Added additional distributions

src/components/DistBuilder3.re

@@ -77,7 +77,7 @@ let make = () => {
       ~validationStrategy=OnDemand,
       ~schema,
       ~onSubmit=({state}) => {None},
-      ~initialState={guesstimatorString: "mm(1 to 10000)"},
+      ~initialState={guesstimatorString: "mm(1 to 1000)"},
       (),
     );
 

src/symbolic/Jstat.re

@@ -27,7 +27,31 @@ type beta = {
   [@bs.meth] "inv": (float, float, float) => float,
   [@bs.meth] "sample": (float, float) => float,
 };
+type exponential = {
+  .
+  [@bs.meth] "pdf": (float, float) => float,
+  [@bs.meth] "cdf": (float, float) => float,
+  [@bs.meth] "inv": (float, float) => float,
+  [@bs.meth] "sample": float => float,
+};
+type cauchy = {
+  .
+  [@bs.meth] "pdf": (float, float, float) => float,
+  [@bs.meth] "cdf": (float, float, float) => float,
+  [@bs.meth] "inv": (float, float, float) => float,
+  [@bs.meth] "sample": (float, float) => float,
+};
+type triangular = {
+  .
+  [@bs.meth] "pdf": (float, float, float, float) => float,
+  [@bs.meth] "cdf": (float, float, float, float) => float,
+  [@bs.meth] "inv": (float, float, float, float) => float,
+  [@bs.meth] "sample": (float, float, float) => float,
+};
 [@bs.module "jStat"] external normal: normal = "normal";
 [@bs.module "jStat"] external lognormal: lognormal = "lognormal";
 [@bs.module "jStat"] external uniform: uniform = "uniform";
-[@bs.module "jStat"] external beta: beta = "beta";
+[@bs.module "jStat"] external beta: beta = "beta";
+[@bs.module "jStat"] external exponential: exponential = "exponential";
+[@bs.module "jStat"] external cauchy: cauchy = "cauchy";
+[@bs.module "jStat"] external triangular: triangular = "triangular";

src/symbolic/MathJsParser.re

@@ -124,6 +124,23 @@ module MathAdtToDistDst = {
     | [|Value(alpha), Value(beta)|] => Ok(`Simple(`Beta({alpha, beta})))
     | _ => Error("Wrong number of variables in lognormal distribution");
 
+  let exponential: array(arg) => result(SymbolicDist.bigDist, string) =
+    fun
+    | [|Value(rate)|] => Ok(`Simple(`Exponential({rate: rate})))
+    | _ => Error("Wrong number of variables in Exponential distribution");
+
+  let cauchy: array(arg) => result(SymbolicDist.bigDist, string) =
+    fun
+    | [|Value(local), Value(scale)|] =>
+      Ok(`Simple(`Cauchy({local, scale})))
+    | _ => Error("Wrong number of variables in cauchy distribution");
+
+  let triangular: array(arg) => result(SymbolicDist.bigDist, string) =
+    fun
+    | [|Value(low), Value(medium), Value(high)|] =>
+      Ok(`Simple(`Triangular({low, medium, high})))
+    | _ => Error("Wrong number of variables in triangle distribution");
+
   let multiModal =
       (
         args: array(result(SymbolicDist.bigDist, string)),
@@ -157,6 +174,9 @@ module MathAdtToDistDst = {
       | Fn({name: "uniform", args}) => uniform(args)
       | Fn({name: "beta", args}) => beta(args)
       | Fn({name: "to", args}) => to_(args)
+      | Fn({name: "exponential", args}) => exponential(args)
+      | Fn({name: "cauchy", args}) => cauchy(args)
+      | Fn({name: "triangular", args}) => triangular(args)
       | Fn({name: "mm", args}) => {
           let dists = args |> E.A.fmap(functionParser);
           let weights =

src/symbolic/SymbolicDist.re

@@ -18,17 +18,57 @@ type beta = {
   beta: float,
 };
 
+type exponential = {rate: float};
+
+type cauchy = {
+  local: float,
+  scale: float,
+};
+
+type triangular = {
+  low: float,
+  medium: float,
+  high: float,
+};
+
 type dist = [
   | `Normal(normal)
   | `Beta(beta)
   | `Lognormal(lognormal)
   | `Uniform(uniform)
+  | `Exponential(exponential)
+  | `Cauchy(cauchy)
+  | `Triangular(triangular)
 ];
 
 type pointwiseAdd = array((dist, float));
 
 type bigDist = [ | `Simple(dist) | `PointwiseCombination(pointwiseAdd)];
 
