Merge pull request #20 from foretold-app/guesstimator-refactor
Guesstimator refactor
This commit is contained in:
Ozzie Gooen
GitHub
commit
9dcef813a8
104
__tests__/DistTypes__Test.re
Normal file
104
__tests__/DistTypes__Test.re
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|
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@ -0,0 +1,104 @@
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open Jest;
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open Expect;
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let makeTest = (~only=false, str, item1, item2) =>
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only
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? Only.test(str, () =>
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expect(item1) |> toEqual(item2)
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)
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: test(str, () =>
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expect(item1) |> toEqual(item2)
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);
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describe("DistTypes", () => {
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describe("Domain", () => {
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let makeComplete = (yPoint, expectation) =>
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makeTest(
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"With input: " ++ Js.Float.toString(yPoint),
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DistTypes.Domain.yPointToSubYPoint(Complete, yPoint),
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expectation,
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);
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let makeSingle =
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(
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direction: [ | `left | `right],
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excludingProbabilityMass,
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yPoint,
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expectation,
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) =>
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makeTest(
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"Excluding: "
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++ Js.Float.toString(excludingProbabilityMass)
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++ " and yPoint: "
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++ Js.Float.toString(yPoint),
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DistTypes.Domain.yPointToSubYPoint(
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direction == `left
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? LeftLimited({xPoint: 3.0, excludingProbabilityMass})
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: RightLimited({xPoint: 3.0, excludingProbabilityMass}),
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yPoint,
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),
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expectation,
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);
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let makeDouble = (domain, yPoint, expectation) =>
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makeTest(
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"Excluding: limits",
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DistTypes.Domain.yPointToSubYPoint(domain, yPoint),
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expectation,
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);
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describe("With Complete Domain", () => {
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makeComplete(0.0, Some(0.0));
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makeComplete(0.6, Some(0.6));
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makeComplete(1.0, Some(1.0));
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});
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describe("With Left Limit", () => {
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makeSingle(`left, 0.5, 1.0, Some(1.0));
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makeSingle(`left, 0.5, 0.75, Some(0.5));
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makeSingle(`left, 0.8, 0.9, Some(0.5));
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makeSingle(`left, 0.5, 0.4, None);
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makeSingle(`left, 0.5, 0.5, Some(0.0));
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});
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describe("With Right Limit", () => {
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makeSingle(`right, 0.5, 1.0, None);
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makeSingle(`right, 0.5, 0.25, Some(0.5));
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makeSingle(`right, 0.8, 0.5, None);
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makeSingle(`right, 0.2, 0.2, Some(0.25));
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makeSingle(`right, 0.5, 0.5, Some(1.0));
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makeSingle(`right, 0.5, 0.0, Some(0.0));
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makeSingle(`right, 0.5, 0.5, Some(1.0));
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});
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describe("With Left and Right Limit", () => {
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makeDouble(
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LeftAndRightLimited(
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{excludingProbabilityMass: 0.25, xPoint: 3.0},
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{excludingProbabilityMass: 0.25, xPoint: 10.0},
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),
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0.5,
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Some(0.5),
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);
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makeDouble(
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LeftAndRightLimited(
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{excludingProbabilityMass: 0.1, xPoint: 3.0},
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{excludingProbabilityMass: 0.1, xPoint: 10.0},
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),
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0.2,
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Some(0.125),
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);
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makeDouble(
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LeftAndRightLimited(
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{excludingProbabilityMass: 0.1, xPoint: 3.0},
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{excludingProbabilityMass: 0.1, xPoint: 10.0},
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),
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0.1,
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Some(0.0),
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);
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makeDouble(
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LeftAndRightLimited(
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{excludingProbabilityMass: 0.1, xPoint: 3.0},
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{excludingProbabilityMass: 0.1, xPoint: 10.0},
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),
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0.05,
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None,
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);
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});
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})
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});
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21
__tests__/Guesstimator__Test.re
Normal file
21
__tests__/Guesstimator__Test.re
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@ -0,0 +1,21 @@
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open Jest;
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open Expect;
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let makeTest = (~only=false, str, item1, item2) =>
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only
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? Only.test(str, () =>
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expect(item1) |> toEqual(item2)
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)
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: test(str, () =>
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expect(item1) |> toEqual(item2)
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) /* })*/;
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// These fail because of issues with Jest, Babel, and Bucklescript
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// describe("XYShapes", () => {
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// describe("logScorePoint", () => {
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// makeTest(
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// "When identical",
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// Some(Guesstimator.stringToMixedShape(~string="5 to 20")),
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// None,
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// )
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// })
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107
__tests__/Lodash__test.re
Normal file
107
__tests__/Lodash__test.re
Normal file
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@ -0,0 +1,107 @@
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open Jest;
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open Expect;
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let makeTest = (~only=false, str, item1, item2) =>
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only
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? Only.test(str, () =>
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expect(item1) |> toEqual(item2)
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)
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: test(str, () =>
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expect(item1) |> toEqual(item2)
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);
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module FloatFloatMap = {
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module Id =
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Belt.Id.MakeComparable({
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type t = float;
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let cmp: (float, float) => int = Pervasives.compare;
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});
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type t = Belt.MutableMap.t(Id.t, float, Id.identity);
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let fromArray = (ar: array((float, float))) =>
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Belt.MutableMap.fromArray(ar, ~id=(module Id));
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let toArray = (t: t) => Belt.MutableMap.toArray(t);
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let empty = () => Belt.MutableMap.make(~id=(module Id));
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let increment = (el, t: t) =>
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Belt.MutableMap.update(
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t,
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el,
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fun
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| Some(n) => Some(n +. 1.0)
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| None => Some(1.0),
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);
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let get = (el, t: t) => Belt.MutableMap.get(t, el);
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let fmap = (fn, t: t) => Belt.MutableMap.map(t, fn);
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};
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let split = (sortedArray: array(float)) => {
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let continuous = [||];
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let discrete = FloatFloatMap.empty();
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Belt.Array.forEachWithIndex(
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sortedArray,
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(index, element) => {
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let maxIndex = (sortedArray |> Array.length) - 1;
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let possiblySimilarElements =
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(
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switch (index) {
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| 0 => [|index + 1|]
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| n when n == maxIndex => [|index - 1|]
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| _ => [|index - 1, index + 1|]
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}
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)
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|> Belt.Array.map(_, r => sortedArray[r]);
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let hasSimilarElement =
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Belt.Array.some(possiblySimilarElements, r => r == element);
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hasSimilarElement
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? FloatFloatMap.increment(element, discrete)
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: {
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let _ = Js.Array.push(element, continuous);
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();
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};
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();
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},
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);
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(continuous, discrete);
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};
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describe("Lodash", () => {
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describe("Lodash", () => {
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makeTest("min", Lodash.min([|1, 3, 4|]), 1);
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makeTest("max", Lodash.max([|1, 3, 4|]), 4);
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makeTest("uniq", Lodash.uniq([|1, 3, 4, 4|]), [|1, 3, 4|]);
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makeTest(
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"countBy",
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Lodash.countBy([|1, 3, 4, 4|], r => r),
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Js.Dict.fromArray([|("1", 1), ("3", 1), ("4", 2)|]),
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);
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makeTest(
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"split",
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split([|1.432, 1.33455, 2.0|]),
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([|1.432, 1.33455, 2.0|], FloatFloatMap.empty()),
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);
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makeTest(
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"split",
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split([|1.432, 1.33455, 2.0, 2.0, 2.0, 2.0|])
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|> (((c, disc)) => (c, disc |> FloatFloatMap.toArray)),
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([|1.432, 1.33455|], [|(2.0, 4.0)|]),
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);
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let makeDuplicatedArray = count => {
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let arr = Belt.Array.range(1, count) |> E.A.fmap(float_of_int);
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let sorted = arr |> Belt.SortArray.stableSortBy(_, compare);
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E.A.concatMany([|sorted, sorted, sorted, sorted|])
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|> Belt.SortArray.stableSortBy(_, compare);
