Didn't render, but intended to")
} }
) )
| n => Ok(n) | n => Ok(n)
} }
) )
@ -154,7 +154,9 @@ let rec mapM = (f, xs) =>
} }
let evaluateProgram = (inputs: Inputs.inputs) => let evaluateProgram = (inputs: Inputs.inputs) =>
inputs |> Internals.inputsToLeaf |> E.R.bind(_, xs => mapM(((a, b)) => coersionToExportedTypes(inputs, a, b), (Array.to_list(xs)))) inputs
|> Internals.inputsToLeaf
|> E.R.bind(_, xs => mapM(((a, b)) => coersionToExportedTypes(inputs, a, b), Array.to_list(xs)))
let evaluateFunction = ( let evaluateFunction = (
inputs: Inputs.inputs, inputs: Inputs.inputs,
@ -169,3 +171,20 @@ let evaluateFunction = (
) )
output |> E.R.bind(_, coersionToExportedTypes(inputs, inputs.environment)) output |> E.R.bind(_, coersionToExportedTypes(inputs, inputs.environment))
} }
@genType
let runAll = (squiggleString: string) => {
let inputs = Inputs.make(
~samplingInputs={
sampleCount: Some(10000),
outputXYPoints: Some(10000),
kernelWidth: None,
shapeLength: Some(1000),
},
~squiggleString,
~environment=[]->Belt.Map.String.fromArray,
(),
)
let response1 = evaluateProgram(inputs);
response1;
}

298
src/distPlus/distribution/AlgebraicShapeCombination.re
View File

@ -1,298 +0,0 @@
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;
Js.Array.unshift(xs[0], xs) |> ignore;
Js.Array.unshift(ys[0], ys) |> ignore;
Js.Array.push(xs[n - 1], xs) |> ignore;
Js.Array.push(ys[n - 1], ys) |> ignore;
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) {
Belt.Array.set(xsSq, i, xs[i] *. xs[i]) |> ignore;
();
};
for (i in 0 to n - 2) {
Belt.Array.set(xsProdN1, i, xs[i] *. xs[i + 1]) |> ignore;
();
};
for (i in 0 to n - 3) {
Belt.Array.set(xsProdN2, i, xs[i] *. xs[i + 2]) |> ignore;
();
};
// 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) {
Belt.Array.set(masses, i - 1, (xs[i + 1] -. xs[i - 1]) *. ys[i] /. 2.)
|> ignore;
// 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.;
Belt.Array.set(means, i - 1, inverseMean) |> ignore;
Belt.Array.set(variances, i - 1, inverseVar) |> ignore;
();
};
{n: n - 2, masses, means, variances};
} else {
for (i in 1 to n - 2) {
// area of triangle = width * height / 2
Belt.Array.set(masses, i - 1, (xs[i + 1] -. xs[i - 1]) *. ys[i] /. 2.)
|> ignore;
// means of triangle = (a + b + c) / 3
Belt.Array.set(means, i - 1, (xs[i - 1] +. xs[i] +. xs[i + 1]) /. 3.)
|> ignore;
// variance of triangle = (a^2 + b^2 + c^2 - ab - ac - bc) / 18
Belt.Array.set(
variances,
i - 1,
(
xsSq[i - 1]
+. xsSq[i]
+. xsSq[i + 1]
-. xsProdN1[i - 1]
-. xsProdN1[i]
-. xsProdN2[i - 1]
)
/. 18.,
)
|> ignore;
();
};
{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)
| `Exponentiate => ((m1, mInv2) => m1 ** mInv2)
}; // note: here, mInv2 = mean(1 / t2) ~= 1 / mean(t2)
// TODO: I don't know what the variances are for exponentatiation
// converts the variances and means of the two inputs into the variance of the output
let combineVariancesFn =
switch (op) {
| `Add => ((v1, v2, _, _) => v1 +. v2)
| `Subtract => ((v1, v2, _, _) => v1 +. v2)
| `Multiply => (
(v1, v2, m1, m2) => v1 *. v2 +. v1 *. m2 ** 2. +. v2 *. m1 ** 2.
)
| `Exponentiate =>
((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;
Belt.Array.set(masses, k, t1m.masses[i] *. t2m.masses[j]) |> ignore;
let mean = combineMeansFn(t1m.means[i], t2m.means[j]);
let variance =
combineVariancesFn(
t1m.variances[i],
t2m.variances[j],
t1m.means[i],
t2m.means[j],
);
Belt.Array.set(means, k, mean) |> ignore;
Belt.Array.set(variances, k, variance) |> ignore;
// update bounds
let minX = mean -. 2. *. sqrt(variance) *. 1.644854;
let maxX = mean +. 2. *. sqrt(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) {
// go through all of the result points
if (variances[j] > 0. && masses[j] > 0.) {
for (i in 0 to E.A.length(outputXs) - 1) {
// go through all of the target points
let dx = outputXs[i] -. means[j];
let contribution =
masses[j]
*. exp(-. (dx ** 2.) /. (2. *. variances[j]))
/. sqrt(2. *. 3.14159276 *. variances[j]);
Belt.Array.set(outputYs, i, outputYs[i] +. contribution) |> ignore;
};
};
};
{xs: outputXs, ys: outputYs};
};
let toDiscretePointMassesFromDiscrete =
(s: DistTypes.xyShape): pointMassesWithMoments => {
let {xs, ys}: XYShape.T.t = s;
let n = E.A.length(xs);
let masses: array(float) = Belt.Array.makeBy(n, i => ys[i]);
let means: array(float) = Belt.Array.makeBy(n, i => xs[i]);
let variances: array(float) = Belt.Array.makeBy(n, i => 0.0);
{n, masses, means, variances};
};
let combineShapesContinuousDiscrete =
(
op: ExpressionTypes.algebraicOperation,
continuousShape: DistTypes.xyShape,
discreteShape: DistTypes.xyShape,
)
: DistTypes.xyShape => {
let t1n = continuousShape |> XYShape.T.length;
let t2n = discreteShape |> XYShape.T.length;
// each x pair is added/subtracted
let fn = Operation.Algebraic.toFn(op);
let outXYShapes: array(array((float, float))) =
Belt.Array.makeUninitializedUnsafe(t2n);
switch (op) {
| `Add
| `Subtract =>
for (j in 0 to t2n - 1) {
// creates a new continuous shape for each one of the discrete points, and collects them in outXYShapes.
let dxyShape: array((float, float)) =
Belt.Array.makeUninitializedUnsafe(t1n);
for (i in 0 to t1n - 1) {
Belt.Array.set(
dxyShape,
i,
(
fn(continuousShape.xs[i], discreteShape.xs[j]),
continuousShape.ys[i] *. discreteShape.ys[j],
),
)
|> ignore;
();
};
Belt.Array.set(outXYShapes, j, dxyShape) |> ignore;
();
}
| `Multiply
| `Exponentiate
| `Divide =>
for (j in 0 to t2n - 1) {
// creates a new continuous shape for each one of the discrete points, and collects them in outXYShapes.
let dxyShape: array((float, float)) =
Belt.Array.makeUninitializedUnsafe(t1n);
for (i in 0 to t1n - 1) {
Belt.Array.set(
dxyShape,
i,
(
fn(continuousShape.xs[i], discreteShape.xs[j]),
{continuousShape.ys[i] *. discreteShape.ys[j] /. discreteShape.xs[j]}
),
)
|> ignore;
();
};
Belt.Array.set(outXYShapes, j, dxyShape) |> ignore;
();
}
};
outXYShapes
|> E.A.fmap(XYShape.T.fromZippedArray)
|> E.A.fold_left(
XYShape.PointwiseCombination.combine(
(+.),
XYShape.XtoY.continuousInterpolator(`Linear, `UseZero),
),
XYShape.T.empty,
);
};

266
src/distPlus/distribution/AlgebraicShapeCombination.res Normal file
View File

@ -0,0 +1,266 @@
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
Js.Array.unshift(xs[0], xs) |> ignore
Js.Array.unshift(ys[0], ys) |> ignore
Js.Array.push(xs[n - 1], xs) |> ignore
Js.Array.push(ys[n - 1], ys) |> ignore
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 {
Belt.Array.set(xsSq, i, xs[i] *. xs[i]) |> ignore
()
}
for i in 0 to n - 2 {
Belt.Array.set(xsProdN1, i, xs[i] *. xs[i + 1]) |> ignore
()
}
for i in 0 to n - 3 {
Belt.Array.set(xsProdN2, i, xs[i] *. xs[i + 2]) |> ignore
()
}
// 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 {
Belt.Array.set(masses, i - 1, (xs[i + 1] -. xs[i - 1]) *. ys[i] /. 2.) |> ignore
// 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.
Belt.Array.set(means, i - 1, inverseMean) |> ignore
Belt.Array.set(variances, i - 1, inverseVar) |> ignore
()
}
{n: n - 2, masses: masses, means: means, variances: variances}
} else {
for i in 1 to n - 2 {
// area of triangle = width * height / 2
Belt.Array.set(masses, i - 1, (xs[i + 1] -. xs[i - 1]) *. ys[i] /. 2.) |> ignore
// means of triangle = (a + b + c) / 3
Belt.Array.set(means, i - 1, (xs[i - 1] +. xs[i] +. xs[i + 1]) /. 3.) |> ignore
// variance of triangle = (a^2 + b^2 + c^2 - ab - ac - bc) / 18
Belt.Array.set(
variances,
i - 1,
(xsSq[i - 1] +.
xsSq[i] +.
xsSq[i + 1] -.
xsProdN1[i - 1] -.
xsProdN1[i] -.
xsProdN2[i - 1]) /. 18.,
) |> ignore
()
}
{n: n - 2, masses: masses, means: means, variances: 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
| #Exponentiate => (m1, mInv2) => m1 ** mInv2
} // note: here, mInv2 = mean(1 / t2) ~= 1 / mean(t2)
// TODO: I don't know what the variances are for exponentatiation
// converts the variances and means of the two inputs into the variance of the output
let combineVariancesFn = switch op {
| #Add => (v1, v2, _, _) => v1 +. v2
| #Subtract => (v1, v2, _, _) => v1 +. v2
| #Multiply => (v1, v2, m1, m2) => v1 *. v2 +. v1 *. m2 ** 2. +. v2 *. m1 ** 2.
| #Exponentiate => (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
Belt.Array.set(masses, k, t1m.masses[i] *. t2m.masses[j]) |> ignore
let mean = combineMeansFn(t1m.means[i], t2m.means[j])
let variance = combineVariancesFn(
t1m.variances[i],
t2m.variances[j],
t1m.means[i],
t2m.means[j],
)
Belt.Array.set(means, k, mean) |> ignore
Belt.Array.set(variances, k, variance) |> ignore
// update bounds
let minX = mean -. 2. *. sqrt(variance) *. 1.644854
let maxX = mean +. 2. *. sqrt(variance) *. 1.644854
if minX < outputMinX.contents {
outputMinX := minX
}
if maxX > outputMaxX.contents {
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.contents, outputMaxX.contents, 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 {
if (
// go through all of the result points
variances[j] > 0. && masses[j] > 0.
) {
for i in 0 to E.A.length(outputXs) - 1 {
// go through all of the target points
let dx = outputXs[i] -. means[j]
let contribution =
masses[j] *.
exp(-.(dx ** 2.) /. (2. *. variances[j])) /.
sqrt(2. *. 3.14159276 *. variances[j])
Belt.Array.set(outputYs, i, outputYs[i] +. contribution) |> ignore
}
}
}
{xs: outputXs, ys: outputYs}
}
let toDiscretePointMassesFromDiscrete = (s: DistTypes.xyShape): pointMassesWithMoments => {
let {xs, ys}: XYShape.T.t = s
let n = E.A.length(xs)
let masses: array<float> = Belt.Array.makeBy(n, i => ys[i])
let means: array<float> = Belt.Array.makeBy(n, i => xs[i])
let variances: array<float> = Belt.Array.makeBy(n, i => 0.0)
{n: n, masses: masses, means: means, variances: variances}
}
let combineShapesContinuousDiscrete = (
op: ExpressionTypes.algebraicOperation,
continuousShape: DistTypes.xyShape,
discreteShape: DistTypes.xyShape,
): DistTypes.xyShape => {
let t1n = continuousShape |> XYShape.T.length
let t2n = discreteShape |> XYShape.T.length
// each x pair is added/subtracted
let fn = Operation.Algebraic.toFn(op)
let outXYShapes: array<array<(float, float)>> = Belt.Array.makeUninitializedUnsafe(t2n)
switch op {
| #Add
| #Subtract =>
for j in 0 to t2n - 1 {
// creates a new continuous shape for each one of the discrete points, and collects them in outXYShapes.
let dxyShape: array<(float, float)> = Belt.Array.makeUninitializedUnsafe(t1n)
for i in 0 to t1n - 1 {
Belt.Array.set(
dxyShape,
i,
(
fn(continuousShape.xs[i], discreteShape.xs[j]),
continuousShape.ys[i] *. discreteShape.ys[j],
),
) |> ignore
()
}
Belt.Array.set(outXYShapes, j, dxyShape) |> ignore
()
}
| #Multiply
| #Exponentiate
| #Divide =>
for j in 0 to t2n - 1 {
// creates a new continuous shape for each one of the discrete points, and collects them in outXYShapes.
let dxyShape: array<(float, float)> = Belt.Array.makeUninitializedUnsafe(t1n)
for i in 0 to t1n - 1 {
Belt.Array.set(
dxyShape,
i,
(
fn(continuousShape.xs[i], discreteShape.xs[j]),
continuousShape.ys[i] *. discreteShape.ys[j] /. discreteShape.xs[j],
),
) |> ignore
()
}
Belt.Array.set(outXYShapes, j, dxyShape) |> ignore
()
}
}
outXYShapes
|> E.A.fmap(XYShape.T.fromZippedArray)
|> E.A.fold_left(
XYShape.PointwiseCombination.combine(
\"+.",
XYShape.XtoY.continuousInterpolator(#Linear, #UseZero),
),
XYShape.T.empty,
)
}

