intermediary commit while I check out something else

packages/squiggle-lang/src/rescript/Distributions/SymbolicDist/SymbolicDist2.res

@@ -0,0 +1,83 @@
+open SymbolicDistTypes
+
+module type ValidNormal = {
+  let params: normal
+  let distribution: validated<symbolicDist>
+}
+
+let from90PercentCI = (low, high) => {
+  let mean = E.A.Floats.mean([low, high])
+  let stdev = (high -. low) /. (2.0 *. 1.644854)
+  (mean, stdev)
+}
+
+module Normal = (Validated: ValidNormal) => {
+  let pdf = x => Jstat.Normal.pdf(x, Validated.params.mean, Validated.params.stdev)
+  let cdf = x => Jstat.Normal.cdf(x, Validated.params.mean, Validated.params.stdev)
+
+  let from90PercentCI = (low, high) => {
+      let mean = E.A.Floats.mean([low, high])
+      let stdev = (high -. low) /. (2.0 *. 1.644854)
+      normalConstr({mean: mean, stdev: stdev})
+  }
+
+  let inv = p => Jstat.Normal.inv(p, Validated.params.mean, Validated.params.stdev)
+  let sample = Jstat.Normal.sample(Validated.params.mean, Validated.params.stdev)
+  let mean = Jstat.Normal.mean(Validated.params.mean, Validated.params.stdev)
+  let toString = j`Normal(${Js.Float.toString(Validated.params.mean)},${Js.Float.toString(Validated.params.stdev)})`
+}
+
+module NormalBinOps = (N1: ValidNormal, N2: ValidNormal) => {
+  let add = {
+    let mean = N1.params.mean +. N2.params.mean
+    let stdev = sqrt(N1.params.stdev ** 2.0 +. N2.params.stdev ** 2.0)
+    normalConstr({mean: mean, stdev: stdev})
+  }
+
+  let subtract = {
+    let mean = N1.params.mean -. N2.params.mean
+    let stdev = sqrt(N1.params.stdev ** 2.0 +. N2.params.stdev ** 2.0)
+    normalConstr({mean: mean, stdev: stdev})
+  }
+
+  let operate: Operation.Algebraic.t => option<validated<symbolicDist>> = operation => {
+    switch operation {
+        | #Add => Some(add)
+        | #Subtract => Some(subtract)
+        | _ => None
+    }
+  }
+}
+
+module From90thPercentile = {
+  let constr: (float, float) => validated<symbolicDist> = (low, high) => {
+    let (mean, stdev) = from90PercentCI(low, high)
+    module NormalValueValidated: ValidNormal = {
+      let params = {mean: mean, stdev: stdev}
+      let distribution = normalConstr(params)
+    }
+    module NormalValue = Normal(NormalValueValidated)
+    NormalValue.from90PercentCI(low, high)
+  }
+}
+
+module T = {
+  let minCdfValue = 1e-4
+  let maxCdfValue = 1.0 -. 1e-4
+
+  let pdf = (x, dist) => {
+    switch dist {
+      | #Normal(_params) => {
+          module NormalValueValidated: ValidNormal = {
+            let params = _params
+            let distribution = normalConstr(params)
+          }
+          module NormalValue = Normal(NormalValueValidated)
+          switch NormalValueValidated.distribution {
+            | Ok(symbdist) => NormalValue.pdf(x)
+            | Error(invalidNormal) => 0.0
+          }
+      }
+    }
+  }
+}