have some of the code copied over from rescript and compiling
This commit is contained in:
Quinn Dougherty
parent
8113b1335d
commit
c2818a179b
|
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@ -2,6 +2,7 @@
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"packages/cli": "0.0.3",
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"packages/components": "0.3.1",
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"packages/squiggle-lang": "0.3.0",
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"packages/squiggle-mc-cached-wasm": "0.0.1",
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"packages/vscode-ext": "0.3.1",
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"packages/website": "0.3.0"
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}
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@ -3,6 +3,6 @@ with pkgs; {
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shell = mkShell {
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name = "SQUIGGLE_yarn-wasm-devshell";
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buildInputs =
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[ wasm-pack cargo yarn nodejs rustup pkg-config openssl nixfmt ];
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[ wasm-pack cargo yarn nodejs rustup pkg-config openssl nixfmt rustfmt ];
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};
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}
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@ -5,8 +5,9 @@
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"license": "MIT",
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"scripts": {
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"peggy": "peggy --cache",
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"build:mc-cached": "cd ../squiggle-mc-cached && yarn build and cd ../squiggle-lang",
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"rescript": "rescript",
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"build": "yarn build:peggy && yarn build:rescript && yarn build:typescript",
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"build": "yarn build:mc-cached && yarn build:peggy && yarn build:rescript && yarn build:typescript",
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"build:peggy:helpers": "tsc --module commonjs --outDir src/rescript/Reducer/Reducer_Peggy/ src/rescript/Reducer/Reducer_Peggy/helpers.ts",
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"build:peggy": "yarn build:peggy:helpers && find . -type f -name *.peggy -exec yarn peggy {} \\;",
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"build:rescript": "rescript build -with-deps",
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@ -40,6 +41,7 @@
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],
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"author": "Quantified Uncertainty Research Institute",
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"dependencies": {
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"@quri/par-cached-monte-carlo": "file:../squiggle-mc-cached/pkg",
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"@rescript/std": "^9.1.4",
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"@stdlib/stats": "^0.0.13",
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"jstat": "^1.9.5",
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817
packages/squiggle-mc-cached/Cargo.lock
generated
Normal file
817
packages/squiggle-mc-cached/Cargo.lock
generated
Normal file
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@ -0,0 +1,817 @@
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# This file is automatically @generated by Cargo.
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# It is not intended for manual editing.
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version = 3
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[[package]]
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name = "aho-corasick"
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dependencies = [
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||||
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|
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|
||||
[[package]]
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name = "darling"
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||||
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||||
|
||||
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||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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||||
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||||
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|
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|
||||
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||||
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||||
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|
||||
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||||
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|
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|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "ed055ab27f941423197eb86b2035720b1a3ce40504df082cac2ecc6ed73335a1"
|
||||
dependencies = [
|
||||
"js-sys",
|
||||
"wasm-bindgen",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wee_alloc"
|
||||
version = "0.4.5"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "dbb3b5a6b2bb17cb6ad44a2e68a43e8d2722c997da10e928665c72ec6c0a0b8e"
|
||||
dependencies = [
|
||||
"cfg-if 0.1.10",
|
||||
"libc",
|
||||
"memory_units",
|
||||
"winapi",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "winapi"
|
||||
version = "0.3.9"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "5c839a674fcd7a98952e593242ea400abe93992746761e38641405d28b00f419"
|
||||
dependencies = [
|
||||
"winapi-i686-pc-windows-gnu",
|
||||
"winapi-x86_64-pc-windows-gnu",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "winapi-i686-pc-windows-gnu"
|
||||
version = "0.4.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "ac3b87c63620426dd9b991e5ce0329eff545bccbbb34f3be09ff6fb6ab51b7b6"
|
||||
|
||||
[[package]]
|
||||
name = "winapi-x86_64-pc-windows-gnu"
|
||||
version = "0.4.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "712e227841d057c1ee1cd2fb22fa7e5a5461ae8e48fa2ca79ec42cfc1931183f"