332
src/distPlus/distribution/Continuous.re
View File

@ -1,332 +0,0 @@
open Distributions;
type t = DistTypes.continuousShape;
let getShape = (t: t) => t.xyShape;
let interpolation = (t: t) => t.interpolation;
let make =
(
~interpolation=`Linear,
~integralSumCache=None,
~integralCache=None,
xyShape,
)
: t => {
xyShape,
interpolation,
integralSumCache,
integralCache,
};
let shapeMap =
(fn, {xyShape, interpolation, integralSumCache, integralCache}: t): t => {
xyShape: fn(xyShape),
interpolation,
integralSumCache,
integralCache,
};
let lastY = (t: t) => t |> getShape |> XYShape.T.lastY;
let oShapeMap =
(fn, {xyShape, interpolation, integralSumCache, integralCache}: t)
: option(DistTypes.continuousShape) =>
fn(xyShape)
|> E.O.fmap(make(~interpolation, ~integralSumCache, ~integralCache));
let emptyIntegral: DistTypes.continuousShape = {
xyShape: {
xs: [|neg_infinity|],
ys: [|0.0|],
},
interpolation: `Linear,
integralSumCache: Some(0.0),
integralCache: None,
};
let empty: DistTypes.continuousShape = {
xyShape: XYShape.T.empty,
interpolation: `Linear,
integralSumCache: Some(0.0),
integralCache: Some(emptyIntegral),
};
let stepwiseToLinear = (t: t): t =>
make(
~integralSumCache=t.integralSumCache,
~integralCache=t.integralCache,
XYShape.Range.stepwiseToLinear(t.xyShape),
);
// Note: This results in a distribution with as many points as the sum of those in t1 and t2.
let combinePointwise =
(
~integralSumCachesFn=(_, _) => None,
~integralCachesFn: (t, t) => option(t)=(_, _) => None,
~distributionType: DistTypes.distributionType=`PDF,
fn: (float, float) => float,
t1: DistTypes.continuousShape,
t2: DistTypes.continuousShape,
)
: DistTypes.continuousShape => {
// If we're adding the distributions, and we know the total of each, then we
// can just sum them up. Otherwise, all bets are off.
let combinedIntegralSum =
Common.combineIntegralSums(
integralSumCachesFn,
t1.integralSumCache,
t2.integralSumCache,
);
// TODO: does it ever make sense to pointwise combine the integrals here?
// It could be done for pointwise additions, but is that ever needed?
// If combining stepwise and linear, we must convert the stepwise to linear first,
// i.e. add a point at the bottom of each step
let (t1, t2) =
switch (t1.interpolation, t2.interpolation) {
| (`Linear, `Linear) => (t1, t2)
| (`Stepwise, `Stepwise) => (t1, t2)
| (`Linear, `Stepwise) => (t1, stepwiseToLinear(t2))
| (`Stepwise, `Linear) => (stepwiseToLinear(t1), t2)
};
let extrapolation =
switch (distributionType) {
| `PDF => `UseZero
| `CDF => `UseOutermostPoints
};
let interpolator =
XYShape.XtoY.continuousInterpolator(t1.interpolation, extrapolation);
make(
~integralSumCache=combinedIntegralSum,
XYShape.PointwiseCombination.combine(
fn,
interpolator,
t1.xyShape,
t2.xyShape,
),
);
};
let toLinear = (t: t): option(t) => {
switch (t) {
| {interpolation: `Stepwise, xyShape, integralSumCache, integralCache} =>
xyShape
|> XYShape.Range.stepsToContinuous
|> E.O.fmap(make(~integralSumCache, ~integralCache))
| {interpolation: `Linear} => Some(t)
};
};
let shapeFn = (fn, t: t) => t |> getShape |> fn;
let updateIntegralSumCache = (integralSumCache, t: t): t => {
...t,
integralSumCache,
};
let updateIntegralCache = (integralCache, t: t): t => {...t, integralCache};
let reduce =
(
~integralSumCachesFn: (float, float) => option(float)=(_, _) => None,
~integralCachesFn: (t, t) => option(t)=(_, _) => None,
fn,
continuousShapes,
) =>
continuousShapes
|> E.A.fold_left(
combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn),
empty,
);
let mapY =
(~integralSumCacheFn=_ => None, ~integralCacheFn=_ => None, ~fn, t: t) => {
make(
~interpolation=t.interpolation,
~integralSumCache=t.integralSumCache |> E.O.bind(_, integralSumCacheFn),
~integralCache=t.integralCache |> E.O.bind(_, integralCacheFn),
t |> getShape |> XYShape.T.mapY(fn),
);
};
let rec scaleBy = (~scale=1.0, t: t): t => {
let scaledIntegralSumCache =
E.O.bind(t.integralSumCache, v => Some(scale *. v));
let scaledIntegralCache =
E.O.bind(t.integralCache, v => Some(scaleBy(~scale, v)));
t
|> mapY(~fn=(r: float) => r *. scale)
|> updateIntegralSumCache(scaledIntegralSumCache)
|> updateIntegralCache(scaledIntegralCache);
};
module T =
Dist({
type t = DistTypes.continuousShape;
type integral = DistTypes.continuousShape;
let minX = shapeFn(XYShape.T.minX);
let maxX = shapeFn(XYShape.T.maxX);
let mapY = mapY;
let updateIntegralCache = updateIntegralCache;
let toDiscreteProbabilityMassFraction = _ => 0.0;
let toShape = (t: t): DistTypes.shape => Continuous(t);
let xToY = (f, {interpolation, xyShape}: t) => {
(
switch (interpolation) {
| `Stepwise =>
xyShape |> XYShape.XtoY.stepwiseIncremental(f) |> E.O.default(0.0)
| `Linear => xyShape |> XYShape.XtoY.linear(f)
}
)
|> DistTypes.MixedPoint.makeContinuous;
};
let truncate =
(leftCutoff: option(float), rightCutoff: option(float), t: t) => {
let lc = E.O.default(neg_infinity, leftCutoff);
let rc = E.O.default(infinity, rightCutoff);
let truncatedZippedPairs =
t
|> getShape
|> XYShape.T.zip
|> XYShape.Zipped.filterByX(x => x >= lc && x <= rc);
let leftNewPoint =
leftCutoff
|> E.O.dimap(lc => [|(lc -. epsilon_float, 0.)|], _ => [||]);
let rightNewPoint =
rightCutoff
|> E.O.dimap(rc => [|(rc +. epsilon_float, 0.)|], _ => [||]);
let truncatedZippedPairsWithNewPoints =
E.A.concatMany([|leftNewPoint, truncatedZippedPairs, rightNewPoint|]);
let truncatedShape =
XYShape.T.fromZippedArray(truncatedZippedPairsWithNewPoints);
make(truncatedShape);
};
// TODO: This should work with stepwise plots.
let integral = t =>
switch (getShape(t) |> XYShape.T.isEmpty, t.integralCache) {
| (true, _) => emptyIntegral
| (false, Some(cache)) => cache
| (false, None) =>
t
|> getShape
|> XYShape.Range.integrateWithTriangles
|> E.O.toExt("This should not have happened")
|> make
};
let downsample = (length, t): t =>
t
|> shapeMap(
XYShape.XsConversion.proportionByProbabilityMass(
length,
integral(t).xyShape,
),
);
let integralEndY = (t: t) =>
t.integralSumCache |> E.O.default(t |> integral |> lastY);
let integralXtoY = (f, t: t) =>
t |> integral |> shapeFn(XYShape.XtoY.linear(f));
let integralYtoX = (f, t: t) =>
t |> integral |> shapeFn(XYShape.YtoX.linear(f));
let toContinuous = t => Some(t);
let toDiscrete = _ => None;
let normalize = (t: t): t => {
t
|> updateIntegralCache(Some(integral(t)))
|> scaleBy(~scale=1. /. integralEndY(t))
|> updateIntegralSumCache(Some(1.0));
};
let mean = (t: t) => {
let indefiniteIntegralStepwise = (p, h1) => h1 *. p ** 2.0 /. 2.0;
let indefiniteIntegralLinear = (p, a, b) =>
a *. p ** 2.0 /. 2.0 +. b *. p ** 3.0 /. 3.0;
XYShape.Analysis.integrateContinuousShape(
~indefiniteIntegralStepwise,
~indefiniteIntegralLinear,
t,
);
};
let variance = (t: t): float =>
XYShape.Analysis.getVarianceDangerously(
t,
mean,
XYShape.Analysis.getMeanOfSquaresContinuousShape,
);
});
/* This simply creates multiple copies of the continuous distribution, scaled and shifted according to
each discrete data point, and then adds them all together. */
let combineAlgebraicallyWithDiscrete =
(
op: ExpressionTypes.algebraicOperation,
t1: t,
t2: DistTypes.discreteShape,
) => {
let t1s = t1 |> getShape;
let t2s = t2.xyShape; // TODO would like to use Discrete.getShape here, but current file structure doesn't allow for that
if (XYShape.T.isEmpty(t1s) || XYShape.T.isEmpty(t2s)) {
empty;
} else {
let continuousAsLinear =
switch (t1.interpolation) {
| `Linear => t1
| `Stepwise => stepwiseToLinear(t1)
};
let combinedShape =
AlgebraicShapeCombination.combineShapesContinuousDiscrete(
op,
continuousAsLinear |> getShape,
t2s,
);
let combinedIntegralSum =
switch (op) {
| `Multiply
| `Divide =>
Common.combineIntegralSums(
(a, b) => Some(a *. b),
t1.integralSumCache,
t2.integralSumCache,
)
| _ => None
};
// TODO: It could make sense to automatically transform the integrals here (shift or scale)
make(
~interpolation=t1.interpolation,
~integralSumCache=combinedIntegralSum,
combinedShape,
);
};
};
let combineAlgebraically =
(op: ExpressionTypes.algebraicOperation, t1: t, t2: t) => {
let s1 = t1 |> getShape;
let s2 = t2 |> getShape;
let t1n = s1 |> XYShape.T.length;
let t2n = s2 |> XYShape.T.length;
if (t1n == 0 || t2n == 0) {
empty;
} else {
let combinedShape =
AlgebraicShapeCombination.combineShapesContinuousContinuous(op, s1, s2);
let combinedIntegralSum =
Common.combineIntegralSums(
(a, b) => Some(a *. b),
t1.integralSumCache,
t2.integralSumCache,
);
// return a new Continuous distribution
make(~integralSumCache=combinedIntegralSum, combinedShape);
};
};

264
src/distPlus/distribution/Continuous.res Normal file
View File

@ -0,0 +1,264 @@
open Distributions
type t = DistTypes.continuousShape
let getShape = (t: t) => t.xyShape
let interpolation = (t: t) => t.interpolation
let make = (~interpolation=#Linear, ~integralSumCache=None, ~integralCache=None, xyShape): t => {
xyShape: xyShape,
interpolation: interpolation,
integralSumCache: integralSumCache,
integralCache: integralCache,
}
let shapeMap = (fn, {xyShape, interpolation, integralSumCache, integralCache}: t): t => {
xyShape: fn(xyShape),
interpolation: interpolation,
integralSumCache: integralSumCache,
integralCache: integralCache,
}
let lastY = (t: t) => t |> getShape |> XYShape.T.lastY
let oShapeMap = (fn, {xyShape, interpolation, integralSumCache, integralCache}: t): option<
DistTypes.continuousShape,
> => fn(xyShape) |> E.O.fmap(make(~interpolation, ~integralSumCache, ~integralCache))
let emptyIntegral: DistTypes.continuousShape = {
xyShape: {
xs: [neg_infinity],
ys: [0.0],
},
interpolation: #Linear,
integralSumCache: Some(0.0),
integralCache: None,
}
let empty: DistTypes.continuousShape = {
xyShape: XYShape.T.empty,
interpolation: #Linear,
integralSumCache: Some(0.0),
integralCache: Some(emptyIntegral),
}
let stepwiseToLinear = (t: t): t =>
make(
~integralSumCache=t.integralSumCache,
~integralCache=t.integralCache,
XYShape.Range.stepwiseToLinear(t.xyShape),
)
// Note: This results in a distribution with as many points as the sum of those in t1 and t2.
let combinePointwise = (
~integralSumCachesFn=(_, _) => None,
~integralCachesFn: (t, t) => option<t>=(_, _) => None,
~distributionType: DistTypes.distributionType=#PDF,
fn: (float, float) => float,
t1: DistTypes.continuousShape,
t2: DistTypes.continuousShape,
): DistTypes.continuousShape => {
// If we're adding the distributions, and we know the total of each, then we
// can just sum them up. Otherwise, all bets are off.
let combinedIntegralSum = Common.combineIntegralSums(
integralSumCachesFn,
t1.integralSumCache,
t2.integralSumCache,
)
// TODO: does it ever make sense to pointwise combine the integrals here?
// It could be done for pointwise additions, but is that ever needed?
// If combining stepwise and linear, we must convert the stepwise to linear first,
// i.e. add a point at the bottom of each step
let (t1, t2) = switch (t1.interpolation, t2.interpolation) {
| (#Linear, #Linear) => (t1, t2)
| (#Stepwise, #Stepwise) => (t1, t2)
| (#Linear, #Stepwise) => (t1, stepwiseToLinear(t2))
| (#Stepwise, #Linear) => (stepwiseToLinear(t1), t2)
}
let extrapolation = switch distributionType {
| #PDF => #UseZero
| #CDF => #UseOutermostPoints
}
let interpolator = XYShape.XtoY.continuousInterpolator(t1.interpolation, extrapolation)
make(
~integralSumCache=combinedIntegralSum,
XYShape.PointwiseCombination.combine(fn, interpolator, t1.xyShape, t2.xyShape),
)
}
let toLinear = (t: t): option<t> =>
switch t {
| {interpolation: #Stepwise, xyShape, integralSumCache, integralCache} =>
xyShape |> XYShape.Range.stepsToContinuous |> E.O.fmap(make(~integralSumCache, ~integralCache))
| {interpolation: #Linear} => Some(t)
}
let shapeFn = (fn, t: t) => t |> getShape |> fn
let updateIntegralSumCache = (integralSumCache, t: t): t => {
...t,
integralSumCache: integralSumCache,
}
let updateIntegralCache = (integralCache, t: t): t => {...t, integralCache: integralCache}
let reduce = (
~integralSumCachesFn: (float, float) => option<float>=(_, _) => None,
~integralCachesFn: (t, t) => option<t>=(_, _) => None,
fn,
continuousShapes,
) =>
continuousShapes |> E.A.fold_left(
combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn),
empty,
)
let mapY = (~integralSumCacheFn=_ => None, ~integralCacheFn=_ => None, ~fn, t: t) =>
make(
~interpolation=t.interpolation,
~integralSumCache=t.integralSumCache |> E.O.bind(_, integralSumCacheFn),
~integralCache=t.integralCache |> E.O.bind(_, integralCacheFn),
t |> getShape |> XYShape.T.mapY(fn),
)
let rec scaleBy = (~scale=1.0, t: t): t => {
let scaledIntegralSumCache = E.O.bind(t.integralSumCache, v => Some(scale *. v))
let scaledIntegralCache = E.O.bind(t.integralCache, v => Some(scaleBy(~scale, v)))
t
|> mapY(~fn=(r: float) => r *. scale)
|> updateIntegralSumCache(scaledIntegralSumCache)
|> updateIntegralCache(scaledIntegralCache)
}
module T = Dist({
type t = DistTypes.continuousShape
type integral = DistTypes.continuousShape
let minX = shapeFn(XYShape.T.minX)
let maxX = shapeFn(XYShape.T.maxX)
let mapY = mapY
let updateIntegralCache = updateIntegralCache
let toDiscreteProbabilityMassFraction = _ => 0.0
let toShape = (t: t): DistTypes.shape => Continuous(t)
let xToY = (f, {interpolation, xyShape}: t) =>
switch interpolation {
| #Stepwise => xyShape |> XYShape.XtoY.stepwiseIncremental(f) |> E.O.default(0.0)
| #Linear => xyShape |> XYShape.XtoY.linear(f)
} |> DistTypes.MixedPoint.makeContinuous
let truncate = (leftCutoff: option<float>, rightCutoff: option<float>, t: t) => {
let lc = E.O.default(neg_infinity, leftCutoff)
let rc = E.O.default(infinity, rightCutoff)
let truncatedZippedPairs =
t |> getShape |> XYShape.T.zip |> XYShape.Zipped.filterByX(x => x >= lc && x <= rc)
let leftNewPoint = leftCutoff |> E.O.dimap(lc => [(lc -. epsilon_float, 0.)], _ => [])
let rightNewPoint = rightCutoff |> E.O.dimap(rc => [(rc +. epsilon_float, 0.)], _ => [])
let truncatedZippedPairsWithNewPoints = E.A.concatMany([
leftNewPoint,
truncatedZippedPairs,
rightNewPoint,
])
let truncatedShape = XYShape.T.fromZippedArray(truncatedZippedPairsWithNewPoints)
make(truncatedShape)
}
// TODO: This should work with stepwise plots.
let integral = t =>
switch (getShape(t) |> XYShape.T.isEmpty, t.integralCache) {
| (true, _) => emptyIntegral
| (false, Some(cache)) => cache
| (false, None) =>
t
|> getShape
|> XYShape.Range.integrateWithTriangles
|> E.O.toExt("This should not have happened")
|> make
}
let downsample = (length, t): t =>
t |> shapeMap(XYShape.XsConversion.proportionByProbabilityMass(length, integral(t).xyShape))
let integralEndY = (t: t) => t.integralSumCache |> E.O.default(t |> integral |> lastY)
let integralXtoY = (f, t: t) => t |> integral |> shapeFn(XYShape.XtoY.linear(f))
let integralYtoX = (f, t: t) => t |> integral |> shapeFn(XYShape.YtoX.linear(f))
let toContinuous = t => Some(t)
let toDiscrete = _ => None
let normalize = (t: t): t =>
t
|> updateIntegralCache(Some(integral(t)))
|> scaleBy(~scale=1. /. integralEndY(t))
|> updateIntegralSumCache(Some(1.0))
let mean = (t: t) => {
let indefiniteIntegralStepwise = (p, h1) => h1 *. p ** 2.0 /. 2.0
let indefiniteIntegralLinear = (p, a, b) => a *. p ** 2.0 /. 2.0 +. b *. p ** 3.0 /. 3.0
XYShape.Analysis.integrateContinuousShape(
~indefiniteIntegralStepwise,
~indefiniteIntegralLinear,
t,
)
}
let variance = (t: t): float =>
XYShape.Analysis.getVarianceDangerously(
t,
mean,
XYShape.Analysis.getMeanOfSquaresContinuousShape,
)
})
/* This simply creates multiple copies of the continuous distribution, scaled and shifted according to
each discrete data point, and then adds them all together. */
let combineAlgebraicallyWithDiscrete = (
op: ExpressionTypes.algebraicOperation,
t1: t,
t2: DistTypes.discreteShape,
) => {
let t1s = t1 |> getShape
let t2s = t2.xyShape // TODO would like to use Discrete.getShape here, but current file structure doesn't allow for that
if XYShape.T.isEmpty(t1s) || XYShape.T.isEmpty(t2s) {
empty
} else {
let continuousAsLinear = switch t1.interpolation {
| #Linear => t1
| #Stepwise => stepwiseToLinear(t1)
}
let combinedShape = AlgebraicShapeCombination.combineShapesContinuousDiscrete(
op,
continuousAsLinear |> getShape,
t2s,
)
let combinedIntegralSum = switch op {
| #Multiply
| #Divide =>
Common.combineIntegralSums((a, b) => Some(a *. b), t1.integralSumCache, t2.integralSumCache)
| _ => None
}
// TODO: It could make sense to automatically transform the integrals here (shift or scale)
make(~interpolation=t1.interpolation, ~integralSumCache=combinedIntegralSum, combinedShape)
}
}
let combineAlgebraically = (op: ExpressionTypes.algebraicOperation, t1: t, t2: t) => {
let s1 = t1 |> getShape
let s2 = t2 |> getShape
let t1n = s1 |> XYShape.T.length
let t2n = s2 |> XYShape.T.length
if t1n == 0 || t2n == 0 {
empty
} else {
let combinedShape = AlgebraicShapeCombination.combineShapesContinuousContinuous(op, s1, s2)
let combinedIntegralSum = Common.combineIntegralSums(
(a, b) => Some(a *. b),
t1.integralSumCache,
t2.integralSumCache,
)
// return a new Continuous distribution
make(~integralSumCache=combinedIntegralSum, combinedShape)
}
}