+module Exponential = {
+  type t = exponential;
+  let pdf = (x, t: t) => Jstat.exponential##pdf(x, t.rate);
+  let inv = (p, t: t) => Jstat.exponential##inv(p, t.rate);
+  let sample = (t: t) => Jstat.exponential##sample(t.rate);
+  let toString = ({rate}: t) => {j|Exponential($rate)|j};
+};
+
+module Cauchy = {
+  type t = cauchy;
+  let pdf = (x, t: t) => Jstat.cauchy##pdf(x, t.local, t.scale);
+  let inv = (p, t: t) => Jstat.cauchy##inv(p, t.local, t.scale);
+  let sample = (t: t) => Jstat.cauchy##sample(t.local, t.scale);
+  let toString = ({local, scale}: t) => {j|Cauchy($local, $scale)|j};
+};
+
+module Triangular = {
+  type t = triangular;
+  let pdf = (x, t: t) => Jstat.triangular##pdf(x, t.low, t.high, t.medium);
+  let inv = (p, t: t) => Jstat.triangular##inv(p, t.low, t.high, t.medium);
+  let sample = (t: t) => Jstat.triangular##sample(t.low, t.high, t.medium);
+  let toString = ({low, medium, high}: t) => {j|Triangular($low, $medium, $high)|j};
+};
+
 module Normal = {
   type t = normal;
   let pdf = (x, t: t) => Jstat.normal##pdf(x, t.mean, t.stdev);
@@ -87,6 +127,9 @@ module GenericSimple = {
   let pdf = (x, dist) =>
     switch (dist) {
     | `Normal(n) => Normal.pdf(x, n)
+    | `Triangular(n) => Triangular.pdf(x, n)
+    | `Exponential(n) => Exponential.pdf(x, n)
+    | `Cauchy(n) => Cauchy.pdf(x, n)
     | `Lognormal(n) => Lognormal.pdf(x, n)
     | `Uniform(n) => Uniform.pdf(x, n)
     | `Beta(n) => Beta.pdf(x, n)
@@ -95,42 +138,53 @@ module GenericSimple = {
   let inv = (x, dist) =>
     switch (dist) {
     | `Normal(n) => Normal.inv(x, n)
+    | `Triangular(n) => Triangular.inv(x, n)
+    | `Exponential(n) => Exponential.inv(x, n)
+    | `Cauchy(n) => Cauchy.inv(x, n)
     | `Lognormal(n) => Lognormal.inv(x, n)
     | `Uniform(n) => Uniform.inv(x, n)
     | `Beta(n) => Beta.inv(x, n)
     };
 
-  let sample = dist =>
-    switch (dist) {
+  let sample: dist => float =
+    fun
     | `Normal(n) => Normal.sample(n)
+    | `Triangular(n) => Triangular.sample(n)
+    | `Exponential(n) => Exponential.sample(n)
+    | `Cauchy(n) => Cauchy.sample(n)
     | `Lognormal(n) => Lognormal.sample(n)
     | `Uniform(n) => Uniform.sample(n)
-    | `Beta(n) => Beta.sample(n)
-    };
+    | `Beta(n) => Beta.sample(n);
 
-  let toString = dist =>
-    switch (dist) {
+  let toString: dist => string =
+    fun
+    | `Triangular(n) => Triangular.toString(n)
+    | `Exponential(n) => Exponential.toString(n)
+    | `Cauchy(n) => Cauchy.toString(n)
     | `Normal(n) => Normal.toString(n)
     | `Lognormal(n) => Lognormal.toString(n)
     | `Uniform(n) => Uniform.toString(n)
-    | `Beta(n) => Beta.toString(n)
-    };
+    | `Beta(n) => Beta.toString(n);
 
-  let min = dist =>
-    switch (dist) {
+  let min: dist => float =
+    fun
+    | `Triangular({low}) => low
+    | `Exponential(n) => Exponential.inv(minCdfValue, n)
+    | `Cauchy(n) => Cauchy.inv(minCdfValue, n)
     | `Normal(n) => Normal.inv(minCdfValue, n)
     | `Lognormal(n) => Lognormal.inv(minCdfValue, n)
     | `Uniform({low}) => low
-    | `Beta(n) => Beta.inv(minCdfValue, n)
-    };
+    | `Beta(n) => Beta.inv(minCdfValue, n);
 
-  let max = dist =>
-    switch (dist) {
+  let max: dist => float =
+    fun
+    | `Triangular(n) => n.high
+    | `Exponential(n) => Exponential.inv(maxCdfValue, n)
+    | `Cauchy(n) => Cauchy.inv(maxCdfValue, n)
     | `Normal(n) => Normal.inv(maxCdfValue, n)
     | `Lognormal(n) => Lognormal.inv(maxCdfValue, n)
     | `Beta(n) => Beta.inv(maxCdfValue, n)
-    | `Uniform({high}) => high
-    };
+    | `Uniform({high}) => high;
 
   let interpolateXs =
       (~xSelection: [ | `Linear | `ByWeight]=`Linear, dist: dist, sampleCount) => {