|
||||
|
|
@ -1,10 +1,12 @@
|
|||
# You must change these to your own details.
|
||||
[package]
|
||||
name = "squiggle-mc-cached-wasm"
|
||||
description = "Caching for Monte Carlo simulations in WebAssembly"
|
||||
description = "Cached and parallel Monte Carlo simulations in WebAssembly"
|
||||
version = "0.0.1"
|
||||
authors = ["Quinn <quinn@quantifieduncertainty.org>"]
|
||||
categories = ["wasm"]
|
||||
repository = "github.com/quantified-uncertainty/squiggle"
|
||||
license = "MIT"
|
||||
categories = ["wasm", "Monte Carlo"]
|
||||
readme = "README.md"
|
||||
edition = "2018"
|
||||
|
||||
|
|
@ -31,8 +33,12 @@ wasm-bindgen = "0.2.45"
|
|||
wee_alloc = { version = "0.4.2", optional = true }
|
||||
|
||||
# Numerical things
|
||||
rand = "0.8.5"
|
||||
getrandom = { version = "0.2", features = ["js"] }
|
||||
rand_distr = "0.4.3"
|
||||
statistics = "0.4.1"
|
||||
kernel_density = "0.0.1"
|
||||
cached = { version = "0.38.0", features = ["wasm"] }
|
||||
|
||||
# The `web-sys` crate allows you to interact with the various browser APIs,
|
||||
# like the DOM.
|
||||
|
|
@ -53,3 +59,5 @@ wasm-bindgen-test = "0.2.45"
|
|||
futures = "0.1.27"
|
||||
js-sys = "0.3.22"
|
||||
wasm-bindgen-futures = "0.3.22"
|
||||
quickcheck = "1"
|
||||
quickcheck_macros = "1"
|
||||
|
|
@ -1,34 +1,34 @@
|
|||
# `@quri/par-cached-monte-carlo` - parallel Monte Carlo with memoization
|
||||
|
||||
## How to install
|
||||
|
||||
```sh
|
||||
npm install
|
||||
```
|
||||
Please run `yarn` at hte monorepo level
|
||||
|
||||
## How to run in debug mode
|
||||
|
||||
```sh
|
||||
# Builds the project and opens it in a new browser tab. Auto-reloads when the project changes.
|
||||
npm start
|
||||
yarn start
|
||||
```
|
||||
|
||||
## How to build in release mode
|
||||
|
||||
```sh
|
||||
# Builds the project and places it into the `dist` folder.
|
||||
npm run build
|
||||
yarn build
|
||||
```
|
||||
|
||||
## How to run unit tests
|
||||
|
||||
```sh
|
||||
# Runs tests in Firefox
|
||||
npm test -- --firefox
|
||||
yarn test -- --firefox
|
||||
|
||||
# Runs tests in Chrome
|
||||
npm test -- --chrome
|
||||
yarn test -- --chrome
|
||||
|
||||
# Runs tests in Safari
|
||||
npm test -- --safari
|
||||
yarn test -- --safari
|
||||
```
|
||||
|
||||
## What does each file do?
|
||||
|
|
@ -1,7 +1,7 @@
|
|||
{
|
||||
"author": "You <you@example.com>",
|
||||
"name": "rust-webpack-template",
|
||||
"version": "0.1.0",
|
||||
"author": "Quinn Dougherty <quinnd@riseup.net>",
|
||||
"name": "@quri/par-cached-monte-carlo",
|
||||
"version": "0.0.1",
|
||||
"scripts": {
|
||||
"build": "rimraf dist pkg && webpack",
|
||||
"start": "rimraf dist pkg && webpack-dev-server --open -d",
|
||||
57
packages/squiggle-mc-cached/src/distribution/bandwidth.rs
Normal file
57
packages/squiggle-mc-cached/src/distribution/bandwidth.rs
Normal file
|
|
@ -0,0 +1,57 @@
|
|||
/** The math here was taken from https://github.com/jasondavies/science.js/blob/master/src/stats/SampleSetDist_Bandwidth.js
|
||||
*/
|
||||
use statistics::variance;
|
||||
// mod magic_numbers;
|
||||
use crate::distribution::BandwidthParameters;
|
||||
use crate::distribution::e::a::floats::{lenf, min, percentile};
|
||||
|
||||
fn iqr_percentile() -> f64 {
|
||||
return BandwidthParameters::default().iqr_percentile;
|
||||
}
|
||||
fn iqr_percentile_complement() -> f64 {
|
||||
return BandwidthParameters::default().iqr_percentile_complement;
|
||||
}
|
||||
fn nrd0_lo_denominator() -> f64 {
|
||||
return BandwidthParameters::default().nrd0_lo_denominator;
|
||||
}
|
||||
fn onef() -> f64 {
|
||||
return 1.0;
|
||||
}
|
||||
fn nrd0_coef() -> f64 {
|
||||
return BandwidthParameters::default().nrd0_coef;
|
||||
}
|
||||
fn nrd_coef() -> f64 {
|
||||
return BandwidthParameters::default().nrd_coef;
|
||||
}
|
||||
fn nrd_fractional_power() -> f64 {
|
||||
return BandwidthParameters::default().nrd_fractional_power;
|
||||
}
|
||||
|
||||
pub fn iqr(x: &Vec<f64>) -> f64 {
|
||||
return percentile(x, iqr_percentile()) - percentile(x, iqr_percentile_complement());
|
||||
}
|
||||
|
||||
/** Silverman, B. W. (1986) Density Estimation. London: Chapman and Hall.
