Lots of documentation tweaks

This commit is contained in:
Ozzie Gooen 2022-06-12 21:19:28 -07:00
parent a690cd15fd
commit bb85869303
12 changed files with 239 additions and 189 deletions

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@ -273,6 +273,7 @@ let dispatchToGenericOutput = (
| ("cdf", [EvDistribution(dist), EvNumber(float)]) => Helpers.toFloatFn(#Cdf(float), dist, ~env)
| ("pdf", [EvDistribution(dist), EvNumber(float)]) => Helpers.toFloatFn(#Pdf(float), dist, ~env)
| ("inv", [EvDistribution(dist), EvNumber(float)]) => Helpers.toFloatFn(#Inv(float), dist, ~env)
| ("quantile", [EvDistribution(dist), EvNumber(float)]) => Helpers.toFloatFn(#Inv(float), dist, ~env)
| ("toSampleSet", [EvDistribution(dist), EvNumber(float)]) =>
Helpers.toDistFn(ToSampleSet(Belt.Int.fromFloat(float)), dist, ~env)
| ("toSampleSet", [EvDistribution(dist)]) =>

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@ -1,2 +1,3 @@
.docusaurus
build
docs/Api/.*

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@ -3,7 +3,10 @@ sidebar_position: 1
title: Date
---
Squiggle date types are a very simple implementation on [Javascript's Date type](https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/Date). It's mainly here for early experimentation. There are more relevant functions for the [Duration](/docs/Api/Duration) type.
### makeFromYear
(Now ``makeDateFromYear``)
```
Date.makeFromYear: (number) => date
@ -19,6 +22,16 @@ makeFromYear(2022.32);
toString: (date) => string
```
### add
```
add: (date, duration) => date
```
```js
makeFromYear(2022.32) + years(5);
```
### subtract
```
@ -30,13 +43,3 @@ subtract: (date, duration) => date
makeFromYear(2040) - makeFromYear(2020); // 20 years
makeFromYear(2040) - years(20); // 2020
```
### add
```
add: (date, duration) => date
```
```js
makeFromYear(2022.32) + years(5);
```

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@ -3,6 +3,33 @@ sidebar_position: 2
title: Dictionary
---
Squiggle dictionaries work similar to Python dictionaries. The syntax is similar to objects in Javascript.
Dictionaries are unordered and duplicates are not allowed. They are meant to be immutable, like most types in Squiggle.
**Example**
```javascript
valueFromOfficeItems = {
keyboard: 1,
chair: 0.01 to 0.5,
headphones: "ToDo"
}
valueFromHomeItems = {
monitor: 1,
bed: 0.2 to 0.6,
lights: 0.02 to 0.2,
coffee: 5 to 20
}
homeToItemsConversion = 0.1 to 0.4
conversionFn(i) = [i[0], i[1] * homeToItemsConversion]
updatedValueFromHomeItems = valueFromHomeItems |> Dict.toList |> map(conversionFn) |> Dict.fromList
allItems = merge(valueFromOfficeItems, updatedValueFromHomeItems)
```
### toList
```

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@ -3,140 +3,141 @@ sidebar_position: 3
title: Distribution
---
import TOCInline from "@theme/TOCInline";
Distributions are the flagship data type in Squiggle. The distribution type is a generic data type that contains one of three different formats of distributions.
These subtypes are [point set](/docs/Api/DistPointSet), [sample set](/docs/Api/DistSampleSet), and symbolic. The first two of these have a few custom functions that only work on them. You can read more about the differences between these formats [here](/docs/Discussions/Three-Formats-Of-Distributions).
Several functions below only can work on particular distribution formats.
For example, scoring and pointwise math requires the point set format. When this happens, the types are automatically converted to the correct format. These conversions are lossy.
import TOCInline from "@theme/TOCInline"
<TOCInline toc={toc} />
## Distribution Creation
### Normal Distribution
These are functions for creating primative distributions. Many of these could optionally take in distributions as inputs; in these cases, Monte Carlo Sampling will be used to generate the greater distribution. This can be used for simple hierarchical models.
