Added pointwiseCombinationFloat to sci.res
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1a2ce5bfa0
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@ -3,6 +3,7 @@ type error =
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| InputsNeedPointSetConversion
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| NotYetImplemented
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| ImpossiblePath
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| DistributionVerticalShiftIsInvalid
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| Other(string)
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type genericDist = [
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@ -11,141 +12,102 @@ type genericDist = [
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| #Symbolic(SymbolicDistTypes.symbolicDist)
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]
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type outputType = [
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| #Dist(genericDist)
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| #Error(error)
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| #Float(float)
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]
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let fromResult = (r: result<outputType, error>): outputType =>
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switch r {
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| Ok(o) => o
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| Error(e) => #Error(e)
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}
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type direction = [
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module OperationType = {
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type direction = [
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| #Algebraic
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| #Pointwise
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]
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]
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type combination = [
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type combination = [
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| #Add
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| #Multiply
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| #Subtract
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| #Divide
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| #Exponentiate
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]
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| #Log
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]
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let combinationToFn = (combination: combination) =>
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let combinationToFn = (combination: combination) =>
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switch combination {
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| #Add => \"+."
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| #Multiply => \"*."
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| #Subtract => \"-."
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| #Exponentiate => \"**"
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| #Divide => \"/."
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| #Log => (a, b) => log(a) /. log(b)
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}
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type toFloat = [
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type toFloat = [
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| #Cdf(float)
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| #Inv(float)
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| #Mean
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| #Pdf(float)
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| #Sample
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]
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]
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type toDist = [
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type toDist = [
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| #normalize
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| #toPointSet
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| #toSampleSet(int)
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]
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]
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type toFloatArray = [
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type toFloatArray = [
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| #Sample(int)
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]
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]
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type operation = [
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type scale = [
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| #Multiply
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| #Exponentiate
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| #Log
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]
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type t = [
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| #toFloat(toFloat)
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| #toDist(toDist)
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| #toDistCombination(direction, combination, genericDist)
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]
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type params = {
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sampleCount: int,
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xyPointLength: int,
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| #toDistCombination(direction, combination, [#Dist(genericDist) | #Float(float)])
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]
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}
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let genericParams = {
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sampleCount: 1000,
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xyPointLength: 1000,
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}
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type operation = OperationType.t
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type wrapped = (genericDist, params)
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type wrappedOutput = (outputType, params)
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let wrapWithParams = (g: genericDist, f: params): wrapped => (g, f)
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let exampleDist: genericDist = #PointSet(
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Discrete(Discrete.make(~integralSumCache=Some(1.0), {xs: [3.0], ys: [1.0]})),
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)
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let defaultSamplingInputs: SamplingInputs.samplingInputs = {
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sampleCount: 10000,
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outputXYPoints: 10000,
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pointSetDistLength: 1000,
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kernelWidth: None,
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}
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/* Given two random variables A and B, this returns the distribution
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of a new variable that is the result of the operation on A and B.
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For instance, normal(0, 1) + normal(1, 1) -> normal(1, 2).
