Merge pull request #232 from quantified-uncertainty/testing-discipline-algebraic-operations
Testing discipline: algebraic operations
This commit is contained in:
commit
bd10a0bbf8
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@ -18,11 +18,9 @@ let {
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triangularDist,
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exponentialDist,
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} = module(GenericDist_Fixtures)
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let mkNormal = (mean, stdev) => GenericDist_Types.Symbolic(#Normal({mean: mean, stdev: stdev}))
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let {toFloat, toDist, toString, toError} = module(DistributionOperation.Output)
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let {toFloat, toDist, toString, toError, fmap} = module(DistributionOperation.Output)
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let {run} = module(DistributionOperation)
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let {fmap} = module(DistributionOperation.Output)
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let run = run(~env)
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let outputMap = fmap(~env)
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let toExt: option<'a> => 'a = E.O.toExt(
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@ -11,3 +11,4 @@ let triangularDist: GenericDist_Types.genericDist = Symbolic(
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)
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let exponentialDist: GenericDist_Types.genericDist = Symbolic(#Exponential({rate: 2.0}))
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let uniformDist: GenericDist_Types.genericDist = Symbolic(#Uniform({low: 9.0, high: 10.0}))
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let floatDist: GenericDist_Types.genericDist = Symbolic(#Float(1e1))
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@ -0,0 +1,368 @@
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/*
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This file is like a half measure between one-off unit tests and proper invariant validation.
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As such, I'm not that excited about it, though it does provide some structure and will alarm us
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when things substantially change.
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Also, there are some open comments in https://github.com/quantified-uncertainty/squiggle/pull/232 that haven't been addressed.
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*/
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open Jest
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open Expect
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open TestHelpers
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let {
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normalDist5, // mean=5, stdev=2
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normalDist10, // mean=10, stdev=2
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normalDist20, // mean=20, stdev=2
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normalDist, // mean=5; stdev=2
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uniformDist, // low=9; high=10
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betaDist, // alpha=2; beta=5
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lognormalDist, // mu=0; sigma=1
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cauchyDist, // local=1; scale=1
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triangularDist, // low=1; medium=2; high=3;
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exponentialDist, // rate=2
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} = module(GenericDist_Fixtures)
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let {
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algebraicAdd,
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algebraicMultiply,
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algebraicDivide,
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algebraicSubtract,
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algebraicLogarithm,
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algebraicPower,
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} = module(DistributionOperation.Constructors)
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let algebraicAdd = algebraicAdd(~env)
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let algebraicMultiply = algebraicMultiply(~env)
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let algebraicDivide = algebraicDivide(~env)
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let algebraicSubtract = algebraicSubtract(~env)
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let algebraicLogarithm = algebraicLogarithm(~env)
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let algebraicPower = algebraicPower(~env)
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describe("(Algebraic) addition of distributions", () => {
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describe("mean", () => {
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test("normal(mean=5) + normal(mean=20)", () => {
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normalDist5
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->algebraicAdd(normalDist20)
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->E.R2.fmap(GenericDist_Types.Constructors.UsingDists.mean)
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toExn
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->expect
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->toBe(Some(2.5e1))
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})
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test("uniform(low=9, high=10) + beta(alpha=2, beta=5)", () => {
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// let uniformMean = (9.0 +. 10.0) /. 2.0
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// let betaMean = 1.0 /. (1.0 +. 5.0 /. 2.0)
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let received =
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uniformDist
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->algebraicAdd(betaDist)
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->E.R2.fmap(GenericDist_Types.Constructors.UsingDists.mean)
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toExn
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switch received {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=2.
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| Some(x) => x->expect->toBeSoCloseTo(0.01927225696028752, ~digits=1) // (uniformMean +. betaMean)
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}
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})
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test("beta(alpha=2, beta=5) + uniform(low=9, high=10)", () => {
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// let uniformMean = (9.0 +. 10.0) /. 2.0
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// let betaMean = 1.0 /. (1.0 +. 5.0 /. 2.0)
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let received =
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betaDist
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->algebraicAdd(uniformDist)
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->E.R2.fmap(GenericDist_Types.Constructors.UsingDists.mean)
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toExn
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switch received {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=2.
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| Some(x) => x->expect->toBeSoCloseTo(0.019275414920485248, ~digits=1) // (uniformMean +. betaMean)
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}
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})
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})
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describe("pdf", () => {
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// TEST IS WRONG. SEE STDEV ADDITION EXPRESSION.
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testAll(
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"(normal(mean=5) + normal(mean=5)).pdf (imprecise)",
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list{8e0, 1e1, 1.2e1, 1.4e1},
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x => {
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let received =
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normalDist10 // this should be normal(10, sqrt(8))
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->Ok
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.pdf(d, x))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toOption
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->E.O.flatten
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let calculated =
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normalDist5
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->algebraicAdd(normalDist5)
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.pdf(d, x))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toOption
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->E.O.flatten
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switch received {
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| None =>
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"this branch occurs when the dispatch to Jstat on trusted input fails."
