Merge pull request #785 from quantified-uncertainty/beta-from-mean-stdev

`beta({mean: 0.39, stdev: 0.1})` #497
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Ozzie Gooen 2022-07-05 21:02:38 -04:00 committed by GitHub
commit b425743484
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6 changed files with 53 additions and 3 deletions

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@ -77,6 +77,23 @@ describe("(Symbolic) mean", () => {
meanValue->unpackFloat->expect->ExpectJs.toBeFalsy
})
testAll(
"of beta distributions from mean and standard dev",
list{(0.39, 0.1), (0.08, 0.1), (0.8, 0.3)},
tup => {
let (mean, stdev) = tup
let betaDistribution = SymbolicDist.Beta.fromMeanAndStdev(mean, stdev)
let meanValue =
betaDistribution->E.R2.fmap(d =>
run(FromDist(ToFloat(#Mean), d->DistributionTypes.Symbolic))
)
switch meanValue {
| Ok(value) => value->unpackFloat->expect->toBeCloseTo(mean)
| Error(err) => err->expect->toBe("shouldn't happen")
}
},
)
testAll(
"of lognormal distributions",
list{(2.0, 4.0), (1e-7, 1e-2), (-1e6, 10.0), (1e3, -1e2), (-1e8, -1e4), (1e2, 1e-5)},

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@ -124,6 +124,26 @@ module Beta = {
let sample = (t: t) => Jstat.Beta.sample(t.alpha, t.beta)
let mean = (t: t) => Ok(Jstat.Beta.mean(t.alpha, t.beta))
let toString = ({alpha, beta}: t) => j`Beta($alpha,$beta)`
let fromMeanAndSampleSize = (mean, sampleSize) => {
// https://en.wikipedia.org/wiki/Beta_distribution#Mean_and_sample_size
let alpha = mean *. sampleSize
let beta = (1.0 -. mean) *. sampleSize
make(alpha, beta)
}
let fromMeanAndStdev = (mean, stdev) => {
// https://en.wikipedia.org/wiki/Beta_distribution#Mean_and_variance
if !(0.0 < stdev && stdev <= 0.5) {
Error("Stdev must be in in between 0 and 0.5.")
} else if !(0.0 <= mean && mean <= 1.0) {
Error("Mean must be in between 0 and 1.0.")
} else {
let var = stdev *. stdev
let sampleSize = mean *. (1.0 -. mean) /. var -. 1.0
fromMeanAndSampleSize(mean, sampleSize)
}
}
}
module Lognormal = {

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@ -117,8 +117,12 @@ lognormal({mean: 5, stdev: 2})`,
),
Function.make(
~name="Beta",
~examples=`beta(20, 25)`,
~definitions=[TwoArgDist.make("beta", twoArgs(SymbolicDist.Beta.make))],
~examples=`beta(20, 25)
beta({mean: 0.39, stdev: 0.1})`,
~definitions=[
TwoArgDist.make("beta", twoArgs(SymbolicDist.Beta.make)),
TwoArgDist.makeRecordMeanStdev("beta", twoArgs(SymbolicDist.Beta.fromMeanAndStdev)),
],
(),
),
Function.make(

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@ -70,12 +70,14 @@ uniform(10, 12);
```
beta: (distribution|number, distribution|number) => distribution
beta: (dict<{mean: distribution|number, stdev: distribution|number}>) => distribution
```
**Examples**
```javascript
beta(20, 25);
beta({ mean: 0.39, stdev: 0.1 });
```
### cauchy

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@ -259,6 +259,7 @@ with values at 1 and 2. Therefore, this is the same as `mixture(pointMass(1),poi
## Beta
`beta(alpha:number, beta:number)`
`beta({mean: number, stdev: number})`
Creates a [beta distribution](https://en.wikipedia.org/wiki/Beta_distribution) with the given `alpha` and `beta` values. For a good summary of the beta distribution, see [this explanation](https://stats.stackexchange.com/a/47782) on Stack Overflow.
@ -278,6 +279,12 @@ Creates a [beta distribution](https://en.wikipedia.org/wiki/Beta_distribution) w
<TabItem value="ex5" label="beta(0.8, 0.8)">
<SquiggleEditor defaultCode="beta(0.8, 0.8)" />
</TabItem>
<TabItem
value="from mean and standard deviation"
label="beta({mean: 0.39, stdev: 0.1})"
>
<SquiggleEditor initialSquiggleString="beta({mean: 0.39, stdev: 0.1})" />
</TabItem>
</Tabs>
### Arguments

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@ -10,7 +10,7 @@ Squiggle is an _estimation language_, and a syntax for _calculating and expressi
- [Gallery](./Discussions/Gallery)
- [Squiggle playground](/playground)
- [Language basics](./Guides/Language)
- [Squiggle functions source of truth](./docs/Guides/Functions)
- [Squiggle functions source of truth](./Guides/Functions)
- [Known bugs](./Discussions/Bugs)
- [Original lesswrong sequence](https://www.lesswrong.com/s/rDe8QE5NvXcZYzgZ3)
- [Author your squiggle models as Observable notebooks](https://observablehq.com/@hazelfire/squiggle)