See a longer tutorial on creating distributions [here](/docs/Guides/DistributionCreation).
### Normal
**Definitions**
```javascript
normal: (frValueDistOrNumber, frValueDistOrNumber) => distribution;
```
```javascript
normal: (dict<{p5: frValueDistOrNumber, p95: frValueDistOrNumber}>) => distribution
```
```javascript
normal: (dict<{mean: frValueDistOrNumber, stdev: frValueDistOrNumber}>) => distribution
normal: (distribution|number, distribution|number) => distribution
normal: (dict<{p5: distribution|number, p95: distribution|number}>) => distribution
normal: (dict<{mean: distribution|number, stdev: distribution|number}>) => distribution
```
**Examples**
```js
normal(5, 1);
normal({ p5: 4, p95: 10 });
normal({ mean: 5, stdev: 2 });
normal(5, 1)
normal({ p5: 4, p95: 10 })
normal({ mean: 5, stdev: 2 })
normal(5 to 10, normal(3, 2))
normal({ mean: uniform(5, 9), stdev: 3 })
```
### Lognormal Distribution
### Lognormal
**Definitions**
```javascript
lognormal: (frValueDistOrNumber, frValueDistOrNumber) => distribution;
```
```javascript
lognormal: (dict<{p5: frValueDistOrNumber, p95: frValueDistOrNumber}>) => distribution
```
```javascript
lognormal: (dict<{mean: frValueDistOrNumber, stdev: frValueDistOrNumber}>) => distribution
lognormal: (distribution|number, distribution|number) => distribution
lognormal: (dict<{p5: distribution|number, p95: distribution|number}>) => distribution
lognormal: (dict<{mean: distribution|number, stdev: distribution|number}>) => distribution
```
**Examples**
```javascript
lognormal(0.5, 0.8);
lognormal({ p5: 4, p95: 10 });
lognormal({ mean: 5, stdev: 2 });
lognormal(0.5, 0.8)
lognormal({ p5: 4, p95: 10 })
lognormal({ mean: 5, stdev: 2 })
```
### Uniform Distribution
### Uniform
**Definitions**
```javascript
uniform: (frValueDistOrNumber, frValueDistOrNumber) => distribution;
uniform: (distribution|number, distribution|number) => distribution
```
**Examples**
```javascript
uniform(10, 12);
uniform(10, 12)
```
### Beta Distribution
### Beta
**Definitions**
```javascript
beta: (frValueDistOrNumber, frValueDistOrNumber) => distribution;
beta: (distribution|number, distribution|number) => distribution
```
**Examples**
```javascript
beta(20, 25);
beta(20, 25)
```
### Cauchy Distribution
### Cauchy
**Definitions**
```javascript
cauchy: (frValueDistOrNumber, frValueDistOrNumber) => distribution;
cauchy: (distribution|number, distribution|number) => distribution
```
**Examples**
```javascript
cauchy(5, 1);
cauchy(5, 1)
```
### Gamma Distribution
### Gamma
**Definitions**
```javascript
gamma: (frValueDistOrNumber, frValueDistOrNumber) => distribution;
gamma: (distribution|number, distribution|number) => distribution
```
**Examples**
```javascript
gamma(5, 1);
gamma(5, 1)
```
### Logistic Distribution
### Logistic
**Definitions**
```javascript
logistic: (frValueDistOrNumber, frValueDistOrNumber) => distribution;
logistic: (distribution|number, distribution|number) => distribution
```
**Examples**
```javascript
gamma(5, 1);
gamma(5, 1)
```
### To (Distribution)
The `to` function is an easy way to generate simple distributions using predicted _5th_ and _95th_ percentiles.
If both values are above zero, a `lognormal` distribution is used. If not, a `normal` distribution is used.