232
src/distPlus/distribution/Discrete.re
View File

@ -1,232 +0,0 @@
open Distributions;
type t = DistTypes.discreteShape;
let make = (~integralSumCache=None, ~integralCache=None, xyShape): t => {xyShape, integralSumCache, integralCache};
let shapeMap = (fn, {xyShape, integralSumCache, integralCache}: t): t => {
xyShape: fn(xyShape),
integralSumCache,
integralCache
};
let getShape = (t: t) => t.xyShape;
let oShapeMap = (fn, {xyShape, integralSumCache, integralCache}: t): option(t) =>
fn(xyShape) |> E.O.fmap(make(~integralSumCache, ~integralCache));
let emptyIntegral: DistTypes.continuousShape = {
xyShape: {xs: [|neg_infinity|], ys: [|0.0|]},
interpolation: `Stepwise,
integralSumCache: Some(0.0),
integralCache: None,
};
let empty: DistTypes.discreteShape = {
xyShape: XYShape.T.empty,
integralSumCache: Some(0.0),
integralCache: Some(emptyIntegral),
};
let shapeFn = (fn, t: t) => t |> getShape |> fn;
let lastY = (t: t) => t |> getShape |> XYShape.T.lastY;
let combinePointwise =
(
~integralSumCachesFn = (_, _) => None,
~integralCachesFn: (DistTypes.continuousShape, DistTypes.continuousShape) => option(DistTypes.continuousShape) = (_, _) => None,
fn,
t1: DistTypes.discreteShape,
t2: DistTypes.discreteShape,
)
: DistTypes.discreteShape => {
let combinedIntegralSum =
Common.combineIntegralSums(
integralSumCachesFn,
t1.integralSumCache,
t2.integralSumCache,
);
// TODO: does it ever make sense to pointwise combine the integrals here?
// It could be done for pointwise additions, but is that ever needed?
make(
~integralSumCache=combinedIntegralSum,
XYShape.PointwiseCombination.combine(
(+.),
XYShape.XtoY.discreteInterpolator,
t1.xyShape,
t2.xyShape,
),
);
};
let reduce =
(~integralSumCachesFn=(_, _) => None,
~integralCachesFn=(_, _) => None,
fn, discreteShapes)
: DistTypes.discreteShape =>
discreteShapes
|> E.A.fold_left(combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn), empty);
let updateIntegralSumCache = (integralSumCache, t: t): t => {
...t,
integralSumCache,
};
let updateIntegralCache = (integralCache, t: t): t => {
...t,
integralCache,
};
/* This multiples all of the data points together and creates a new discrete distribution from the results.
Data points at the same xs get added together. It may be a good idea to downsample t1 and t2 before and/or the result after. */
let combineAlgebraically =
(op: ExpressionTypes.algebraicOperation, t1: t, t2: t): t => {
let t1s = t1 |> getShape;
let t2s = t2 |> getShape;
let t1n = t1s |> XYShape.T.length;
let t2n = t2s |> XYShape.T.length;
let combinedIntegralSum =
Common.combineIntegralSums(
(s1, s2) => Some(s1 *. s2),
t1.integralSumCache,
t2.integralSumCache,
);
let fn = Operation.Algebraic.toFn(op);
let xToYMap = E.FloatFloatMap.empty();
for (i in 0 to t1n - 1) {
for (j in 0 to t2n - 1) {
let x = fn(t1s.xs[i], t2s.xs[j]);
let cv = xToYMap |> E.FloatFloatMap.get(x) |> E.O.default(0.);
let my = t1s.ys[i] *. t2s.ys[j];
let _ = Belt.MutableMap.set(xToYMap, x, cv +. my);
();
};
};
let rxys = xToYMap |> E.FloatFloatMap.toArray |> XYShape.Zipped.sortByX;
let combinedShape = XYShape.T.fromZippedArray(rxys);
make(~integralSumCache=combinedIntegralSum, combinedShape);
};
let mapY = (~integralSumCacheFn=_ => None,
~integralCacheFn=_ => None,
~fn, t: t) => {
make(
~integralSumCache=t.integralSumCache |> E.O.bind(_, integralSumCacheFn),
~integralCache=t.integralCache |> E.O.bind(_, integralCacheFn),
t |> getShape |> XYShape.T.mapY(fn),
);
};
let scaleBy = (~scale=1.0, t: t): t => {
let scaledIntegralSumCache = t.integralSumCache |> E.O.fmap((*.)(scale));
let scaledIntegralCache = t.integralCache |> E.O.fmap(Continuous.scaleBy(~scale));
t
|> mapY(~fn=(r: float) => r *. scale)
|> updateIntegralSumCache(scaledIntegralSumCache)
|> updateIntegralCache(scaledIntegralCache)
};
module T =
Dist({
type t = DistTypes.discreteShape;
type integral = DistTypes.continuousShape;
let integral = (t) =>
switch (getShape(t) |> XYShape.T.isEmpty, t.integralCache) {
| (true, _) => emptyIntegral
| (false, Some(c)) => c
| (false, None) => {
let ts = getShape(t);
// The first xy of this integral should always be the zero, to ensure nice plotting
let firstX = ts |> XYShape.T.minX;
let prependedZeroPoint: XYShape.T.t = {xs: [|firstX -. epsilon_float|], ys: [|0.|]};
let integralShape =
ts
|> XYShape.T.concat(prependedZeroPoint)
|> XYShape.T.accumulateYs((+.));
Continuous.make(~interpolation=`Stepwise, integralShape);
}
};
let integralEndY = (t: t) =>
t.integralSumCache
|> E.O.default(t |> integral |> Continuous.lastY);
let minX = shapeFn(XYShape.T.minX);
let maxX = shapeFn(XYShape.T.maxX);
let toDiscreteProbabilityMassFraction = _ => 1.0;
let mapY = mapY;
let updateIntegralCache = updateIntegralCache;
let toShape = (t: t): DistTypes.shape => Discrete(t);
let toContinuous = _ => None;
let toDiscrete = t => Some(t);
let normalize = (t: t): t => {
t
|> scaleBy(~scale=1. /. integralEndY(t))
|> updateIntegralSumCache(Some(1.0));
};
let downsample = (i, t: t): t => {
// It's not clear how to downsample a set of discrete points in a meaningful way.
// The best we can do is to clip off the smallest values.
let currentLength = t |> getShape |> XYShape.T.length;
if (i < currentLength && i >= 1 && currentLength > 1) {
t
|> getShape
|> XYShape.T.zip
|> XYShape.Zipped.sortByY
|> Belt.Array.reverse
|> Belt.Array.slice(_, ~offset=0, ~len=i)
|> XYShape.Zipped.sortByX
|> XYShape.T.fromZippedArray
|> make;
} else {
t;
};
};
let truncate =
(leftCutoff: option(float), rightCutoff: option(float), t: t): t => {
t
|> getShape
|> XYShape.T.zip
|> XYShape.Zipped.filterByX(x =>
x >= E.O.default(neg_infinity, leftCutoff)
&& x <= E.O.default(infinity, rightCutoff)
)
|> XYShape.T.fromZippedArray
|> make;
};
let xToY = (f, t) =>
t
|> getShape
|> XYShape.XtoY.stepwiseIfAtX(f)
|> E.O.default(0.0)
|> DistTypes.MixedPoint.makeDiscrete;
let integralXtoY = (f, t) =>
t |> integral |> Continuous.getShape |> XYShape.XtoY.linear(f);
let integralYtoX = (f, t) =>
t |> integral |> Continuous.getShape |> XYShape.YtoX.linear(f);
let mean = (t: t): float => {
let s = getShape(t);
E.A.reducei(s.xs, 0.0, (acc, x, i) => acc +. x *. s.ys[i]);
};
let variance = (t: t): float => {
let getMeanOfSquares = t =>
t |> shapeMap(XYShape.Analysis.squareXYShape) |> mean;
XYShape.Analysis.getVarianceDangerously(t, mean, getMeanOfSquares);
};
});

216
src/distPlus/distribution/Discrete.res Normal file
View File

@ -0,0 +1,216 @@
open Distributions
type t = DistTypes.discreteShape
let make = (~integralSumCache=None, ~integralCache=None, xyShape): t => {
xyShape: xyShape,
integralSumCache: integralSumCache,
integralCache: integralCache,
}
let shapeMap = (fn, {xyShape, integralSumCache, integralCache}: t): t => {
xyShape: fn(xyShape),
integralSumCache: integralSumCache,
integralCache: integralCache,
}
let getShape = (t: t) => t.xyShape
let oShapeMap = (fn, {xyShape, integralSumCache, integralCache}: t): option<t> =>
fn(xyShape) |> E.O.fmap(make(~integralSumCache, ~integralCache))
let emptyIntegral: DistTypes.continuousShape = {
xyShape: {xs: [neg_infinity], ys: [0.0]},
interpolation: #Stepwise,
integralSumCache: Some(0.0),
integralCache: None,
}
let empty: DistTypes.discreteShape = {
xyShape: XYShape.T.empty,
integralSumCache: Some(0.0),
integralCache: Some(emptyIntegral),
}
let shapeFn = (fn, t: t) => t |> getShape |> fn
let lastY = (t: t) => t |> getShape |> XYShape.T.lastY
let combinePointwise = (
~integralSumCachesFn=(_, _) => None,
~integralCachesFn: (
DistTypes.continuousShape,
DistTypes.continuousShape,
) => option<DistTypes.continuousShape>=(_, _) => None,
fn,
t1: DistTypes.discreteShape,
t2: DistTypes.discreteShape,
): DistTypes.discreteShape => {
let combinedIntegralSum = Common.combineIntegralSums(
integralSumCachesFn,
t1.integralSumCache,
t2.integralSumCache,
)
// TODO: does it ever make sense to pointwise combine the integrals here?
// It could be done for pointwise additions, but is that ever needed?
make(
~integralSumCache=combinedIntegralSum,
XYShape.PointwiseCombination.combine(
\"+.",
XYShape.XtoY.discreteInterpolator,
t1.xyShape,
t2.xyShape,
),
)
}
let reduce = (
~integralSumCachesFn=(_, _) => None,
~integralCachesFn=(_, _) => None,
fn,
discreteShapes,
): DistTypes.discreteShape =>
discreteShapes |> E.A.fold_left(
combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn),
empty,
)
let updateIntegralSumCache = (integralSumCache, t: t): t => {
...t,
integralSumCache: integralSumCache,
}
let updateIntegralCache = (integralCache, t: t): t => {
...t,
integralCache: integralCache,
}
/* This multiples all of the data points together and creates a new discrete distribution from the results.
Data points at the same xs get added together. It may be a good idea to downsample t1 and t2 before and/or the result after. */
let combineAlgebraically = (op: ExpressionTypes.algebraicOperation, t1: t, t2: t): t => {
let t1s = t1 |> getShape
let t2s = t2 |> getShape
let t1n = t1s |> XYShape.T.length
let t2n = t2s |> XYShape.T.length
let combinedIntegralSum = Common.combineIntegralSums(
(s1, s2) => Some(s1 *. s2),
t1.integralSumCache,
t2.integralSumCache,
)
let fn = Operation.Algebraic.toFn(op)
let xToYMap = E.FloatFloatMap.empty()
for i in 0 to t1n - 1 {
for j in 0 to t2n - 1 {
let x = fn(t1s.xs[i], t2s.xs[j])
let cv = xToYMap |> E.FloatFloatMap.get(x) |> E.O.default(0.)
let my = t1s.ys[i] *. t2s.ys[j]
let _ = Belt.MutableMap.set(xToYMap, x, cv +. my)
}
}
let rxys = xToYMap |> E.FloatFloatMap.toArray |> XYShape.Zipped.sortByX
let combinedShape = XYShape.T.fromZippedArray(rxys)
make(~integralSumCache=combinedIntegralSum, combinedShape)
}
let mapY = (~integralSumCacheFn=_ => None, ~integralCacheFn=_ => None, ~fn, t: t) =>
make(
~integralSumCache=t.integralSumCache |> E.O.bind(_, integralSumCacheFn),
~integralCache=t.integralCache |> E.O.bind(_, integralCacheFn),
t |> getShape |> XYShape.T.mapY(fn),
)
let scaleBy = (~scale=1.0, t: t): t => {
let scaledIntegralSumCache = t.integralSumCache |> E.O.fmap(\"*."(scale))
let scaledIntegralCache = t.integralCache |> E.O.fmap(Continuous.scaleBy(~scale))
t
|> mapY(~fn=(r: float) => r *. scale)
|> updateIntegralSumCache(scaledIntegralSumCache)
|> updateIntegralCache(scaledIntegralCache)
}
module T = Dist({
type t = DistTypes.discreteShape
type integral = DistTypes.continuousShape
let integral = t =>
switch (getShape(t) |> XYShape.T.isEmpty, t.integralCache) {
| (true, _) => emptyIntegral
| (false, Some(c)) => c
| (false, None) =>
let ts = getShape(t)
// The first xy of this integral should always be the zero, to ensure nice plotting
let firstX = ts |> XYShape.T.minX
let prependedZeroPoint: XYShape.T.t = {xs: [firstX -. epsilon_float], ys: [0.]}
let integralShape =
ts |> XYShape.T.concat(prependedZeroPoint) |> XYShape.T.accumulateYs(\"+.")
Continuous.make(~interpolation=#Stepwise, integralShape)
}
let integralEndY = (t: t) => t.integralSumCache |> E.O.default(t |> integral |> Continuous.lastY)
let minX = shapeFn(XYShape.T.minX)
let maxX = shapeFn(XYShape.T.maxX)
let toDiscreteProbabilityMassFraction = _ => 1.0
let mapY = mapY
let updateIntegralCache = updateIntegralCache
let toShape = (t: t): DistTypes.shape => Discrete(t)
let toContinuous = _ => None
let toDiscrete = t => Some(t)
let normalize = (t: t): t =>
t |> scaleBy(~scale=1. /. integralEndY(t)) |> updateIntegralSumCache(Some(1.0))
let downsample = (i, t: t): t => {
// It's not clear how to downsample a set of discrete points in a meaningful way.
// The best we can do is to clip off the smallest values.
let currentLength = t |> getShape |> XYShape.T.length
if i < currentLength && (i >= 1 && currentLength > 1) {
t
|> getShape
|> XYShape.T.zip
|> XYShape.Zipped.sortByY
|> Belt.Array.reverse
|> Belt.Array.slice(_, ~offset=0, ~len=i)
|> XYShape.Zipped.sortByX
|> XYShape.T.fromZippedArray
|> make
} else {
t
}
}
let truncate = (leftCutoff: option<float>, rightCutoff: option<float>, t: t): t =>
t
|> getShape
|> XYShape.T.zip
|> XYShape.Zipped.filterByX(x =>
x >= E.O.default(neg_infinity, leftCutoff) && x <= E.O.default(infinity, rightCutoff)
)
|> XYShape.T.fromZippedArray
|> make
let xToY = (f, t) =>
t
|> getShape
|> XYShape.XtoY.stepwiseIfAtX(f)
|> E.O.default(0.0)
|> DistTypes.MixedPoint.makeDiscrete
let integralXtoY = (f, t) => t |> integral |> Continuous.getShape |> XYShape.XtoY.linear(f)
let integralYtoX = (f, t) => t |> integral |> Continuous.getShape |> XYShape.YtoX.linear(f)
let mean = (t: t): float => {
let s = getShape(t)
E.A.reducei(s.xs, 0.0, (acc, x, i) => acc +. x *. s.ys[i])
}
let variance = (t: t): float => {
let getMeanOfSquares = t => t |> shapeMap(XYShape.Analysis.squareXYShape) |> mean
XYShape.Analysis.getVarianceDangerously(t, mean, getMeanOfSquares)
}
})

2
src/distPlus/distribution/DistPlus.re → src/distPlus/distribution/DistPlus.res
View File

@ -84,7 +84,7 @@ module T =
let integral = (t: t) => let integral = (t: t) =>
updateShape(Continuous(t.integralCache), t); updateShape(Continuous(t.integralCache), t);
let updateIntegralCache = (integralCache: option(DistTypes.continuousShape), t) => let updateIntegralCache = (integralCache: option<DistTypes.continuousShape>, t) =>
update(~integralCache=E.O.default(t.integralCache, integralCache), t); update(~integralCache=E.O.default(t.integralCache, integralCache), t);
let downsample = (i, t): t => let downsample = (i, t): t =>

28
src/distPlus/distribution/DistPlusTime.re
View File

@ -1,28 +0,0 @@
open DistTypes;
type t = DistTypes.distPlus;
let unitToJson = ({unit}: t) => unit |> DistTypes.DistributionUnit.toJson;
let timeVector = ({unit}: t) =>
switch (unit) {
| TimeDistribution(timeVector) => Some(timeVector)
| UnspecifiedDistribution => None
};
let timeInVectorToX = (f: TimeTypes.timeInVector, t: t) => {
let timeVector = t |> timeVector;
timeVector |> E.O.fmap(TimeTypes.RelativeTimePoint.toXValue(_, f));
};
let xToY = (f: TimeTypes.timeInVector, t: t) => {
timeInVectorToX(f, t) |> E.O.fmap(DistPlus.T.xToY(_, t));
};
module Integral = {
include DistPlus.T.Integral;
let xToY = (f: TimeTypes.timeInVector, t: t) => {
timeInVectorToX(f, t)
|> E.O.fmap(x => DistPlus.T.Integral.xToY(x, t));
};
};

25
src/distPlus/distribution/DistPlusTime.res Normal file
View File

@ -0,0 +1,25 @@
open DistTypes
type t = DistTypes.distPlus
let unitToJson = ({unit}: t) => unit |> DistTypes.DistributionUnit.toJson
let timeVector = ({unit}: t) =>
switch unit {
| TimeDistribution(timeVector) => Some(timeVector)
| UnspecifiedDistribution => None
}
let timeInVectorToX = (f: TimeTypes.timeInVector, t: t) => {
let timeVector = t |> timeVector
timeVector |> E.O.fmap(TimeTypes.RelativeTimePoint.toXValue(_, f))
}
let xToY = (f: TimeTypes.timeInVector, t: t) =>
timeInVectorToX(f, t) |> E.O.fmap(DistPlus.T.xToY(_, t))
module Integral = {
include DistPlus.T.Integral
let xToY = (f: TimeTypes.timeInVector, t: t) =>
timeInVectorToX(f, t) |> E.O.fmap(x => DistPlus.T.Integral.xToY(x, t))
}

179
src/distPlus/distribution/DistTypes.re
View File

@ -1,179 +0,0 @@
type domainLimit = {
xPoint: float,
excludingProbabilityMass: float,
};
type domain =
| Complete
| LeftLimited(domainLimit)
| RightLimited(domainLimit)
| LeftAndRightLimited(domainLimit, domainLimit);
type distributionType = [
| `PDF
| `CDF
];
type xyShape = {
xs: array(float),
ys: array(float),
};
type interpolationStrategy = [
| `Stepwise
| `Linear
];
type extrapolationStrategy = [
| `UseZero
| `UseOutermostPoints
];
type interpolator = (xyShape, int, float) => float;
type continuousShape = {
xyShape,
interpolation: interpolationStrategy,
integralSumCache: option(float),
integralCache: option(continuousShape),
};
type discreteShape = {
xyShape,
integralSumCache: option(float),
integralCache: option(continuousShape),
};
type mixedShape = {
continuous: continuousShape,
discrete: discreteShape,
integralSumCache: option(float),
integralCache: option(continuousShape),
};
type shapeMonad('a, 'b, 'c) =
| Mixed('a)
| Discrete('b)
| Continuous('c);
type shape = shapeMonad(mixedShape, discreteShape, continuousShape);
module ShapeMonad = {
let fmap =
(t: shapeMonad('a, 'b, 'c), (fn1, fn2, fn3)): shapeMonad('d, 'e, 'f) =>
switch (t) {
| Mixed(m) => Mixed(fn1(m))
| Discrete(m) => Discrete(fn2(m))
| Continuous(m) => Continuous(fn3(m))
};
};
type generationSource =
| SquiggleString(string)
| Shape(shape);
type distributionUnit =
| UnspecifiedDistribution
| TimeDistribution(TimeTypes.timeVector);
type distPlus = {
shape,
domain,
integralCache: continuousShape,
unit: distributionUnit,
squiggleString: option(string),
};
module DistributionUnit = {
let toJson = (distributionUnit: distributionUnit) =>
switch (distributionUnit) {
| TimeDistribution({zero, unit}) =>
Js.Null.fromOption(
Some({"zero": zero, "unit": unit |> TimeTypes.TimeUnit.toString}),
)
| _ => Js.Null.fromOption(None)
};
};
module Domain = {
let excludedProbabilityMass = (t: domain) => {
switch (t) {
| Complete => 0.0
| LeftLimited({excludingProbabilityMass}) => excludingProbabilityMass
| RightLimited({excludingProbabilityMass}) => excludingProbabilityMass
| LeftAndRightLimited(
{excludingProbabilityMass: l},
{excludingProbabilityMass: r},
) =>
l +. r
};
};
let includedProbabilityMass = (t: domain) =>
1.0 -. excludedProbabilityMass(t);
let initialProbabilityMass = (t: domain) => {
switch (t) {
| Complete
| RightLimited(_) => 0.0
| LeftLimited({excludingProbabilityMass}) => excludingProbabilityMass
| LeftAndRightLimited({excludingProbabilityMass}, _) => excludingProbabilityMass
};
};
let normalizeProbabilityMass = (t: domain) => {
1. /. excludedProbabilityMass(t);
};
let yPointToSubYPoint = (t: domain, yPoint) => {
switch (t) {
| Complete => Some(yPoint)
| LeftLimited({excludingProbabilityMass})
when yPoint < excludingProbabilityMass =>
None
| LeftLimited({excludingProbabilityMass})
when yPoint >= excludingProbabilityMass =>
Some(
(yPoint -. excludingProbabilityMass) /. includedProbabilityMass(t),
)
| RightLimited({excludingProbabilityMass})
when yPoint > 1. -. excludingProbabilityMass =>
None
| RightLimited({excludingProbabilityMass})
when yPoint <= 1. -. excludingProbabilityMass =>
Some(yPoint /. includedProbabilityMass(t))
| LeftAndRightLimited({excludingProbabilityMass: l}, _) when yPoint < l =>
None
| LeftAndRightLimited(_, {excludingProbabilityMass: r})
when yPoint > 1.0 -. r =>
None
| LeftAndRightLimited({excludingProbabilityMass: l}, _) =>
Some((yPoint -. l) /. includedProbabilityMass(t))
| _ => None
};
};
};
type mixedPoint = {
continuous: float,
discrete: float,
};
module MixedPoint = {
type t = mixedPoint;
let toContinuousValue = (t: t) => t.continuous;
let toDiscreteValue = (t: t) => t.discrete;
let makeContinuous = (continuous: float): t => {continuous, discrete: 0.0};
let makeDiscrete = (discrete: float): t => {continuous: 0.0, discrete};
let fmap = (fn: float => float, t: t) => {
continuous: fn(t.continuous),
discrete: fn(t.discrete),
};
let combine2 = (fn, c: t, d: t): t => {
continuous: fn(c.continuous, d.continuous),
discrete: fn(c.discrete, d.discrete),
};
let add = combine2((a, b) => a +. b);
};