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->expect
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->toBe("never")
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| Some(x) =>
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switch calculated {
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| None => "algebraicAdd has"->expect->toBe("failed")
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| Some(y) => x->expect->toBeSoCloseTo(y, ~digits=0)
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}
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}
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},
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)
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test("(normal(mean=10) + normal(mean=10)).pdf(1.9e1)", () => {
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let received =
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normalDist20
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->Ok
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.pdf(d, 1.9e1))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toOption
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->E.O.flatten
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let calculated =
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normalDist10
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->algebraicAdd(normalDist10)
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.pdf(d, 1.9e1))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toOption
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->E.O.flatten
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switch received {
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| None =>
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"this branch occurs when the dispatch to Jstat on trusted input fails."
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->expect
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->toBe("never")
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| Some(x) =>
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switch calculated {
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| None => "algebraicAdd has"->expect->toBe("failed")
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| Some(y) => x->expect->toBeSoCloseTo(y, ~digits=1)
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}
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}
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})
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test("(uniform(low=9, high=10) + beta(alpha=2, beta=5)).pdf(10)", () => {
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let received =
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uniformDist
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->algebraicAdd(betaDist)
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.pdf(d, 1e1))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toExn
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switch received {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=4.
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| Some(x) => x->expect->toBeSoCloseTo(0.001978994877226945, ~digits=3)
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}
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})
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test("(beta(alpha=2, beta=5) + uniform(low=9, high=10)).pdf(10)", () => {
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let received =
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betaDist
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->algebraicAdd(uniformDist)
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.pdf(d, 1e1))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toExn
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switch received {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=4.
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| Some(x) => x->expect->toBeSoCloseTo(0.001978994877226945, ~digits=3)
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}
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})
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})
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describe("cdf", () => {
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testAll("(normal(mean=5) + normal(mean=5)).cdf (imprecise)", list{6e0, 8e0, 1e1, 1.2e1}, x => {
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let received =
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normalDist10
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->Ok
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.cdf(d, x))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toOption
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->E.O.flatten
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let calculated =
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normalDist5
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->algebraicAdd(normalDist5)
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.cdf(d, x))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toOption
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->E.O.flatten
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switch received {
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| None =>
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"this branch occurs when the dispatch to Jstat on trusted input fails."
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->expect
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->toBe("never")
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| Some(x) =>
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switch calculated {
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| None => "algebraicAdd has"->expect->toBe("failed")
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| Some(y) => x->expect->toBeSoCloseTo(y, ~digits=0)
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}
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}
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})
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test("(normal(mean=10) + normal(mean=10)).cdf(1.25e1)", () => {
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let received =
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normalDist20
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->Ok
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.cdf(d, 1.25e1))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toOption
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->E.O.flatten
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let calculated =
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normalDist10
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->algebraicAdd(normalDist10)
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.cdf(d, 1.25e1))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toOption
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->E.O.flatten
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switch received {
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| None =>
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"this branch occurs when the dispatch to Jstat on trusted input fails."
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->expect
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->toBe("never")
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| Some(x) =>
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switch calculated {
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| None => "algebraicAdd has"->expect->toBe("failed")
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| Some(y) => x->expect->toBeSoCloseTo(y, ~digits=2)
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}
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}
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})
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test("(uniform(low=9, high=10) + beta(alpha=2, beta=5)).cdf(10)", () => {
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let received =
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uniformDist
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->algebraicAdd(betaDist)
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.cdf(d, 1e1))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toExn
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switch received {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=4.
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| Some(x) => x->expect->toBeSoCloseTo(0.0013961779932477507, ~digits=3)
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}
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})
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test("(beta(alpha=2, beta=5) + uniform(low=9, high=10)).cdf(10)", () => {
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let received =
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betaDist
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->algebraicAdd(uniformDist)
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.cdf(d, 1e1))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toExn
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switch received {
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| None => "algebraicAdd has"->expect->toBe("failed")
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// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
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// sometimes it works with ~digits=4.
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| Some(x) => x->expect->toBeSoCloseTo(0.001388898111625753, ~digits=3)
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}
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})
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})
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describe("inv", () => {
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testAll("(normal(mean=5) + normal(mean=5)).inv (imprecise)", list{5e-2, 4.2e-3, 9e-3}, x => {
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let received =
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normalDist10
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->Ok
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.inv(d, x))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toOption
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->E.O.flatten
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let calculated =
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normalDist5
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->algebraicAdd(normalDist5)
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.inv(d, x))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toOption
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->E.O.flatten
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switch received {
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| None =>
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"this branch occurs when the dispatch to Jstat on trusted input fails."
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->expect
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->toBe("never")
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| Some(x) =>
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switch calculated {
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| None => "algebraicAdd has"->expect->toBe("failed")
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| Some(y) => x->expect->toBeSoCloseTo(y, ~digits=-1)
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}
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}
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})
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test("(normal(mean=10) + normal(mean=10)).inv(1e-1)", () => {
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let received =
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normalDist20
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->Ok
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.inv(d, 1e-1))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
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->E.R.toOption
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->E.O.flatten
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let calculated =
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normalDist10
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->algebraicAdd(normalDist10)
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.inv(d, 1e-1))
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->E.R2.fmap(run)
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->E.R2.fmap(toFloat)
|
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->E.R.toOption
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->E.O.flatten
|
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switch received {
|
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| None =>
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"this branch occurs when the dispatch to Jstat on trusted input fails."
