Simple mixed distribution

src/LimitedDomainCdf.re

@@ -1,12 +1,17 @@
 type t = {
-  distribution: Types.distribution,
+  distribution: Types.ContinuousDistribution.t,
   domainMaxX: float,
 };
 
 let make = (~distribution, ~domainMaxX): t => {distribution, domainMaxX};
 
-let fromCdf = (cdf: Types.cdf, domainMaxX: float, probabilityAtMaxX: float) => {
-  let distribution: Types.distribution = {
+let fromCdf =
+    (
+      cdf: Types.ContinuousDistribution.t,
+      domainMaxX: float,
+      probabilityAtMaxX: float,
+    ) => {
+  let distribution: Types.ContinuousDistribution.t = {
     xs: cdf.xs,
     ys: cdf.ys |> E.A.fmap(r => r *. probabilityAtMaxX),
   };

src/TimeLimitedDomainCdf.re

@@ -66,7 +66,7 @@ type t = {
 let make =
     (
       ~timeVector: timeVector,
-      ~distribution: Types.distribution,
+      ~distribution: Types.ContinuousDistribution.t,
       ~probabilityAtMaxX: float,
       ~maxX: [ | `time(MomentRe.Moment.t) | `x(float)],
     )

src/lib/Prop.re

@@ -17,7 +17,7 @@ module Value = {
     | Conditional(conditional)
     | TimeLimitedDomainCdf(TimeLimitedDomainCdf.t)
     | TimeLimitedDomainCdfLazy(
-        (string => Types.distribution) => TimeLimitedDomainCdf.t,
+        (string => Types.ContinuousDistribution.t) => TimeLimitedDomainCdf.t,
       )
     | ConditionalArray(array(conditional))
     | FloatCdf(string);
@@ -59,23 +59,34 @@ module Value = {
       let timeLimited = r(CdfLibrary.Distribution.fromString(_, 1000));
       let cdf = timeLimited.limitedDomainCdf.distribution;
       <>
-        <Chart height=100 data={cdf |> Types.toJs} />
+        <Chart height=100 data={cdf |> Types.ContinuousDistribution.toJs} />
         <Chart
           height=100
-          data={cdf |> CdfLibrary.Distribution.toPdf |> Types.toJs}
+          data={
+            cdf
+            |> CdfLibrary.Distribution.toPdf
+            |> Types.ContinuousDistribution.toJs
+          }
         />
         {FloatCdf.logNormal(50., 20.) |> ReasonReact.string}
       </>;
     | TimeLimitedDomainCdf(r) =>
-      let cdf: Types.distribution = r.limitedDomainCdf.distribution;
-      <> <Chart height=100 data={cdf |> Types.toJs} /> </>;
+      let cdf: Types.ContinuousDistribution.t =
+        r.limitedDomainCdf.distribution;
+      <>
+        <Chart height=100 data={cdf |> Types.ContinuousDistribution.toJs} />
+      </>;
     | FloatCdf(r) =>
-      let cdf: Types.distribution =
+      let cdf: Types.ContinuousDistribution.t =
         CdfLibrary.Distribution.fromString(r, 2000);
       <>
         <Chart
           height=100
-          data={cdf |> CdfLibrary.Distribution.toPdf |> Types.toJs}
+          data={
+            cdf
+            |> CdfLibrary.Distribution.toPdf
+            |> Types.ContinuousDistribution.toJs
+          }
         />
         {r |> ReasonReact.string}
       </>;

src/lib/Types.re

@@ -1,54 +1,66 @@
-type distribution = {
-  xs: array(float),
-  ys: array(float),
-};
-
-let toJs = (t: distribution) => {
-  {"xs": t.xs, "ys": t.ys};
-};
-
-let toComponentsDist = (d: distribution): ForetoldComponents.Types.Dist.t => {
-  xs: d.xs,
-  ys: d.ys,
-};
-
-type pdf = distribution;
-type cdf = distribution;
-
-let foo = (b: pdf) => 3.9;
-let bar: cdf = {xs: [||], ys: [||]};
-
-let cc = foo(bar);
-
-module LimitedDomainCdf = {
+module ContinuousDistribution = {
   type t = {
-    distribution,
-    domainMaxX: float,
+    xs: array(float),
+    ys: array(float),
   };
 