**Definitions**
```javascript
to: (frValueDistOrNumber, frValueDistOrNumber) => distribution;
```
```javascript
credibleIntervalToDistribution(frValueDistOrNumber, frValueDistOrNumber) => distribution;
to: (distribution|number, distribution|number) => distribution
credibleIntervalToDistribution(distribution|number, distribution|number) => distribution
```
**Examples**
@ -152,13 +153,13 @@ to(5,10)
**Definitions**
```javascript
exponential: (frValueDistOrNumber) => distribution;
exponential: (distribution|number) => distribution
```
**Examples**
```javascript
exponential(2);
exponential(2)
```
### Bernoulli
@ -166,55 +167,13 @@ exponential(2);
**Definitions**
```javascript
bernoulli: (frValueDistOrNumber) => distribution;
bernoulli: (distribution|number) => distribution
```
**Examples**
```javascript
bernoulli(0.5);
```
### toContinuousPointSet
Converts a set of points to a continuous distribution
**Definitions**
```javascript
toContinuousPointSet: (array<dict<{x: numeric, y: numeric}>>) => distribution
```
**Examples**
```javascript
toContinuousPointSet([
{ x: 0, y: 0.1 },
{ x: 1, y: 0.2 },
{ x: 2, y: 0.15 },
{ x: 3, y: 0.1 },
]);
```
### toDiscretePointSet
Converts a set of points to a discrete distribution
**Definitions**
```javascript
toDiscretePointSet: (array<dict<{x: numeric, y: numeric}>>) => distribution
```
**Examples**
```javascript
toDiscretePointSet([
{ x: 0, y: 0.1 },
{ x: 1, y: 0.2 },
{ x: 2, y: 0.15 },
{ x: 3, y: 0.1 },
]);
bernoulli(0.5)
```
## Functions
@ -222,19 +181,21 @@ toDiscretePointSet([
### mixture
```javascript
mixture: (...distributionLike, weights:list<float>) => distribution
mixture: (...distributionLike, weights?:list<float>) => distribution
mixture: (list<distributionLike>, weights?:list<float>) => distribution
```
**Examples**
```javascript
mixture(normal(5, 1), normal(10, 1));
mx(normal(5, 1), normal(10, 1), [0.3, 0.7]);
mixture(normal(5, 1), normal(10, 1), 8)
mx(normal(5, 1), normal(10, 1), [0.3, 0.7])
mx([normal(5, 1), normal(10, 1)], [0.3, 0.7])
```
### sample
Get one random sample from the distribution
One random sample from the distribution
```javascript
sample(distribution) => number
@ -243,12 +204,12 @@ sample(distribution) => number
**Examples**
```javascript
sample(normal(5, 2));
sample(normal(5, 2))
```
### sampleN
Get n random samples from the distribution
N random samples from the distribution
```javascript
sampleN: (distribution, number) => list<number>
@ -257,75 +218,79 @@ sampleN: (distribution, number) => list<number>
**Examples**
```javascript
sample: normal(5, 2), 100;
sampleN(normal(5, 2), 100)
```
### mean
Get the distribution mean
The distribution mean
```javascript
mean: (distribution) => number;
mean: (distribution) => number
```
**Examples**
```javascript
mean: normal(5, 2);
mean(normal(5, 2))
```
### stdev
Standard deviation. Only works now on sample set distributions (so converts other distributions into sample set in order to calculate.)
```javascript
stdev: (distribution) => number;
stdev: (distribution) => number
```
### variance
Variance. Similar to stdev, only works now on sample set distributions.
