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Implements some function of Science lib

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This commit is contained in:
Roman Galochkin 2020-04-03 14:00:40 +03:00
parent 2dca2d5dd9
commit b84155d7dc
1 changed files with 27 additions and 4 deletions
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31
__tests__/Bandwidth__Test.re
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@ -1,11 +1,34 @@
open Jest;
open Expect;
[@bs.val] [@bs.module "science"] [@bs.scope ("stats", "bandwidth")]
external nrd0: array(float) => float = "nrd0";
[@bs.val] [@bs.module "science"] [@bs.scope "stats"]
external variance: array(float) => float = "variance";
[@bs.val] [@bs.module "science"] [@bs.scope ("stats", "bandwidth")]
external nrd: array(float) => float = "nrd";
[@bs.val] [@bs.module "science"] [@bs.scope "stats"]
external iqr: array(float) => float = "iqr";
let len = x => E.A.length(x) |> float_of_int;
let nrd0 = x => {
let hi = Js_math.sqrt(variance(x));
let lo = Js_math.minMany_float([|hi, iqr(x) /. 1.34|]);
let e = Js_math.abs_float(x[1]);
let lo' =
switch (lo, hi, e) {
| (lo, hi, e) when !Js.Float.isNaN(lo) => lo
| (lo, hi, e) when !Js.Float.isNaN(hi) => hi
| (lo, hi, e) when !Js.Float.isNaN(e) => e
| _ => 1.0
};
0.9 *. lo' *. Js_math.pow_float(len(x), -0.2);
};
let nrd = x => {
let h = iqr(x) /. 1.34;
1.06
*. Js_math.min_float(Js_math.sqrt(variance(x)), h)
*. Js_math.pow_float(len(x), (-1.0) /. 5.0);
};
describe("Bandwidth", () => {
test("nrd0 1", () => {