155
src/distPlus/distribution/DistTypes.res Normal file
View File

@ -0,0 +1,155 @@
type domainLimit = {
xPoint: float,
excludingProbabilityMass: float,
}
type domain =
| Complete
| LeftLimited(domainLimit)
| RightLimited(domainLimit)
| LeftAndRightLimited(domainLimit, domainLimit)
type distributionType = [
| #PDF
| #CDF
]
type xyShape = {
xs: array<float>,
ys: array<float>,
}
type interpolationStrategy = [
| #Stepwise
| #Linear
]
type extrapolationStrategy = [
| #UseZero
| #UseOutermostPoints
]
type interpolator = (xyShape, int, float) => float
type rec continuousShape = {
xyShape: xyShape,
interpolation: interpolationStrategy,
integralSumCache: option<float>,
integralCache: option<continuousShape>,
}
type discreteShape = {
xyShape: xyShape,
integralSumCache: option<float>,
integralCache: option<continuousShape>,
}
type mixedShape = {
continuous: continuousShape,
discrete: discreteShape,
integralSumCache: option<float>,
integralCache: option<continuousShape>,
}
type shapeMonad<'a, 'b, 'c> =
| Mixed('a)
| Discrete('b)
| Continuous('c)
type shape = shapeMonad<mixedShape, discreteShape, continuousShape>
module ShapeMonad = {
let fmap = (t: shapeMonad<'a, 'b, 'c>, (fn1, fn2, fn3)): shapeMonad<'d, 'e, 'f> =>
switch t {
| Mixed(m) => Mixed(fn1(m))
| Discrete(m) => Discrete(fn2(m))
| Continuous(m) => Continuous(fn3(m))
}
}
type generationSource =
| SquiggleString(string)
| Shape(shape)
type distributionUnit =
| UnspecifiedDistribution
| TimeDistribution(TimeTypes.timeVector)
type distPlus = {
shape: shape,
domain: domain,
integralCache: continuousShape,
unit: distributionUnit,
squiggleString: option<string>,
}
module DistributionUnit = {
let toJson = (distributionUnit: distributionUnit) =>
switch distributionUnit {
| TimeDistribution({zero, unit}) =>
Js.Null.fromOption(Some({"zero": zero, "unit": unit |> TimeTypes.TimeUnit.toString}))
| _ => Js.Null.fromOption(None)
}
}
module Domain = {
let excludedProbabilityMass = (t: domain) =>
switch t {
| Complete => 0.0
| LeftLimited({excludingProbabilityMass}) => excludingProbabilityMass
| RightLimited({excludingProbabilityMass}) => excludingProbabilityMass
| LeftAndRightLimited({excludingProbabilityMass: l}, {excludingProbabilityMass: r}) => l +. r
}
let includedProbabilityMass = (t: domain) => 1.0 -. excludedProbabilityMass(t)
let initialProbabilityMass = (t: domain) =>
switch t {
| Complete
| RightLimited(_) => 0.0
| LeftLimited({excludingProbabilityMass}) => excludingProbabilityMass
| LeftAndRightLimited({excludingProbabilityMass}, _) => excludingProbabilityMass
}
let normalizeProbabilityMass = (t: domain) => 1. /. excludedProbabilityMass(t)
let yPointToSubYPoint = (t: domain, yPoint) =>
switch t {
| Complete => Some(yPoint)
| LeftLimited({excludingProbabilityMass}) if yPoint < excludingProbabilityMass => None
| LeftLimited({excludingProbabilityMass}) if yPoint >= excludingProbabilityMass =>
Some((yPoint -. excludingProbabilityMass) /. includedProbabilityMass(t))
| RightLimited({excludingProbabilityMass}) if yPoint > 1. -. excludingProbabilityMass => None
| RightLimited({excludingProbabilityMass}) if yPoint <= 1. -. excludingProbabilityMass =>
Some(yPoint /. includedProbabilityMass(t))
| LeftAndRightLimited({excludingProbabilityMass: l}, _) if yPoint < l => None
| LeftAndRightLimited(_, {excludingProbabilityMass: r}) if yPoint > 1.0 -. r => None
| LeftAndRightLimited({excludingProbabilityMass: l}, _) =>
Some((yPoint -. l) /. includedProbabilityMass(t))
| _ => None
}
}
type mixedPoint = {
continuous: float,
discrete: float,
}
module MixedPoint = {
type t = mixedPoint
let toContinuousValue = (t: t) => t.continuous
let toDiscreteValue = (t: t) => t.discrete
let makeContinuous = (continuous: float): t => {continuous: continuous, discrete: 0.0}
let makeDiscrete = (discrete: float): t => {continuous: 0.0, discrete: discrete}
let fmap = (fn: float => float, t: t) => {
continuous: fn(t.continuous),
discrete: fn(t.discrete),
}
let combine2 = (fn, c: t, d: t): t => {
continuous: fn(c.continuous, d.continuous),
discrete: fn(c.discrete, d.discrete),
}
let add = combine2((a, b) => a +. b)
}

84
src/distPlus/distribution/Distributions.re
View File

@ -1,84 +0,0 @@
module type dist = {
type t;
type integral;
let minX: t => float;
let maxX: t => float;
let mapY:
(~integralSumCacheFn: float => option(float)=?, ~integralCacheFn: DistTypes.continuousShape => option(DistTypes.continuousShape)=?, ~fn: float => float, t) => t;
let xToY: (float, t) => DistTypes.mixedPoint;
let toShape: t => DistTypes.shape;
let toContinuous: t => option(DistTypes.continuousShape);
let toDiscrete: t => option(DistTypes.discreteShape);
let normalize: t => t;
let toDiscreteProbabilityMassFraction: t => float;
let downsample: (int, t) => t;
let truncate: (option(float), option(float), t) => t;
let updateIntegralCache: (option(DistTypes.continuousShape), t) => t;
let integral: (t) => integral;
let integralEndY: (t) => float;
let integralXtoY: (float, t) => float;
let integralYtoX: (float, t) => float;
let mean: t => float;
let variance: t => float;
};
module Dist = (T: dist) => {
type t = T.t;
type integral = T.integral;
let minX = T.minX;
let maxX = T.maxX;
let integral = T.integral;
let xTotalRange = (t: t) => maxX(t) -. minX(t);
let mapY = T.mapY;
let xToY = T.xToY;
let downsample = T.downsample;
let toShape = T.toShape;
let toDiscreteProbabilityMassFraction = T.toDiscreteProbabilityMassFraction;
let toContinuous = T.toContinuous;
let toDiscrete = T.toDiscrete;
let normalize = T.normalize;
let truncate = T.truncate;
let mean = T.mean;
let variance = T.variance;
let updateIntegralCache = T.updateIntegralCache;
module Integral = {
type t = T.integral;
let get = T.integral;
let xToY = T.integralXtoY;
let yToX = T.integralYtoX;
let sum = T.integralEndY;
};
};
module Common = {
let combineIntegralSums =
(
combineFn: (float, float) => option(float),
t1IntegralSumCache: option(float),
t2IntegralSumCache: option(float),
) => {
switch (t1IntegralSumCache, t2IntegralSumCache) {
| (None, _)
| (_, None) => None
| (Some(s1), Some(s2)) => combineFn(s1, s2)
};
};
let combineIntegrals =
(
combineFn: (DistTypes.continuousShape, DistTypes.continuousShape) => option(DistTypes.continuousShape),
t1IntegralCache: option(DistTypes.continuousShape),
t2IntegralCache: option(DistTypes.continuousShape),
) => {
switch (t1IntegralCache, t2IntegralCache) {
| (None, _)
| (_, None) => None
| (Some(s1), Some(s2)) => combineFn(s1, s2)
};
};
};

89
src/distPlus/distribution/Distributions.res Normal file
View File

@ -0,0 +1,89 @@
module type dist = {
type t
type integral
let minX: t => float
let maxX: t => float
let mapY: (
~integralSumCacheFn: float => option<float>=?,
~integralCacheFn: DistTypes.continuousShape => option<DistTypes.continuousShape>=?,
~fn: float => float,
t,
) => t
let xToY: (float, t) => DistTypes.mixedPoint
let toShape: t => DistTypes.shape
let toContinuous: t => option<DistTypes.continuousShape>
let toDiscrete: t => option<DistTypes.discreteShape>
let normalize: t => t
let toDiscreteProbabilityMassFraction: t => float
let downsample: (int, t) => t
let truncate: (option<float>, option<float>, t) => t
let updateIntegralCache: (option<DistTypes.continuousShape>, t) => t
let integral: t => integral
let integralEndY: t => float
let integralXtoY: (float, t) => float
let integralYtoX: (float, t) => float
let mean: t => float
let variance: t => float
}
module Dist = (T: dist) => {
type t = T.t
type integral = T.integral
let minX = T.minX
let maxX = T.maxX
let integral = T.integral
let xTotalRange = (t: t) => maxX(t) -. minX(t)
let mapY = T.mapY
let xToY = T.xToY
let downsample = T.downsample
let toShape = T.toShape
let toDiscreteProbabilityMassFraction = T.toDiscreteProbabilityMassFraction
let toContinuous = T.toContinuous
let toDiscrete = T.toDiscrete
let normalize = T.normalize
let truncate = T.truncate
let mean = T.mean
let variance = T.variance
let updateIntegralCache = T.updateIntegralCache
module Integral = {
type t = T.integral
let get = T.integral
let xToY = T.integralXtoY
let yToX = T.integralYtoX
let sum = T.integralEndY
}
}
module Common = {
let combineIntegralSums = (
combineFn: (float, float) => option<float>,
t1IntegralSumCache: option<float>,
t2IntegralSumCache: option<float>,
) =>
switch (t1IntegralSumCache, t2IntegralSumCache) {
| (None, _)
| (_, None) =>
None
| (Some(s1), Some(s2)) => combineFn(s1, s2)
}
let combineIntegrals = (
combineFn: (
DistTypes.continuousShape,
DistTypes.continuousShape,
) => option<DistTypes.continuousShape>,
t1IntegralCache: option<DistTypes.continuousShape>,
t2IntegralCache: option<DistTypes.continuousShape>,
) =>
switch (t1IntegralCache, t2IntegralCache) {
| (None, _)
| (_, None) =>
None
| (Some(s1), Some(s2)) => combineFn(s1, s2)
}
}

