Fixed math around fixed integral calculations

showcase/entries/Continuous.re

@@ -4,7 +4,7 @@
 let timeDist =
   DistPlusIngredients.make(
     ~guesstimatorString="(floor(10 to 15))",
-    ~domain=Complete,
+    ~domain=RightLimited({xPoint: 50.0, excludingProbabilityMass: 0.3}),
     ~unit=
       DistTypes.TimeDistribution({zero: MomentRe.momentNow(), unit: `years}),
     (),
@@ -25,7 +25,8 @@ let distributions = () =>
       {setup(
          DistPlusIngredients.make(
            ~guesstimatorString="mm(5 to 20, floor(normal(20,2)), [.5, .5])",
-           ~domain=Complete,
+           ~domain=
+             RightLimited({xPoint: 50.0, excludingProbabilityMass: 0.3}),
            (),
          ),
        )

src/components/charts/DistPlusPlot.re

@@ -2,11 +2,10 @@ module DistPlusChart = {
   [@react.component]
   let make = (~distPlus: DistTypes.distPlus, ~onHover) => {
     open Distributions.DistPlus;
-    // todo: Change to scaledContinuous and scaledDiscrete
+    let discrete = distPlus |> T.toScaledDiscrete;
-    let discrete = distPlus |> T.toDiscrete;
     let continuous =
       distPlus
-      |> T.toContinuous
+      |> T.toScaledContinuous
       |> E.O.fmap(Distributions.Continuous.getShape);
     let minX = T.minX(distPlus);
     let maxX = T.maxX(distPlus);
@@ -40,6 +39,7 @@ module IntegralChart = {
     <DistributionPlot
       minX
       maxX
+      height=100
       ?continuous
       color={`hex("333")}
       timeScale
@@ -107,15 +107,18 @@ let make = (~distPlus: DistTypes.distPlus) => {
              |> E.Float.with2DigitsPrecision
              |> ReasonReact.string}
           </th>
+          <th className="px-4 py-2 border ">
+            {distPlus
+             |> Distributions.DistPlus.T.Integral.sum(~cache=None)
+             |> E.Float.with2DigitsPrecision
+             |> ReasonReact.string}
+          </th>
         </tr>
       </tbody>
     </table>
     <table className="table-auto">
       <thead>
         <tr>
-          <th className="px-4 py-2">
-            {"Y Integral Total" |> ReasonReact.string}
-          </th>
           <th className="px-4 py-2">
             {"Continuous Total" |> ReasonReact.string}
           </th>
@@ -132,12 +135,6 @@ let make = (~distPlus: DistTypes.distPlus) => {
       </thead>
       <tbody>
         <tr>
-          <th className="px-4 py-2 border ">
-            {distPlus
-             |> Distributions.DistPlus.T.Integral.sum(~cache=None)
-             |> E.Float.with2DigitsPrecision
-             |> ReasonReact.string}
-          </th>
           <th className="px-4 py-2 border ">
             {distPlus
              |> Distributions.DistPlus.T.toContinuous

src/distributions/DistPlusIngredients.re

@@ -11,8 +11,8 @@ let make =
 let toDistPlus =
     (
       ~sampleCount=2000,
-      ~outputXYPoints=2000,
+      ~outputXYPoints=1500,
-      ~truncateTo=Some(100),
+      ~truncateTo=Some(300),
       t: distPlusIngredients,
     )
     : option(distPlus) => {

src/distributions/DistTypes.re

@@ -120,7 +120,7 @@ module MixedPoint = {
   let makeContinuous = (continuous: float): t => {continuous, discrete: 0.0};
   let makeDiscrete = (discrete: float): t => {continuous: 0.0, discrete};
 
-  let fmap = (fn, t: t) => {
+  let fmap = (fn: float => float, t: t) => {
     continuous: fn(t.continuous),
     discrete: fn(t.discrete),
   };

src/distributions/Distributions.re

@@ -202,10 +202,15 @@ module Mixed = {
 
   let scaleContinuous = ({discreteProbabilityMassFraction}: t, continuous) =>
     continuous
-    |> Continuous.T.scaleBy(~scale=1.0 -. discreteProbabilityMassFraction);
+    |> Continuous.T.scaleToIntegralSum(
+         ~intendedSum=1.0 -. discreteProbabilityMassFraction,
+       );
 
   let scaleDiscrete = ({discreteProbabilityMassFraction}: t, disrete) =>
-    disrete |> Discrete.T.scaleBy(~scale=discreteProbabilityMassFraction);
+    disrete
+    |> Discrete.T.scaleToIntegralSum(
+         ~intendedSum=discreteProbabilityMassFraction,
+       );
 