|
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->expect
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->toBe("never")
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| Some(x) =>
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switch calculated {
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| None => "algebraicAdd has"->expect->toBe("failed")
|
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| Some(y) => x->expect->toBeSoCloseTo(y, ~digits=-1)
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}
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}
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})
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test("(uniform(low=9, high=10) + beta(alpha=2, beta=5)).inv(2e-2)", () => {
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let received =
|
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uniformDist
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->algebraicAdd(betaDist)
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->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.inv(d, 2e-2))
|
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->E.R2.fmap(run)
|
||||
->E.R2.fmap(toFloat)
|
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->E.R.toExn
|
||||
switch received {
|
||||
| None => "algebraicAdd has"->expect->toBe("failed")
|
||||
// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
|
||||
// sometimes it works with ~digits=2.
|
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| Some(x) => x->expect->toBeSoCloseTo(10.927078217530806, ~digits=0)
|
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}
|
||||
})
|
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test("(beta(alpha=2, beta=5) + uniform(low=9, high=10)).inv(2e-2)", () => {
|
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let received =
|
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betaDist
|
||||
->algebraicAdd(uniformDist)
|
||||
->E.R2.fmap(d => GenericDist_Types.Constructors.UsingDists.inv(d, 2e-2))
|
||||
->E.R2.fmap(run)
|
||||
->E.R2.fmap(toFloat)
|
||||
->E.R.toExn
|
||||
switch received {
|
||||
| None => "algebraicAdd has"->expect->toBe("failed")
|
||||
// This is nondeterministic, we could be in a situation where ci fails but you click rerun and it passes, which is bad.
|
||||
// sometimes it works with ~digits=2.
|
||||
| Some(x) => x->expect->toBeSoCloseTo(10.915396627014363, ~digits=0)
|
||||
}
|
||||
})
|
||||
})
|
||||
})
|
|
@ -0,0 +1,140 @@
|
|||
/*
|
||||
This is the most basic file in our invariants family of tests.
|
||||
|
||||
See document in https://github.com/quantified-uncertainty/squiggle/pull/238 for details
|
||||
|
||||
Note: digits parameter should be higher than -4.
|
||||
*/
|
||||
|
||||
open Jest
|
||||
open Expect
|
||||
open TestHelpers
|
||||
|
||||
let {
|
||||
algebraicAdd,
|
||||
algebraicMultiply,
|
||||
algebraicDivide,
|
||||
algebraicSubtract,
|
||||
algebraicLogarithm,
|
||||
algebraicPower,
|
||||
} = module(DistributionOperation.Constructors)
|
||||
|
||||
let algebraicAdd = algebraicAdd(~env)
|
||||
let algebraicMultiply = algebraicMultiply(~env)
|
||||
let algebraicDivide = algebraicDivide(~env)
|
||||
let algebraicSubtract = algebraicSubtract(~env)
|
||||
let algebraicLogarithm = algebraicLogarithm(~env)
|
||||
let algebraicPower = algebraicPower(~env)
|
||||
|
||||
describe("Mean", () => {
|
||||
let digits = -4
|
||||
|
||||
let mean = GenericDist_Types.Constructors.UsingDists.mean
|
||||
|
||||
let runMean: result<DistributionTypes.genericDist, DistributionTypes.error> => float = distR => {
|
||||
distR
|
||||
->E.R2.fmap(mean)
|
||||
->E.R2.fmap(run)
|
||||
->E.R2.fmap(toFloat)
|
||||
->E.R.toExn
|
||||
->E.O2.toExn("Shouldn't see this because we trust testcase input")
|
||||
}
|
||||
|
||||
let impossiblePath: string => assertion = algebraicOp =>
|
||||
`${algebraicOp} has`->expect->toEqual("failed")
|
||||
|
||||
let distributions = list{
|
||||
normalMake(0.0, 1e0),
|
||||
betaMake(2e0, 4e0),
|
||||
exponentialMake(1.234e0),
|
||||
uniformMake(7e0, 1e1),
|
||||
// cauchyMake(1e0, 1e0),
|
||||
lognormalMake(1e0, 1e0),
|
||||
triangularMake(1e0, 1e1, 5e1),
|
||||
Ok(floatMake(1e1)),
|
||||
}
|
||||
let combinations = E.L.combinations2(distributions)
|
||||
let zipDistsDists = E.L.zip(distributions, distributions)
|
||||
|
||||
let testOperationMean = (
|
||||
distOp: (DistributionTypes.genericDist, DistributionTypes.genericDist) => result<DistributionTypes.genericDist, DistributionTypes.error>,
|
||||
description: string,
|
||||
floatOp: (float, float) => float,
|
||||
dist1': result<SymbolicDistTypes.symbolicDist, string>,
|
||||
dist2': result<SymbolicDistTypes.symbolicDist, string>
|
||||
) => {
|
||||
let dist1 = dist1'->E.R2.fmap(x=>DistributionTypes.Symbolic(x))->E.R2.fmap2(s=>DistributionTypes.Other(s))
|
||||
let dist2 = dist2'->E.R2.fmap(x=>DistributionTypes.Symbolic(x))->E.R2.fmap2(s=>DistributionTypes.Other(s))
|
||||
let received =
|
||||
E.R.liftJoin2(distOp, dist1, dist2)
|
||||
->E.R2.fmap(mean)
|
||||
->E.R2.fmap(run)
|
||||
->E.R2.fmap(toFloat)
|
||||
let expected = floatOp(runMean(dist1), runMean(dist2))
|
||||
switch received {
|
||||
| Error(err) => impossiblePath(description)
|
||||
| Ok(x) =>
|
||||
switch x {
|
||||
| None => impossiblePath(description)
|
||||
| Some(x) => x->expect->toBeSoCloseTo(expected, ~digits)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
describe("addition", () => {
|
||||
let testAdditionMean = testOperationMean(algebraicAdd, "algebraicAdd", \"+.")