```javascript
variance: (distribution) => number;
variance: (distribution) => number
```
### mode
```javascript
mode: (distribution) => number;
mode: (distribution) => number
```
### cdf
```javascript
cdf: (distribution, number) => number;
cdf: (distribution, number) => number
```
**Examples**
```javascript
cdf: normal(5, 2), 3;
cdf(normal(5, 2), 3)
```
### pdf
```javascript
pdf: (distribution, number) => number;
pdf: (distribution, number) => number
```
**Examples**
```javascript
pdf(normal(5, 2), 3);
pdf(normal(5, 2), 3)
```
### inv
### quantile
```javascript
inv: (distribution, number) => number;
quantile: (distribution, number) => number
```
**Examples**
```javascript
inv(normal(5, 2), 0.5);
quantile(normal(5, 2), 0.5)
```
### toPointSet
@ -333,13 +298,13 @@ inv(normal(5, 2), 0.5);
Converts a distribution to the pointSet format
```javascript
toPointSet: (distribution) => pointSetDistribution;
toPointSet: (distribution) => pointSetDistribution
```
**Examples**
```javascript
toPointSet(normal(5, 2));
toPointSet(normal(5, 2))
```
### toSampleSet
@ -347,13 +312,13 @@ toPointSet(normal(5, 2));
Converts a distribution to the sampleSet format, with n samples
```javascript
toSampleSet: (distribution, number) => sampleSetDistribution;
toSampleSet: (distribution, number) => sampleSetDistribution
```
**Examples**
```javascript
toSampleSet(normal(5, 2), 1000);
toSampleSet(normal(5, 2), 1000)
```
### truncateLeft
@ -367,7 +332,7 @@ truncateLeft: (distribution, l => number) => distribution
**Examples**
```javascript
truncateLeft(normal(5, 2), 3);
truncateLeft(normal(5, 2), 3)
```
### truncateRight
@ -381,23 +346,21 @@ truncateRight: (distribution, r => number) => distribution
**Examples**
```javascript
truncateLeft(normal(5, 2), 6);
truncateLeft(normal(5, 2), 6)
```
## Scoring
### klDivergence
KullbackLeibler divergence between two distributions
[KullbackLeibler divergence](https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence) between two distributions.
```javascript
klDivergence: (distribution, distribution) => number;
klDivergence: (distribution, distribution) => number
```
**Examples**
```javascript
klDivergence(normal(5, 2), normal(5, 4)); // returns 0.57
klDivergence(normal(5, 2), normal(5, 4)) // returns 0.57
```
## Display
@ -405,13 +368,13 @@ klDivergence(normal(5, 2), normal(5, 4)); // returns 0.57
### toString
```javascript
toString: (distribution) => string;
toString: (distribution) => string
```
**Examples**
```javascript
toString(normal(5, 2));
toString(normal(5, 2))
```
### toSparkline
@ -419,13 +382,13 @@ toString(normal(5, 2));
Produce a sparkline of length n
```javascript
toSparkline: (distribution, n = 20) => string;
toSparkline: (distribution, n = 20) => string
```
**Examples**
```javascript
toSparkline(normal(5, 2), 10);
toSparkline(normal(5, 2), 10)
```
### inspect
@ -433,13 +396,13 @@ toSparkline(normal(5, 2), 10);
Prints the value of the distribution to the Javascript console, then returns the distribution.
```javascript
inspect: (distribution) => distribution;
inspect: (distribution) => distribution
```
**Examples**
```javascript
inspect(normal(5, 2));
inspect(normal(5, 2))
```
## Normalization
@ -449,13 +412,13 @@ inspect(normal(5, 2));
Normalize a distribution. This means scaling it appropriately so that it's cumulative sum is equal to 1.
```javascript
normalize: (distribution) => distribution;
normalize: (distribution) => distribution
```
**Examples**
```javascript
normalize(normal(5, 2));
normalize(normal(5, 2))
```
### isNormalized
@ -463,13 +426,13 @@ normalize(normal(5, 2));
Check of a distribution is normalized. Most distributions are typically normalized, but there are some commands that could produce non-normalized distributions.
```javascript
isNormalized: (distribution) => bool;
isNormalized: (distribution) => bool
```
**Examples**
```javascript
isNormalized(normal(5, 2)); // returns true
isNormalized(normal(5, 2)) // returns true
```
### integralSum
@ -477,33 +440,51 @@ isNormalized(normal(5, 2)); // returns true
Get the sum of the integral of a distribution. If the distribution is normalized, this will be 1.