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};
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let (_, discrete) = split(makeDuplicatedArray(10));
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let toArr = discrete |> FloatFloatMap.toArray;
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makeTest("splitMedium", toArr |> Belt.Array.length, 10);
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let (c, discrete) = split(makeDuplicatedArray(500));
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let toArr = discrete |> FloatFloatMap.toArray;
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makeTest("splitMedium", toArr |> Belt.Array.length, 500);
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})
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});
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53
__tests__/XYShape__Test.re
Normal file
53
__tests__/XYShape__Test.re
Normal file
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@ -0,0 +1,53 @@
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open Jest;
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open Expect;
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let makeTest = (~only=false, str, item1, item2) =>
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only
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? Only.test(str, () =>
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expect(item1) |> toEqual(item2)
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)
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: test(str, () =>
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expect(item1) |> toEqual(item2)
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);
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let shape1: DistTypes.xyShape = {xs: [|1., 4., 8.|], ys: [|0.2, 0.4, 0.8|]};
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let shape2: DistTypes.xyShape = {
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xs: [|1., 5., 10.|],
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ys: [|0.2, 0.5, 0.8|],
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};
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let shape3: DistTypes.xyShape = {
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xs: [|1., 20., 50.|],
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ys: [|0.2, 0.5, 0.8|],
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};
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describe("XYShapes", () => {
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describe("logScorePoint", () => {
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makeTest(
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"When identical",
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XYShape.logScorePoint(30, shape1, shape1),
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Some(0.0),
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);
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makeTest(
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"When similar",
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XYShape.logScorePoint(30, shape1, shape2),
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Some(1.658971191043856),
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);
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makeTest(
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"When very different",
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XYShape.logScorePoint(30, shape1, shape3),
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Some(210.3721280423322),
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);
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});
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describe("transverse", () => {
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makeTest(
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"When very different",
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XYShape.T._transverse2(
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(aCurrent, aLast) => aCurrent +. aLast,
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[|1.0, 2.0, 3.0, 4.0|],
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),
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[|1.0, 3.0, 6.0, 10.0|],
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)
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});
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});
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18
package.json
18
package.json
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@ -29,10 +29,11 @@
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"@foretold/cdf": "1.0.15",
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"@foretold/components": "0.0.3",
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"@foretold/guesstimator": "1.0.10",
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"@glennsl/bs-jest": "^0.4.9",
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"@glennsl/bs-jest": "^0.5.0",
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"antd": "3.17.0",
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"autoprefixer": "9.7.4",
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"babel-jest": "25.1.0",
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"babel-plugin-transform-es2015-modules-commonjs": "^6.26.2",
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"binary-search-tree": "0.2.6",
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"bs-ant-design-alt": "2.0.0-alpha.33",
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"bs-css": "11.0.0",
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"bs-moment": "0.4.4",
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@ -42,23 +43,24 @@
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"d3": "5.15.0",
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"gh-pages": "2.2.0",
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"jest": "^25.1.0",
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"jstat": "1.9.2",
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"lenses-ppx": "5.1.0",
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"less": "3.10.3",
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"lodash": "4.17.15",
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"mathjs": "6.6.0",
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"moduleserve": "0.9.1",
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"moment": "2.24.0",
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"parcel-bundler": "1.12.4",
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"parcel-plugin-less-js-enabled": "1.0.2",
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"pdfast": "^0.2.0",
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"postcss-cli": "7.1.0",
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"rationale": "0.2.0",
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"react": "16.12.0",
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"react-dom": "16.12.0",
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"react": "^16.8.0",
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"react-dom": "^16.8.0",
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"react-use": "^13.27.0",
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"reason-react": ">=0.7.0",
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"reschema": "1.3.0",
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"tailwindcss": "1.2.0",
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"binary-search-tree": "0.2.6",
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"jstat": "1.9.2",
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"mathjs": "6.6.0"
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"tailwindcss": "1.2.0"
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},
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"alias": {
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"react": "./node_modules/react",
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|
|
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|
@ -18,6 +18,7 @@ module FormConfig = [%lenses
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sampleCount: string,
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outputXYPoints: string,
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truncateTo: string,
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kernelWidth: string,
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}
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];
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|
|
@ -25,6 +26,7 @@ type options = {
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sampleCount: int,
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outputXYPoints: int,
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truncateTo: option(int),
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kernelWidth: int,
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};
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module Form = ReForm.Make(FormConfig);
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|
|
@ -123,6 +125,7 @@ module DemoDist = {
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~sampleCount=options.sampleCount,
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~outputXYPoints=options.outputXYPoints,
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~truncateTo=options.truncateTo,
|
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~kernelWidth=options.kernelWidth,
|
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);
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switch (distPlus) {
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| Some(distPlus) => <DistPlusPlot distPlus />
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|
|
@ -148,7 +151,7 @@ let make = () => {
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~schema,
|
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~onSubmit=({state}) => {None},
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~initialState={
|
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guesstimatorString: "mm(5 to 20, floor(normal(20,2)), [.5, .5])",
|
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guesstimatorString: "mm(40 to 80, floor(50 to 80), [.5,.5])",
|
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domainType: "Complete",
|
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xPoint: "50.0",
|
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xPoint2: "60.0",
|
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|
|
@ -157,9 +160,10 @@ let make = () => {
|
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unitType: "UnspecifiedDistribution",
|
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zero: MomentRe.momentNow(),
|
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unit: "days",
|
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sampleCount: "1000",
|
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outputXYPoints: "2000",
|
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truncateTo: "500",
|
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sampleCount: "10000",
|
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outputXYPoints: "500",
|
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truncateTo: "0",
|
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kernelWidth: "5",
|
||||
},
|
||||
(),
|
||||
);
|
||||
|
|
@ -187,6 +191,7 @@ let make = () => {
|
|||
let outputXYPoints =
|
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reform.state.values.outputXYPoints |> Js.Float.fromString;
|
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let truncateTo = reform.state.values.truncateTo |> Js.Float.fromString;
|
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let kernelWidth = reform.state.values.kernelWidth |> Js.Float.fromString;
|
||||
|
||||
let domain =
|
||||
switch (domainType) {
|
||||
|
|
@ -234,12 +239,14 @@ let make = () => {
|
|||
&& !Js.Float.isNaN(outputXYPoints)
|
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&& !Js.Float.isNaN(truncateTo)
|
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&& sampleCount > 10.
|
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&& outputXYPoints > 10.
|
||||
&& truncateTo > 10. =>
|
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&& outputXYPoints > 10. =>
|
||||
Some({
|
||||
sampleCount: sampleCount |> int_of_float,
|
||||
outputXYPoints: outputXYPoints |> int_of_float,
|
||||
truncateTo: truncateTo |> int_of_float |> E.O.some,
|
||||
truncateTo:
|
||||
int_of_float(truncateTo) > 0
|
||||
? Some(int_of_float(truncateTo)) : None,
|
||||
kernelWidth: kernelWidth |> int_of_float,
|
||||
})
|
||||
| _ => None
|
||||
};
|
||||
|
|
@ -261,6 +268,7 @@ let make = () => {
|
|||
reform.state.values.sampleCount,
|
||||
reform.state.values.outputXYPoints,
|
||||
reform.state.values.truncateTo,
|
||||
reform.state.values.kernelWidth,
|
||||
reloader |> string_of_int,
|
||||
|],
|
||||
);
|
||||
|
|
@ -455,6 +463,9 @@ let make = () => {
|
|||
<Col span=4>
|
||||
<FieldFloat field=FormConfig.TruncateTo label="Truncate To" />
|
||||
</Col>
|
||||
<Col span=4>
|
||||
<FieldFloat field=FormConfig.KernelWidth label="Kernel Width" />
|
||||
</Col>
|
||||
</Row>
|
||||
<Antd.Button
|
||||
_type=`primary icon=Antd.IconName.reload onClick=onRealod>
|
||||
|
|
@ -465,4 +476,4 @@ let make = () => {
|
|||
</Antd.Card>
|
||||
<div className=Styles.spacer />
|
||||
</div>;
|
||||
};
|
||||
};
|
||||
|
|
@ -6,6 +6,9 @@ let showAsForm = (distPlus: DistTypes.distPlus) => {
|
|||
</div>;
|
||||
};
|
||||
|
||||
let showFloat = (~precision=3, number) =>
|
||||
<ForetoldComponents.NumberShower number precision />;
|
||||
|
||||
let table = (distPlus, x) => {
|
||||
<div>
|
||||
<table className="table-auto text-sm">
|
||||
|
|
@ -120,6 +123,75 @@ let table = (distPlus, x) => {
|
|||
</table>
|
||||
</div>;
|
||||
};
|
||||
let percentiles = distPlus => {
|
||||
<table className="table-auto text-sm">
|
||||
<thead>
|
||||
<tr>
|
||||
<td className="px-4 py-2"> {"1" |> ReasonReact.string} </td>
|
||||
<td className="px-4 py-2"> {"5" |> ReasonReact.string} </td>
|
||||
<td className="px-4 py-2"> {"25" |> ReasonReact.string} </td>
|
||||
<td className="px-4 py-2"> {"50" |> ReasonReact.string} </td>
|
||||
<td className="px-4 py-2"> {"75" |> ReasonReact.string} </td>
|
||||
<td className="px-4 py-2"> {"95" |> ReasonReact.string} </td>
|
||||
<td className="px-4 py-2"> {"99" |> ReasonReact.string} </td>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr>
|
||||
<td className="px-4 py-2 border">
|
||||
{distPlus
|
||||
|> Distributions.DistPlus.T.Integral.yToX(~cache=None, 0.01)
|
||||
|> showFloat}
|
||||
</td>
|
||||
<td className="px-4 py-2 border">
|
||||
{distPlus
|
||||
|> Distributions.DistPlus.T.Integral.yToX(~cache=None, 0.05)
|
||||
|> showFloat}
|
||||
</td>
|
||||
<td className="px-4 py-2 border">
|
||||
{distPlus
|
||||
|> Distributions.DistPlus.T.Integral.yToX(~cache=None, 0.25)
|
||||
|> showFloat}
|
||||
</td>
|
||||
<td className="px-4 py-2 border">
|
||||
{distPlus
|
||||
|> Distributions.DistPlus.T.Integral.yToX(~cache=None, 0.5)
|
||||
|> showFloat}
|
||||
</td>
|
||||
<td className="px-4 py-2 border">
|
||||
{distPlus
|
||||
|> Distributions.DistPlus.T.Integral.yToX(~cache=None, 0.75)
|
||||
|> showFloat}
|
||||
</td>
|
||||
<td className="px-4 py-2 border">
|
||||
{distPlus
|
||||
|> Distributions.DistPlus.T.Integral.yToX(~cache=None, 0.95)
|
||||
|> showFloat}
|
||||
</td>
|
||||
<td className="px-4 py-2 border">
|
||||
{distPlus
|
||||
|> Distributions.DistPlus.T.Integral.yToX(~cache=None, 0.99)
|
||||
|> showFloat}
|
||||
</td>
|
||||
<td className="px-4 py-2 border">
|
||||
{distPlus
|
||||
|> Distributions.DistPlus.T.Integral.yToX(~cache=None, 0.999)
|
||||
|> showFloat}
|
||||
</td>
|
||||
<td className="px-4 py-2 border">
|
||||
{distPlus
|
||||
|> Distributions.DistPlus.T.Integral.yToX(~cache=None, 0.9999)
|
||||
|> showFloat}
|
||||
</td>
|
||||
<td className="px-4 py-2 border">
|
||||
{distPlus
|
||||
|> Distributions.DistPlus.T.Integral.yToX(~cache=None, 0.99999)
|
||||
|> showFloat}
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>;
|
||||
};
|
||||
|
||||
let adjustBoth = discreteProbabilityMass => {
|
||||
let yMaxDiscreteDomainFactor = discreteProbabilityMass;
|
||||
|
|
@ -143,13 +215,21 @@ module DistPlusChart = {
|
|||
|> T.toScaledContinuous
|
||||
|> E.O.fmap(Distributions.Continuous.getShape);
|
||||
let range = T.xTotalRange(distPlus);
|
||||
|
||||
// We subtract a bit from the range to make sure that it fits. Maybe this should be done in d3 instead.