332
src/distPlus/distribution/Mixed.re
View File

@ -1,332 +0,0 @@
open Distributions;
type t = DistTypes.mixedShape;
let make = (~integralSumCache=None, ~integralCache=None, ~continuous, ~discrete): t => {continuous, discrete, integralSumCache, integralCache};
let totalLength = (t: t): int => {
let continuousLength =
t.continuous |> Continuous.getShape |> XYShape.T.length;
let discreteLength = t.discrete |> Discrete.getShape |> XYShape.T.length;
continuousLength + discreteLength;
};
let scaleBy = (~scale=1.0, t: t): t => {
let scaledDiscrete = Discrete.scaleBy(~scale, t.discrete);
let scaledContinuous = Continuous.scaleBy(~scale, t.continuous);
let scaledIntegralCache = E.O.bind(t.integralCache, v => Some(Continuous.scaleBy(~scale, v)));
let scaledIntegralSumCache = E.O.bind(t.integralSumCache, s => Some(s *. scale));
make(~discrete=scaledDiscrete, ~continuous=scaledContinuous, ~integralSumCache=scaledIntegralSumCache, ~integralCache=scaledIntegralCache);
};
let toContinuous = ({continuous}: t) => Some(continuous);
let toDiscrete = ({discrete}: t) => Some(discrete);
let updateIntegralCache = (integralCache, t: t): t => {
...t,
integralCache,
};
module T =
Dist({
type t = DistTypes.mixedShape;
type integral = DistTypes.continuousShape;
let minX = ({continuous, discrete}: t) => {
min(Continuous.T.minX(continuous), Discrete.T.minX(discrete));
};
let maxX = ({continuous, discrete}: t) =>
max(Continuous.T.maxX(continuous), Discrete.T.maxX(discrete));
let toShape = (t: t): DistTypes.shape => Mixed(t);
let updateIntegralCache = updateIntegralCache;
let toContinuous = toContinuous;
let toDiscrete = toDiscrete;
let truncate =
(
leftCutoff: option(float),
rightCutoff: option(float),
{discrete, continuous}: t,
) => {
let truncatedContinuous =
Continuous.T.truncate(leftCutoff, rightCutoff, continuous);
let truncatedDiscrete =
Discrete.T.truncate(leftCutoff, rightCutoff, discrete);
make(~integralSumCache=None, ~integralCache=None, ~discrete=truncatedDiscrete, ~continuous=truncatedContinuous);
};
let normalize = (t: t): t => {
let continuousIntegral = Continuous.T.Integral.get(t.continuous);
let discreteIntegral = Discrete.T.Integral.get(t.discrete);
let continuous = t.continuous |> Continuous.updateIntegralCache(Some(continuousIntegral));
let discrete = t.discrete |> Discrete.updateIntegralCache(Some(discreteIntegral));
let continuousIntegralSum =
Continuous.T.Integral.sum(continuous);
let discreteIntegralSum =
Discrete.T.Integral.sum(discrete);
let totalIntegralSum = continuousIntegralSum +. discreteIntegralSum;
let newContinuousSum = continuousIntegralSum /. totalIntegralSum;
let newDiscreteSum = discreteIntegralSum /. totalIntegralSum;
let normalizedContinuous =
continuous
|> Continuous.scaleBy(~scale=newContinuousSum /. continuousIntegralSum)
|> Continuous.updateIntegralSumCache(Some(newContinuousSum));
let normalizedDiscrete =
discrete
|> Discrete.scaleBy(~scale=newDiscreteSum /. discreteIntegralSum)
|> Discrete.updateIntegralSumCache(Some(newDiscreteSum));
make(~integralSumCache=Some(1.0), ~integralCache=None, ~continuous=normalizedContinuous, ~discrete=normalizedDiscrete);
};
let xToY = (x, t: t) => {
// This evaluates the mixedShape at x, interpolating if necessary.
// Note that we normalize entire mixedShape first.
let {continuous, discrete}: t = normalize(t);
let c = Continuous.T.xToY(x, continuous);
let d = Discrete.T.xToY(x, discrete);
DistTypes.MixedPoint.add(c, d); // "add" here just combines the two values into a single MixedPoint.
};
let toDiscreteProbabilityMassFraction = ({discrete, continuous}: t) => {
let discreteIntegralSum =
Discrete.T.Integral.sum(discrete);
let continuousIntegralSum =
Continuous.T.Integral.sum(continuous);
let totalIntegralSum = discreteIntegralSum +. continuousIntegralSum;
discreteIntegralSum /. totalIntegralSum;
};
let downsample = (count, t: t): t => {
// We will need to distribute the new xs fairly between the discrete and continuous shapes.
// The easiest way to do this is to simply go by the previous probability masses.
let discreteIntegralSum =
Discrete.T.Integral.sum(t.discrete);
let continuousIntegralSum =
Continuous.T.Integral.sum(t.continuous);
let totalIntegralSum = discreteIntegralSum +. continuousIntegralSum;
// TODO: figure out what to do when the totalIntegralSum is zero.
let downsampledDiscrete =
Discrete.T.downsample(
int_of_float(
float_of_int(count) *. (discreteIntegralSum /. totalIntegralSum),
),
t.discrete,
);
let downsampledContinuous =
Continuous.T.downsample(
int_of_float(
float_of_int(count) *. (continuousIntegralSum /. totalIntegralSum),
),
t.continuous,
);
{...t, discrete: downsampledDiscrete, continuous: downsampledContinuous};
};
let integral = (t: t) => {
switch (t.integralCache) {
| Some(cache) => cache
| None =>
// note: if the underlying shapes aren't normalized, then these integrals won't be either -- but that's the way it should be.
let continuousIntegral = Continuous.T.Integral.get(t.continuous);
let discreteIntegral = Continuous.stepwiseToLinear(Discrete.T.Integral.get(t.discrete));
Continuous.make(
XYShape.PointwiseCombination.combine(
(+.),
XYShape.XtoY.continuousInterpolator(`Linear, `UseOutermostPoints),
Continuous.getShape(continuousIntegral),
Continuous.getShape(discreteIntegral),
),
);
};
};
let integralEndY = (t: t) => {
t |> integral |> Continuous.lastY;
};
let integralXtoY = (f, t) => {
t |> integral |> Continuous.getShape |> XYShape.XtoY.linear(f);
};
let integralYtoX = (f, t) => {
t |> integral |> Continuous.getShape |> XYShape.YtoX.linear(f);
};
// This pipes all ys (continuous and discrete) through fn.
// If mapY is a linear operation, we might be able to update the integralSumCaches as well;
// if not, they'll be set to None.
let mapY =
(
~integralSumCacheFn=previousIntegralSum => None,
~integralCacheFn=previousIntegral => None,
~fn,
t: t,
)
: t => {
let yMappedDiscrete: DistTypes.discreteShape =
t.discrete
|> Discrete.T.mapY(~fn)
|> Discrete.updateIntegralSumCache(E.O.bind(t.discrete.integralSumCache, integralSumCacheFn))
|> Discrete.updateIntegralCache(E.O.bind(t.discrete.integralCache, integralCacheFn));
let yMappedContinuous: DistTypes.continuousShape =
t.continuous
|> Continuous.T.mapY(~fn)
|> Continuous.updateIntegralSumCache(E.O.bind(t.continuous.integralSumCache, integralSumCacheFn))
|> Continuous.updateIntegralCache(E.O.bind(t.continuous.integralCache, integralCacheFn));
{
discrete: yMappedDiscrete,
continuous: yMappedContinuous,
integralSumCache: E.O.bind(t.integralSumCache, integralSumCacheFn),
integralCache: E.O.bind(t.integralCache, integralCacheFn),
};
};
let mean = ({discrete, continuous}: t): float => {
let discreteMean = Discrete.T.mean(discrete);
let continuousMean = Continuous.T.mean(continuous);
// the combined mean is the weighted sum of the two:
let discreteIntegralSum = Discrete.T.Integral.sum(discrete);
let continuousIntegralSum = Continuous.T.Integral.sum(continuous);
let totalIntegralSum = discreteIntegralSum +. continuousIntegralSum;
(
discreteMean
*. discreteIntegralSum
+. continuousMean
*. continuousIntegralSum
)
/. totalIntegralSum;
};
let variance = ({discrete, continuous} as t: t): float => {
// the combined mean is the weighted sum of the two:
let discreteIntegralSum = Discrete.T.Integral.sum(discrete);
let continuousIntegralSum = Continuous.T.Integral.sum(continuous);
let totalIntegralSum = discreteIntegralSum +. continuousIntegralSum;
let getMeanOfSquares = ({discrete, continuous}: t) => {
let discreteMean =
discrete
|> Discrete.shapeMap(XYShape.Analysis.squareXYShape)
|> Discrete.T.mean;
let continuousMean =
continuous |> XYShape.Analysis.getMeanOfSquaresContinuousShape;
(
discreteMean
*. discreteIntegralSum
+. continuousMean
*. continuousIntegralSum
)
/. totalIntegralSum;
};
switch (discreteIntegralSum /. totalIntegralSum) {
| 1.0 => Discrete.T.variance(discrete)
| 0.0 => Continuous.T.variance(continuous)
| _ =>
XYShape.Analysis.getVarianceDangerously(t, mean, getMeanOfSquares)
};
};
});
let combineAlgebraically =
(op: ExpressionTypes.algebraicOperation, t1: t, t2: t)
: t => {
// Discrete convolution can cause a huge increase in the number of samples,
// so we'll first downsample.
// An alternative (to be explored in the future) may be to first perform the full convolution and then to downsample the result;
// to use non-uniform fast Fourier transforms (for addition only), add web workers or gpu.js, etc. ...
// we have to figure out where to downsample, and how to effectively
//let downsampleIfTooLarge = (t: t) => {
// let sqtl = sqrt(float_of_int(totalLength(t)));
// sqtl > 10 ? T.downsample(int_of_float(sqtl), t) : t;
//};
let t1d = t1;
let t2d = t2;
// continuous (*) continuous => continuous, but also
// discrete (*) continuous => continuous (and vice versa). We have to take care of all combos and then combine them:
let ccConvResult =
Continuous.combineAlgebraically(
op,
t1.continuous,
t2.continuous,
);
let dcConvResult =
Continuous.combineAlgebraicallyWithDiscrete(
op,
t2.continuous,
t1.discrete,
);
let cdConvResult =
Continuous.combineAlgebraicallyWithDiscrete(
op,
t1.continuous,
t2.discrete,
);
let continuousConvResult =
Continuous.reduce((+.), [|ccConvResult, dcConvResult, cdConvResult|]);
// ... finally, discrete (*) discrete => discrete, obviously:
let discreteConvResult =
Discrete.combineAlgebraically(op, t1.discrete, t2.discrete);
let combinedIntegralSum =
Common.combineIntegralSums(
(a, b) => Some(a *. b),
t1.integralSumCache,
t2.integralSumCache,
);
{discrete: discreteConvResult, continuous: continuousConvResult, integralSumCache: combinedIntegralSum, integralCache: None};
};
let combinePointwise = (~integralSumCachesFn = (_, _) => None, ~integralCachesFn = (_, _) => None, fn, t1: t, t2: t): t => {
let reducedDiscrete =
[|t1, t2|]
|> E.A.fmap(toDiscrete)
|> E.A.O.concatSomes
|> Discrete.reduce(~integralSumCachesFn, ~integralCachesFn, fn);
let reducedContinuous =
[|t1, t2|]
|> E.A.fmap(toContinuous)
|> E.A.O.concatSomes
|> Continuous.reduce(~integralSumCachesFn, ~integralCachesFn, fn);
let combinedIntegralSum =
Common.combineIntegralSums(
integralSumCachesFn,
t1.integralSumCache,
t2.integralSumCache,
);
let combinedIntegral =
Common.combineIntegrals(
integralCachesFn,
t1.integralCache,
t2.integralCache,
);
make(~integralSumCache=combinedIntegralSum, ~integralCache=combinedIntegral, ~discrete=reducedDiscrete, ~continuous=reducedContinuous);
};

307
src/distPlus/distribution/Mixed.res Normal file
View File

@ -0,0 +1,307 @@
open Distributions
type t = DistTypes.mixedShape
let make = (~integralSumCache=None, ~integralCache=None, ~continuous, ~discrete): t => {
continuous: continuous,
discrete: discrete,
integralSumCache: integralSumCache,
integralCache: integralCache,
}
let totalLength = (t: t): int => {
let continuousLength = t.continuous |> Continuous.getShape |> XYShape.T.length
let discreteLength = t.discrete |> Discrete.getShape |> XYShape.T.length
continuousLength + discreteLength
}
let scaleBy = (~scale=1.0, t: t): t => {
let scaledDiscrete = Discrete.scaleBy(~scale, t.discrete)
let scaledContinuous = Continuous.scaleBy(~scale, t.continuous)
let scaledIntegralCache = E.O.bind(t.integralCache, v => Some(Continuous.scaleBy(~scale, v)))
let scaledIntegralSumCache = E.O.bind(t.integralSumCache, s => Some(s *. scale))
make(
~discrete=scaledDiscrete,
~continuous=scaledContinuous,
~integralSumCache=scaledIntegralSumCache,
~integralCache=scaledIntegralCache,
)
}
let toContinuous = ({continuous}: t) => Some(continuous)
let toDiscrete = ({discrete}: t) => Some(discrete)
let updateIntegralCache = (integralCache, t: t): t => {
...t,
integralCache: integralCache,
}
module T = Dist({
type t = DistTypes.mixedShape
type integral = DistTypes.continuousShape
let minX = ({continuous, discrete}: t) =>
min(Continuous.T.minX(continuous), Discrete.T.minX(discrete))
let maxX = ({continuous, discrete}: t) =>
max(Continuous.T.maxX(continuous), Discrete.T.maxX(discrete))
let toShape = (t: t): DistTypes.shape => Mixed(t)
let updateIntegralCache = updateIntegralCache
let toContinuous = toContinuous
let toDiscrete = toDiscrete
let truncate = (
leftCutoff: option<float>,
rightCutoff: option<float>,
{discrete, continuous}: t,
) => {
let truncatedContinuous = Continuous.T.truncate(leftCutoff, rightCutoff, continuous)
let truncatedDiscrete = Discrete.T.truncate(leftCutoff, rightCutoff, discrete)
make(
~integralSumCache=None,
~integralCache=None,
~discrete=truncatedDiscrete,
~continuous=truncatedContinuous,
)
}
let normalize = (t: t): t => {
let continuousIntegral = Continuous.T.Integral.get(t.continuous)
let discreteIntegral = Discrete.T.Integral.get(t.discrete)
let continuous = t.continuous |> Continuous.updateIntegralCache(Some(continuousIntegral))
let discrete = t.discrete |> Discrete.updateIntegralCache(Some(discreteIntegral))
let continuousIntegralSum = Continuous.T.Integral.sum(continuous)
let discreteIntegralSum = Discrete.T.Integral.sum(discrete)
let totalIntegralSum = continuousIntegralSum +. discreteIntegralSum
let newContinuousSum = continuousIntegralSum /. totalIntegralSum
let newDiscreteSum = discreteIntegralSum /. totalIntegralSum
let normalizedContinuous =
continuous
|> Continuous.scaleBy(~scale=newContinuousSum /. continuousIntegralSum)
|> Continuous.updateIntegralSumCache(Some(newContinuousSum))
let normalizedDiscrete =
discrete
|> Discrete.scaleBy(~scale=newDiscreteSum /. discreteIntegralSum)
|> Discrete.updateIntegralSumCache(Some(newDiscreteSum))
make(
~integralSumCache=Some(1.0),
~integralCache=None,
~continuous=normalizedContinuous,
~discrete=normalizedDiscrete,
)
}
let xToY = (x, t: t) => {
// This evaluates the mixedShape at x, interpolating if necessary.
// Note that we normalize entire mixedShape first.
let {continuous, discrete}: t = normalize(t)
let c = Continuous.T.xToY(x, continuous)
let d = Discrete.T.xToY(x, discrete)
DistTypes.MixedPoint.add(c, d) // "add" here just combines the two values into a single MixedPoint.
}
let toDiscreteProbabilityMassFraction = ({discrete, continuous}: t) => {
let discreteIntegralSum = Discrete.T.Integral.sum(discrete)
let continuousIntegralSum = Continuous.T.Integral.sum(continuous)
let totalIntegralSum = discreteIntegralSum +. continuousIntegralSum
discreteIntegralSum /. totalIntegralSum
}
let downsample = (count, t: t): t => {
// We will need to distribute the new xs fairly between the discrete and continuous shapes.
// The easiest way to do this is to simply go by the previous probability masses.
let discreteIntegralSum = Discrete.T.Integral.sum(t.discrete)
let continuousIntegralSum = Continuous.T.Integral.sum(t.continuous)
let totalIntegralSum = discreteIntegralSum +. continuousIntegralSum
// TODO: figure out what to do when the totalIntegralSum is zero.
let downsampledDiscrete = Discrete.T.downsample(
int_of_float(float_of_int(count) *. (discreteIntegralSum /. totalIntegralSum)),
t.discrete,
)
let downsampledContinuous = Continuous.T.downsample(
int_of_float(float_of_int(count) *. (continuousIntegralSum /. totalIntegralSum)),
t.continuous,
)
{...t, discrete: downsampledDiscrete, continuous: downsampledContinuous}
}
let integral = (t: t) =>
switch t.integralCache {
| Some(cache) => cache
| None =>
// note: if the underlying shapes aren't normalized, then these integrals won't be either -- but that's the way it should be.
let continuousIntegral = Continuous.T.Integral.get(t.continuous)
let discreteIntegral = Continuous.stepwiseToLinear(Discrete.T.Integral.get(t.discrete))
Continuous.make(
XYShape.PointwiseCombination.combine(
\"+.",
XYShape.XtoY.continuousInterpolator(#Linear, #UseOutermostPoints),
Continuous.getShape(continuousIntegral),
Continuous.getShape(discreteIntegral),
),
)
}
let integralEndY = (t: t) => t |> integral |> Continuous.lastY
let integralXtoY = (f, t) => t |> integral |> Continuous.getShape |> XYShape.XtoY.linear(f)
let integralYtoX = (f, t) => t |> integral |> Continuous.getShape |> XYShape.YtoX.linear(f)
// This pipes all ys (continuous and discrete) through fn.
// If mapY is a linear operation, we might be able to update the integralSumCaches as well;
// if not, they'll be set to None.
let mapY = (
~integralSumCacheFn=previousIntegralSum => None,
~integralCacheFn=previousIntegral => None,
~fn,
t: t,
): t => {
let yMappedDiscrete: DistTypes.discreteShape =
t.discrete
|> Discrete.T.mapY(~fn)
|> Discrete.updateIntegralSumCache(E.O.bind(t.discrete.integralSumCache, integralSumCacheFn))
|> Discrete.updateIntegralCache(E.O.bind(t.discrete.integralCache, integralCacheFn))
let yMappedContinuous: DistTypes.continuousShape =
t.continuous
|> Continuous.T.mapY(~fn)
|> Continuous.updateIntegralSumCache(
E.O.bind(t.continuous.integralSumCache, integralSumCacheFn),
)
|> Continuous.updateIntegralCache(E.O.bind(t.continuous.integralCache, integralCacheFn))
{
discrete: yMappedDiscrete,
continuous: yMappedContinuous,
integralSumCache: E.O.bind(t.integralSumCache, integralSumCacheFn),
integralCache: E.O.bind(t.integralCache, integralCacheFn),
}
}
let mean = ({discrete, continuous}: t): float => {
let discreteMean = Discrete.T.mean(discrete)
let continuousMean = Continuous.T.mean(continuous)
// the combined mean is the weighted sum of the two:
let discreteIntegralSum = Discrete.T.Integral.sum(discrete)
let continuousIntegralSum = Continuous.T.Integral.sum(continuous)
let totalIntegralSum = discreteIntegralSum +. continuousIntegralSum
(discreteMean *. discreteIntegralSum +. continuousMean *. continuousIntegralSum) /.
totalIntegralSum
}
let variance = ({discrete, continuous} as t: t): float => {
// the combined mean is the weighted sum of the two:
let discreteIntegralSum = Discrete.T.Integral.sum(discrete)
let continuousIntegralSum = Continuous.T.Integral.sum(continuous)
let totalIntegralSum = discreteIntegralSum +. continuousIntegralSum
let getMeanOfSquares = ({discrete, continuous}: t) => {
let discreteMean =
discrete |> Discrete.shapeMap(XYShape.Analysis.squareXYShape) |> Discrete.T.mean
let continuousMean = continuous |> XYShape.Analysis.getMeanOfSquaresContinuousShape
(discreteMean *. discreteIntegralSum +. continuousMean *. continuousIntegralSum) /.
totalIntegralSum
}
switch discreteIntegralSum /. totalIntegralSum {
| 1.0 => Discrete.T.variance(discrete)
| 0.0 => Continuous.T.variance(continuous)
| _ => XYShape.Analysis.getVarianceDangerously(t, mean, getMeanOfSquares)
}
}
})
let combineAlgebraically = (op: ExpressionTypes.algebraicOperation, t1: t, t2: t): t => {
// Discrete convolution can cause a huge increase in the number of samples,
// so we'll first downsample.
// An alternative (to be explored in the future) may be to first perform the full convolution and then to downsample the result;
// to use non-uniform fast Fourier transforms (for addition only), add web workers or gpu.js, etc. ...
// we have to figure out where to downsample, and how to effectively
//let downsampleIfTooLarge = (t: t) => {
// let sqtl = sqrt(float_of_int(totalLength(t)));
// sqtl > 10 ? T.downsample(int_of_float(sqtl), t) : t;
//};
let t1d = t1
let t2d = t2
// continuous (*) continuous => continuous, but also
// discrete (*) continuous => continuous (and vice versa). We have to take care of all combos and then combine them:
let ccConvResult = Continuous.combineAlgebraically(op, t1.continuous, t2.continuous)
let dcConvResult = Continuous.combineAlgebraicallyWithDiscrete(op, t2.continuous, t1.discrete)
let cdConvResult = Continuous.combineAlgebraicallyWithDiscrete(op, t1.continuous, t2.discrete)
let continuousConvResult = Continuous.reduce(\"+.", [ccConvResult, dcConvResult, cdConvResult])
// ... finally, discrete (*) discrete => discrete, obviously:
let discreteConvResult = Discrete.combineAlgebraically(op, t1.discrete, t2.discrete)
let combinedIntegralSum = Common.combineIntegralSums(
(a, b) => Some(a *. b),
t1.integralSumCache,
t2.integralSumCache,
)
{
discrete: discreteConvResult,
continuous: continuousConvResult,
integralSumCache: combinedIntegralSum,
integralCache: None,
}
}
let combinePointwise = (
~integralSumCachesFn=(_, _) => None,
~integralCachesFn=(_, _) => None,
fn,
t1: t,
t2: t,
): t => {
let reducedDiscrete =
[t1, t2]
|> E.A.fmap(toDiscrete)
|> E.A.O.concatSomes
|> Discrete.reduce(~integralSumCachesFn, ~integralCachesFn, fn)
let reducedContinuous =
[t1, t2]
|> E.A.fmap(toContinuous)
|> E.A.O.concatSomes
|> Continuous.reduce(~integralSumCachesFn, ~integralCachesFn, fn)
let combinedIntegralSum = Common.combineIntegralSums(
integralSumCachesFn,
t1.integralSumCache,
t2.integralSumCache,
)
let combinedIntegral = Common.combineIntegrals(
integralCachesFn,
t1.integralCache,
t2.integralCache,
)
make(
~integralSumCache=combinedIntegralSum,
~integralCache=combinedIntegral,
~discrete=reducedDiscrete,
~continuous=reducedContinuous,
)
}