```javascript
integralSum: (distribution) => number;
integralSum: (distribution) => number
```
**Examples**
```javascript
integralSum(normal(5, 2));
integralSum(normal(5, 2))
```
## Algebraic Operations
## Regular Arithmetic Operations
Regular arithmetic operations cover the basic mathematical operations on distributions. They work much like their equivalent operations on numbers.
The infixes ``+``,``-``, ``*``, ``/``, ``^``, ``-`` are supported for addition, subtraction, multiplication, division, power, and unaryMinus.
```javascript
pointMass(5 + 10) == pointMass(5) + pointMass(10)
```
### add
```javascript
add: (distributionLike, distributionLike) => distribution;
add: (distributionLike, distributionLike) => distribution
```
```javascript
normal(0,1) + normal(1,3) // returns normal(1, 3.16...)
add(normal(0,1), normal(1,3)) // returns normal(1, 3.16...)
```
### sum
**Todo: Not yet implemented for distributions**
```javascript
sum: (list<distributionLike>) => distribution
```
```javascript
sum([normal(0,1), normal(1,3), uniform(10,1)])
```
### multiply
```javascript
multiply: (distributionLike, distributionLike) => distribution;
multiply: (distributionLike, distributionLike) => distribution
```
### product
@ -515,118 +496,123 @@ product: (list<distributionLike>) => distribution
### subtract
```javascript
subtract: (distributionLike, distributionLike) => distribution;
subtract: (distributionLike, distributionLike) => distribution
```
### divide
```javascript
divide: (distributionLike, distributionLike) => distribution;
divide: (distributionLike, distributionLike) => distribution
```
### pow
```javascript
pow: (distributionLike, distributionLike) => distribution;
pow: (distributionLike, distributionLike) => distribution
```
### exp
```javascript
exp: (distributionLike, distributionLike) => distribution;
exp: (distributionLike, distributionLike) => distribution
```
### log
```javascript
log: (distributionLike, distributionLike) => distribution;
log: (distributionLike, distributionLike) => distribution
```
### log10
```javascript
log10: (distributionLike, distributionLike) => distribution;
log10: (distributionLike, distributionLike) => distribution
```
### unaryMinus
```javascript
unaryMinus: (distribution) => distribution;
unaryMinus: (distribution) => distribution
```
## Pointwise Operations
```javascript
-(normal(5,2)) // same as normal(-5, 2)
unaryMinus(normal(5,2)) // same as normal(-5, 2)
```
## Pointwise Arithmetic Operations
### dotAdd
```javascript
dotAdd: (distributionLike, distributionLike) => distribution;
dotAdd: (distributionLike, distributionLike) => distribution
```
### dotMultiply
```javascript
dotMultiply: (distributionLike, distributionLike) => distribution;
dotMultiply: (distributionLike, distributionLike) => distribution
```
### dotSubtract
```javascript
dotSubtract: (distributionLike, distributionLike) => distribution;
dotSubtract: (distributionLike, distributionLike) => distribution
```
### dotDivide
```javascript
dotDivide: (distributionLike, distributionLike) => distribution;
dotDivide: (distributionLike, distributionLike) => distribution
```
### dotPow
```javascript
dotPow: (distributionLike, distributionLike) => distribution;
dotPow: (distributionLike, distributionLike) => distribution
```
### dotExp
```javascript
dotExp: (distributionLike, distributionLike) => distribution;
dotExp: (distributionLike, distributionLike) => distribution
```
## Scale Operations
## Scale Arithmetic Operations
### scaleMultiply
```javascript
scaleMultiply: (distributionLike, number) => distribution;
scaleMultiply: (distributionLike, number) => distribution
```
### scalePow
```javascript
scalePow: (distributionLike, number) => distribution;
scalePow: (distributionLike, number) => distribution
```
### scaleExp
```javascript
scaleExp: (distributionLike, number) => distribution;
scaleExp: (distributionLike, number) => distribution
```
### scaleLog
```javascript
scaleLog: (distributionLike, number) => distribution;
scaleLog: (distributionLike, number) => distribution
```
### scaleLog10
```javascript
scaleLog10: (distributionLike, number) => distribution;
scaleLog10: (distributionLike, number) => distribution
```
## Special
### Declaration (Continuous Function)
### Declaration (Continuous Functions)
Adds metadata to a function of the input ranges. Works now for numeric and date inputs. This is useful when making predictions. It allows you to limit the domain that your prediction will be used and scored within.