|
||||
*/
|
||||
pub fn nrd0(x: Vec<f64>) -> f64 {
|
||||
let _hi = variance(&x).sqrt();
|
||||
let _lo = min([_hi, iqr(&x) / nrd0_lo_denominator()].to_vec());
|
||||
let _e = x[1].abs();
|
||||
// nanhandling
|
||||
let lo = if !_lo.is_nan() {
|
||||
_lo
|
||||
} else if !_hi.is_nan() {
|
||||
_hi
|
||||
} else if !_e.is_nan() {
|
||||
_e
|
||||
} else {
|
||||
onef()
|
||||
};
|
||||
return nrd0_coef() * lo * lenf(&x).powf(nrd_fractional_power());
|
||||
}
|
||||
|
||||
/** Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley. */
|
||||
pub fn nrd(x: Vec<f64>) -> f64 {
|
||||
let h = iqr(&x) / nrd0_lo_denominator();
|
||||
return nrd_coef() * min([variance(&x).sqrt(), h].to_vec()) * lenf(&x).powf(nrd_fractional_power());
|
||||
}
|
||||
29
packages/squiggle-mc-cached/src/distribution/e/mod.rs
Normal file
29
packages/squiggle-mc-cached/src/distribution/e/mod.rs
Normal file
|
|
@ -0,0 +1,29 @@
|
|||
pub mod a {
|
||||
pub mod floats {
|
||||
|
||||
pub fn lenf(x: &Vec<f64>) -> f64 {
|
||||
return x.len() as f64;
|
||||
}
|
||||
|
||||
pub fn percentile(x: &Vec<f64>, p: f64) -> f64 {
|
||||
let mut sortedx: Vec<f64> = Vec::new();
|
||||
for item in x {
|
||||
sortedx.push(*item)
|
||||
}
|
||||
sortedx.sort_by(|a, b| a.partial_cmp(b).unwrap());
|
||||
let idx_float = p * (lenf(&sortedx) + 1.0);
|
||||
let idx = idx_float as usize;
|
||||
let frac = idx_float - (idx as f64);
|
||||
let p = if idx + 1 < sortedx.len() {
|
||||
sortedx[idx - 1] + frac * (sortedx[idx] - sortedx[idx - 1])
|
||||
} else {
|
||||
sortedx[idx - 1]
|
||||
};
|
||||
return p
|
||||
}
|
||||
|
||||
pub fn min(x: Vec<f64>) -> f64 {
|
||||
return x.into_iter().min_by(|a, b| a.partial_cmp(b).unwrap()).unwrap()
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
@ -0,0 +1,59 @@
|
|||
pub mod bandwidth {
|
||||
// Silverman, B. W. (1986) Density Estimation. London: Chapman and Hall.
|
||||
// Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.
|
||||
pub struct Parameters {
|
||||
pub iqr_percentile: f64,
|
||||
pub iqr_percentile_complement: f64,
|
||||
pub nrd0_lo_denominator: f64,
|
||||
pub nrd0_coef: f64,
|
||||
pub nrd_coef: f64,
|
||||
pub nrd_fractional_power: f64,
|
||||
}
|
||||
|
||||
impl Default for Parameters {
|
||||
fn default() -> Parameters {
|
||||
let iqr_percentile: f64 = 0.75;
|
||||
let iqr_percentile_complement: f64 = (1.0 as f64) - iqr_percentile;
|
||||
Parameters {
|
||||
iqr_percentile: iqr_percentile,
|
||||
iqr_percentile_complement: iqr_percentile_complement,
|
||||
nrd0_lo_denominator: 1.34,
|
||||
nrd0_coef: 0.9,
|
||||
nrd_coef: 1.06,
|
||||
nrd_fractional_power: -0.2,
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
pub mod to_point_set {
|
||||
use std::cmp::max;
|
||||
/** This function chooses the minimum amount of duplicate samples that need
|
||||
to exist in order for this to be considered discrete. The tricky thing
|
||||
is that there are some operations that create duplicate continuous samples,
|
||||
so we can't guarantee that these only will occur because the fundamental
|
||||
structure is meant to be discrete. I chose this heuristic because I think
|
||||
it would strike a reasonable trade-off, but I’m really unsure what’s
|
||||
best right now.