-  let fromCdf = (cdf: cdf, domainMaxX: float, probabilityAtMaxX: float) => {
-    let distribution: distribution = {
-      xs: cdf.xs,
-      ys: cdf.ys |> E.A.fmap(r => r *. probabilityAtMaxX),
-    };
-    {distribution, domainMaxX};
+  let toJs = (t: t) => {
+    {"xs": t.xs, "ys": t.ys};
   };
 
+  let toComponentsDist = (d: t): ForetoldComponents.Types.Dist.t => {
+    xs: d.xs,
+    ys: d.ys,
+  };
+
+  type pdf = t;
+  type cdf = t;
+};
+
+module DiscreteDistribution = {
+  type t = {
+    xs: array(float),
+    ys: array(float),
+  };
+
+  let fromArray = (xs, ys) => {xs, ys};
+
   let _lastElement = (a: array('a)) =>
     switch (Belt.Array.size(a)) {
     | 0 => None
     | n => Belt.Array.get(a, n)
     };
 
-  let probabilityBeforeDomainMax = (t: t) => _lastElement(t.distribution.ys);
+  let derivative = (p: t) => {
+    let (xs, ys) =
+      Belt.Array.zip(p.xs, p.ys)
+      ->Belt.Array.reduce([||], (items, (x, y)) =>
+          switch (_lastElement(items)) {
+          | Some((_, yLast)) => [|(x, y -. yLast)|]
+          | None => [|(x, y)|]
+          }
+        )
+      |> Belt.Array.unzip;
+    fromArray(xs, ys);
+  };
 
-  let chanceByX = (t: t) => t.distribution;
+  let integral = (p: t) => {
+    let (xs, ys) =
+      Belt.Array.zip(p.xs, p.ys)
+      ->Belt.Array.reduce([||], (items, (x, y)) =>
+          switch (_lastElement(items)) {
+          | Some((_, yLast)) => [|(x, y +. yLast)|]
+          | None => [|(x, y)|]
+          }
+        )
+      |> Belt.Array.unzip;
+    fromArray(xs, ys);
+  };
+};
 
-  let domainMaxX = (t: t) => t.domainMaxX;
-  // let probabilityDistribution = (t: t) =>
-  //   t.distribution |> CdfLibrary.Distribution.toPdf;
-  // let probability = (t: t, xPoint: float) =>
-  //   CdfLibrary.Distribution.findY(xPoint, probabilityDistribution(t));
-  // let cumulativeProbability = (t: t, xPoint: float) =>
-  //   CdfLibrary.Distribution.findY(xPoint, t.distribution);
+module MixedDistribution = {
+  type distribution = {
+    discrete: DiscreteDistribution.t,
+    continuous: ContinuousDistribution.t,
+  };
 };

src/utility/CdfLibrary.re

@@ -5,14 +5,16 @@ module JS = {
     ys: array(float),
   };
 
-  let distToJs = (d: Types.distribution) => distJs(~xs=d.xs, ~ys=d.ys);
+  let distToJs = (d: Types.ContinuousDistribution.t) =>
+    distJs(~xs=d.xs, ~ys=d.ys);
 
-  let jsToDist = (d: distJs): Types.distribution => {
+  let jsToDist = (d: distJs): Types.ContinuousDistribution.t => {
     xs: xsGet(d),
     ys: ysGet(d),
   };
 
-  let doAsDist = (f, d: Types.distribution) => d |> distToJs |> f |> jsToDist;
+  let doAsDist = (f, d: Types.ContinuousDistribution.t) =>
+    d |> distToJs |> f |> jsToDist;
 
   [@bs.module "./CdfLibrary.js"]
   external cdfToPdf: distJs => distJs = "cdfToPdf";