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@ -5,18 +5,46 @@ title: Point Set Distribution
### make
Converts the distribution in question into a point set distribution. If the distribution is symbolic, then it does this by taking the quantiles. If the distribution is a sample set, then it uses a version of kernel density estimation to approximate the point set format. One complication of this latter process is that if there is a high proportion of overlapping samples (samples that are exactly the same as each other), it will convert these samples into discrete point masses. Eventually we'd like to add further methods to help adjust this process.
```
PointSet.make: (distribution) => pointSetDist
```
### makeContinuous
**TODO: Now called "toContinuousPointSet"**
Converts a set of x-y coordinates directly into a continuous distribution.
```
PointSet.makeContinuous: (list<{x: number, y: number}>) => pointSetDist
```
```javascript
PointSet.makeContinuous([
{ x: 0, y: 0.1 },
{ x: 1, y: 0.2 },
{ x: 2, y: 0.15 },
{ x: 3, y: 0.1 },
])
```
### makeDiscrete
**TODO: Now called "toDiscretePointSet"**
Converts a set of x-y coordinates directly into a discrete distribution.
```
PointSet.makeDiscrete: (list<{x: number, y: number}>) => pointSetDist
```
```javascript
toDiscretePointSet([
{ x: 0, y: 0.1 },
{ x: 1, y: 0.2 },
{ x: 2, y: 0.15 },
{ x: 3, y: 0.1 },
])
```

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@ -3,6 +3,10 @@ sidebar_position: 6
title: Duration
---
Duration works with the [Date](/docs/Api/Date) type. Similar to the Date implementation, the Duration functions are early and experimental. There is no support yet for date or duration probability distributions.
Durations are stored in Unix milliseconds.
import TOCInline from "@theme/TOCInline";
<TOCInline toc={toc} />

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@ -91,7 +91,7 @@ The `mixture` mixes combines multiple distributions to create a mixture. You can
### Arguments
- `distributions`: A set of distributions or numbers, each passed as a paramater. Numbers will be converted into Delta distributions.
- `distributions`: A set of distributions or numbers, each passed as a paramater. Numbers will be converted into point mass distributions.
- `weights`: An optional array of numbers, each representing the weight of its corresponding distribution. The weights will be re-scaled to add to `1.0`. If a weights array is provided, it must be the same length as the distribution paramaters.
### Aliases
@ -221,22 +221,22 @@ Creates a [uniform distribution](<https://en.wikipedia.org/wiki/Uniform_distribu
</p>
</Admonition>
## Delta
## Point Mass
`delta(value:number)`
`pointMass(value:number)`
Creates a discrete distribution with all of its probability mass at point `value`.
Few Squiggle users call the function `delta()` directly. Numbers are converted into delta distributions automatically, when it is appropriate.
Few Squiggle users call the function `pointMass()` directly. Numbers are converted into point mass distributions automatically, when it is appropriate.
For example, in the function `mixture(1,2,normal(5,2))`, the first two arguments will get converted into delta distributions
with values at 1 and 2. Therefore, this is the same as `mixture(delta(1),delta(2),normal(5,2))`.
For example, in the function `mixture(1,2,normal(5,2))`, the first two arguments will get converted into point mass distributions
with values at 1 and 2. Therefore, this is the same as `mixture(pointMass(1),pointMass(2),pointMass(5,2))`.