34
src/distPlus/distribution/MixedShapeBuilder.re
View File

@ -1,34 +0,0 @@
type assumption =
| ADDS_TO_1
| ADDS_TO_CORRECT_PROBABILITY;
type assumptions = {
continuous: assumption,
discrete: assumption,
discreteProbabilityMass: option(float),
};
let buildSimple = (~continuous: option(DistTypes.continuousShape), ~discrete: option(DistTypes.discreteShape)): option(DistTypes.shape) => {
let continuous = continuous |> E.O.default(Continuous.make(~integralSumCache=Some(0.0), {xs: [||], ys: [||]}));
let discrete = discrete |> E.O.default(Discrete.make(~integralSumCache=Some(0.0), {xs: [||], ys: [||]}));
let cLength =
continuous
|> Continuous.getShape
|> XYShape.T.xs
|> E.A.length;
let dLength = discrete |> Discrete.getShape |> XYShape.T.xs |> E.A.length;
switch (cLength, dLength) {
| (0 | 1, 0) => None
| (0 | 1, _) => Some(Discrete(discrete))
| (_, 0) => Some(Continuous(continuous))
| (_, _) =>
let mixedDist =
Mixed.make(
~integralSumCache=None,
~integralCache=None,
~continuous,
~discrete,
);
Some(Mixed(mixedDist));
};
};

29
src/distPlus/distribution/MixedShapeBuilder.res Normal file
View File

@ -0,0 +1,29 @@
type assumption =
| ADDS_TO_1
| ADDS_TO_CORRECT_PROBABILITY
type assumptions = {
continuous: assumption,
discrete: assumption,
discreteProbabilityMass: option<float>,
}
let buildSimple = (
~continuous: option<DistTypes.continuousShape>,
~discrete: option<DistTypes.discreteShape>,
): option<DistTypes.shape> => {
let continuous =
continuous |> E.O.default(Continuous.make(~integralSumCache=Some(0.0), {xs: [], ys: []}))
let discrete =
discrete |> E.O.default(Discrete.make(~integralSumCache=Some(0.0), {xs: [], ys: []}))
let cLength = continuous |> Continuous.getShape |> XYShape.T.xs |> E.A.length
let dLength = discrete |> Discrete.getShape |> XYShape.T.xs |> E.A.length
switch (cLength, dLength) {
| (0 | 1, 0) => None
| (0 | 1, _) => Some(Discrete(discrete))
| (_, 0) => Some(Continuous(continuous))
| (_, _) =>
let mixedDist = Mixed.make(~integralSumCache=None, ~integralCache=None, ~continuous, ~discrete)
Some(Mixed(mixedDist))
}
}

240
src/distPlus/distribution/Shape.re
View File

@ -1,240 +0,0 @@
open Distributions;
type t = DistTypes.shape;
let mapToAll = ((fn1, fn2, fn3), t: t) =>
switch (t) {
| Mixed(m) => fn1(m)
| Discrete(m) => fn2(m)
| Continuous(m) => fn3(m)
};
let fmap = ((fn1, fn2, fn3), t: t): t =>
switch (t) {
| Mixed(m) => Mixed(fn1(m))
| Discrete(m) => Discrete(fn2(m))
| Continuous(m) => Continuous(fn3(m))
};
let toMixed =
mapToAll((
m => m,
d => Mixed.make(~integralSumCache=d.integralSumCache, ~integralCache=d.integralCache, ~discrete=d, ~continuous=Continuous.empty),
c => Mixed.make(~integralSumCache=c.integralSumCache, ~integralCache=c.integralCache, ~discrete=Discrete.empty, ~continuous=c),
));
let combineAlgebraically =
(op: ExpressionTypes.algebraicOperation, t1: t, t2: t): t => {
switch (t1, t2) {
| (Continuous(m1), Continuous(m2)) =>
Continuous.combineAlgebraically(op, m1, m2) |> Continuous.T.toShape;
| (Continuous(m1), Discrete(m2))
| (Discrete(m2), Continuous(m1)) =>
Continuous.combineAlgebraicallyWithDiscrete(op, m1, m2) |> Continuous.T.toShape
| (Discrete(m1), Discrete(m2)) =>
Discrete.combineAlgebraically(op, m1, m2) |> Discrete.T.toShape
| (m1, m2) =>
Mixed.combineAlgebraically(
op,
toMixed(m1),
toMixed(m2),
)
|> Mixed.T.toShape
};
};
let combinePointwise =
(~integralSumCachesFn: (float, float) => option(float) = (_, _) => None,
~integralCachesFn: (DistTypes.continuousShape, DistTypes.continuousShape) => option(DistTypes.continuousShape) = (_, _) => None,
fn,
t1: t,
t2: t) =>
switch (t1, t2) {
| (Continuous(m1), Continuous(m2)) =>
DistTypes.Continuous(
Continuous.combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn, m1, m2),
)
| (Discrete(m1), Discrete(m2)) =>
DistTypes.Discrete(
Discrete.combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn, m1, m2),
)
| (m1, m2) =>
DistTypes.Mixed(
Mixed.combinePointwise(
~integralSumCachesFn,
~integralCachesFn,
fn,
toMixed(m1),
toMixed(m2),
),
)
};
module T =
Dist({
type t = DistTypes.shape;
type integral = DistTypes.continuousShape;
let xToY = (f: float) =>
mapToAll((
Mixed.T.xToY(f),
Discrete.T.xToY(f),
Continuous.T.xToY(f),
));
let toShape = (t: t) => t;
let toContinuous = t => None;
let toDiscrete = t => None;
let downsample = (i, t) =>
fmap(
(
Mixed.T.downsample(i),
Discrete.T.downsample(i),
Continuous.T.downsample(i),
),
t,
);
let truncate = (leftCutoff, rightCutoff, t): t =>
fmap(
(
Mixed.T.truncate(leftCutoff, rightCutoff),
Discrete.T.truncate(leftCutoff, rightCutoff),
Continuous.T.truncate(leftCutoff, rightCutoff),
),
t,
);
let toDiscreteProbabilityMassFraction = t => 0.0;
let normalize =
fmap((
Mixed.T.normalize,
Discrete.T.normalize,
Continuous.T.normalize
));
let updateIntegralCache = (integralCache, t: t): t =>
fmap((
Mixed.T.updateIntegralCache(integralCache),
Discrete.T.updateIntegralCache(integralCache),
Continuous.T.updateIntegralCache(integralCache),
), t);
let toContinuous =
mapToAll((
Mixed.T.toContinuous,
Discrete.T.toContinuous,
Continuous.T.toContinuous,
));
let toDiscrete =
mapToAll((
Mixed.T.toDiscrete,
Discrete.T.toDiscrete,
Continuous.T.toDiscrete,
));
let toDiscreteProbabilityMassFraction =
mapToAll((
Mixed.T.toDiscreteProbabilityMassFraction,
Discrete.T.toDiscreteProbabilityMassFraction,
Continuous.T.toDiscreteProbabilityMassFraction,
));
let minX = mapToAll((Mixed.T.minX, Discrete.T.minX, Continuous.T.minX));
let integral =
mapToAll((
Mixed.T.Integral.get,
Discrete.T.Integral.get,
Continuous.T.Integral.get,
));
let integralEndY =
mapToAll((
Mixed.T.Integral.sum,
Discrete.T.Integral.sum,
Continuous.T.Integral.sum,
));
let integralXtoY = (f) => {
mapToAll((
Mixed.T.Integral.xToY(f),
Discrete.T.Integral.xToY(f),
Continuous.T.Integral.xToY(f),
));
};
let integralYtoX = (f) => {
mapToAll((
Mixed.T.Integral.yToX(f),
Discrete.T.Integral.yToX(f),
Continuous.T.Integral.yToX(f),
));
};
let maxX = mapToAll((Mixed.T.maxX, Discrete.T.maxX, Continuous.T.maxX));
let mapY = (~integralSumCacheFn=previousIntegralSum => None, ~integralCacheFn=previousIntegral=>None, ~fn) =>{
fmap((
Mixed.T.mapY(~integralSumCacheFn, ~integralCacheFn, ~fn),
Discrete.T.mapY(~integralSumCacheFn, ~integralCacheFn, ~fn),
Continuous.T.mapY(~integralSumCacheFn, ~integralCacheFn, ~fn),
));
}
let mean = (t: t): float =>
switch (t) {
| Mixed(m) => Mixed.T.mean(m)
| Discrete(m) => Discrete.T.mean(m)
| Continuous(m) => Continuous.T.mean(m)
};
let variance = (t: t): float =>
switch (t) {
| Mixed(m) => Mixed.T.variance(m)
| Discrete(m) => Discrete.T.variance(m)
| Continuous(m) => Continuous.T.variance(m)
};
});
let pdf = (f: float, t: t) => {
let mixedPoint: DistTypes.mixedPoint = T.xToY(f, t);
mixedPoint.continuous +. mixedPoint.discrete;
};
let inv = T.Integral.yToX;
let cdf = T.Integral.xToY;
let doN = (n, fn) => {
let items = Belt.Array.make(n, 0.0);
for (x in 0 to n - 1) {
let _ = Belt.Array.set(items, x, fn());
();
};
items;
};
let sample = (t: t): float => {
let randomItem = Random.float(1.);
let bar = t |> T.Integral.yToX(randomItem);
bar;
};
let isFloat = (t:t) => switch(t){
| Discrete({xyShape: {xs: [|_|], ys: [|1.0|]}}) => true
| _ => false
}
let sampleNRendered = (n, dist) => {
let integralCache = T.Integral.get(dist);
let distWithUpdatedIntegralCache = T.updateIntegralCache(Some(integralCache), dist);
doN(n, () => sample(distWithUpdatedIntegralCache));
};
let operate = (distToFloatOp: ExpressionTypes.distToFloatOperation, s): float =>
switch (distToFloatOp) {
| `Pdf(f) => pdf(f, s)
| `Cdf(f) => pdf(f, s)
| `Inv(f) => inv(f, s)
| `Sample => sample(s)
| `Mean => T.mean(s)
};

207
src/distPlus/distribution/Shape.res Normal file
View File

@ -0,0 +1,207 @@
open Distributions
type t = DistTypes.shape
let mapToAll = ((fn1, fn2, fn3), t: t) =>
switch t {
| Mixed(m) => fn1(m)
| Discrete(m) => fn2(m)
| Continuous(m) => fn3(m)
}
let fmap = ((fn1, fn2, fn3), t: t): t =>
switch t {
| Mixed(m) => Mixed(fn1(m))
| Discrete(m) => Discrete(fn2(m))
| Continuous(m) => Continuous(fn3(m))
}
let toMixed = mapToAll((
m => m,
d =>
Mixed.make(
~integralSumCache=d.integralSumCache,
~integralCache=d.integralCache,
~discrete=d,
~continuous=Continuous.empty,
),
c =>
Mixed.make(
~integralSumCache=c.integralSumCache,
~integralCache=c.integralCache,
~discrete=Discrete.empty,
~continuous=c,
),
))
let combineAlgebraically = (op: ExpressionTypes.algebraicOperation, t1: t, t2: t): t =>
switch (t1, t2) {
| (Continuous(m1), Continuous(m2)) =>
Continuous.combineAlgebraically(op, m1, m2) |> Continuous.T.toShape
| (Continuous(m1), Discrete(m2))
| (Discrete(m2), Continuous(m1)) =>
Continuous.combineAlgebraicallyWithDiscrete(op, m1, m2) |> Continuous.T.toShape
| (Discrete(m1), Discrete(m2)) => Discrete.combineAlgebraically(op, m1, m2) |> Discrete.T.toShape
| (m1, m2) => Mixed.combineAlgebraically(op, toMixed(m1), toMixed(m2)) |> Mixed.T.toShape
}
let combinePointwise = (
~integralSumCachesFn: (float, float) => option<float>=(_, _) => None,
~integralCachesFn: (
DistTypes.continuousShape,
DistTypes.continuousShape,
) => option<DistTypes.continuousShape>=(_, _) => None,
fn,
t1: t,
t2: t,
) =>
switch (t1, t2) {
| (Continuous(m1), Continuous(m2)) =>
DistTypes.Continuous(
Continuous.combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn, m1, m2),
)
| (Discrete(m1), Discrete(m2)) =>
DistTypes.Discrete(
Discrete.combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn, m1, m2),
)
| (m1, m2) =>
DistTypes.Mixed(
Mixed.combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn, toMixed(m1), toMixed(m2)),
)
}
module T = Dist({
type t = DistTypes.shape
type integral = DistTypes.continuousShape
let xToY = (f: float) => mapToAll((Mixed.T.xToY(f), Discrete.T.xToY(f), Continuous.T.xToY(f)))
let toShape = (t: t) => t
let toContinuous = t => None
let toDiscrete = t => None
let downsample = (i, t) =>
fmap((Mixed.T.downsample(i), Discrete.T.downsample(i), Continuous.T.downsample(i)), t)
let truncate = (leftCutoff, rightCutoff, t): t =>
fmap(
(
Mixed.T.truncate(leftCutoff, rightCutoff),
Discrete.T.truncate(leftCutoff, rightCutoff),
Continuous.T.truncate(leftCutoff, rightCutoff),
),
t,
)
let toDiscreteProbabilityMassFraction = t => 0.0
let normalize = fmap((Mixed.T.normalize, Discrete.T.normalize, Continuous.T.normalize))
let updateIntegralCache = (integralCache, t: t): t =>
fmap(
(
Mixed.T.updateIntegralCache(integralCache),
Discrete.T.updateIntegralCache(integralCache),
Continuous.T.updateIntegralCache(integralCache),
),
t,
)
let toContinuous = mapToAll((
Mixed.T.toContinuous,
Discrete.T.toContinuous,
Continuous.T.toContinuous,
))
let toDiscrete = mapToAll((Mixed.T.toDiscrete, Discrete.T.toDiscrete, Continuous.T.toDiscrete))
let toDiscreteProbabilityMassFraction = mapToAll((
Mixed.T.toDiscreteProbabilityMassFraction,
Discrete.T.toDiscreteProbabilityMassFraction,
Continuous.T.toDiscreteProbabilityMassFraction,
))
let minX = mapToAll((Mixed.T.minX, Discrete.T.minX, Continuous.T.minX))
let integral = mapToAll((
Mixed.T.Integral.get,
Discrete.T.Integral.get,
Continuous.T.Integral.get,
))
let integralEndY = mapToAll((
Mixed.T.Integral.sum,
Discrete.T.Integral.sum,
Continuous.T.Integral.sum,
))
let integralXtoY = f =>
mapToAll((Mixed.T.Integral.xToY(f), Discrete.T.Integral.xToY(f), Continuous.T.Integral.xToY(f)))
let integralYtoX = f =>
mapToAll((Mixed.T.Integral.yToX(f), Discrete.T.Integral.yToX(f), Continuous.T.Integral.yToX(f)))
let maxX = mapToAll((Mixed.T.maxX, Discrete.T.maxX, Continuous.T.maxX))
let mapY = (
~integralSumCacheFn=previousIntegralSum => None,
~integralCacheFn=previousIntegral => None,
~fn,
) =>
fmap((
Mixed.T.mapY(~integralSumCacheFn, ~integralCacheFn, ~fn),
Discrete.T.mapY(~integralSumCacheFn, ~integralCacheFn, ~fn),
Continuous.T.mapY(~integralSumCacheFn, ~integralCacheFn, ~fn),
))
let mean = (t: t): float =>
switch t {
| Mixed(m) => Mixed.T.mean(m)
| Discrete(m) => Discrete.T.mean(m)
| Continuous(m) => Continuous.T.mean(m)
}
let variance = (t: t): float =>
switch t {
| Mixed(m) => Mixed.T.variance(m)
| Discrete(m) => Discrete.T.variance(m)
| Continuous(m) => Continuous.T.variance(m)
}
})
let pdf = (f: float, t: t) => {
let mixedPoint: DistTypes.mixedPoint = T.xToY(f, t)
mixedPoint.continuous +. mixedPoint.discrete
}
let inv = T.Integral.yToX
let cdf = T.Integral.xToY
let doN = (n, fn) => {
let items = Belt.Array.make(n, 0.0)
for x in 0 to n - 1 {
let _ = Belt.Array.set(items, x, fn())
}
items
}
let sample = (t: t): float => {
let randomItem = Random.float(1.)
let bar = t |> T.Integral.yToX(randomItem)
bar
}
let isFloat = (t: t) =>
switch t {
| Discrete({xyShape: {xs: [_], ys: [1.0]}}) => true
| _ => false
}
let sampleNRendered = (n, dist) => {
let integralCache = T.Integral.get(dist)
let distWithUpdatedIntegralCache = T.updateIntegralCache(Some(integralCache), dist)
doN(n, () => sample(distWithUpdatedIntegralCache))
}
let operate = (distToFloatOp: ExpressionTypes.distToFloatOperation, s): float =>
switch distToFloatOp {
| #Pdf(f) => pdf(f, s)
| #Cdf(f) => pdf(f, s)
| #Inv(f) => inv(f, s)
| #Sample => sample(s)
| #Mean => T.mean(s)
}