|
||||
let minX =
|
||||
switch (T.minX(distPlus), range) {
|
||||
| (Some(min), Some(range)) => Some(min -. range *. 0.001)
|
||||
switch (
|
||||
distPlus |> Distributions.DistPlus.T.Integral.yToX(~cache=None, 0.01),
|
||||
range,
|
||||
) {
|
||||
| (min, Some(range)) => Some(min -. range *. 0.001)
|
||||
| _ => None
|
||||
};
|
||||
|
||||
let maxX = T.maxX(distPlus);
|
||||
let maxX = {
|
||||
distPlus |> Distributions.DistPlus.T.Integral.yToX(~cache=None, 0.99);
|
||||
};
|
||||
|
||||
let timeScale = distPlus.unit |> DistTypes.DistributionUnit.toJson;
|
||||
let toDiscreteProbabilityMass =
|
||||
distPlus |> Distributions.DistPlus.T.toDiscreteProbabilityMass;
|
||||
|
|
@ -176,9 +256,7 @@ module IntegralChart = {
|
|||
[@react.component]
|
||||
let make = (~distPlus: DistTypes.distPlus, ~config: chartConfig, ~onHover) => {
|
||||
open Distributions.DistPlus;
|
||||
let integral =
|
||||
Distributions.DistPlus.T.toShape(distPlus)
|
||||
|> Distributions.Shape.T.Integral.get(~cache=None);
|
||||
let integral = distPlus.integralCache;
|
||||
let continuous =
|
||||
integral
|
||||
|> Distributions.Continuous.toLinear
|
||||
|
|
@ -287,8 +365,12 @@ let make = (~distPlus: DistTypes.distPlus) => {
|
|||
|> E.L.toArray
|
||||
|> ReasonReact.array}
|
||||
<div className="inline-flex opacity-50 hover:opacity-100">
|
||||
<button
|
||||
className=button onClick={_ => dispatch(CHANGE_SHOW_PERCENTILES)}>
|
||||
{"Percentiles" |> ReasonReact.string}
|
||||
</button>
|
||||
<button className=button onClick={_ => dispatch(CHANGE_SHOW_STATS)}>
|
||||
{"Stats" |> ReasonReact.string}
|
||||
{"Debug Stats" |> ReasonReact.string}
|
||||
</button>
|
||||
<button className=button onClick={_ => dispatch(CHANGE_SHOW_PARAMS)}>
|
||||
{"Params" |> ReasonReact.string}
|
||||
|
|
@ -299,5 +381,6 @@ let make = (~distPlus: DistTypes.distPlus) => {
|
|||
</div>
|
||||
{state.showParams ? showAsForm(distPlus) : ReasonReact.null}
|
||||
{state.showStats ? table(distPlus, x) : ReasonReact.null}
|
||||
{state.showPercentiles ? percentiles(distPlus) : ReasonReact.null}
|
||||
</div>;
|
||||
};
|
||||
};
|
||||
|
|
@ -7,6 +7,7 @@ type chartConfig = {
|
|||
|
||||
type state = {
|
||||
showStats: bool,
|
||||
showPercentiles: bool,
|
||||
showParams: bool,
|
||||
distributions: list(chartConfig),
|
||||
};
|
||||
|
|
@ -14,6 +15,7 @@ type state = {
|
|||
type action =
|
||||
| CHANGE_SHOW_STATS
|
||||
| CHANGE_SHOW_PARAMS
|
||||
| CHANGE_SHOW_PERCENTILES
|
||||
| REMOVE_DIST(int)
|
||||
| ADD_DIST
|
||||
| CHANGE_X_LOG(int)
|
||||
|
|
@ -90,13 +92,18 @@ let reducer = (state: state, action: action) =>
|
|||
}
|
||||
| CHANGE_SHOW_STATS => {...state, showStats: !state.showStats}
|
||||
| CHANGE_SHOW_PARAMS => {...state, showParams: !state.showParams}
|
||||
| CHANGE_SHOW_PERCENTILES => {
|
||||
...state,
|
||||
showPercentiles: !state.showPercentiles,
|
||||
}
|
||||
};
|
||||
|
||||
let init = {
|
||||
showStats: false,
|
||||
showParams: false,
|
||||
showPercentiles: true,
|
||||
distributions: [
|
||||
{yLog: false, xLog: false, isCumulative: false, height: 2},
|
||||
{yLog: false, xLog: false, isCumulative: true, height: 1},
|
||||
],
|
||||
};
|
||||
};
|
||||
|
|
@ -134,15 +134,15 @@ let make =
|
|||
?xScale
|
||||
?yScale
|
||||
?timeScale
|
||||
discrete={discrete |> E.O.fmap(XYShape.toJs)}
|
||||
discrete={discrete |> E.O.fmap(XYShape.T.toJs)}
|
||||
height
|
||||
marginBottom=50
|
||||
marginTop=0
|
||||
onHover
|
||||
continuous={continuous |> E.O.fmap(XYShape.toJs)}
|
||||
continuous={continuous |> E.O.fmap(XYShape.T.toJs)}
|
||||
showDistributionLines
|
||||
showDistributionYAxis
|
||||
showVerticalLine
|
||||
/>
|
||||
</div>;
|
||||
};
|
||||
};
|
||||
|
|
@ -13,14 +13,16 @@ let toDistPlus =
|
|||
~sampleCount=2000,
|
||||
~outputXYPoints=1500,
|
||||
~truncateTo=Some(300),
|
||||
~kernelWidth=5,
|
||||
t: distPlusIngredients,
|
||||
)
|
||||
: option(distPlus) => {
|
||||
let shape =
|
||||
Guesstimator.stringToMixedShape(
|
||||
Guesstimator.toMixed(
|
||||
~string=t.guesstimatorString,
|
||||
~sampleCount,
|
||||
~outputXYPoints,
|
||||
~kernelWidth,
|
||||
~truncateTo,
|
||||
(),
|
||||
);
|
||||
|
|
|
|||
|
|
@ -106,6 +106,34 @@ module Domain = {
|
|||
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 = {
|
||||
|
|
|
|||
|
|
@ -19,6 +19,7 @@ module type dist = {
|
|||
let minX: t => option(float);
|
||||
let maxX: t => option(float);
|
||||
let pointwiseFmap: (float => float, t) => t;
|
||||
let truncate: (int, t) => t;
|
||||
let xToY: (float, t) => DistTypes.mixedPoint;
|
||||
let toShape: t => DistTypes.shape;
|
||||
let toContinuous: t => option(DistTypes.continuousShape);
|
||||
|
|
@ -31,6 +32,7 @@ module type dist = {
|
|||
let integral: (~cache: option(integral), t) => integral;
|
||||
let integralEndY: (~cache: option(integral), t) => float;
|
||||
let integralXtoY: (~cache: option(integral), float, t) => float;
|
||||
let integralYtoX: (~cache: option(integral), float, t) => float;
|
||||
};
|
||||
|
||||
module Dist = (T: dist) => {
|
||||
|
|
@ -45,6 +47,7 @@ module Dist = (T: dist) => {
|
|||
};
|
||||
let pointwiseFmap = T.pointwiseFmap;
|
||||
let xToY = T.xToY;
|
||||
let truncate = T.truncate;
|
||||
let toShape = T.toShape;
|
||||
let toDiscreteProbabilityMass = T.toDiscreteProbabilityMass;
|
||||
let toContinuous = T.toContinuous;
|
||||
|
|
@ -58,6 +61,7 @@ module Dist = (T: dist) => {
|
|||
type t = T.integral;
|
||||
let get = T.integral;
|
||||
let xToY = T.integralXtoY;
|
||||
let yToX = T.integralYtoX;
|
||||
let sum = T.integralEndY;
|
||||
};
|
||||
|
||||
|
|
@ -80,7 +84,7 @@ module Continuous = {
|
|||
interpolation,
|
||||
};
|
||||
let lastY = (t: t) =>
|
||||
t |> xyShape |> XYShape.unsafeLast |> (((_, y)) => y);
|
||||
t |> xyShape |> XYShape.T.unsafeLast |> (((_, y)) => y);
|
||||
let oShapeMap =
|
||||
(fn, {xyShape, interpolation}: t): option(DistTypes.continuousShape) =>
|
||||
fn(xyShape) |> E.O.fmap(make(_, interpolation));
|
||||
|
|
@ -103,22 +107,23 @@ module Continuous = {
|
|||
Dist({
|
||||
type t = DistTypes.continuousShape;
|
||||
type integral = DistTypes.continuousShape;
|
||||
let minX = shapeFn(XYShape.minX);
|
||||
let maxX = shapeFn(XYShape.maxX);
|
||||
let toDiscreteProbabilityMass = t => 0.0;
|
||||
let minX = shapeFn(XYShape.T.minX);
|
||||
let maxX = shapeFn(XYShape.T.maxX);
|
||||
let toDiscreteProbabilityMass = _ => 0.0;
|
||||
let pointwiseFmap = (fn, t: t) =>
|
||||
t |> xyShape |> XYShape.pointwiseMap(fn) |> fromShape;
|
||||
t |> xyShape |> XYShape.T.pointwiseMap(fn) |> fromShape;
|
||||
let truncate = i => shapeMap(XYShape.T.convertToNewLength(i));
|
||||
let toShape = (t: t): DistTypes.shape => Continuous(t);
|
||||
let xToY = (f, {interpolation, xyShape}: t) =>
|
||||
switch (interpolation) {
|
||||
| `Stepwise =>
|
||||
xyShape
|
||||
|> XYShape.XtoY.stepwiseIncremental(f)
|
||||
|> XYShape.T.XtoY.stepwiseIncremental(f)
|
||||
|> E.O.default(0.0)
|
||||
|> DistTypes.MixedPoint.makeContinuous
|
||||
| `Linear =>
|
||||
xyShape
|
||||
|> XYShape.XtoY.linear(f)
|
||||
|> XYShape.T.XtoY.linear(f)
|
||||
|> DistTypes.MixedPoint.makeContinuous
|
||||
};
|
||||
|
||||
|
|
@ -141,7 +146,9 @@ module Continuous = {
|
|||
};
|
||||
let integralEndY = (~cache, t) => t |> integral(~cache) |> lastY;
|
||||
let integralXtoY = (~cache, f, t) =>
|
||||
t |> integral(~cache) |> shapeFn(CdfLibrary.Distribution.findY(f));
|
||||
t |> integral(~cache) |> shapeFn(XYShape.T.findY(f));
|
||||
let integralYtoX = (~cache, f, t) =>
|
||||
t |> integral(~cache) |> shapeFn(XYShape.T.findX(f));
|
||||
let toContinuous = t => Some(t);
|
||||
let toDiscrete = _ => None;
|
||||
let toScaledContinuous = t => Some(t);
|
||||
|
|
@ -150,6 +157,14 @@ module Continuous = {
|
|||
};
|
||||
|
||||
module Discrete = {
|
||||
let sortedByY = (t: DistTypes.discreteShape) =>
|
||||
t
|
||||
|> XYShape.T.zip
|
||||
|> E.A.stableSortBy(_, ((_, y1), (_, y2)) => y1 > y2 ? 1 : 0);
|
||||
let sortedByX = (t: DistTypes.discreteShape) =>
|
||||
t
|
||||
|> XYShape.T.zip
|
||||
|> E.A.stableSortBy(_, ((x1, _), (x2, _)) => x1 > x2 ? 1 : 0);
|
||||
module T =
|
||||
Dist({
|
||||
type t = DistTypes.discreteShape;
|
||||
|
|
@ -157,31 +172,39 @@ module Discrete = {
|
|||
let integral = (~cache, t) =>
|
||||
switch (cache) {
|
||||
| Some(c) => c
|
||||
| None => Continuous.make(XYShape.accumulateYs(t), `Stepwise)
|
||||
| None => Continuous.make(XYShape.T.accumulateYs(t), `Stepwise)
|
||||
};
|
||||
let integralEndY = (~cache, t) =>
|
||||
t |> integral(~cache) |> Continuous.lastY;
|
||||
let minX = XYShape.minX;
|
||||
let maxX = XYShape.maxX;
|
||||
let minX = XYShape.T.minX;
|
||||
let maxX = XYShape.T.maxX;
|
||||
let toDiscreteProbabilityMass = t => 1.0;
|
||||
let pointwiseFmap = XYShape.pointwiseMap;
|
||||
let pointwiseFmap = XYShape.T.pointwiseMap;
|
||||
let toShape = (t: t): DistTypes.shape => Discrete(t);
|
||||
let toContinuous = _ => None;
|
||||
let toDiscrete = t => Some(t);
|
||||
let toScaledContinuous = _ => None;
|
||||
let toScaledDiscrete = t => Some(t);
|
||||
let truncate = (i, t: t): DistTypes.discreteShape =>
|
||||
t
|
||||
|> XYShape.T.zip
|
||||
|> XYShape.T.Zipped.sortByY
|
||||
|> Belt.Array.slice(_, ~offset=0, ~len=i)
|
||||
|> XYShape.T.Zipped.sortByX
|
||||
|> XYShape.T.fromZippedArray;
|
||||
|
||||
let xToY = (f, t) => {
|
||||
XYShape.XtoY.stepwiseIfAtX(f, t)
|
||||
XYShape.T.XtoY.stepwiseIfAtX(f, t)
|
||||
|> E.O.default(0.0)
|
||||
|> DistTypes.MixedPoint.makeDiscrete;
|
||||
};
|
||||
|
||||
// todo: This should use cache and/or same code as above. FindingY is more complex, should use interpolationType.