|
||||
|
||||
testAll("homogeneous addition", zipDistsDists, dists => {
|
||||
let (dist1, dist2) = dists
|
||||
testAdditionMean(dist1, dist2)
|
||||
})
|
||||
|
||||
testAll("heterogeneous addition (1)", combinations, dists => {
|
||||
let (dist1, dist2) = dists
|
||||
testAdditionMean(dist1, dist2)
|
||||
})
|
||||
|
||||
testAll("heterogeneous addition (commuted of 1 (or; 2))", combinations, dists => {
|
||||
let (dist1, dist2) = dists
|
||||
testAdditionMean(dist2, dist1)
|
||||
})
|
||||
})
|
||||
|
||||
describe("subtraction", () => {
|
||||
let testSubtractionMean = testOperationMean(algebraicSubtract, "algebraicSubtract", \"-.")
|
||||
|
||||
testAll("homogeneous subtraction", zipDistsDists, dists => {
|
||||
let (dist1, dist2) = dists
|
||||
testSubtractionMean(dist1, dist2)
|
||||
})
|
||||
|
||||
testAll("heterogeneous subtraction (1)", combinations, dists => {
|
||||
let (dist1, dist2) = dists
|
||||
testSubtractionMean(dist1, dist2)
|
||||
})
|
||||
|
||||
testAll("heterogeneous subtraction (commuted of 1 (or; 2))", combinations, dists => {
|
||||
let (dist1, dist2) = dists
|
||||
testSubtractionMean(dist2, dist1)
|
||||
})
|
||||
})
|
||||
|
||||
describe("multiplication", () => {
|
||||
let testMultiplicationMean = testOperationMean(algebraicMultiply, "algebraicMultiply", \"*.")
|
||||
|
||||
testAll("homogeneous subtraction", zipDistsDists, dists => {
|
||||
let (dist1, dist2) = dists
|
||||
testMultiplicationMean(dist1, dist2)
|
||||
})
|
||||
|
||||
testAll("heterogeneoous subtraction (1)", combinations, dists => {
|
||||
let (dist1, dist2) = dists
|
||||
testMultiplicationMean(dist1, dist2)
|
||||
})
|
||||
|
||||
testAll("heterogeneoous subtraction (commuted of 1 (or; 2))", combinations, dists => {
|
||||
let (dist1, dist2) = dists
|
||||
testMultiplicationMean(dist2, dist1)
|
||||
})
|
||||
})
|
||||
})
|
|
@ -2,14 +2,6 @@ open Jest
|
|||
open Expect
|
||||
open TestHelpers
|
||||
|
||||
// TODO: use Normal.make (etc.), but preferably after the new validation dispatch is in.
|
||||
let mkNormal = (mean, stdev) => GenericDist_Types.Symbolic(#Normal({mean: mean, stdev: stdev}))
|
||||
let mkBeta = (alpha, beta) => GenericDist_Types.Symbolic(#Beta({alpha: alpha, beta: beta}))
|
||||
let mkExponential = rate => GenericDist_Types.Symbolic(#Exponential({rate: rate}))
|
||||
let mkUniform = (low, high) => GenericDist_Types.Symbolic(#Uniform({low: low, high: high}))
|
||||
let mkCauchy = (local, scale) => GenericDist_Types.Symbolic(#Cauchy({local: local, scale: scale}))
|
||||
let mkLognormal = (mu, sigma) => GenericDist_Types.Symbolic(#Lognormal({mu: mu, sigma: sigma}))
|
||||
|
||||
describe("mixture", () => {
|
||||
testAll(
|
||||
"fair mean of two normal distributions",
|
||||
|
|
|
@ -3,7 +3,7 @@ open Expect
|
|||
open TestHelpers
|
||||
|
||||
// TODO: use Normal.make (but preferably after teh new validation dispatch is in)
|
||||
let mkNormal = (mean, stdev) => GenericDist_Types.Symbolic(#Normal({mean: mean, stdev: stdev}))
|
||||
let mkNormal = (mean, stdev) => DistributionTypes.Symbolic(#Normal({mean: mean, stdev: stdev}))
|
||||
|
||||
describe("(Symbolic) normalize", () => {
|
||||
testAll("has no impact on normal distributions", list{-1e8, -1e-2, 0.0, 1e-4, 1e16}, mean => {
|
||||
|
@ -28,16 +28,16 @@ describe("(Symbolic) mean", () => {
|
|||
|
||||
testAll("of exponential distributions", list{1e-7, 2.0, 10.0, 100.0}, rate => {
|
||||
let meanValue = run(
|
||||
FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Exponential({rate: rate}))),
|
||||
FromDist(ToFloat(#Mean), DistributionTypes.Symbolic(#Exponential({rate: rate}))),
|
||||
)
|
||||
meanValue->unpackFloat->expect->toBeCloseTo(1.0 /. rate) // https://en.wikipedia.org/wiki/Exponential_distribution#Mean,_variance,_moments,_and_median
|
||||
})
|
||||
|
||||
test("of a cauchy distribution", () => {
|
||||
let meanValue = run(
|
||||
FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Cauchy({local: 1.0, scale: 1.0}))),
|
||||
FromDist(ToFloat(#Mean), DistributionTypes.Symbolic(#Cauchy({local: 1.0, scale: 1.0}))),
|
||||
)
|
||||
meanValue->unpackFloat->expect->toBeCloseTo(2.01868297874546)
|
||||
meanValue->unpackFloat->expect->toBeSoCloseTo(1.0098094001641797, ~digits=5)
|
||||
//-> toBe(GenDistError(Other("Cauchy distributions may have no mean value.")))