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In general, this is implemented via convolution. */
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module AlgebraicCombination = {
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let tryAnalyticalSimplification = (operation, t1: genericDist, t2: genericDist) =>
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switch (operation, t1, t2) {
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| (operation, #Symbolic(d1), #Symbolic(d2)) =>
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switch SymbolicDist.T.tryAnalyticalSimplification(d1, d2, operation) {
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| #AnalyticalSolution(symbolicDist) => Ok(#Symbolic(symbolicDist))
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| #Error(er) => Error(er)
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| #NoSolution => Ok(#NoSolution)
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}
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| _ => Ok(#NoSolution)
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}
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}
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// let toSampleSet = (r)
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let sampleN = (n, genericDist) => {
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switch genericDist {
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module T = {
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type t = genericDist
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type toPointSetFn = genericDist => result<PointSetTypes.pointSetDist, error>
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let sampleN = (n, t: t) => {
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switch t {
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| #PointSet(r) => Ok(PointSetDist.sampleNRendered(n, r))
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| #Symbolic(r) => Ok(SymbolicDist.T.sampleN(n, r))
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| #SampleSet(_) => Error(NotYetImplemented)
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}
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}
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}
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let toFloat = (
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toPointSet: genericDist => result<PointSetTypes.pointSetDist, error>,
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fnName,
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value,
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) => {
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switch value {
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let toFloat = (toPointSet: toPointSetFn, fnName, t: genericDist) => {
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switch t {
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| #Symbolic(r) if Belt.Result.isOk(SymbolicDist.T.operate(fnName, r)) =>
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switch SymbolicDist.T.operate(fnName, r) {
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| Ok(float) => Ok(float)
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| Error(_) => Error(ImpossiblePath)
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}
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| #PointSet(r) => Ok(PointSetDist.operate(fnName, r))
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| _ =>
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switch toPointSet(value) {
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switch toPointSet(t) {
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| Ok(r) => Ok(PointSetDist.operate(fnName, r))
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| Error(r) => Error(r)
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}
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}
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}
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}
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let distToPointSet = (sampleCount, dist: genericDist) => {
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switch dist {
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//TODO: Refactor this bit.
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let defaultSamplingInputs: SamplingInputs.samplingInputs = {
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sampleCount: 10000,
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outputXYPoints: 10000,
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pointSetDistLength: 1000,
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kernelWidth: None,
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}
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let toPointSet = (xyPointLength, t: t) => {
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switch t {
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| #PointSet(pointSet) => Ok(pointSet)
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| #Symbolic(r) => Ok(SymbolicDist.T.toPointSetDist(sampleCount, r))
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| #Symbolic(r) => Ok(SymbolicDist.T.toPointSetDist(xyPointLength, r))
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| #SampleSet(r) => {
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let response = SampleSet.toPointSetDist(
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~samples=r,
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@ -158,62 +120,112 @@ let distToPointSet = (sampleCount, dist: genericDist) => {
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}
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}
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}
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}
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let algebraicCombination = (operation, sampleCount, dist1: t, dist2: t) => {
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let dist1 = sampleN(sampleCount, dist1)
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let dist2 = sampleN(sampleCount, dist2)
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let samples = E.R.merge(dist1, dist2) |> E.R.fmap(((d1, d2)) => {
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Belt.Array.zip(d1, d2) |> E.A.fmap(((a, b)) => Operation.Algebraic.toFn(operation, a, b))
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})
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samples |> E.R.fmap(r => #SampleSet(r))
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}
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let pointwiseCombination = (toPointSet: toPointSetFn, operation, t1: t, t2: t) => {
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E.R.merge(toPointSet(t1), toPointSet(t2))
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|> E.R.fmap(((t1, t2)) =>
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PointSetDist.combinePointwise(OperationType.combinationToFn(operation), t1, t2)
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)
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|> E.R.fmap(r => #PointSet(r))