|
||||
*/
|
||||
pub fn min_discrete_to_keep(samples: [f64; 3]) -> usize {
|
||||
return max(20, samples.len() / 50);
|
||||
}
|
||||
}
|
||||
|
||||
pub mod environment {
|
||||
pub struct Parameters {
|
||||
pub default_xy_point_length: usize,
|
||||
pub default_sample_count: usize,
|
||||
pub sparkline_length: usize,
|
||||
}
|
||||
impl Default for Parameters {
|
||||
fn default() -> Parameters {
|
||||
Parameters {
|
||||
default_xy_point_length: 1000,
|
||||
default_sample_count: 10000,
|
||||
sparkline_length: 20,
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
10
packages/squiggle-mc-cached/src/distribution/mod.rs
Normal file
10
packages/squiggle-mc-cached/src/distribution/mod.rs
Normal file
|
|
@ -0,0 +1,10 @@
|
|||
pub mod e;
|
||||
pub mod bandwidth;
|
||||
pub mod magic_numbers;
|
||||
pub mod monte_carlo;
|
||||
|
||||
pub use e::*;
|
||||
// pub use bandwidth;
|
||||
pub use magic_numbers::bandwidth::Parameters as BandwidthParameters;
|
||||
pub use magic_numbers::environment::Parameters as EnvironmentParameters;
|
||||
pub use monte_carlo::my_string;
|
||||
|
|
@ -0,0 +1,8 @@
|
|||
use rand;
|
||||
use rand_distr::{Distribution, Normal};
|
||||
|
||||
pub fn my_string() -> String {
|
||||
let normal = Normal::new(2.0, 3.0).unwrap();
|
||||
let v = normal.sample(&mut rand::thread_rng());
|
||||
return format!("{} is from an N(2,3) distribution", v);
|
||||
}
|
||||
|
|
@ -1,6 +1,7 @@
|
|||
use wasm_bindgen::prelude::*;
|
||||
use web_sys::console;
|
||||
|
||||
mod distribution;
|
||||
use distribution::{monte_carlo, bandwidth};
|
||||
|
||||
// When the `wee_alloc` feature is enabled, this uses `wee_alloc` as the global
|
||||
// allocator.
|
||||
|
|
@ -10,7 +11,6 @@ use web_sys::console;
|
|||
#[global_allocator]
|
||||
static ALLOC: wee_alloc::WeeAlloc = wee_alloc::WeeAlloc::INIT;
|
||||
|
||||
|
||||
// This is like the `main` function, except for JavaScript.
|
||||
#[wasm_bindgen(start)]
|
||||
pub fn main_js() -> Result<(), JsValue> {
|
||||
|
|
@ -19,9 +19,12 @@ pub fn main_js() -> Result<(), JsValue> {
|
|||
#[cfg(debug_assertions)]
|
||||
console_error_panic_hook::set_once();
|
||||
|
||||
|
||||
console::log_1(&JsValue::from_str(&format!(
|
||||
"nrd(1,2,5): {}",
|
||||
bandwidth::nrd([1.0, 2.0, 5.0].to_vec())
|
||||
)));
|
||||
// Your code goes here!
|
||||
console::log_1(&JsValue::from_str("Hello world!"));
|
||||
console::log_1(&JsValue::from_str(&monte_carlo::my_string()));
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
|
@ -2504,6 +2504,9 @@
|
|||
resolved "https://registry.yarnpkg.com/@polka/url/-/url-1.0.0-next.21.tgz#5de5a2385a35309427f6011992b544514d559aa1"
|
||||
integrity sha512-a5Sab1C4/icpTZVzZc5Ghpz88yQtGOyNqYXcZgOssB2uuAr+wF/MvN6bgtW32q7HHrvBki+BsZ0OuNv6EV3K9g==
|
||||
|
||||
"@quri/par-cached-monte-carlo@file:packages/squiggle-mc-cached/pkg":
|
||||
version "0.0.0"
|
||||
|
||||
"@quri/squiggle-components@^0.2.23":
|
||||
version "0.2.24"
|
||||
resolved "https://registry.yarnpkg.com/@quri/squiggle-components/-/squiggle-components-0.2.24.tgz#16a2d72fb16f46a0bf71388c85d1238927676923"
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user