504
src/distPlus/distribution/XYShape.re
View File

@ -1,504 +0,0 @@
open DistTypes;
let interpolate =
(xMin: float, xMax: float, yMin: float, yMax: float, xIntended: float)
: float => {
let minProportion = (xMax -. xIntended) /. (xMax -. xMin);
let maxProportion = (xIntended -. xMin) /. (xMax -. xMin);
yMin *. minProportion +. yMax *. maxProportion;
};
// TODO: Make sure that shapes cannot be empty.
let extImp = E.O.toExt("Tried to perform an operation on an empty XYShape.");
module T = {
type t = xyShape;
let toXyShape = (t: t): xyShape => t;
type ts = array(xyShape);
let xs = (t: t) => t.xs;
let ys = (t: t) => t.ys;
let length = (t: t) => E.A.length(t.xs);
let empty = {xs: [||], ys: [||]};
let isEmpty = (t: t) => length(t) == 0;
let minX = (t: t) => t |> xs |> E.A.Sorted.min |> extImp;
let maxX = (t: t) => t |> xs |> E.A.Sorted.max |> extImp;
let firstY = (t: t) => t |> ys |> E.A.first |> extImp;
let lastY = (t: t) => t |> ys |> E.A.last |> extImp;
let xTotalRange = (t: t) => maxX(t) -. minX(t);
let mapX = (fn, t: t): t => {xs: E.A.fmap(fn, t.xs), ys: t.ys};
let mapY = (fn, t: t): t => {xs: t.xs, ys: E.A.fmap(fn, t.ys)};
let zip = ({xs, ys}: t) => Belt.Array.zip(xs, ys);
let fromArray = ((xs, ys)): t => {xs, ys};
let fromArrays = (xs, ys): t => {xs, ys};
let accumulateYs = (fn, p: t) => {
fromArray((p.xs, E.A.accumulate(fn, p.ys)));
};
let concat = (t1: t, t2: t) => {
let cxs = Array.concat([t1.xs, t2.xs]);
let cys = Array.concat([t1.ys, t2.ys]);
{xs: cxs, ys: cys};
};
let fromZippedArray = (pairs: array((float, float))): t =>
pairs |> Belt.Array.unzip |> fromArray;
let equallyDividedXs = (t: t, newLength) => {
E.A.Floats.range(minX(t), maxX(t), newLength);
};
let toJs = (t: t) => {
{"xs": t.xs, "ys": t.ys};
};
};
module Ts = {
type t = T.ts;
let minX = (t: t) => t |> E.A.fmap(T.minX) |> E.A.min |> extImp;
let maxX = (t: t) => t |> E.A.fmap(T.maxX) |> E.A.max |> extImp;
let equallyDividedXs = (t: t, newLength) => {
E.A.Floats.range(minX(t), maxX(t), newLength);
};
let allXs = (t: t) => t |> E.A.fmap(T.xs) |> E.A.Sorted.concatMany;
};
module Pairs = {
let x = fst;
let y = snd;
let first = (t: T.t) => (T.minX(t), T.firstY(t));
let last = (t: T.t) => (T.maxX(t), T.lastY(t));
let getBy = (t: T.t, fn) => t |> T.zip |> E.A.getBy(_, fn);
let firstAtOrBeforeXValue = (xValue, t: T.t) => {
let zipped = T.zip(t);
let firstIndex =
zipped |> Belt.Array.getIndexBy(_, ((x, _)) => x > xValue);
let previousIndex =
switch (firstIndex) {
| None => Some(Array.length(zipped) - 1)
| Some(0) => None
| Some(n) => Some(n - 1)
};
previousIndex |> Belt.Option.flatMap(_, Belt.Array.get(zipped));
};
};
module YtoX = {
let linear = (y: float, t: T.t): float => {
let firstHigherIndex =
E.A.Sorted.binarySearchFirstElementGreaterIndex(T.ys(t), y);
let foundX =
switch (firstHigherIndex) {
| `overMax => T.maxX(t)
| `underMin => T.minX(t)
| `firstHigher(firstHigherIndex) =>
let lowerOrEqualIndex =
firstHigherIndex - 1 < 0 ? 0 : firstHigherIndex - 1;
let (_xs, _ys) = (T.xs(t), T.ys(t));
let needsInterpolation = _ys[lowerOrEqualIndex] != y;
if (needsInterpolation) {
interpolate(
_ys[lowerOrEqualIndex],
_ys[firstHigherIndex],
_xs[lowerOrEqualIndex],
_xs[firstHigherIndex],
y,
);
} else {
_xs[lowerOrEqualIndex];
};
};
foundX;
};
};
module XtoY = {
let stepwiseIncremental = (f, t: T.t) =>
Pairs.firstAtOrBeforeXValue(f, t) |> E.O.fmap(Pairs.y);
let stepwiseIfAtX = (f: float, t: T.t) => {
Pairs.getBy(t, ((x: float, _)) => {x == f}) |> E.O.fmap(Pairs.y);
};
let linear = (x: float, t: T.t): float => {
let firstHigherIndex =
E.A.Sorted.binarySearchFirstElementGreaterIndex(T.xs(t), x);
let n =
switch (firstHigherIndex) {
| `overMax => T.lastY(t)
| `underMin => T.firstY(t)
| `firstHigher(firstHigherIndex) =>
let lowerOrEqualIndex =
firstHigherIndex - 1 < 0 ? 0 : firstHigherIndex - 1;
let (_xs, _ys) = (T.xs(t), T.ys(t));
let needsInterpolation = _xs[lowerOrEqualIndex] != x;
if (needsInterpolation) {
interpolate(
_xs[lowerOrEqualIndex],
_xs[firstHigherIndex],
_ys[lowerOrEqualIndex],
_ys[firstHigherIndex],
x,
);
} else {
_ys[lowerOrEqualIndex];
};
};
n;
};
/* Returns a between-points-interpolating function that can be used with PointwiseCombination.combine.
Interpolation can either be stepwise (using the value on the left) or linear. Extrapolation can be `UseZero or `UseOutermostPoints. */
let continuousInterpolator = (interpolation: DistTypes.interpolationStrategy, extrapolation: DistTypes.extrapolationStrategy): interpolator => {
switch (interpolation, extrapolation) {
| (`Linear, `UseZero) => (t: T.t, leftIndex: int, x: float) => {
if (leftIndex < 0) {
0.0
} else if (leftIndex >= T.length(t) - 1) {
0.0
} else {
let x1 = t.xs[leftIndex];
let x2 = t.xs[leftIndex + 1];
let y1 = t.ys[leftIndex];
let y2 = t.ys[leftIndex + 1];
let fraction = (x -. x1) /. (x2 -. x1);
y1 *. (1. -. fraction) +. y2 *. fraction;
};
}
| (`Linear, `UseOutermostPoints) => (t: T.t, leftIndex: int, x: float) => {
if (leftIndex < 0) {
t.ys[0];
} else if (leftIndex >= T.length(t) - 1) {
t.ys[T.length(t) - 1]
} else {
let x1 = t.xs[leftIndex];
let x2 = t.xs[leftIndex + 1];
let y1 = t.ys[leftIndex];
let y2 = t.ys[leftIndex + 1];
let fraction = (x -. x1) /. (x2 -. x1);
y1 *. (1. -. fraction) +. y2 *. fraction;
};
}
| (`Stepwise, `UseZero) => (t: T.t, leftIndex: int, x: float) => {
if (leftIndex < 0) {
0.0
} else if (leftIndex >= T.length(t) - 1) {
0.0
} else {
t.ys[leftIndex];
}
}
| (`Stepwise, `UseOutermostPoints) => (t: T.t, leftIndex: int, x: float) => {
if (leftIndex < 0) {
t.ys[0];
} else if (leftIndex >= T.length(t) - 1) {
t.ys[T.length(t) - 1]
} else {
t.ys[leftIndex];
}
}
}
};
/* Returns a between-points-interpolating function that can be used with PointwiseCombination.combine.
For discrete distributions, the probability density between points is zero, so we just return zero here. */
let discreteInterpolator: interpolator = (t: T.t, leftIndex: int, x: float) => 0.0;
};
module XsConversion = {
let _replaceWithXs = (newXs: array(float), t: T.t): T.t => {
let newYs = Belt.Array.map(newXs, XtoY.linear(_, t));
{xs: newXs, ys: newYs};
};
let equallyDivideXByMass = (newLength: int, integral: T.t) =>
E.A.Floats.range(0.0, 1.0, newLength)
|> E.A.fmap(YtoX.linear(_, integral));
let proportionEquallyOverX = (newLength: int, t: T.t): T.t => {
T.equallyDividedXs(t, newLength) |> _replaceWithXs(_, t);
};
let proportionByProbabilityMass =
(newLength: int, integral: T.t, t: T.t): T.t => {
integral
|> equallyDivideXByMass(newLength) // creates a new set of xs at evenly spaced percentiles
|> _replaceWithXs(_, t); // linearly interpolates new ys for the new xs
};
};
module Zipped = {
type zipped = array((float, float));
let compareYs = ((_, y1), (_, y2)) => y1 > y2 ? 1 : 0;
let compareXs = ((x1, _), (x2, _)) => x1 > x2 ? 1 : 0;
let sortByY = (t: zipped) => t |> E.A.stableSortBy(_, compareYs);
let sortByX = (t: zipped) => t |> E.A.stableSortBy(_, compareXs);
let filterByX = (testFn: (float => bool), t: zipped) => t |> E.A.filter(((x, _)) => testFn(x));
};
module PointwiseCombination = {
// t1Interpolator and t2Interpolator are functions from XYShape.XtoY, e.g. linearBetweenPointsExtrapolateFlat.
let combine = [%raw {| // : (float => float => float, T.t, T.t, bool) => T.t
// This function combines two xyShapes by looping through both of them simultaneously.
// It always moves on to the next smallest x, whether that's in the first or second input's xs,
// and interpolates the value on the other side, thus accumulating xs and ys.
// This is written in raw JS because this can still be a bottleneck, and using refs for the i and j indices is quite painful.
function(fn, interpolator, t1, t2) {
let t1n = t1.xs.length;
let t2n = t2.xs.length;
let outX = [];
let outY = [];
let i = -1;
let j = -1;
while (i <= t1n - 1 && j <= t2n - 1) {
let x, ya, yb;
if (j == t2n - 1 && i < t1n - 1 ||
t1.xs[i+1] < t2.xs[j+1]) { // if a has to catch up to b, or if b is already done
i++;
x = t1.xs[i];
ya = t1.ys[i];
yb = interpolator(t2, j, x);
} else if (i == t1n - 1 && j < t2n - 1 ||
t1.xs[i+1] > t2.xs[j+1]) { // if b has to catch up to a, or if a is already done
j++;
x = t2.xs[j];
yb = t2.ys[j];
ya = interpolator(t1, i, x);
} else if (i < t1n - 1 && j < t2n && t1.xs[i+1] === t2.xs[j+1]) { // if they happen to be equal, move both ahead
i++;
j++;
x = t1.xs[i];
ya = t1.ys[i];
yb = t2.ys[j];
} else if (i === t1n - 1 && j === t2n - 1) {
// finished!
i = t1n;
j = t2n;
continue;
} else {
console.log("Error!", i, j);
}
outX.push(x);
outY.push(fn(ya, yb));
}
return {xs: outX, ys: outY};
}
|}];
let combineEvenXs =
(
~fn,
~xToYSelection,
sampleCount,
t1: T.t,
t2: T.t,
) => {
switch ((E.A.length(t1.xs), E.A.length(t2.xs))) {
| (0, 0) => T.empty
| (0, _) => t2
| (_, 0) => t1
| (_, _) => {
let allXs = Ts.equallyDividedXs([|t1, t2|], sampleCount);
let allYs = allXs |> E.A.fmap(x => fn(xToYSelection(x, t1), xToYSelection(x, t2)));
T.fromArrays(allXs, allYs);
}
}
};
// TODO: I'd bet this is pretty slow. Maybe it would be faster to intersperse Xs and Ys separately.
let intersperse = (t1: T.t, t2: T.t) => {
E.A.intersperse(T.zip(t1), T.zip(t2)) |> T.fromZippedArray;
};
};
// I'm really not sure this part is actually what we want at this point.
module Range = {
// ((lastX, lastY), (nextX, nextY))
type zippedRange = ((float, float), (float, float));
let toT = T.fromZippedArray;
let nextX = ((_, (nextX, _)): zippedRange) => nextX;
let rangePointAssumingSteps = (((_, lastY), (nextX, _)): zippedRange) => (
nextX,
lastY,
);
let rangeAreaAssumingTriangles =
(((lastX, lastY), (nextX, nextY)): zippedRange) =>
(nextX -. lastX) *. (lastY +. nextY) /. 2.;
//Todo: figure out how to without making new array.
let rangeAreaAssumingTrapezoids =
(((lastX, lastY), (nextX, nextY)): zippedRange) =>
(nextX -. lastX)
*. (Js.Math.min_float(lastY, nextY) +. (lastY +. nextY) /. 2.);
let delta_y_over_delta_x =
(((lastX, lastY), (nextX, nextY)): zippedRange) =>
(nextY -. lastY) /. (nextX -. lastX);
let mapYsBasedOnRanges = (fn, t) =>
Belt.Array.zip(t.xs, t.ys)
|> E.A.toRanges
|> E.R.toOption
|> E.O.fmap(r => r |> Belt.Array.map(_, r => (nextX(r), fn(r))));
// This code is messy, in part because I'm trying to make things easy on garbage collection here.
// It's using triangles instead of trapezoids right now.
let integrateWithTriangles = ({xs, ys}) => {
let length = E.A.length(xs);
let cumulativeY = Belt.Array.make(length, 0.0);
for (x in 0 to E.A.length(xs) - 2) {
let _ =
Belt.Array.set(
cumulativeY,
x + 1,
(xs[x + 1] -. xs[x]) // dx
*. ((ys[x] +. ys[x + 1]) /. 2.) // (1/2) * (avgY)
+. cumulativeY[x],
);
();
};
Some({xs, ys: cumulativeY});
};
let derivative = mapYsBasedOnRanges(delta_y_over_delta_x);
let stepwiseToLinear = ({xs, ys}: T.t): T.t => {
// adds points at the bottom of each step.
let length = E.A.length(xs);
let newXs: array(float) = Belt.Array.makeUninitializedUnsafe(2 * length);
let newYs: array(float) = Belt.Array.makeUninitializedUnsafe(2 * length);
Belt.Array.set(newXs, 0, xs[0] -. epsilon_float) |> ignore;
Belt.Array.set(newYs, 0, 0.) |> ignore;
Belt.Array.set(newXs, 1, xs[0]) |> ignore;
Belt.Array.set(newYs, 1, ys[0]) |> ignore;
for (i in 1 to E.A.length(xs) - 1) {
Belt.Array.set(newXs, i * 2, xs[i] -. epsilon_float) |> ignore;
Belt.Array.set(newYs, i * 2, ys[i-1]) |> ignore;
Belt.Array.set(newXs, i * 2 + 1, xs[i]) |> ignore;
Belt.Array.set(newYs, i * 2 + 1, ys[i]) |> ignore;
();
};
{xs: newXs, ys: newYs};
};
// TODO: I think this isn't needed by any functions anymore.
let stepsToContinuous = t => {
// TODO: It would be nicer if this the diff didn't change the first element, and also maybe if there were a more elegant way of doing this.
let diff = T.xTotalRange(t) |> (r => r *. 0.00001);
let items =
switch (E.A.toRanges(Belt.Array.zip(t.xs, t.ys))) {
| Ok(items) =>
Some(
items
|> Belt.Array.map(_, rangePointAssumingSteps)
|> T.fromZippedArray
|> PointwiseCombination.intersperse(t |> T.mapX(e => e +. diff)),
)
| _ => Some(t)
};
let first = items |> E.O.fmap(T.zip) |> E.O.bind(_, E.A.get(_, 0));
switch (items, first) {
| (Some(items), Some((0.0, _))) => Some(items)
| (Some(items), Some((firstX, _))) =>
let all = E.A.append([|(firstX, 0.0)|], items |> T.zip);
all |> T.fromZippedArray |> E.O.some;
| _ => None
};
};
};
let pointLogScore = (prediction, answer) =>
switch (answer) {
| 0. => 0.0
| answer => answer *. Js.Math.log2(Js.Math.abs_float(prediction /. answer))
};
let logScorePoint = (sampleCount, t1, t2) =>
PointwiseCombination.combineEvenXs(
~fn=pointLogScore,
~xToYSelection=XtoY.linear,
sampleCount,
t1,
t2,
)
|> Range.integrateWithTriangles
|> E.O.fmap(T.accumulateYs((+.)))
|> E.O.fmap(Pairs.last)
|> E.O.fmap(Pairs.y);
module Analysis = {
let integrateContinuousShape =
(
~indefiniteIntegralStepwise=(p, h1) => h1 *. p,
~indefiniteIntegralLinear=(p, a, b) => a *. p +. b *. p ** 2.0 /. 2.0,
t: DistTypes.continuousShape,
)
: float => {
let xs = t.xyShape.xs;
let ys = t.xyShape.ys;
E.A.reducei(
xs,
0.0,
(acc, _x, i) => {
let areaUnderIntegral =
// TODO Take this switch statement out of the loop body
switch (t.interpolation, i) {
| (_, 0) => 0.0
| (`Stepwise, _) =>
indefiniteIntegralStepwise(xs[i], ys[i - 1])
-. indefiniteIntegralStepwise(xs[i - 1], ys[i - 1])
| (`Linear, _) =>
let x1 = xs[i - 1];
let x2 = xs[i];
if (x1 == x2) {
0.0
} else {
let h1 = ys[i - 1];
let h2 = ys[i];
let b = (h1 -. h2) /. (x1 -. x2);
let a = h1 -. b *. x1;
indefiniteIntegralLinear(x2, a, b)
-. indefiniteIntegralLinear(x1, a, b);
};
};
acc +. areaUnderIntegral;
},
);
};
let getMeanOfSquaresContinuousShape = (t: DistTypes.continuousShape) => {
let indefiniteIntegralLinear = (p, a, b) =>
a *. p ** 3.0 /. 3.0 +. b *. p ** 4.0 /. 4.0;
let indefiniteIntegralStepwise = (p, h1) => h1 *. p ** 3.0 /. 3.0;
integrateContinuousShape(
~indefiniteIntegralStepwise,
~indefiniteIntegralLinear,
t,
);
};
let getVarianceDangerously =
(t: 't, mean: 't => float, getMeanOfSquares: 't => float): float => {
let meanSquared = mean(t) ** 2.0;
let meanOfSquares = getMeanOfSquares(t);
meanOfSquares -. meanSquared;
};
let squareXYShape = T.mapX(x => x ** 2.0)
};