   module T =
     Dist({
@@ -239,21 +244,38 @@ module Mixed = {
       let integral =
           (
             ~cache,
-            {continuous, discrete, discreteProbabilityMassFraction} as t: t,
+            {continuous, discrete, discreteProbabilityMassFraction}: t,
           ) => {
         switch (cache) {
         | Some(cache) => cache
         | None =>
+          let scaleContinuousBy =
+            (1.0 -. discreteProbabilityMassFraction)
+            /. (continuous |> Continuous.T.Integral.sum(~cache=None));
+
+          let scaleDiscreteBy =
+            discreteProbabilityMassFraction
+            /. (
+              discrete
+              |> Discrete.T.Integral.get(~cache=None)
+              |> Continuous.toLinear
+              |> E.O.fmap(Continuous.lastY)
+              |> E.O.toExn("")
+            );
+
           let cont =
             continuous
             |> Continuous.T.Integral.get(~cache=None)
-            |> scaleContinuous(t);
+            |> Continuous.T.scaleBy(~scale=scaleContinuousBy);
+
           let dist =
             discrete
             |> Discrete.T.Integral.get(~cache=None)
             |> Continuous.toLinear
             |> E.O.toExn("")
-            |> Continuous.T.scaleBy(~scale=discreteProbabilityMassFraction);
+            |> Continuous.T.scaleBy(~scale=scaleDiscreteBy);
+
+          let result =
             Continuous.make(
               XYShape.Combine.combineLinear(
                 Continuous.getShape(cont), Continuous.getShape(dist), (a, b) =>
@@ -261,6 +283,7 @@ module Mixed = {
               ),
               `Linear,
             );
+          result;
         };
       };
 
@@ -484,7 +507,6 @@ module DistPlus = {
 
       let minX = shapeFn(Shape.T.minX);
       let maxX = shapeFn(Shape.T.maxX);
-      let fromShape = (t, shape): t => update(~shape, t);
 
       // This bit is kind of akward, could probably use rethinking.
       let integral = (~cache, t: t) =>
@@ -499,14 +521,14 @@ module DistPlus = {
 
       //   TODO: Fix this below, obviously. Adjust for limits
       let integralXtoY = (~cache as _, f, t: t) => {
-        Shape.T.Integral.xToY(~cache=Some(t.integralCache), f, toShape(t));
+        Shape.T.Integral.xToY(~cache=Some(t.integralCache), f, toShape(t))
+        |> domainIncludedProbabilityMassAdjustment(t);
       };
     });
 };
 
 module DistPlusTime = {
   open DistTypes;
-  open DistPlus;
 
   type t = DistTypes.distPlus;
 
@@ -529,7 +551,7 @@ module DistPlusTime = {
 
   module Integral = {
     include DistPlus.T.Integral;
-    let xToY = (~cache as _, f: TimeTypes.timeInVector, t: t) => {
+    let xToY = (f: TimeTypes.timeInVector, t: t) => {
       timeInVectorToX(f, t)
       |> E.O.fmap(x => DistPlus.T.Integral.xToY(~cache=None, x, t));
     };

src/models/EAFunds.re

@@ -110,19 +110,8 @@ module Model = {
   // TODO: Fixe number that integral is calculated for
   let getGlobalCatastropheChance = dateTime => {
     GlobalCatastrophe.makeI(MomentRe.momentNow())
-    |> DistPlusIngredients.toDistPlus(~sampleCount=1000)
+    |> DistPlusIngredients.toDistPlus
-    |> E.O.bind(
+    |> E.O.bind(_, Distributions.DistPlusTime.Integral.xToY(Time(dateTime)));
-         _,
-         t => {
-           let foo =
-             Distributions.DistPlusTime.Integral.xToY(
-               ~cache=None,
-               Time(dateTime),
-               t,
-             );
-           Some(0.5);
-         },
-       );
   };
 
   let make =
@@ -151,8 +140,7 @@ module Model = {
         | Some({truthValue: false}) => difference
         | None =>
           let foo =
-            // getGlobalCatastropheChance(dateTime)
+            getGlobalCatastropheChance(dateTime)
-            Some(0.5)
             |> E.O.fmap(E.Float.with2DigitsPrecision)
             |> E.O.fmap((r: string) =>
                  "uniform(0,1) > " ++ r ++ " ? " ++ difference ++ ": 0"