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}
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let pointwiseCombinationFloat = (
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toPointSet: toPointSetFn,
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operation: OperationType.combination,
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t: t,
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f: float,
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) => {
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switch operation {
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| #Add | #Subtract => Error(DistributionVerticalShiftIsInvalid)
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| (#Multiply | #Divide | #Exponentiate | #Log) as operation =>
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toPointSet(t) |> E.R.fmap(t => {
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let fn = (secondary, main) => Operation.Scale.toFn(operation, main, secondary)
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let integralSumCacheFn = Operation.Scale.toIntegralSumCacheFn(operation)
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let integralCacheFn = Operation.Scale.toIntegralCacheFn(operation)
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PointSetDist.T.mapY(
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~integralSumCacheFn=integralSumCacheFn(f),
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~integralCacheFn=integralCacheFn(f),
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~fn=fn(f),
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t,
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)
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})
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}
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}
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}
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let rec applyFnInternal = (wrapped: wrapped, fnName: operation): wrappedOutput => {
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module OmniRunner = {
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type params = {
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sampleCount: int,
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xyPointLength: int,
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}
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let genericParams = {
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sampleCount: 1000,
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xyPointLength: 1000,
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}
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type wrapped = (genericDist, params)
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let wrapWithParams = (g: genericDist, f: params): wrapped => (g, f)
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type outputType = [
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| #Dist(genericDist)
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| #Error(error)
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| #Float(float)
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]
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let fromResult = (r: result<outputType, error>): outputType =>
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switch r {
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| Ok(o) => o
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| Error(e) => #Error(e)
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}
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let rec applyFnInternal = (wrapped: wrapped, fnName: operation): outputType => {
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let (value, {sampleCount, xyPointLength} as extra) = wrapped
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let reCall = (~value=value, ~extra=extra, ~fnName=fnName, ()) => {
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applyFnInternal((value, extra), fnName)
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}
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let reCallUnwrapped = (~value=value, ~extra=extra, ~fnName=fnName, ()) => {
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let (value, _) = applyFnInternal((value, extra), fnName)
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value
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}
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let toPointSet = r => {
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switch reCallUnwrapped(~value=r, ~fnName=#toDist(#toPointSet), ()) {
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switch reCall(~value=r, ~fnName=#toDist(#toPointSet), ()) {
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| #Dist(#PointSet(p)) => Ok(p)
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| #Error(r) => Error(r)
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| _ => Error(Other("Impossible error"))
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}
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}
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let toPointSetAndReCall = v =>
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toPointSet(v) |> E.R.fmap(r => reCallUnwrapped(~value=#PointSet(r), ()))
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let toPointSetAndReCall = v => toPointSet(v) |> E.R.fmap(r => reCall(~value=#PointSet(r), ()))
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let newVal: outputType = switch (fnName, value) {
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// | (#toFloat(n), v) => toFloat(toPointSet, v, n)
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| (#toFloat(fnName), _) =>
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toFloat(toPointSet, fnName, value) |> E.R.fmap(r => #Float(r)) |> fromResult
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T.toFloat(toPointSet, fnName, value) |> E.R.fmap(r => #Float(r)) |> fromResult
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| (#toDist(#normalize), #PointSet(r)) => #Dist(#PointSet(PointSetDist.T.normalize(r)))
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| (#toDist(#normalize), #Symbolic(_)) => #Dist(value)
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| (#toDist(#normalize), #SampleSet(_)) => #Dist(value)
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| (#toDist(#toPointSet), _) =>
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value |> distToPointSet(sampleCount) |> E.R.fmap(r => #Dist(#PointSet(r))) |> fromResult
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value |> T.toPointSet(xyPointLength) |> E.R.fmap(r => #Dist(#PointSet(r))) |> fromResult
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| (#toDist(#toSampleSet(n)), _) =>
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value |> sampleN(n) |> E.R.fmap(r => #Dist(#SampleSet(r))) |> fromResult
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| (#toDistCombination(#Algebraic, operation, p2), p1) => {
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// TODO: This could be more complex, to get possible simplification and similar.