440
src/distPlus/distribution/XYShape.res Normal file
View File

@ -0,0 +1,440 @@
open DistTypes
let interpolate = (xMin: float, xMax: float, yMin: float, yMax: float, xIntended: float): float => {
let minProportion = (xMax -. xIntended) /. (xMax -. xMin)
let maxProportion = (xIntended -. xMin) /. (xMax -. xMin)
yMin *. minProportion +. yMax *. maxProportion
}
// TODO: Make sure that shapes cannot be empty.
let extImp = E.O.toExt("Tried to perform an operation on an empty XYShape.")
module T = {
type t = xyShape
let toXyShape = (t: t): xyShape => t
type ts = array<xyShape>
let xs = (t: t) => t.xs
let ys = (t: t) => t.ys
let length = (t: t) => E.A.length(t.xs)
let empty = {xs: [], ys: []}
let isEmpty = (t: t) => length(t) == 0
let minX = (t: t) => t |> xs |> E.A.Sorted.min |> extImp
let maxX = (t: t) => t |> xs |> E.A.Sorted.max |> extImp
let firstY = (t: t) => t |> ys |> E.A.first |> extImp
let lastY = (t: t) => t |> ys |> E.A.last |> extImp
let xTotalRange = (t: t) => maxX(t) -. minX(t)
let mapX = (fn, t: t): t => {xs: E.A.fmap(fn, t.xs), ys: t.ys}
let mapY = (fn, t: t): t => {xs: t.xs, ys: E.A.fmap(fn, t.ys)}
let zip = ({xs, ys}: t) => Belt.Array.zip(xs, ys)
let fromArray = ((xs, ys)): t => {xs: xs, ys: ys}
let fromArrays = (xs, ys): t => {xs: xs, ys: ys}
let accumulateYs = (fn, p: t) => fromArray((p.xs, E.A.accumulate(fn, p.ys)))
let concat = (t1: t, t2: t) => {
let cxs = Array.concat(list{t1.xs, t2.xs})
let cys = Array.concat(list{t1.ys, t2.ys})
{xs: cxs, ys: cys}
}
let fromZippedArray = (pairs: array<(float, float)>): t => pairs |> Belt.Array.unzip |> fromArray
let equallyDividedXs = (t: t, newLength) => E.A.Floats.range(minX(t), maxX(t), newLength)
let toJs = (t: t) => {"xs": t.xs, "ys": t.ys}
}
module Ts = {
type t = T.ts
let minX = (t: t) => t |> E.A.fmap(T.minX) |> E.A.min |> extImp
let maxX = (t: t) => t |> E.A.fmap(T.maxX) |> E.A.max |> extImp
let equallyDividedXs = (t: t, newLength) => E.A.Floats.range(minX(t), maxX(t), newLength)
let allXs = (t: t) => t |> E.A.fmap(T.xs) |> E.A.Sorted.concatMany
}
module Pairs = {
let x = fst
let y = snd
let first = (t: T.t) => (T.minX(t), T.firstY(t))
let last = (t: T.t) => (T.maxX(t), T.lastY(t))
let getBy = (t: T.t, fn) => t |> T.zip |> E.A.getBy(_, fn)
let firstAtOrBeforeXValue = (xValue, t: T.t) => {
let zipped = T.zip(t)
let firstIndex = zipped |> Belt.Array.getIndexBy(_, ((x, _)) => x > xValue)
let previousIndex = switch firstIndex {
| None => Some(Array.length(zipped) - 1)
| Some(0) => None
| Some(n) => Some(n - 1)
}
previousIndex |> Belt.Option.flatMap(_, Belt.Array.get(zipped))
}
}
module YtoX = {
let linear = (y: float, t: T.t): float => {
let firstHigherIndex = E.A.Sorted.binarySearchFirstElementGreaterIndex(T.ys(t), y)
let foundX = switch firstHigherIndex {
| #overMax => T.maxX(t)
| #underMin => T.minX(t)
| #firstHigher(firstHigherIndex) =>
let lowerOrEqualIndex = firstHigherIndex - 1 < 0 ? 0 : firstHigherIndex - 1
let (_xs, _ys) = (T.xs(t), T.ys(t))
let needsInterpolation = _ys[lowerOrEqualIndex] != y
if needsInterpolation {
interpolate(
_ys[lowerOrEqualIndex],
_ys[firstHigherIndex],
_xs[lowerOrEqualIndex],
_xs[firstHigherIndex],
y,
)
} else {
_xs[lowerOrEqualIndex]
}
}
foundX
}
}
module XtoY = {
let stepwiseIncremental = (f, t: T.t) => Pairs.firstAtOrBeforeXValue(f, t) |> E.O.fmap(Pairs.y)
let stepwiseIfAtX = (f: float, t: T.t) =>
Pairs.getBy(t, ((x: float, _)) => x == f) |> E.O.fmap(Pairs.y)
let linear = (x: float, t: T.t): float => {
let firstHigherIndex = E.A.Sorted.binarySearchFirstElementGreaterIndex(T.xs(t), x)
let n = switch firstHigherIndex {
| #overMax => T.lastY(t)
| #underMin => T.firstY(t)
| #firstHigher(firstHigherIndex) =>
let lowerOrEqualIndex = firstHigherIndex - 1 < 0 ? 0 : firstHigherIndex - 1
let (_xs, _ys) = (T.xs(t), T.ys(t))
let needsInterpolation = _xs[lowerOrEqualIndex] != x
if needsInterpolation {
interpolate(
_xs[lowerOrEqualIndex],
_xs[firstHigherIndex],
_ys[lowerOrEqualIndex],
_ys[firstHigherIndex],
x,
)
} else {
_ys[lowerOrEqualIndex]
}
}
n
}
/* Returns a between-points-interpolating function that can be used with PointwiseCombination.combine.
Interpolation can either be stepwise (using the value on the left) or linear. Extrapolation can be `UseZero or `UseOutermostPoints. */
let continuousInterpolator = (
interpolation: DistTypes.interpolationStrategy,
extrapolation: DistTypes.extrapolationStrategy,
): interpolator =>
switch (interpolation, extrapolation) {
| (#Linear, #UseZero) =>
(t: T.t, leftIndex: int, x: float) =>
if leftIndex < 0 {
0.0
} else if leftIndex >= T.length(t) - 1 {
0.0
} else {
let x1 = t.xs[leftIndex]
let x2 = t.xs[leftIndex + 1]
let y1 = t.ys[leftIndex]
let y2 = t.ys[leftIndex + 1]
let fraction = (x -. x1) /. (x2 -. x1)
y1 *. (1. -. fraction) +. y2 *. fraction
}
| (#Linear, #UseOutermostPoints) =>
(t: T.t, leftIndex: int, x: float) =>
if leftIndex < 0 {
t.ys[0]
} else if leftIndex >= T.length(t) - 1 {
t.ys[T.length(t) - 1]
} else {
let x1 = t.xs[leftIndex]
let x2 = t.xs[leftIndex + 1]
let y1 = t.ys[leftIndex]
let y2 = t.ys[leftIndex + 1]
let fraction = (x -. x1) /. (x2 -. x1)
y1 *. (1. -. fraction) +. y2 *. fraction
}
| (#Stepwise, #UseZero) =>
(t: T.t, leftIndex: int, x: float) =>
if leftIndex < 0 {
0.0
} else if leftIndex >= T.length(t) - 1 {
0.0
} else {
t.ys[leftIndex]
}
| (#Stepwise, #UseOutermostPoints) =>
(t: T.t, leftIndex: int, x: float) =>
if leftIndex < 0 {
t.ys[0]
} else if leftIndex >= T.length(t) - 1 {
t.ys[T.length(t) - 1]
} else {
t.ys[leftIndex]
}
}
/* Returns a between-points-interpolating function that can be used with PointwiseCombination.combine.
For discrete distributions, the probability density between points is zero, so we just return zero here. */
let discreteInterpolator: interpolator = (t: T.t, leftIndex: int, x: float) => 0.0
}
module XsConversion = {
let _replaceWithXs = (newXs: array<float>, t: T.t): T.t => {
let newYs = Belt.Array.map(newXs, XtoY.linear(_, t))
{xs: newXs, ys: newYs}
}
let equallyDivideXByMass = (newLength: int, integral: T.t) =>
E.A.Floats.range(0.0, 1.0, newLength) |> E.A.fmap(YtoX.linear(_, integral))
let proportionEquallyOverX = (newLength: int, t: T.t): T.t =>
T.equallyDividedXs(t, newLength) |> _replaceWithXs(_, t)
let proportionByProbabilityMass = (newLength: int, integral: T.t, t: T.t): T.t =>
integral |> equallyDivideXByMass(newLength) |> _replaceWithXs(_, t) // creates a new set of xs at evenly spaced percentiles // linearly interpolates new ys for the new xs
}
module Zipped = {
type zipped = array<(float, float)>
let compareYs = ((_, y1), (_, y2)) => y1 > y2 ? 1 : 0
let compareXs = ((x1, _), (x2, _)) => x1 > x2 ? 1 : 0
let sortByY = (t: zipped) => t |> E.A.stableSortBy(_, compareYs)
let sortByX = (t: zipped) => t |> E.A.stableSortBy(_, compareXs)
let filterByX = (testFn: float => bool, t: zipped) => t |> E.A.filter(((x, _)) => testFn(x))
}
module PointwiseCombination = {
// t1Interpolator and t2Interpolator are functions from XYShape.XtoY, e.g. linearBetweenPointsExtrapolateFlat.
let combine = %raw(` // : (float => float => float, T.t, T.t, bool) => T.t
// This function combines two xyShapes by looping through both of them simultaneously.
// It always moves on to the next smallest x, whether that's in the first or second input's xs,
// and interpolates the value on the other side, thus accumulating xs and ys.
// This is written in raw JS because this can still be a bottleneck, and using refs for the i and j indices is quite painful.
function(fn, interpolator, t1, t2) {
let t1n = t1.xs.length;
let t2n = t2.xs.length;
let outX = [];
let outY = [];
let i = -1;
let j = -1;
while (i <= t1n - 1 && j <= t2n - 1) {
let x, ya, yb;
if (j == t2n - 1 && i < t1n - 1 ||
t1.xs[i+1] < t2.xs[j+1]) { // if a has to catch up to b, or if b is already done
i++;
x = t1.xs[i];
ya = t1.ys[i];
yb = interpolator(t2, j, x);
} else if (i == t1n - 1 && j < t2n - 1 ||
t1.xs[i+1] > t2.xs[j+1]) { // if b has to catch up to a, or if a is already done
j++;
x = t2.xs[j];
yb = t2.ys[j];
ya = interpolator(t1, i, x);
} else if (i < t1n - 1 && j < t2n && t1.xs[i+1] === t2.xs[j+1]) { // if they happen to be equal, move both ahead
i++;
j++;
x = t1.xs[i];
ya = t1.ys[i];
yb = t2.ys[j];
} else if (i === t1n - 1 && j === t2n - 1) {
// finished!
i = t1n;
j = t2n;
continue;
} else {
console.log("Error!", i, j);
}
outX.push(x);
outY.push(fn(ya, yb));
}
return {xs: outX, ys: outY};
}
`)
let combineEvenXs = (~fn, ~xToYSelection, sampleCount, t1: T.t, t2: T.t) =>
switch (E.A.length(t1.xs), E.A.length(t2.xs)) {
| (0, 0) => T.empty
| (0, _) => t2
| (_, 0) => t1
| (_, _) =>
let allXs = Ts.equallyDividedXs([t1, t2], sampleCount)
let allYs = allXs |> E.A.fmap(x => fn(xToYSelection(x, t1), xToYSelection(x, t2)))
T.fromArrays(allXs, allYs)
}
// TODO: I'd bet this is pretty slow. Maybe it would be faster to intersperse Xs and Ys separately.
let intersperse = (t1: T.t, t2: T.t) => E.A.intersperse(T.zip(t1), T.zip(t2)) |> T.fromZippedArray
}
// I'm really not sure this part is actually what we want at this point.
module Range = {
// ((lastX, lastY), (nextX, nextY))
type zippedRange = ((float, float), (float, float))
let toT = T.fromZippedArray
let nextX = ((_, (nextX, _)): zippedRange) => nextX
let rangePointAssumingSteps = (((_, lastY), (nextX, _)): zippedRange) => (nextX, lastY)
let rangeAreaAssumingTriangles = (((lastX, lastY), (nextX, nextY)): zippedRange) =>
(nextX -. lastX) *. (lastY +. nextY) /. 2.
//Todo: figure out how to without making new array.
let rangeAreaAssumingTrapezoids = (((lastX, lastY), (nextX, nextY)): zippedRange) =>
(nextX -. lastX) *. (Js.Math.min_float(lastY, nextY) +. (lastY +. nextY) /. 2.)
let delta_y_over_delta_x = (((lastX, lastY), (nextX, nextY)): zippedRange) =>
(nextY -. lastY) /. (nextX -. lastX)
let mapYsBasedOnRanges = (fn, t) =>
Belt.Array.zip(t.xs, t.ys)
|> E.A.toRanges
|> E.R.toOption
|> E.O.fmap(r => r |> Belt.Array.map(_, r => (nextX(r), fn(r))))
// This code is messy, in part because I'm trying to make things easy on garbage collection here.
// It's using triangles instead of trapezoids right now.
let integrateWithTriangles = ({xs, ys}) => {
let length = E.A.length(xs)
let cumulativeY = Belt.Array.make(length, 0.0)
for x in 0 to E.A.length(xs) - 2 {
let _ = Belt.Array.set(
cumulativeY,
x + 1,
(xs[x + 1] -. xs[x]) *. ((ys[x] +. ys[x + 1]) /. 2.) +. cumulativeY[x], // dx // (1/2) * (avgY)
)
}
Some({xs: xs, ys: cumulativeY})
}
let derivative = mapYsBasedOnRanges(delta_y_over_delta_x)
let stepwiseToLinear = ({xs, ys}: T.t): T.t => {
// adds points at the bottom of each step.
let length = E.A.length(xs)
let newXs: array<float> = Belt.Array.makeUninitializedUnsafe(2 * length)
let newYs: array<float> = Belt.Array.makeUninitializedUnsafe(2 * length)
Belt.Array.set(newXs, 0, xs[0] -. epsilon_float) |> ignore
Belt.Array.set(newYs, 0, 0.) |> ignore
Belt.Array.set(newXs, 1, xs[0]) |> ignore
Belt.Array.set(newYs, 1, ys[0]) |> ignore
for i in 1 to E.A.length(xs) - 1 {
Belt.Array.set(newXs, i * 2, xs[i] -. epsilon_float) |> ignore
Belt.Array.set(newYs, i * 2, ys[i - 1]) |> ignore
Belt.Array.set(newXs, i * 2 + 1, xs[i]) |> ignore
Belt.Array.set(newYs, i * 2 + 1, ys[i]) |> ignore
()
}
{xs: newXs, ys: newYs}
}
// TODO: I think this isn't needed by any functions anymore.
let stepsToContinuous = t => {
// TODO: It would be nicer if this the diff didn't change the first element, and also maybe if there were a more elegant way of doing this.
let diff = T.xTotalRange(t) |> (r => r *. 0.00001)
let items = switch E.A.toRanges(Belt.Array.zip(t.xs, t.ys)) {
| Ok(items) =>
Some(
items
|> Belt.Array.map(_, rangePointAssumingSteps)
|> T.fromZippedArray
|> PointwiseCombination.intersperse(t |> T.mapX(e => e +. diff)),
)
| _ => Some(t)
}
let first = items |> E.O.fmap(T.zip) |> E.O.bind(_, E.A.get(_, 0))
switch (items, first) {
| (Some(items), Some((0.0, _))) => Some(items)
| (Some(items), Some((firstX, _))) =>
let all = E.A.append([(firstX, 0.0)], items |> T.zip)
all |> T.fromZippedArray |> E.O.some
| _ => None
}
}
}
let pointLogScore = (prediction, answer) =>
switch answer {
| 0. => 0.0
| answer => answer *. Js.Math.log2(Js.Math.abs_float(prediction /. answer))
}
let logScorePoint = (sampleCount, t1, t2) =>
PointwiseCombination.combineEvenXs(
~fn=pointLogScore,
~xToYSelection=XtoY.linear,
sampleCount,
t1,
t2,
)
|> Range.integrateWithTriangles
|> E.O.fmap(T.accumulateYs(\"+."))
|> E.O.fmap(Pairs.last)
|> E.O.fmap(Pairs.y)
module Analysis = {
let integrateContinuousShape = (
~indefiniteIntegralStepwise=(p, h1) => h1 *. p,
~indefiniteIntegralLinear=(p, a, b) => a *. p +. b *. p ** 2.0 /. 2.0,
t: DistTypes.continuousShape,
): float => {
let xs = t.xyShape.xs
let ys = t.xyShape.ys
E.A.reducei(xs, 0.0, (acc, _x, i) => {
let areaUnderIntegral = // TODO Take this switch statement out of the loop body
switch (t.interpolation, i) {
| (_, 0) => 0.0
| (#Stepwise, _) =>
indefiniteIntegralStepwise(xs[i], ys[i - 1]) -.
indefiniteIntegralStepwise(xs[i - 1], ys[i - 1])
| (#Linear, _) =>
let x1 = xs[i - 1]
let x2 = xs[i]
if x1 == x2 {
0.0
} else {
let h1 = ys[i - 1]
let h2 = ys[i]
let b = (h1 -. h2) /. (x1 -. x2)
let a = h1 -. b *. x1
indefiniteIntegralLinear(x2, a, b) -. indefiniteIntegralLinear(x1, a, b)
}
}
acc +. areaUnderIntegral
})
}
let getMeanOfSquaresContinuousShape = (t: DistTypes.continuousShape) => {
let indefiniteIntegralLinear = (p, a, b) => a *. p ** 3.0 /. 3.0 +. b *. p ** 4.0 /. 4.0
let indefiniteIntegralStepwise = (p, h1) => h1 *. p ** 3.0 /. 3.0
integrateContinuousShape(~indefiniteIntegralStepwise, ~indefiniteIntegralLinear, t)
}
let getVarianceDangerously = (t: 't, mean: 't => float, getMeanOfSquares: 't => float): float => {
let meanSquared = mean(t) ** 2.0
let meanOfSquares = getMeanOfSquares(t)
meanOfSquares -. meanSquared
}
let squareXYShape = T.mapX(x => x ** 2.0)
}

5
yarn.lock
View File

@ -3132,6 +3132,11 @@ gensync@^1.0.0-beta.1:
resolved "https://registry.yarnpkg.com/gensync/-/gensync-1.0.0-beta.1.tgz#58f4361ff987e5ff6e1e7a210827aa371eaac269" resolved "https://registry.yarnpkg.com/gensync/-/gensync-1.0.0-beta.1.tgz#58f4361ff987e5ff6e1e7a210827aa371eaac269"
integrity sha512-r8EC6NO1sngH/zdD9fiRDLdcgnbayXah+mLgManTaIZJqEC1MZstmnox8KpnI2/fxQwrp5OpCOYWLp4rBl4Jcg== integrity sha512-r8EC6NO1sngH/zdD9fiRDLdcgnbayXah+mLgManTaIZJqEC1MZstmnox8KpnI2/fxQwrp5OpCOYWLp4rBl4Jcg==
gentype@^4.3.0:
version "4.3.0"
resolved "https://registry.yarnpkg.com/gentype/-/gentype-4.3.0.tgz#ebac3abcdde2ce2a8fc85611b11568a4cb349c8d"
integrity sha512-lqkc1ZS/Iog4uslRD4De47OV54Hu61vEBsirMKxRlgHIRvm8u6RqsdKxJ7JdJdrzmtKgPNvq1He69SozzW+6dQ==
get-caller-file@^1.0.1: get-caller-file@^1.0.1:
version "1.0.3" version "1.0.3"
resolved "https://registry.yarnpkg.com/get-caller-file/-/get-caller-file-1.0.3.tgz#f978fa4c90d1dfe7ff2d6beda2a515e713bdcf4a" resolved "https://registry.yarnpkg.com/get-caller-file/-/get-caller-file-1.0.3.tgz#f978fa4c90d1dfe7ff2d6beda2a515e713bdcf4a"