|
||||
let integralXtoY = (~cache, f, t) =>
|
||||
t
|
||||
|> integral(~cache)
|
||||
|> Continuous.getShape
|
||||
|> CdfLibrary.Distribution.findY(f);
|
||||
t |> integral(~cache) |> Continuous.getShape |> XYShape.T.findY(f);
|
||||
|
||||
let integralYtoX = (~cache, f, t) =>
|
||||
t |> integral(~cache) |> Continuous.getShape |> XYShape.T.findX(f);
|
||||
});
|
||||
};
|
||||
|
||||
|
|
@ -241,6 +264,32 @@ module Mixed = {
|
|||
DistTypes.MixedPoint.add(c, d);
|
||||
};
|
||||
|
||||
let truncate =
|
||||
(
|
||||
count,
|
||||
{discrete, continuous, discreteProbabilityMassFraction} as t: t,
|
||||
)
|
||||
: t => {
|
||||
{
|
||||
discrete:
|
||||
Discrete.T.truncate(
|
||||
int_of_float(
|
||||
float_of_int(count) *. discreteProbabilityMassFraction,
|
||||
),
|
||||
discrete,
|
||||
),
|
||||
continuous:
|
||||
Continuous.T.truncate(
|
||||
int_of_float(
|
||||
float_of_int(count)
|
||||
*. (1.0 -. discreteProbabilityMassFraction),
|
||||
),
|
||||
continuous,
|
||||
),
|
||||
discreteProbabilityMassFraction,
|
||||
};
|
||||
};
|
||||
|
||||
let toScaledContinuous = ({continuous} as t: t) =>
|
||||
Some(scaleContinuous(t, continuous));
|
||||
|
||||
|
|
@ -283,7 +332,7 @@ module Mixed = {
|
|||
|
||||
let result =
|
||||
Continuous.make(
|
||||
XYShape.Combine.combineLinear(
|
||||
XYShape.T.Combine.combineLinear(
|
||||
Continuous.getShape(cont), Continuous.getShape(dist), (a, b) =>
|
||||
a +. b
|
||||
),
|
||||
|
|
@ -297,10 +346,12 @@ module Mixed = {
|
|||
integral(~cache, t) |> Continuous.lastY;
|
||||
};
|
||||
|
||||
let integralXtoY = (~cache, f, {discrete, continuous} as t: t) => {
|
||||
let cont = Continuous.T.Integral.xToY(~cache, f, continuous);
|
||||
let discrete = Discrete.T.Integral.xToY(~cache, f, discrete);
|
||||
scaleDiscreteFn(t, discrete) +. scaleContinuousFn(t, cont);
|
||||
let integralXtoY = (~cache, f, t) => {
|
||||
t |> integral(~cache) |> Continuous.getShape |> XYShape.T.findY(f);
|
||||
};
|
||||
|
||||
let integralYtoX = (~cache, f, t) => {
|
||||
t |> integral(~cache) |> Continuous.getShape |> XYShape.T.findX(f);
|
||||
};
|
||||
|
||||
// TODO: This functionality is kinda weird, because it seems to assume the cdf adds to 1.0 elsewhere, which wouldn't happen here.
|
||||
|
|
@ -362,6 +413,16 @@ module Shape = {
|
|||
),
|
||||
);
|
||||
|
||||
let truncate = (i, t: t) =>
|
||||
fmap(
|
||||
t,
|
||||
(
|
||||
Mixed.T.truncate(i),
|
||||
Discrete.T.truncate(i),
|
||||
Continuous.T.truncate(i),
|
||||
),
|
||||
);
|
||||
|
||||
let toDiscreteProbabilityMass = (t: t) =>
|
||||
mapToAll(
|
||||
t,
|
||||
|
|
@ -421,6 +482,16 @@ module Shape = {
|
|||
),
|
||||
);
|
||||
};
|
||||
let integralYtoX = (~cache, f, t) => {
|
||||
mapToAll(
|
||||
t,
|
||||
(
|
||||
Mixed.T.Integral.yToX(~cache, f),
|
||||
Discrete.T.Integral.yToX(~cache, f),
|
||||
Continuous.T.Integral.yToX(~cache, f),
|
||||
),
|
||||
);
|
||||
};
|
||||
let maxX = (t: t) =>
|
||||
mapToAll(t, (Mixed.T.maxX, Discrete.T.maxX, Continuous.T.maxX));
|
||||
let pointwiseFmap = (fn, t: t) =>
|
||||
|
|
@ -531,6 +602,8 @@ module DistPlus = {
|
|||
let integral = (~cache, t: t) =>
|
||||
updateShape(Continuous(t.integralCache), t);
|
||||
|
||||
let truncate = (i, t) =>
|
||||
updateShape(t |> toShape |> Shape.T.truncate(i), t);
|
||||
// todo: adjust for limit, maybe?
|
||||
let pointwiseFmap = (fn, {shape, _} as t: t): t =>
|
||||
Shape.T.pointwiseFmap(fn, shape) |> updateShape(_, t);
|
||||
|
|
@ -543,6 +616,11 @@ module DistPlus = {
|
|||
Shape.T.Integral.xToY(~cache=Some(t.integralCache), f, toShape(t))
|
||||
|> domainIncludedProbabilityMassAdjustment(t);
|
||||
};
|
||||
|
||||
// TODO: This part is broken when there is a limit, if this is supposed to be taken into account.