|
||||
})
|
||||
|
||||
|
@ -49,7 +49,7 @@ describe("(Symbolic) mean", () => {
|
|||
let meanValue = run(
|
||||
FromDist(
|
||||
ToFloat(#Mean),
|
||||
GenericDist_Types.Symbolic(#Triangular({low: low, medium: medium, high: high})),
|
||||
DistributionTypes.Symbolic(#Triangular({low: low, medium: medium, high: high})),
|
||||
),
|
||||
)
|
||||
meanValue->unpackFloat->expect->toBeCloseTo((low +. medium +. high) /. 3.0) // https://www.statology.org/triangular-distribution/
|
||||
|
@ -63,7 +63,7 @@ describe("(Symbolic) mean", () => {
|
|||
tup => {
|
||||
let (alpha, beta) = tup
|
||||
let meanValue = run(
|
||||
FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Beta({alpha: alpha, beta: beta}))),
|
||||
FromDist(ToFloat(#Mean), DistributionTypes.Symbolic(#Beta({alpha: alpha, beta: beta}))),
|
||||
)
|
||||
meanValue->unpackFloat->expect->toBeCloseTo(1.0 /. (1.0 +. beta /. alpha)) // https://en.wikipedia.org/wiki/Beta_distribution#Mean
|
||||
},
|
||||
|
@ -72,7 +72,7 @@ describe("(Symbolic) mean", () => {
|
|||
// TODO: When we have our theory of validators we won't want this to be NaN but to be an error.
|
||||
test("of beta(0, 0)", () => {
|
||||
let meanValue = run(
|
||||
FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Beta({alpha: 0.0, beta: 0.0}))),
|
||||
FromDist(ToFloat(#Mean), DistributionTypes.Symbolic(#Beta({alpha: 0.0, beta: 0.0}))),
|
||||
)
|
||||
meanValue->unpackFloat->expect->ExpectJs.toBeFalsy
|
||||
})
|
||||
|
@ -83,7 +83,7 @@ describe("(Symbolic) mean", () => {
|
|||
tup => {
|
||||
let (mu, sigma) = tup
|
||||
let meanValue = run(
|
||||
FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Lognormal({mu: mu, sigma: sigma}))),
|
||||
FromDist(ToFloat(#Mean), DistributionTypes.Symbolic(#Lognormal({mu: mu, sigma: sigma}))),
|
||||
)
|
||||
meanValue->unpackFloat->expect->toBeCloseTo(Js.Math.exp(mu +. sigma ** 2.0 /. 2.0)) // https://brilliant.org/wiki/log-normal-distribution/
|
||||
},
|
||||
|
@ -95,14 +95,14 @@ describe("(Symbolic) mean", () => {
|
|||
tup => {
|
||||
let (low, high) = tup
|
||||
let meanValue = run(
|
||||
FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Uniform({low: low, high: high}))),
|
||||
FromDist(ToFloat(#Mean), DistributionTypes.Symbolic(#Uniform({low: low, high: high}))),
|
||||
)
|
||||
meanValue->unpackFloat->expect->toBeCloseTo((low +. high) /. 2.0) // https://en.wikipedia.org/wiki/Continuous_uniform_distribution#Moments
|
||||
},
|
||||
)
|
||||
|
||||
test("of a float", () => {
|
||||
let meanValue = run(FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Float(7.7))))
|
||||
let meanValue = run(FromDist(ToFloat(#Mean), DistributionTypes.Symbolic(#Float(7.7))))
|
||||
meanValue->unpackFloat->expect->toBeCloseTo(7.7)
|
||||
})
|
||||
})
|
||||
|
|
|
@ -11,17 +11,33 @@ let {toFloat, toDist, toString, toError, fmap} = module(DistributionOperation.Ou
|
|||
let fnImage = (theFn, inps) => Js.Array.map(theFn, inps)
|
||||
|
||||
let env: DistributionOperation.env = {
|
||||
sampleCount: 100,
|
||||
xyPointLength: 100,
|
||||
sampleCount: 10000,
|
||||
xyPointLength: 1000,
|
||||
}
|
||||
|
||||
let run = DistributionOperation.run(~env)
|
||||
let outputMap = fmap(~env)
|
||||
let unreachableInTestFileMessage = "Should be impossible to reach (This error is in test file)"
|
||||
let toExtFloat: option<float> => float = E.O.toExt(unreachableInTestFileMessage)
|
||||
let toExtDist: option<GenericDist_Types.genericDist> => GenericDist_Types.genericDist = E.O.toExt(
