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Merge pull request #656 from quantified-uncertainty/stdev-variance

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Quick additions of Stdev, Variance, and Mode for SampleSet, and Min and Max for all
This commit is contained in:
Ozzie Gooen 2022-06-06 15:52:02 -07:00 committed by GitHub
commit b022ea2fae
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GPG Key ID: 4AEE18F83AFDEB23
10 changed files with 62 additions and 4 deletions
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6
packages/components/src/components/DistributionChart.tsx
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@ -153,6 +153,7 @@ type SummaryTableProps = {
const SummaryTable: React.FC<SummaryTableProps> = ({ distribution }) => {
const mean = distribution.mean();
const stdev = distribution.stdev();
const p5 = distribution.inv(0.05);
const p10 = distribution.inv(0.1);
const p25 = distribution.inv(0.25);
@ -161,6 +162,9 @@ const SummaryTable: React.FC<SummaryTableProps> = ({ distribution }) => {
const p90 = distribution.inv(0.9);
const p95 = distribution.inv(0.95);
const hasResult = (x: result<number, distributionError>): boolean =>
x.tag === "Ok";
const unwrapResult = (
x: result<number, distributionError>
): React.ReactNode => {
@ -180,6 +184,7 @@ const SummaryTable: React.FC<SummaryTableProps> = ({ distribution }) => {
<thead className="bg-slate-50">
<tr>
<TableHeadCell>{"Mean"}</TableHeadCell>
{hasResult(stdev) && <TableHeadCell>{"Stdev"}</TableHeadCell>}
<TableHeadCell>{"5%"}</TableHeadCell>
<TableHeadCell>{"10%"}</TableHeadCell>
<TableHeadCell>{"25%"}</TableHeadCell>
@ -192,6 +197,7 @@ const SummaryTable: React.FC<SummaryTableProps> = ({ distribution }) => {
<tbody>
<tr>
<Cell>{unwrapResult(mean)}</Cell>
{hasResult(stdev) && <Cell>{unwrapResult(stdev)}</Cell>}
<Cell>{unwrapResult(p5)}</Cell>
<Cell>{unwrapResult(p10)}</Cell>
<Cell>{unwrapResult(p25)}</Cell>

5
packages/squiggle-lang/src/js/distribution.ts
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@ -11,6 +11,7 @@ import {
import { result, resultMap, Ok } from "./types";
import {
Constructors_mean,
Constructors_stdev,
Constructors_sample,
Constructors_pdf,
Constructors_cdf,
@ -69,6 +70,10 @@ export class Distribution {
return Constructors_mean({ env: this.env }, this.t);
}
stdev(): result<number, distributionError> {
return Constructors_stdev({ env: this.env }, this.t);
}
sample(): result<number, distributionError> {
return Constructors_sample({ env: this.env }, this.t);
}

2
packages/squiggle-lang/src/rescript/Distributions/DistributionOperation.res
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@ -265,6 +265,8 @@ module Constructors = {
module C = DistributionTypes.Constructors.UsingDists
open OutputLocal
let mean = (~env, dist) => C.mean(dist)->run(~env)->toFloatR
let stdev = (~env, dist) => C.stdev(dist)->run(~env)->toFloatR
let variance = (~env, dist) => C.variance(dist)->run(~env)->toFloatR
let sample = (~env, dist) => C.sample(dist)->run(~env)->toFloatR
let cdf = (~env, dist, f) => C.cdf(dist, f)->run(~env)->toFloatR
let inv = (~env, dist, f) => C.inv(dist, f)->run(~env)->toFloatR

4
packages/squiggle-lang/src/rescript/Distributions/DistributionOperation.resi
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@ -49,6 +49,10 @@ module Constructors: {
@genType
let mean: (~env: env, genericDist) => result<float, error>
@genType
let stdev: (~env: env, genericDist) => result<float, error>
@genType
let variance: (~env: env, genericDist) => result<float, error>
@genType
let sample: (~env: env, genericDist) => result<float, error>
@genType
let cdf: (~env: env, genericDist, float) => result<float, error>

16
packages/squiggle-lang/src/rescript/Distributions/DistributionTypes.res
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@ -30,9 +30,9 @@ module Error = {
@genType
let toString = (err: error): string =>
switch err {
| NotYetImplemented => "Function Not Yet Implemented"
| NotYetImplemented => "Function not yet implemented"
| Unreachable => "Unreachable"
| DistributionVerticalShiftIsInvalid => "Distribution Vertical Shift is Invalid"
| DistributionVerticalShiftIsInvalid => "Distribution vertical shift is invalid"
| ArgumentError(s) => `Argument Error ${s}`
| LogarithmOfDistributionError(s) => `Logarithm of input error: ${s}`
| SampleSetError(TooFewSamples) => "Too Few Samples"
@ -68,6 +68,11 @@ module DistributionOperation = {
| #Mean
| #Sample
| #IntegralSum
| #Mode
| #Stdev
| #Min
| #Max
| #Variance
]
type toScaleFn = [
@ -117,6 +122,11 @@ module DistributionOperation = {
| ToFloat(#Cdf(r)) => `cdf(${E.Float.toFixed(r)})`
| ToFloat(#Inv(r)) => `inv(${E.Float.toFixed(r)})`
| ToFloat(#Mean) => `mean`
| ToFloat(#Min) => `min`
| ToFloat(#Max) => `max`
| ToFloat(#Stdev) => `stdev`
| ToFloat(#Variance) => `variance`
| ToFloat(#Mode) => `mode`
| ToFloat(#Pdf(r)) => `pdf(${E.Float.toFixed(r)})`
| ToFloat(#Sample) => `sample`
| ToFloat(#IntegralSum) => `integralSum`
@ -151,6 +161,8 @@ module Constructors = {
module UsingDists = {
@genType
let mean = (dist): t => FromDist(ToFloat(#Mean), dist)
let stdev = (dist): t => FromDist(ToFloat(#Stdev), dist)
let variance = (dist): t => FromDist(ToFloat(#Variance), dist)
let sample = (dist): t => FromDist(ToFloat(#Sample), dist)
let cdf = (dist, x): t => FromDist(ToFloat(#Cdf(x)), dist)
let inv = (dist, x): t => FromDist(ToFloat(#Inv(x)), dist)