|
||||
let integralYtoX = (~cache as _, f, t: t) => {
|
||||
Shape.T.Integral.yToX(~cache=Some(t.integralCache), f, toShape(t));
|
||||
};
|
||||
});
|
||||
};
|
||||
|
||||
|
|
|
|||
|
|
@ -10,8 +10,11 @@ type assumptions = {
|
|||
|
||||
let buildSimple = (~continuous, ~discrete): option(DistTypes.shape) => {
|
||||
let cLength =
|
||||
continuous |> Distributions.Continuous.getShape |> XYShape.xs |> E.A.length;
|
||||
let dLength = discrete |> XYShape.xs |> E.A.length;
|
||||
continuous
|
||||
|> Distributions.Continuous.getShape
|
||||
|> XYShape.T.xs
|
||||
|> E.A.length;
|
||||
let dLength = discrete |> XYShape.T.xs |> E.A.length;
|
||||
switch (cLength, dLength) {
|
||||
| (0 | 1, 0) => None
|
||||
| (0 | 1, _) => Some(Discrete(discrete))
|
||||
|
|
|
|||
|
|
@ -1,177 +1,290 @@
|
|||
open DistTypes;
|
||||
|
||||
type t = xyShape;
|
||||
module T = {
|
||||
type t = xyShape;
|
||||
type ts = array(xyShape);
|
||||
|
||||
let toJs = (t: t) => {
|
||||
{"xs": t.xs, "ys": t.ys};
|
||||
};
|
||||
let xs = (t: t) => t.xs;
|
||||
let minX = (t: t) => t |> xs |> E.A.first;
|
||||
let maxX = (t: t) => t |> xs |> E.A.last;
|
||||
let xTotalRange = (t: t) =>
|
||||
switch (minX(t), maxX(t)) {
|
||||
| (Some(min), Some(max)) => Some(max -. min)
|
||||
| _ => None
|
||||
let toJs = (t: t) => {
|
||||
{"xs": t.xs, "ys": t.ys};
|
||||
};
|
||||
let first = ({xs, ys}: t) =>
|
||||
switch (xs |> E.A.first, ys |> E.A.first) {
|
||||
| (Some(x), Some(y)) => Some((x, y))
|
||||
| _ => None
|
||||
};
|
||||
let last = ({xs, ys}: t) =>
|
||||
switch (xs |> E.A.last, ys |> E.A.last) {
|
||||
| (Some(x), Some(y)) => Some((x, y))
|
||||
| _ => None
|
||||
};
|
||||
|
||||
let unsafeFirst = (t: t) => first(t) |> E.O.toExn("Unsafe operation");
|
||||
let unsafeLast = (t: t) => last(t) |> E.O.toExn("Unsafe operation");
|
||||
|
||||
let zip = ({xs, ys}: t) => Belt.Array.zip(xs, ys);
|
||||
let getBy = (t: t, fn) => t |> zip |> Belt.Array.getBy(_, fn);
|
||||
|
||||
let firstPairAtOrBeforeValue = (xValue, t: t) => {
|
||||
let zipped = zip(t);
|
||||
let firstIndex =
|
||||
zipped |> Belt.Array.getIndexBy(_, ((x, y)) => x > xValue);
|
||||
let previousIndex =
|
||||
switch (firstIndex) {
|
||||
| None => Some(Array.length(zipped) - 1)
|
||||
| Some(0) => None
|
||||
| Some(n) => Some(n - 1)
|
||||
let xs = (t: t) => t.xs;
|
||||
let ys = (t: t) => t.ys;
|
||||
let minX = (t: t) => t |> xs |> E.A.first;
|
||||
let maxX = (t: t) => t |> xs |> E.A.last;
|
||||
let minY = (t: t) => t |> ys |> E.A.first;
|
||||
let maxY = (t: t) => t |> ys |> E.A.last;
|
||||
let xTotalRange = (t: t) =>
|
||||
switch (minX(t), maxX(t)) {
|
||||
| (Some(min), Some(max)) => Some(max -. min)
|
||||
| _ => None
|
||||
};
|
||||
let first = ({xs, ys}: t) =>
|
||||
switch (xs |> E.A.first, ys |> E.A.first) {
|
||||
| (Some(x), Some(y)) => Some((x, y))
|
||||
| _ => None
|
||||
};
|
||||
let last = ({xs, ys}: t) =>
|
||||
switch (xs |> E.A.last, ys |> E.A.last) {
|
||||
| (Some(x), Some(y)) => Some((x, y))
|
||||
| _ => None
|
||||
};
|
||||
previousIndex |> Belt.Option.flatMap(_, Belt.Array.get(zipped));
|
||||
};
|
||||
|
||||
module XtoY = {
|
||||
let stepwiseIncremental = (f, t: t) =>
|
||||
firstPairAtOrBeforeValue(f, t) |> E.O.fmap(((_, y)) => y);
|
||||
let unsafeFirst = (t: t) => first(t) |> E.O.toExn("Unsafe operation");
|
||||
let unsafeLast = (t: t) => last(t) |> E.O.toExn("Unsafe operation");
|
||||
|
||||
let stepwiseIfAtX = (f: float, t: t) => {
|
||||
getBy(t, ((x: float, _)) => {x == f}) |> E.O.fmap(((_, y)) => y);
|
||||
let zip = ({xs, ys}: t) => Belt.Array.zip(xs, ys);
|
||||
let getBy = (t: t, fn) => t |> zip |> Belt.Array.getBy(_, fn);
|
||||
|
||||
let firstPairAtOrBeforeValue = (xValue, t: t) => {
|
||||
let zipped = zip(t);
|
||||
let firstIndex =
|
||||
zipped |> Belt.Array.getIndexBy(_, ((x, y)) => 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));
|
||||
};
|
||||
|
||||
// TODO: When Roman's PR comes in, fix this bit. This depends on interpolation, obviously.
|
||||
let linear = (f, t: t) => t |> CdfLibrary.Distribution.findY(f);
|
||||
};
|
||||
|
||||
let pointwiseMap = (fn, t: t): t => {xs: t.xs, ys: t.ys |> E.A.fmap(fn)};
|
||||
let xMap = (fn, t: t): t => {xs: E.A.fmap(fn, t.xs), ys: t.ys};
|
||||
let fromArray = ((xs, ys)): t => {xs, ys};
|
||||
let fromArrays = (xs, ys): t => {xs, ys};
|
||||
|
||||
module Combine = {
|
||||
let combineLinear = (t1: t, t2: t, fn: (float, float) => float) => {
|
||||
let allXs = Belt.Array.concat(xs(t1), xs(t2));
|
||||
allXs |> Array.sort(compare);
|
||||
let allYs =
|
||||
allXs
|
||||
|> E.A.fmap(x => {
|
||||
let y1 = XtoY.linear(x, t1);
|
||||
let y2 = XtoY.linear(x, t2);
|
||||
fn(y1, y2);
|
||||
});
|
||||
fromArrays(allXs, allYs);
|
||||
let findY = (x: float, t: t): float => {
|
||||
let firstHigherIndex =
|
||||
E.A.Sorted.binarySearchFirstElementGreaterIndex(xs(t), x);
|
||||
let n =
|
||||
switch (firstHigherIndex) {
|
||||
| `overMax => maxY(t) |> E.O.default(0.0)
|
||||
| `underMin => minY(t) |> E.O.default(0.0)
|
||||
| `firstHigher(firstHigherIndex) =>
|
||||
let lowerOrEqualIndex =
|
||||
firstHigherIndex - 1 < 0 ? 0 : firstHigherIndex - 1;
|
||||
let needsInterpolation = xs(t)[lowerOrEqualIndex] != x;
|
||||
if (needsInterpolation) {
|
||||
Functions.interpolate(
|
||||
xs(t)[lowerOrEqualIndex],
|
||||
xs(t)[firstHigherIndex],
|
||||
ys(t)[lowerOrEqualIndex],
|
||||
ys(t)[firstHigherIndex],
|
||||
x,
|
||||
);
|
||||
} else {
|
||||
ys(t)[lowerOrEqualIndex];
|
||||
};
|
||||
};
|
||||
n;
|
||||
};
|
||||
|
||||
let combineStepwise =
|
||||
(t1: t, t2: t, fn: (option(float), option(float)) => float) => {
|
||||
let allXs = Belt.Array.concat(xs(t1), xs(t2));
|
||||
allXs |> Array.sort(compare);
|
||||
let allYs =
|
||||
allXs
|
||||
|> E.A.fmap(x => {
|
||||
let y1 = XtoY.stepwiseIncremental(x, t1);
|
||||
let y2 = XtoY.stepwiseIncremental(x, t2);
|
||||
fn(y1, y2);
|
||||
});
|
||||
fromArrays(allXs, allYs);
|
||||
let findX = (y: float, t: t): float => {
|
||||
let firstHigherIndex =
|
||||
E.A.Sorted.binarySearchFirstElementGreaterIndex(ys(t), y);
|
||||
let foundX =
|
||||
switch (firstHigherIndex) {
|
||||
| `overMax => maxX(t) |> E.O.default(0.0)
|
||||
| `underMin => minX(t) |> E.O.default(0.0)
|
||||
| `firstHigher(firstHigherIndex) =>
|
||||
let lowerOrEqualIndex =
|
||||
firstHigherIndex - 1 < 0 ? 0 : firstHigherIndex - 1;
|
||||
let needsInterpolation = ys(t)[lowerOrEqualIndex] != y;
|
||||
if (needsInterpolation) {
|
||||
Functions.interpolate(
|
||||
ys(t)[lowerOrEqualIndex],
|
||||
ys(t)[firstHigherIndex],
|
||||
xs(t)[lowerOrEqualIndex],
|
||||
xs(t)[firstHigherIndex],
|
||||
y,
|
||||
);
|
||||
} else {
|
||||
xs(t)[lowerOrEqualIndex];
|
||||
};
|
||||
};
|
||||
foundX;
|
||||
};
|
||||
|
||||
let combineIfAtX =
|
||||
(t1: t, t2: t, fn: (option(float), option(float)) => float) => {
|
||||
let allXs = Belt.Array.concat(xs(t1), xs(t2));
|
||||
allXs |> Array.sort(compare);
|
||||
let allYs =
|
||||
allXs
|
||||
|> E.A.fmap(x => {
|
||||
let y1 = XtoY.stepwiseIfAtX(x, t1);
|
||||
let y2 = XtoY.stepwiseIfAtX(x, t2);
|
||||
fn(y1, y2);
|
||||
});
|
||||
fromArrays(allXs, allYs);
|
||||
};
|
||||
};
|
||||
|
||||
// todo: maybe not needed?
|
||||
// let comparePoint = (a: float, b: float) => a > b ? 1 : (-1);
|
||||
|
||||
let comparePoints = ((x1: float, y1: float), (x2: float, y2: float)) =>
|
||||
switch (x1 == x2, y1 == y2) {
|
||||
| (false, _) => compare(x1, x2)
|
||||
| (true, false) => compare(y1, y2)
|
||||
| (true, true) => (-1)
|
||||
let convertWithAlternativeXs = (newXs: array(float), t: t): t => {
|
||||
let newYs = Belt.Array.map(newXs, f => findY(f, t));
|
||||
{xs: newXs, ys: newYs};
|
||||
};
|
||||
|
||||
// todo: This is broken :(
|
||||
let combine = (t1: t, t2: t) => {
|
||||
let totalLength = E.A.length(t1.xs) + E.A.length(t2.xs);
|
||||
let array = Belt.Array.concat(zip(t1), zip(t2));
|
||||
Array.sort(comparePoints, array);
|
||||
array |> Belt.Array.unzip |> fromArray;
|
||||
let convertToNewLength = (newLength: int, t: t): DistTypes.xyShape => {
|
||||
Functions.(
|
||||
range(min(xs(t)), max(xs(t)), newLength)
|
||||
|> convertWithAlternativeXs(_, t)
|
||||
);
|
||||
};
|
||||
|
||||
module XtoY = {
|
||||
let stepwiseIncremental = (f, t: t) =>
|
||||
firstPairAtOrBeforeValue(f, t) |> E.O.fmap(((_, y)) => y);
|
||||
|
||||
let stepwiseIfAtX = (f: float, t: t) => {
|
||||
getBy(t, ((x: float, _)) => {x == f}) |> E.O.fmap(((_, y)) => y);
|
||||
};
|
||||
|
||||
// TODO: When Roman's PR comes in, fix this bit. This depends on interpolation, obviously.