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let dist1 = sampleN(sampleCount, p1)
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let dist2 = sampleN(sampleCount, p2)
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let samples = E.R.merge(dist1, dist2) |> E.R.fmap(((d1, d2)) => {
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Belt.Array.zip(d1, d2) |> E.A.fmap(((a, b)) => Operation.Algebraic.toFn(operation, a, b))
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})
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switch samples {
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| Ok(r) => #Dist(#SampleSet(r))
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| Error(e) => #Error(e)
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value |> T.sampleN(n) |> E.R.fmap(r => #Dist(#SampleSet(r))) |> fromResult
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| (#toDistCombination(#Algebraic, _, #Float(_)), _) => #Error(NotYetImplemented)
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| (#toDistCombination(#Algebraic, operation, #Dist(p2)), p1) =>
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T.algebraicCombination(operation, sampleCount, p1, p2)
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|> E.R.fmap(r => #Dist(r))
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|> fromResult
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| (#toDistCombination(#Pointwise, operation, #Dist(p2)), p1) =>
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T.pointwiseCombination(toPointSet, operation, p1, p2) |> E.R.fmap(r => #Dist(r)) |> fromResult
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| (#toDistCombination(#Pointwise, operation, #Float(f)), _) =>
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T.pointwiseCombinationFloat(toPointSet, operation, value, f)
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|> E.R.fmap(r => #Dist(#PointSet(r)))
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|> fromResult
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}
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newVal
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}
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| (#toDistCombination(#Pointwise, operation, p2), p1) =>
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switch (
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toPointSet(p1),
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toPointSet(p2)
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) {
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| (Ok(p1), Ok(p2)) =>
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// TODO: If the dist is symbolic, then it doesn't need to be converted into a pointSet
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#Dist(#PointSet(PointSetDist.combinePointwise(combinationToFn(operation), p1, p2)))
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| (_, _) => #Error(Other("No Match or not supported"))
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}
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| _ => #Error(Other("No Match or not supported"))
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}
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(newVal, {sampleCount: sampleCount, xyPointLength: xyPointLength})
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}
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// let applyFn = (wrapped, fnName): wrapped => {
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@ -237,4 +249,8 @@ let rec applyFnInternal = (wrapped: wrapped, fnName: operation): wrappedOutput =
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// }
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// }
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// let exampleDist: genericDist = #PointSet(
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// Discrete(Discrete.make(~integralSumCache=Some(1.0), {xs: [3.0], ys: [1.0]})),
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// )
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// let foo = exampleDist->wrapWithParams(genericParams)->applyFn(#toDist(#normalize))
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@ -7,10 +7,11 @@ type algebraicOperation = [
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| #Subtract
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| #Divide
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| #Exponentiate
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| #Log
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]
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@genType
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type pointwiseOperation = [#Add | #Multiply | #Exponentiate]
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type scaleOperation = [#Multiply | #Exponentiate | #Log]
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type scaleOperation = [#Multiply | #Exponentiate | #Log | #Divide]
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type distToFloatOperation = [
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| #Pdf(float)
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| #Cdf(float)
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@ -28,6 +29,7 @@ module Algebraic = {
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| #Multiply => \"*."
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| #Exponentiate => \"**"
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| #Divide => \"/."
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| #Log => (a, b) => log(a) /. log(b)
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}
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let applyFn = (t, f1, f2) =>
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@ -43,6 +45,7 @@ module Algebraic = {
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| #Multiply => "*"
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| #Exponentiate => "**"
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| #Divide => "/"
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| #Log => "log"
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}
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let format = (a, b, c) => b ++ (" " ++ (toString(a) ++ (" " ++ c)))
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@ -79,6 +82,7 @@ module Scale = {
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let toFn = x =>
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switch x {
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| #Multiply => \"*."
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| #Divide => \"/."
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| #Exponentiate => \"**"
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| #Log => (a, b) => log(a) /. log(b)
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}
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@ -86,6 +90,7 @@ module Scale = {
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let format = (operation: t, value, scaleBy) =>
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switch operation {
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| #Multiply => j`verticalMultiply($value, $scaleBy) `
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| #Divide => j`verticalDivide($value, $scaleBy) `
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| #Exponentiate => j`verticalExponentiate($value, $scaleBy) `
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| #Log => j`verticalLog($value, $scaleBy) `
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}
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@ -93,6 +98,7 @@ module Scale = {
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let toIntegralSumCacheFn = x =>
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switch x {
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| #Multiply => (a, b) => Some(a *. b)
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| #Divide => (a, b) => Some(a /. b)
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| #Exponentiate => (_, _) => None
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| #Log => (_, _) => None
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}
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let toIntegralCacheFn = x =>
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switch x {
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| #Multiply => (_, _) => None // TODO: this could probably just be multiplied out (using Continuous.scaleBy)
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| #Divide => (_, _) => None
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| #Exponentiate => (_, _) => None
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| #Log => (_, _) => None
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}
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