|
||||
let toExtDist: option<DistributionTypes.genericDist> => DistributionTypes.genericDist = E.O.toExt(
|
||||
unreachableInTestFileMessage,
|
||||
)
|
||||
// let toExt: option<'a> => 'a = E.O.toExt(unreachableInTestFileMessage)
|
||||
let unpackFloat = x => x->toFloat->toExtFloat
|
||||
let unpackDist = y => y->toDist->toExtDist
|
||||
|
||||
let mkNormal = (mean, stdev) => DistributionTypes.Symbolic(#Normal({mean: mean, stdev: stdev}))
|
||||
let mkBeta = (alpha, beta) => DistributionTypes.Symbolic(#Beta({alpha: alpha, beta: beta}))
|
||||
let mkExponential = rate => DistributionTypes.Symbolic(#Exponential({rate: rate}))
|
||||
let mkUniform = (low, high) => DistributionTypes.Symbolic(#Uniform({low: low, high: high}))
|
||||
let mkCauchy = (local, scale) => DistributionTypes.Symbolic(#Cauchy({local: local, scale: scale}))
|
||||
let mkLognormal = (mu, sigma) => DistributionTypes.Symbolic(#Lognormal({mu: mu, sigma: sigma}))
|
||||
|
||||
let normalMake = SymbolicDist.Normal.make
|
||||
let betaMake = SymbolicDist.Beta.make
|
||||
let exponentialMake = SymbolicDist.Exponential.make
|
||||
let uniformMake = SymbolicDist.Uniform.make
|
||||
let cauchyMake = SymbolicDist.Cauchy.make
|
||||
let lognormalMake = SymbolicDist.Lognormal.make
|
||||
let triangularMake = SymbolicDist.Triangular.make
|
||||
let floatMake = SymbolicDist.Float.make
|
||||
|
|
10
packages/squiggle-lang/__tests__/Utility_test.res
Normal file
10
packages/squiggle-lang/__tests__/Utility_test.res
Normal file
|
@ -0,0 +1,10 @@
|
|||
open Jest
|
||||
open Expect
|
||||
|
||||
describe("E.L.combinations2", () => {
|
||||
test("size three", () => {
|
||||
E.L.combinations2(list{"alice", "bob", "eve"})
|
||||
->expect
|
||||
->toEqual(list{("alice", "bob"), ("alice", "eve"), ("bob", "eve")})
|
||||
})
|
||||
})
|
|
@ -10,6 +10,7 @@
|
|||
"test:reducer": "jest --testPathPattern '.*__tests__/Reducer.*'",
|
||||
"test": "jest",
|
||||
"test:watch": "jest --watchAll",
|
||||
"test:quick": "jest --modulePathIgnorePatterns=__tests__/Distributions/Invariants/*",
|
||||
"coverage": "rm -f *.coverage; yarn clean; BISECT_ENABLE=yes yarn build; yarn test; bisect-ppx-report html",
|
||||
"coverage:ci": "yarn clean; BISECT_ENABLE=yes yarn build; yarn test; bisect-ppx-report send-to Codecov",
|
||||
"lint:rescript": "./lint.sh",
|
||||
|
|
|
@ -1,6 +1,6 @@
|
|||
type functionCallInfo = GenericDist_Types.Operation.genericFunctionCallInfo
|
||||
type genericDist = GenericDist_Types.genericDist
|
||||
type error = GenericDist_Types.error
|
||||
type genericDist = DistributionTypes.genericDist
|
||||
type error = DistributionTypes.error
|
||||
|
||||
// TODO: It could be great to use a cache for some calculations (basically, do memoization). Also, better analytics/tracking could go a long way.
|
||||
|
||||
|
|
|
@ -1,12 +1,15 @@
|
|||
@genType
|
||||
type genericDist =
|
||||
| PointSet(PointSetTypes.pointSetDist)
|
||||
| SampleSet(array<float>)
|
||||
| SampleSet(SampleSetDist.t)
|
||||
| Symbolic(SymbolicDistTypes.symbolicDist)
|
||||
|
||||
@genType
|
||||
type error =
|
||||
| NotYetImplemented
|
||||
| Unreachable
|
||||
| DistributionVerticalShiftIsInvalid
|
||||
| ArgumentError(string)
|
||||
| Other(string)
|
||||
|
||||
module Operation = {
|
||||
|
|
|
@ -1,6 +1,6 @@
|
|||
//TODO: multimodal, add interface, test somehow, track performance, refactor sampleSet, refactor ASTEvaluator.res.