|
||||
let linear = (f, t: t) => t |> findY(f);
|
||||
};
|
||||
|
||||
let pointwiseMap = (fn, t: t): t => {xs: t.xs, ys: t.ys |> E.A.fmap(fn)};
|
||||
let xMap = (fn, t: t): t => {xs: E.A.fmap(fn, t.xs), ys: t.ys};
|
||||
let fromArray = ((xs, ys)): t => {xs, ys};
|
||||
let fromArrays = (xs, ys): t => {xs, ys};
|
||||
let fromZippedArray = (is: array((float, float))): t =>
|
||||
is |> Belt.Array.unzip |> fromArray;
|
||||
|
||||
module Zipped = {
|
||||
type zipped = array((float, float));
|
||||
let sortByY = (t: zipped) =>
|
||||
t |> E.A.stableSortBy(_, ((_, y1), (_, y2)) => y1 > y2 ? 1 : 0);
|
||||
let sortByX = (t: zipped) =>
|
||||
t |> E.A.stableSortBy(_, ((x1, _), (x2, _)) => x1 > x2 ? 1 : 0);
|
||||
};
|
||||
|
||||
module Combine = {
|
||||
let combineLinear = (t1: t, t2: t, fn: (float, float) => float) => {
|
||||
let allXs = Belt.Array.concat(xs(t1), xs(t2));
|
||||
allXs |> Array.sort(compare);
|
||||
let allYs =
|
||||
allXs
|
||||
|> E.A.fmap(x => {
|
||||
let y1 = XtoY.linear(x, t1);
|
||||
let y2 = XtoY.linear(x, t2);
|
||||
fn(y1, y2);
|
||||
});
|
||||
fromArrays(allXs, allYs);
|
||||
};
|
||||
|
||||
let combineStepwise =
|
||||
(t1: t, t2: t, fn: (option(float), option(float)) => float) => {
|
||||
let allXs = Belt.Array.concat(xs(t1), xs(t2));
|
||||
allXs |> Array.sort(compare);
|
||||
let allYs =
|
||||
allXs
|
||||
|> E.A.fmap(x => {
|
||||
let y1 = XtoY.stepwiseIncremental(x, t1);
|
||||
let y2 = XtoY.stepwiseIncremental(x, t2);
|
||||
fn(y1, y2);
|
||||
});
|
||||
fromArrays(allXs, allYs);
|
||||
};
|
||||
|
||||
let combineIfAtX =
|
||||
(t1: t, t2: t, fn: (option(float), option(float)) => float) => {
|
||||
let allXs = Belt.Array.concat(xs(t1), xs(t2));
|
||||
allXs |> Array.sort(compare);
|
||||
let allYs =
|
||||
allXs
|
||||
|> E.A.fmap(x => {
|
||||
let y1 = XtoY.stepwiseIfAtX(x, t1);
|
||||
let y2 = XtoY.stepwiseIfAtX(x, t2);
|
||||
fn(y1, y2);
|
||||
});
|
||||
fromArrays(allXs, allYs);
|
||||
};
|
||||
};
|
||||
|
||||
// todo: maybe not needed?
|
||||
// let comparePoint = (a: float, b: float) => a > b ? 1 : (-1);
|
||||
|
||||
let comparePoints = ((x1: float, y1: float), (x2: float, y2: float)) =>
|
||||
switch (x1 == x2, y1 == y2) {
|
||||
| (false, _) => compare(x1, x2)
|
||||
| (true, false) => compare(y1, y2)
|
||||
| (true, true) => (-1)
|
||||
};
|
||||
|
||||
// todo: This is broken :(
|
||||
let combine = (t1: t, t2: t) => {
|
||||
let array = Belt.Array.concat(zip(t1), zip(t2));
|
||||
Array.sort(comparePoints, array);
|
||||
array |> Belt.Array.unzip |> fromArray;
|
||||
};
|
||||
|
||||
let intersperce = (t1: t, t2: t) => {
|
||||
let items: ref(array((float, float))) = ref([||]);
|
||||
let t1 = zip(t1);
|
||||
let t2 = zip(t2);
|
||||
|
||||
Belt.Array.forEachWithIndex(t1, (i, item) => {
|
||||
switch (Belt.Array.get(t2, i)) {
|
||||
| Some(r) => items := E.A.append(items^, [|item, r|])
|
||||
| None => items := E.A.append(items^, [|item|])
|
||||
}
|
||||
});
|
||||
items^ |> Belt.Array.unzip |> fromArray;
|
||||
};
|
||||
|
||||
let yFold = (fn, t: t) => {
|
||||
E.A.fold_left(fn, 0., t.ys);
|
||||
};
|
||||
|
||||
let ySum = yFold((a, b) => a +. b);
|
||||
|
||||
let _transverseSimple = fn =>
|
||||
Belt.Array.reduce(_, [||], (items, y) =>
|
||||
switch (E.A.last(items)) {
|
||||
| Some(yLast) => Belt.Array.concat(items, [|fn(y, yLast)|])
|
||||
| None => [|y|]
|
||||
}
|
||||
);
|
||||
|
||||
let _transverse2 = (fn, items) => {
|
||||
let length = items |> E.A.length;
|
||||
let empty = Belt.Array.make(length, items |> E.A.unsafe_get(_, 0));
|
||||
Belt.Array.forEachWithIndex(
|
||||
items,
|
||||
(index, element) => {
|
||||
let item =
|
||||
switch (index) {
|
||||
| 0 => element
|
||||
| index => fn(element, E.A.unsafe_get(empty, index - 1))
|
||||
};
|
||||
let _ = Belt.Array.set(empty, index, item);
|
||||
();
|
||||
},
|
||||
);
|
||||
empty;
|
||||
};
|
||||
|
||||
let _transverseB = (fn, items) => {
|
||||
let (xs, ys) = items |> Belt.Array.unzip;
|
||||
let newYs = _transverse2(fn, ys);
|
||||
Belt.Array.zip(xs, newYs);
|
||||
};
|
||||
|
||||
let _transverse = fn =>
|
||||
Belt.Array.reduce(_, [||], (items, (x, y)) =>
|
||||
switch (E.A.last(items)) {
|
||||
| Some((_, yLast)) =>
|
||||
Belt.Array.concat(items, [|(x, fn(y, yLast))|])
|
||||
| None => [|(x, y)|]
|
||||
}
|
||||
);
|
||||
|
||||
let _transverseShape2 = (fn, p: t) => {
|
||||
Belt.Array.zip(p.xs, p.ys)
|
||||
|> _transverseB(fn)
|
||||
|> Belt.Array.unzip
|
||||
|> fromArray;
|
||||
};
|
||||
|
||||
let _transverseShape = (fn, p: t) => {
|
||||
fromArray((p.xs, _transverse2(fn, p.ys)));
|
||||
};
|
||||
|
||||
let filter = (fn, t: t) =>
|
||||
t |> zip |> E.A.filter(fn) |> Belt.Array.unzip |> fromArray;
|
||||
|
||||
let accumulateYs = _transverseShape((aCurrent, aLast) => aCurrent +. aLast);
|
||||
let subtractYs = _transverseShape((aCurrent, aLast) => aCurrent -. aLast);
|
||||
};
|
||||
|
||||
let intersperce = (t1: t, t2: t) => {
|
||||
let items: ref(array((float, float))) = ref([||]);
|
||||
let t1 = zip(t1);
|
||||
let t2 = zip(t2);
|
||||
|
||||
Belt.Array.forEachWithIndex(t1, (i, item) => {
|
||||
switch (Belt.Array.get(t2, i)) {
|
||||
| Some(r) => items := E.A.append(items^, [|item, r|])
|
||||
| None => items := E.A.append(items^, [|item|])
|
||||
}
|
||||
});
|
||||
items^ |> Belt.Array.unzip |> fromArray;
|
||||
};
|
||||
|
||||
let yFold = (fn, t: t) => {
|
||||
E.A.fold_left(fn, 0., t.ys);
|
||||
};
|
||||
|
||||
let ySum = yFold((a, b) => a +. b);
|
||||
|
||||
let _transverse = fn =>
|
||||
Belt.Array.reduce(_, [||], (items, (x, y)) =>
|
||||
switch (E.A.last(items)) {
|
||||
| Some((_, yLast)) => Belt.Array.concat(items, [|(x, fn(y, yLast))|])
|
||||
| None => [|(x, y)|]
|
||||
}
|
||||
);
|
||||
|
||||
let _transverseShape = (fn, p: t) => {
|
||||
Belt.Array.zip(p.xs, p.ys)
|
||||
|> _transverse(fn)
|
||||
|> Belt.Array.unzip
|
||||
|> fromArray;
|
||||
};
|
||||
|
||||
let filter = (fn, t: t) =>
|
||||
t |> zip |> E.A.filter(fn) |> Belt.Array.unzip |> fromArray;
|
||||
|
||||
let accumulateYs = _transverseShape((aCurrent, aLast) => aCurrent +. aLast);
|
||||
let subtractYs = _transverseShape((aCurrent, aLast) => aCurrent -. aLast);
|
||||
|
||||
let findY = CdfLibrary.Distribution.findY;
|
||||
let findX = CdfLibrary.Distribution.findX;
|
||||
|
||||
// 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 floatSum = Belt.Array.reduce(_, 0., (a, b) => a +. b);
|
||||
let toT = r => r |> Belt.Array.unzip |> fromArray;
|
||||
let toT = r => r |> Belt.Array.unzip |> T.fromArray;
|
||||
let nextX = ((_, (nextX, _)): zippedRange) => nextX;
|
||||
|
||||
let rangePointAssumingSteps =
|
||||
|
|
@ -197,21 +310,21 @@ module Range = {
|
|||
let integrateWithTriangles = z => {
|
||||
let rangeItems = mapYsBasedOnRanges(rangeAreaAssumingTriangles, z);
|
||||
(
|
||||
switch (rangeItems, z |> first) {
|
||||
switch (rangeItems, z |> T.first) {
|
||||
| (Some(r), Some((firstX, _))) =>
|
||||
Some(Belt.Array.concat([|(firstX, 0.0)|], r))
|
||||
| _ => None
|
||||
}
|
||||
)
|
||||
|> E.O.fmap(toT)
|
||||
|> E.O.fmap(accumulateYs);
|
||||
|> E.O.fmap(T.accumulateYs);
|
||||
};
|
||||
|
||||
let derivative = mapYsBasedOnRanges(delta_y_over_delta_x);
|
||||
|
||||
// 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 stepsToContinuous = t => {
|
||||
let diff = xTotalRange(t) |> E.O.fmap(r => r *. 0.00001);
|
||||
let diff = T.xTotalRange(t) |> E.O.fmap(r => r *. 0.00001);
|
||||
let items =
|
||||
switch (diff, E.A.toRanges(Belt.Array.zip(t.xs, t.ys))) {
|
||||
| (Some(diff), Ok(items)) =>
|
||||
|
|
@ -219,21 +332,57 @@ module Range = {
|
|||
items
|
||||
|> Belt.Array.map(_, rangePointAssumingSteps)
|
||||
|> Belt.Array.unzip
|
||||
|> fromArray
|
||||
|> intersperce(t |> xMap(e => e +. diff)),
|
||||
|> T.fromArray
|
||||
|> T.intersperce(t |> T.xMap(e => e +. diff)),
|
||||
)
|
||||
| _ => Some(t)
|
||||
};
|
||||
let bar = items |> E.O.fmap(zip) |> E.O.bind(_, E.A.get(_, 0));
|
||||
let bar = items |> E.O.fmap(T.zip) |> E.O.bind(_, E.A.get(_, 0));
|
||||
let items =
|
||||
switch (items, bar) {
|
||||
| (Some(items), Some((0.0, _))) => Some(items)
|
||||
| (Some(items), Some((firstX, _))) =>
|
||||
let all = E.A.append([|(firstX, 0.0)|], items |> zip);
|
||||
let foo = all |> Belt.Array.unzip |> fromArray;
|
||||
let all = E.A.append([|(firstX, 0.0)|], items |> T.zip);
|
||||
let foo = all |> Belt.Array.unzip |> T.fromArray;
|
||||
Some(foo);
|
||||
| _ => None
|
||||
};
|
||||
items;
|
||||
};
|
||||
};
|
||||
};
|
||||
|
||||
module Ts = {
|
||||
type t = T.ts;
|
||||
let minX = (t: t) =>
|
||||
t |> E.A.fmap(T.minX) |> E.A.O.concatSomes |> Functions.min;
|
||||
let maxX = (t: t) =>
|
||||
t |> E.A.fmap(T.maxX) |> E.A.O.concatSomes |> Functions.max;
|
||||
|
||||
// TODO/Warning: This will break if the shapes are empty.