14
packages/squiggle-lang/src/rescript/Distributions/GenericDist.res
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@ -108,7 +108,7 @@ let toFloatOperation = (
) => {
switch distToFloatOperation {
| #IntegralSum => Ok(integralEndY(t))
| (#Pdf(_) | #Cdf(_) | #Inv(_) | #Mean | #Sample) as op => {
| (#Pdf(_) | #Cdf(_) | #Inv(_) | #Mean | #Sample | #Min | #Max) as op => {
let trySymbolicSolution = switch (t: t) {
| Symbolic(r) => SymbolicDist.T.operate(op, r)->E.R.toOption
| _ => None
@ -118,6 +118,8 @@ let toFloatOperation = (
| (SampleSet(sampleSet), #Mean) => SampleSetDist.mean(sampleSet)->Some
| (SampleSet(sampleSet), #Sample) => SampleSetDist.sample(sampleSet)->Some
| (SampleSet(sampleSet), #Inv(r)) => SampleSetDist.percentile(sampleSet, r)->Some
| (SampleSet(sampleSet), #Min) => SampleSetDist.min(sampleSet)->Some
| (SampleSet(sampleSet), #Max) => SampleSetDist.max(sampleSet)->Some
| _ => None
}
@ -130,6 +132,16 @@ let toFloatOperation = (
}
}
}
| (#Stdev | #Variance | #Mode) as op =>
switch t {
| SampleSet(s) =>
switch op {
| #Stdev => SampleSetDist.stdev(s)->Ok
| #Variance => SampleSetDist.variance(s)->Ok
| #Mode => SampleSetDist.mode(s)->Ok
}
| _ => Error(DistributionTypes.NotYetImplemented)
}
}
}

2
packages/squiggle-lang/src/rescript/Distributions/PointSetDist/PointSetDist.res
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@ -254,6 +254,8 @@ let operate = (distToFloatOp: Operation.distToFloatOperation, s): float =>
| #Inv(f) => inv(f, s)
| #Sample => sample(s)
| #Mean => T.mean(s)
| #Min => T.minX(s)
| #Max => T.maxX(s)
}
let toSparkline = (t: t, bucketCount): result<string, PointSetTypes.sparklineError> =>

2
packages/squiggle-lang/src/rescript/Distributions/SymbolicDist/SymbolicDist.res
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@ -449,6 +449,8 @@ module T = {
| #Cdf(f) => Ok(cdf(f, s))
| #Pdf(f) => Ok(pdf(f, s))
| #Inv(f) => Ok(inv(f, s))
| #Min => Ok(min(s))
| #Max => Ok(max(s))
| #Sample => Ok(sample(s))
| #Mean => mean(s)
}

13
packages/squiggle-lang/src/rescript/ReducerInterface/ReducerInterface_GenericDistribution.res
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@ -209,7 +209,18 @@ let dispatchToGenericOutput = (
| ("sample", [EvDistribution(dist)]) => Helpers.toFloatFn(#Sample, dist, ~env)
| ("sampleN", [EvDistribution(dist), EvNumber(n)]) =>
Some(FloatArray(GenericDist.sampleN(dist, Belt.Int.fromFloat(n))))
| ("mean", [EvDistribution(dist)]) => Helpers.toFloatFn(#Mean, dist, ~env)
| (("mean" | "stdev" | "variance" | "min" | "max" | "mode") as op, [EvDistribution(dist)]) => {
let fn = switch op {
| "mean" => #Mean
| "stdev" => #Stdev
| "variance" => #Variance
| "min" => #Min
| "max" => #Max
| "mode" => #Mode
| _ => #Mean
}
Helpers.toFloatFn(fn, dist, ~env)
}
| ("integralSum", [EvDistribution(dist)]) => Helpers.toFloatFn(#IntegralSum, dist, ~env)
| ("toString", [EvDistribution(dist)]) => Helpers.toStringFn(ToString, dist, ~env)
| ("toSparkline", [EvDistribution(dist)]) =>

2
packages/squiggle-lang/src/rescript/Utility/Operation.res
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@ -26,6 +26,8 @@ type distToFloatOperation = [
| #Inv(float)
| #Mean
| #Sample
| #Min
| #Max
]
module Convolution = {