|
||||
type t = GenericDist_Types.genericDist
|
||||
type error = GenericDist_Types.error
|
||||
type t = DistributionTypes.genericDist
|
||||
type error = DistributionTypes.error
|
||||
type toPointSetFn = t => result<PointSetTypes.pointSetDist, error>
|
||||
type toSampleSetFn = t => result<SampleSetDist.t, error>
|
||||
type scaleMultiplyFn = (t, float) => result<t, error>
|
||||
|
@ -115,7 +115,7 @@ module Truncate = {
|
|||
| Some(r) => Ok(r)
|
||||
| None =>
|
||||
toPointSetFn(t)->E.R2.fmap(t => {
|
||||
GenericDist_Types.PointSet(PointSetDist.T.truncate(leftCutoff, rightCutoff, t))
|
||||
DistributionTypes.PointSet(PointSetDist.T.truncate(leftCutoff, rightCutoff, t))
|
||||
})
|
||||
}
|
||||
}
|
||||
|
@ -168,7 +168,7 @@ module AlgebraicCombination = {
|
|||
->E.R.bind(((t1, t2)) => {
|
||||
SampleSetDist.map2(~fn, ~t1, ~t2)->GenericDist_Types.Error.resultStringToResultError
|
||||
})
|
||||
->E.R2.fmap(r => GenericDist_Types.SampleSet(r))
|
||||
->E.R2.fmap(r => DistributionTypes.SampleSet(r))
|
||||
}
|
||||
|
||||
//I'm (Ozzie) really just guessing here, very little idea what's best
|
||||
|
@ -206,7 +206,7 @@ module AlgebraicCombination = {
|
|||
arithmeticOperation,
|
||||
t1,
|
||||
t2,
|
||||
)->E.R2.fmap(r => GenericDist_Types.PointSet(r))
|
||||
)->E.R2.fmap(r => DistributionTypes.PointSet(r))
|
||||
}
|
||||
}
|
||||
}
|
||||
|
@ -229,7 +229,7 @@ let pointwiseCombination = (
|
|||
t2,
|
||||
)
|
||||
)
|
||||
->E.R2.fmap(r => GenericDist_Types.PointSet(r))
|
||||
->E.R2.fmap(r => DistributionTypes.PointSet(r))
|
||||
}
|
||||
|
||||
let pointwiseCombinationFloat = (
|
||||
|
@ -239,7 +239,7 @@ let pointwiseCombinationFloat = (
|
|||
~float: float,
|
||||
): result<t, error> => {
|
||||
let m = switch arithmeticOperation {
|
||||
| #Add | #Subtract => Error(GenericDist_Types.DistributionVerticalShiftIsInvalid)
|
||||
| #Add | #Subtract => Error(DistributionTypes.DistributionVerticalShiftIsInvalid)
|
||||
| (#Multiply | #Divide | #Power | #Logarithm) as arithmeticOperation =>
|
||||
toPointSetFn(t)->E.R2.fmap(t => {
|
||||
//TODO: Move to PointSet codebase
|
||||
|
@ -254,7 +254,7 @@ let pointwiseCombinationFloat = (
|
|||
)
|
||||
})
|
||||
}
|
||||
m->E.R2.fmap(r => GenericDist_Types.PointSet(r))
|
||||
m->E.R2.fmap(r => DistributionTypes.PointSet(r))
|
||||
}
|
||||
|
||||
//Note: The result should always cumulatively sum to 1. This would be good to test.
|
||||
|
@ -265,7 +265,7 @@ let mixture = (
|
|||
~pointwiseAddFn: pointwiseAddFn,
|
||||
) => {
|
||||
if E.A.length(values) == 0 {
|
||||
Error(GenericDist_Types.Other("Mixture error: mixture must have at least 1 element"))
|
||||
Error(DistributionTypes.Other("Mixture error: mixture must have at least 1 element"))
|
||||
} else {
|
||||
let totalWeight = values->E.A2.fmap(E.Tuple2.second)->E.A.Floats.sum
|
||||
let properlyWeightedValues =
|
||||
|
|
|
@ -1,15 +1,6 @@
|
|||
type genericDist =
|
||||
| PointSet(PointSetTypes.pointSetDist)
|
||||
| SampleSet(SampleSetDist.t)
|
||||
| Symbolic(SymbolicDistTypes.symbolicDist)
|
||||
|
||||
type genericDist = DistributionTypes.genericDist
|
||||
@genType
|
||||
type error =
|
||||
| NotYetImplemented
|
||||
| Unreachable
|
||||
| DistributionVerticalShiftIsInvalid
|
||||
| ArgumentError(string)
|
||||
| Other(string)
|
||||
type error = DistributionTypes.error
|
||||
|
||||
@genType
|
||||
module Error = {
|
||||
|
@ -23,6 +14,7 @@ module Error = {
|
|||
| NotYetImplemented => "Not Yet Implemented"
|
||||
| Unreachable => "Unreachable"
|
||||
| DistributionVerticalShiftIsInvalid => "Distribution Vertical Shift Is Invalid"
|
||||
| ArgumentError(x) => `Argument Error: ${x}`
|
||||
| Other(s) => s
|
||||
}
|
||||
}
|
||||
|
|
|
@ -141,6 +141,8 @@ module Lognormal = {
|
|||
}
|
||||
let divide = (l1, l2) => {
|
||||
let mu = l1.mu -. l2.mu
|
||||
// We believe the ratiands will have covariance zero.