|
||||
let equallyDividedXs = (t: t, newLength) => {
|
||||
Functions.range(minX(t), maxX(t), newLength);
|
||||
};
|
||||
};
|
||||
|
||||
let combinePointwise = (fn, sampleCount, t1: xyShape, t2: xyShape) => {
|
||||
let xs = Ts.equallyDividedXs([|t1, t2|], sampleCount);
|
||||
let ys =
|
||||
xs |> E.A.fmap(x => fn(T.XtoY.linear(x, t1), T.XtoY.linear(x, t2)));
|
||||
T.fromArrays(xs, ys);
|
||||
};
|
||||
|
||||
let logScoreDist =
|
||||
combinePointwise((prediction, answer) =>
|
||||
switch (answer) {
|
||||
| 0. => 0.0
|
||||
| answer =>
|
||||
answer *. Js.Math.log2(Js.Math.abs_float(prediction /. answer))
|
||||
}
|
||||
);
|
||||
|
||||
let logScorePoint = (sampleCount, t1, t2) =>
|
||||
logScoreDist(sampleCount, t1, t2)
|
||||
|> Range.integrateWithTriangles
|
||||
|> E.O.fmap(T.accumulateYs)
|
||||
|> E.O.bind(_, T.last)
|
||||
|> E.O.fmap(((_, y)) => y);
|
||||
|
|
@ -134,13 +134,10 @@ module S = {
|
|||
|
||||
module J = {
|
||||
let toString = Js.Json.decodeString ||> O.default("");
|
||||
let toMoment = toString ||> MomentRe.moment;
|
||||
let fromString = Js.Json.string;
|
||||
let fromNumber = Js.Json.number;
|
||||
|
||||
module O = {
|
||||
let toMoment = O.fmap(toMoment);
|
||||
|
||||
let fromString = (str: string) =>
|
||||
switch (str) {
|
||||
| "" => None
|
||||
|
|
@ -289,6 +286,18 @@ module A = {
|
|||
bringErrorUp |> Belt.Result.map(_, forceOpen);
|
||||
};
|
||||
};
|
||||
|
||||
module Sorted = {
|
||||
let binarySearchFirstElementGreaterIndex = (ar: array('a), el: 'a) => {
|
||||
let el = Belt.SortArray.binarySearchBy(ar, el, compare);
|
||||
let el = el < 0 ? el * (-1) - 1 : el;
|
||||
switch (el) {
|
||||
| e when e >= length(ar) => `overMax
|
||||
| e when e == 0 => `underMin
|
||||
| e => `firstHigher(e)
|
||||
};
|
||||
};
|
||||
};
|
||||
};
|
||||
|
||||
module JsArray = {
|
||||
|
|
|
|||
|
|
@ -26,7 +26,15 @@ module Internals = {
|
|||
discreteGet(r) |> jsToDistDiscrete;
|
||||
|
||||
[@bs.module "./GuesstimatorLibrary.js"]
|
||||
external toCombinedFormat: (string, int, int) => combined = "run";
|
||||
external toCombinedFormat: (string, int, int, int) => combined = "run";
|
||||
|
||||
[@bs.module "./GuesstimatorLibrary.js"]
|
||||
external stringToSamples: (string, int) => array(float) = "stringToSamples";
|
||||
|
||||
[@bs.module "./GuesstimatorLibrary.js"]
|
||||
external samplesToContinuousPdf:
|
||||
(array(float), int, int) => CdfLibrary.JS.distJs =
|
||||
"samplesToContinuousPdf";
|
||||
|
||||
// todo: Format to correct mass, also normalize the pdf.
|
||||
let toMixedShape =
|
||||
|
|
@ -44,8 +52,8 @@ module Internals = {
|
|||
// let discreteProb =
|
||||
// d |> Distributions.Discrete.T.Integral.sum(~cache=None);
|
||||
|
||||
let foo = MixedShapeBuilder.buildSimple(~continuous, ~discrete);
|
||||
foo;
|
||||
let shape = MixedShapeBuilder.buildSimple(~continuous, ~discrete);
|
||||
shape;
|
||||
};
|
||||
};
|
||||
|
||||
|
|
@ -54,8 +62,165 @@ let stringToMixedShape =
|
|||
~string,
|
||||
~sampleCount=3000,
|
||||
~outputXYPoints=3000,
|
||||
~width=10,
|
||||
~truncateTo=Some(500),
|
||||
(),
|
||||
) =>
|
||||
Internals.toCombinedFormat(string, sampleCount, outputXYPoints)
|
||||
|> Internals.toMixedShape(~truncateTo);
|
||||
Internals.toCombinedFormat(string, sampleCount, outputXYPoints, width)
|
||||
|> Internals.toMixedShape(~truncateTo);
|
||||
|
||||
module KDE = {
|
||||
let normalSampling = (samples, outputXYPoints, kernelWidth) => {
|
||||
samples
|
||||
|> Internals.samplesToContinuousPdf(_, outputXYPoints, kernelWidth)
|
||||
|> CdfLibrary.JS.jsToDist;
|
||||
};
|
||||
|
||||
let inGroups = (samples, outputXYPoints, kernelWidth, ~cuttoff=0.9, ()) => {
|
||||
let partitionAt =
|
||||
samples
|
||||
|> E.A.length
|
||||
|> float_of_int
|
||||
|> (e => e *. cuttoff)
|
||||
|> int_of_float;
|
||||
let part1XYPoints =
|
||||
outputXYPoints |> float_of_int |> (e => e *. cuttoff) |> int_of_float;
|
||||
let part2XYPoints = outputXYPoints - part1XYPoints |> Js.Math.max_int(30);
|
||||
let part1Data =
|
||||
samples |> Belt.Array.slice(_, ~offset=0, ~len=partitionAt);
|
||||
let part2DataLength = (samples |> E.A.length) - partitionAt;
|
||||
let part2Data =
|
||||
samples
|
||||
|> Belt.Array.slice(
|
||||
_,
|
||||
~offset=(-1) * part2DataLength,
|
||||
~len=part2DataLength,
|
||||
);
|
||||
let part1 =
|
||||
part1Data
|
||||
|> Internals.samplesToContinuousPdf(_, part1XYPoints, kernelWidth)
|
||||
|> CdfLibrary.JS.jsToDist;
|
||||
let part2 =
|
||||
part2Data
|
||||
|> Internals.samplesToContinuousPdf(_, part2XYPoints, 3)
|
||||
|> CdfLibrary.JS.jsToDist;
|
||||
let opp = 1.0 -. cuttoff;
|
||||
// let result =
|
||||
// XYShape.T.Combine.combineLinear(
|
||||
// part1,
|
||||
// part2,
|
||||
// (a, b) => {
|
||||
// let aa = a *. cuttoff;
|
||||
// let bb = b *. opp;
|
||||
// aa +. bb;
|
||||
// },
|
||||
// );
|
||||
// Js.log2("HI", result);
|
||||
// result;
|
||||
part1;
|
||||
};
|
||||
};
|
||||
|
||||
module FloatFloatMap = {
|
||||
module Id =
|
||||
Belt.Id.MakeComparable({
|
||||
type t = float;
|
||||
let cmp: (float, float) => int = Pervasives.compare;
|
||||
});
|
||||
|
||||
type t = Belt.MutableMap.t(Id.t, float, Id.identity);
|
||||
|
||||
let fromArray = (ar: array((float, float))) =>
|
||||
Belt.MutableMap.fromArray(ar, ~id=(module Id));
|
||||
let toArray = (t: t) => Belt.MutableMap.toArray(t);
|
||||
let empty = () => Belt.MutableMap.make(~id=(module Id));
|
||||
let increment = (el, t: t) =>
|
||||
Belt.MutableMap.update(
|
||||
t,
|
||||
el,
|
||||
fun
|
||||
| Some(n) => Some(n +. 1.0)
|
||||
| None => Some(1.0),
|
||||
);
|
||||
|
||||
let get = (el, t: t) => Belt.MutableMap.get(t, el);
|
||||
let fmap = (fn, t: t) => Belt.MutableMap.map(t, fn);
|
||||
};
|
||||
|
||||
let split = (sortedArray: array(float)) => {
|
||||
let continuous = [||];
|
||||
let discrete = FloatFloatMap.empty();
|
||||
Belt.Array.forEachWithIndex(
|
||||
sortedArray,
|
||||
(index, element) => {
|
||||
let maxIndex = (sortedArray |> Array.length) - 1;
|
||||
let possiblySimilarElements =
|
||||
(
|
||||
switch (index) {
|
||||
| 0 => [|index + 1|]
|
||||
| n when n == maxIndex => [|index - 1|]
|
||||
| _ => [|index - 1, index + 1|]
|
||||
}
|
||||
)
|
||||
|> Belt.Array.map(_, r => sortedArray[r]);
|
||||
let hasSimilarElement =
|
||||
Belt.Array.some(possiblySimilarElements, r => r == element);
|
||||
hasSimilarElement
|
||||
? FloatFloatMap.increment(element, discrete)
|
||||
: {
|
||||
let _ = Js.Array.push(element, continuous);
|
||||
();
|
||||
};
|
||||
();
|
||||
},
|
||||
);
|
||||
|
||||
(continuous, discrete);
|
||||
};
|
||||
|
||||
let toMixed =
|
||||
(
|
||||
~string,
|
||||
~sampleCount=3000,
|
||||
~outputXYPoints=3000,
|
||||
~kernelWidth=10,
|
||||
~truncateTo=Some(500),
|
||||
~cuttoff=0.995,
|
||||
(),
|
||||
) => {
|
||||
// let truncateTo = None;
|
||||
let start = Js.Date.now();
|
||||
let timeMessage = message => Js.log2(message, Js.Date.now() -. start);
|
||||
timeMessage("Starting");
|
||||
let samples = Internals.stringToSamples(string, sampleCount);
|
||||
timeMessage("Finished sampling");