`Delta()` distributions are currently the only discrete distributions accessible in Squiggle.
`pointMass()` distributions are currently the only discrete distributions accessible in Squiggle.
<Tabs>
<TabItem value="ex1" label="delta(3)" default>
<SquiggleEditor initialSquiggleString="delta(3)" />
<TabItem value="ex1" label="pointMass(3)" default>
<SquiggleEditor initialSquiggleString="pointMass(3)" />
</TabItem>
<TabItem value="ex3" label="mixture(1,3,5)">
<SquiggleEditor initialSquiggleString="mixture(1,3,5)" />

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@ -170,7 +170,7 @@ given point x.
### Cumulative density function
The `cdf(dist, x)` gives the cumulative probability of the distribution
or all values lower than x. It is the inverse of `inv`.
or all values lower than x. It is the inverse of `quantile`.
<SquiggleEditor initialSquiggleString="cdf(normal(0,1),0)" />
@ -179,13 +179,13 @@ or all values lower than x. It is the inverse of `inv`.
- `x` must be a scalar
- `dist` must be a distribution
### Inverse CDF
### Quantile
The `inv(dist, prob)` gives the value x or which the probability for all values
The `quantile(dist, prob)` gives the value x or which the probability for all values
lower than x is equal to prob. It is the inverse of `cdf`. In the literature, it
is also known as the quantiles function.
<SquiggleEditor initialSquiggleString="inv(normal(0,1),0.5)" />
<SquiggleEditor initialSquiggleString="quantile(normal(0,1),0.5)" />
#### Validity

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@ -122,14 +122,14 @@ TODO
TODO
## `pdf`, `cdf`, and `inv`
## `pdf`, `cdf`, and `quantile`
With $\forall dist, pdf := x \mapsto \texttt{pdf}(dist, x) \land cdf := x \mapsto \texttt{cdf}(dist, x) \land inv := p \mapsto \texttt{inv}(dist, p)$,
With $\forall dist, pdf := x \mapsto \texttt{pdf}(dist, x) \land cdf := x \mapsto \texttt{cdf}(dist, x) \land quantile := p \mapsto \texttt{quantile}(dist, p)$,
### `cdf` and `inv` are inverses
### `cdf` and `quantile` are inverses
$$
\forall x \in (0,1), cdf(inv(x)) = x \land \forall x \in \texttt{dom}(cdf), x = inv(cdf(x))
\forall x \in (0,1), cdf(quantile(x)) = x \land \forall x \in \texttt{dom}(cdf), x = quantile(cdf(x))
$$
### The codomain of `cdf` equals the open interval `(0,1)` equals the codomain of `pdf`

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@ -25,7 +25,7 @@ $$
a \cdot Normal(\mu, \sigma) = Normal(a \cdot \mu, |a| \cdot \sigma)
$$
We can now look at the inverse cdf of a $Normal(0,1)$. We find that the 95% point is reached at $1.6448536269514722$. ([source](https://stackoverflow.com/questions/20626994/how-to-calculate-the-inverse-of-the-normal-cumulative-distribution-function-in-p)) This means that the 90% confidence interval is $[-1.6448536269514722, 1.6448536269514722]$, which has a width of $2 \cdot 1.6448536269514722$.
We can now look at the quantile of a $Normal(0,1)$. We find that the 95% point is reached at $1.6448536269514722$. ([source](https://stackoverflow.com/questions/20626994/how-to-calculate-the-inverse-of-the-normal-cumulative-distribution-function-in-p)) This means that the 90% confidence interval is $[-1.6448536269514722, 1.6448536269514722]$, which has a width of $2 \cdot 1.6448536269514722$.
So then, if we take a $Normal(0,1)$ and we multiply it by $\frac{(high -. low)}{(2. *. 1.6448536269514722)}$, it's 90% confidence interval will be multiplied by the same amount. Then we just have to shift it by the mean to get our target normal.

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