|
||||
// See here https://stats.stackexchange.com/questions/21735/what-are-the-mean-and-variance-of-the-ratio-of-two-lognormal-variables for details
|
||||
let sigma = l1.sigma +. l2.sigma
|
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#Lognormal({mu: mu, sigma: sigma})
|
||||
}
|
||||
|
|
|
@ -11,10 +11,10 @@ The below few seem to work fine. In the future there's definitely more work to d
|
|||
type samplingParams = DistributionOperation.env
|
||||
|
||||
@genType
|
||||
type genericDist = GenericDist_Types.genericDist
|
||||
type genericDist = DistributionTypes.genericDist
|
||||
|
||||
@genType
|
||||
type distributionError = GenericDist_Types.error
|
||||
type distributionError = DistributionTypes.error
|
||||
|
||||
@genType
|
||||
type resultDist = result<genericDist, distributionError>
|
||||
|
|
|
@ -59,8 +59,9 @@ module O = {
|
|||
let toExn = Rationale.Option.toExn
|
||||
let some = Rationale.Option.some
|
||||
let firstSome = Rationale.Option.firstSome
|
||||
let toExt = Rationale.Option.toExn
|
||||
let toExt = Rationale.Option.toExn // wanna flag this-- looks like a typo but `Rationale.OptiontoExt` doesn't exist.
|
||||
let flatApply = (fn, b) => Rationale.Option.apply(fn, Some(b)) |> Rationale.Option.flatten
|
||||
let flatten = Rationale.Option.flatten
|
||||
|
||||
let toBool = opt =>
|
||||
switch opt {
|
||||
|
@ -103,6 +104,7 @@ module O2 = {
|
|||
let toExn = (a, b) => O.toExn(b, a)
|
||||
let fmap = (a, b) => O.fmap(b, a)
|
||||
let toResult = (a, b) => O.toResult(b, a)
|
||||
let bind = (a, b) => O.bind(b, a)
|
||||
}
|
||||
|
||||
/* Functions */
|
||||
|
@ -176,6 +178,31 @@ module R = {
|
|||
|
||||
let errorIfCondition = (errorCondition, errorMessage, r) =>
|
||||
errorCondition(r) ? Error(errorMessage) : Ok(r)
|
||||
|
||||
let ap = Rationale.Result.ap
|
||||
let ap' = (r, a) =>
|
||||
switch r {
|
||||
| Ok(f) => fmap(f, a)
|
||||
| Error(err) => Error(err)
|
||||
}
|
||||
// (a1 -> a2 -> r) -> m a1 -> m a2 -> m r // not in Rationale
|
||||
let liftM2: (('a, 'b) => 'c, result<'a, 'd>, result<'b, 'd>) => result<'c, 'd> = (op, xR, yR) => {
|
||||
ap'(fmap(op, xR), yR)
|
||||
}
|
||||
|
||||
let liftJoin2: (('a, 'b) => result<'c, 'd>, result<'a, 'd>, result<'b, 'd>) => result<'c, 'd> = (
|
||||
op,
|
||||
xR,
|
||||
yR,
|
||||
) => {
|
||||
bind(liftM2(op, xR, yR), x => x)
|
||||
}
|
||||
|
||||
let fmap2 = (f, r) =>
|
||||
switch r {
|
||||
| Ok(r) => r->Ok
|
||||
| Error(x) => x->f->Error
|
||||
}
|
||||
}
|
||||
|
||||
module R2 = {
|
||||
|
@ -188,6 +215,12 @@ module R2 = {
|
|||
| Ok(r) => Ok(r)
|
||||
| Error(e) => map(e)
|
||||
}
|
||||
|
||||
let fmap2 = (xR, f) =>
|
||||
switch xR {
|
||||
| Ok(x) => x->Ok
|
||||
| Error(x) => x->f->Error
|
||||
}
|
||||
}
|
||||
|
||||
let safe_fn_of_string = (fn, s: string): option<'a> =>
|
||||
|
@ -258,6 +291,29 @@ module L = {
|
|||
let update = Rationale.RList.update
|
||||
let iter = List.iter
|
||||
let findIndex = Rationale.RList.findIndex
|
||||
let headSafe = Belt.List.head
|
||||
let tailSafe = Belt.List.tail
|
||||
let headExn = Belt.List.headExn
|
||||
let tailExn = Belt.List.tailExn
|
||||
let zip = Belt.List.zip
|
||||
|
||||
let combinations2: list<'a> => list<('a, 'a)> = xs => {
|
||||
let rec loop: ('a, list<'a>) => list<('a, 'a)> = (x', xs') => {
|
||||
let n = length(xs')
|
||||
if n == 0 {
|
||||
list{}
|
||||
} else {
|
||||
let combs = fmap(y => (x', y), xs')
|
||||
let hd = headExn(xs')
|
||||
let tl = tailExn(xs')
|
||||
concat(list{combs, loop(hd, tl)})
|
||||
}
|
||||
}
|
||||
switch (headSafe(xs), tailSafe(xs)) {
|
||||
| (Some(x'), Some(xs')) => loop(x', xs')
|
||||
| (_, _) => list{}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/* A for Array */
|
||||
|
|
Loading…
Reference in New Issue
Block a user