|
||||
|
||||
let length = samples |> E.A.length;
|
||||
Array.fast_sort(compare, samples);
|
||||
let (continuousPart, disc) = split(samples);
|
||||
let lengthFloat = float_of_int(length);
|
||||
let discrete: DistTypes.xyShape =
|
||||
disc
|
||||
|> FloatFloatMap.fmap(r => r /. lengthFloat)
|
||||
|> FloatFloatMap.toArray
|
||||
|> XYShape.T.fromZippedArray;
|
||||
let pdf: DistTypes.xyShape =
|
||||
continuousPart |> E.A.length > 20
|
||||
? {
|
||||
// samples |> KDE.inGroups(_, outputXYPoints, kernelWidth, ~cuttoff, ());
|
||||
samples |> KDE.normalSampling(_, outputXYPoints, kernelWidth);
|
||||
}
|
||||
: {xs: [||], ys: [||]};
|
||||
timeMessage("Finished pdf");
|
||||
let continuous = pdf |> Distributions.Continuous.fromShape;
|
||||
let shape = MixedShapeBuilder.buildSimple(~continuous, ~discrete);
|
||||
timeMessage("Finished shape");
|
||||
let shape =
|
||||
switch (truncateTo, shape) {
|
||||
| (Some(trunctate), Some(shape)) =>
|
||||
Some(shape |> Distributions.Shape.T.truncate(trunctate))
|
||||
| (None, Some(shape)) => Some(shape)
|
||||
| _ => None
|
||||
};
|
||||
shape;
|
||||
};
|
||||
|
|
@ -1,38 +1,9 @@
|
|||
import { Guesstimator } from '@foretold/guesstimator/src';
|
||||
import { Samples } from '@foretold/cdf/lib/samples';
|
||||
import _ from 'lodash';
|
||||
|
||||
/**
|
||||
*
|
||||
* @param {number} minValue
|
||||
* @param {number} maxValue
|
||||
* @returns {string}
|
||||
*/
|
||||
const minMaxRatio = (minValue, maxValue) => {
|
||||
if (minValue === 0 || maxValue === 0) {
|
||||
return 'SMALL';
|
||||
}
|
||||
const ratio = maxValue / minValue;
|
||||
if (ratio < 10000) {
|
||||
return 'SMALL';
|
||||
} else if (ratio < 1000000) {
|
||||
return 'MEDIUM';
|
||||
} else {
|
||||
return 'LARGE';
|
||||
}
|
||||
};
|
||||
|
||||
/**
|
||||
* @param samples
|
||||
* @return {string}
|
||||
*/
|
||||
const ratioSize = samples => {
|
||||
samples.sort();
|
||||
const minValue = samples.getPercentile(2);
|
||||
const maxValue = samples.getPercentile(98);
|
||||
return minMaxRatio(minValue, maxValue);
|
||||
};
|
||||
|
||||
const {
|
||||
Samples,
|
||||
} = require("@foretold/cdf/lib/samples");
|
||||
const _ = require("lodash");
|
||||
const { Guesstimator } = require('@foretold/guesstimator/src');
|
||||
const pdfast = require('pdfast');
|
||||
|
||||
/**
|
||||
* @param values
|
||||
|
|
@ -41,7 +12,7 @@ const ratioSize = samples => {
|
|||
* @param max
|
||||
* @returns {{discrete: {ys: *, xs: *}, continuous: {ys: [], xs: []}}}
|
||||
*/
|
||||
const toPdf = (values, outputResolutionCount, min, max) => {
|
||||
const toPdf = (values, outputResolutionCount, width, min, max) => {
|
||||
let duplicateSamples = _(values).groupBy().pickBy(x => x.length > 1).keys().value();
|
||||
let totalLength = _.size(values);
|
||||
let frequencies = duplicateSamples.map(s => ({
|
||||
|
|
@ -57,12 +28,13 @@ const toPdf = (values, outputResolutionCount, min, max) => {
|
|||
let continuous = { ys: [], xs: [] };
|
||||
|
||||
if (continuousSamples.length > 20) {
|
||||
const samples = new Samples(continuousSamples);
|
||||
|
||||
const ratioSize$ = ratioSize(samples);
|
||||
const width = ratioSize$ === 'SMALL' ? 60 : 1;
|
||||
// let c = continuousSamples.map( r => (Math.log2(r)) * 1000);
|
||||
let c = continuousSamples;
|
||||
const samples = new Samples(c);
|
||||
|
||||
|
||||
const pdf = samples.toPdf({ size: outputResolutionCount, width, min, max });
|
||||
// continuous = {xs: pdf.xs.map(r => Math.pow(2,r/1000)), ys: pdf.ys};
|
||||
continuous = pdf;
|
||||
}
|
||||
|
||||
|
|
@ -82,6 +54,7 @@ const run = (
|
|||
text,
|
||||
sampleCount,
|
||||
outputResolutionCount,
|
||||
width,
|
||||
inputs = [],
|
||||
min = false,
|
||||
max = false,
|
||||
|
|
@ -107,11 +80,47 @@ const run = (
|
|||
} else if (values.length === 1) {
|
||||
update = blankResponse;
|
||||
} else {
|
||||
update = toPdf(values, outputResolutionCount, min, max);
|
||||
update = toPdf(values, outputResolutionCount, width, min, max);
|
||||
}
|
||||
return update;
|
||||
};
|
||||
|
||||
const stringToSamples = (
|
||||
text,
|
||||
sampleCount,
|
||||
inputs = [],
|
||||
) => {
|
||||
const [_error, { parsedInput, parsedError }] = Guesstimator.parse({ text:"=" + text });
|
||||
|
||||
const guesstimator = new Guesstimator({ parsedInput });
|
||||
const {values, errors} = guesstimator.sample(
|
||||
sampleCount,
|
||||
inputs,
|
||||
);
|
||||
if (errors.length > 0){
|
||||
return []
|
||||
} else {
|
||||
return values
|
||||
}
|
||||
};
|
||||
|
||||
|
||||
const samplesToContinuousPdf = (
|
||||
samples,
|
||||
size,
|
||||
width,
|
||||
min = false,
|
||||
max = false,
|
||||
) => {
|
||||
let _samples = _.filter(samples, _.isFinite);
|
||||
if (_.isFinite(min)) { _samples = _.filter(_samples, r => r > min) };
|
||||
if (_.isFinite(max)) { _samples = _.filter(_samples, r => r < max) };
|
||||
let pdf = pdfast.create(_samples, { size, width });
|
||||
return {xs: pdf.map(r => r.x), ys: pdf.map(r => r.y)};
|
||||
};
|
||||
|
||||
module.exports = {
|
||||
run,
|
||||
stringToSamples,
|
||||
samplesToContinuousPdf
|
||||
};
|
||||
|
|
|
|||
5
src/utility/Lodash.re
Normal file
5
src/utility/Lodash.re
Normal file
|
|
@ -0,0 +1,5 @@
|
|||
[@bs.module "lodash"] external min: array('a) => 'a = "min";
|
||||
[@bs.module "lodash"] external max: array('a) => 'a = "max";
|
||||
[@bs.module "lodash"] external uniq: array('a) => array('a) = "uniq";
|
||||
[@bs.module "lodash"]
|
||||
external countBy: (array('a), 'a => 'b) => Js.Dict.t(int) = "countBy";
|
||||
|
|
@ -35,11 +35,12 @@ module Make = (Config: Config) => {
|
|||
let minY = () => get(ys, 0);
|
||||
let maxY = () => get(ys, len(ys) - 1);
|
||||
let findY = (x: float): float => {
|
||||
let firstHigherIndex = Belt.Array.getIndexBy(xs, e => e >= x);
|
||||
let firstHigherIndex =
|
||||
E.A.Sorted.binarySearchFirstElementGreaterIndex(xs, x);
|
||||
switch (firstHigherIndex) {
|
||||
| None => maxY()
|
||||
| Some(0) => minY()
|
||||
| Some(firstHigherIndex) =>
|
||||
| `overMax => maxY()
|
||||
| `underMin => minY()
|
||||
| `firstHigher(firstHigherIndex) =>
|
||||
let lowerOrEqualIndex =
|
||||
firstHigherIndex - 1 < 0 ? 0 : firstHigherIndex - 1;
|
||||
let needsInterpolation = get(xs, lowerOrEqualIndex) != x;
|
||||
|
|
@ -57,11 +58,12 @@ module Make = (Config: Config) => {
|
|||
};
|
||||
};
|
||||
let findX = (y: float): float => {
|
||||
let firstHigherIndex = Belt.Array.getIndexBy(ys, e => e >= y);
|
||||
let firstHigherIndex =
|
||||
E.A.Sorted.binarySearchFirstElementGreaterIndex(ys, y);
|
||||
switch (firstHigherIndex) {
|
||||
| None => maxX()
|
||||
| Some(0) => minX()
|
||||
| Some(firstHigherIndex) =>
|
||||
| `overMax => maxX()
|
||||
| `underMin => minX()
|
||||
| `firstHigher(firstHigherIndex) =>
|
||||
let lowerOrEqualIndex =
|
||||
firstHigherIndex - 1 < 0 ? 0 : firstHigherIndex - 1;
|
||||
let needsInterpolation = get(ys, lowerOrEqualIndex) != y;
|
||||
|
|
@ -104,4 +106,4 @@ module Make = (Config: Config) => {
|
|||
}
|
||||
});
|
||||
};
|
||||
};
|
||||
};
|
||||
Loading…
Reference in New Issue
Block a user