Added sampleN from Stdlib to allow for correct sampling of discrete distributions

This commit is contained in:
Ozzie Gooen 2022-08-21 21:45:05 -07:00
parent 7237f2709b
commit e1efefaf7d
6 changed files with 49 additions and 8 deletions

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@ -0,0 +1,16 @@
open Jest
open Expect
let makeTest = (~only=false, str, item1, item2) =>
only
? Only.test(str, () => expect(item1)->toEqual(item2))
: test(str, () => expect(item1)->toEqual(item2))
describe("Stdlib", () => {
makeTest("min", Stdlib.Random.sample([1.0, 2.0], {probs: [0.5, 0.5], size: 10}) |> E.A.length, 10)
makeTest(
"min",
Stdlib.Random.sample([1.0, 2.0], {probs: [0.5, 0.5], size: 10}) |> E.A.uniq |> E.A.Floats.sort,
[1.0, 2.0],
)
})

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@ -18,6 +18,7 @@
"benchmark": "ts-node benchmark/conversion_tests.ts", "benchmark": "ts-node benchmark/conversion_tests.ts",
"test": "jest", "test": "jest",
"test:ts": "jest __tests__/TS/", "test:ts": "jest __tests__/TS/",
"test:stdlib": "jest __tests__/Stdlib_test.bs.js",
"test:rescript": "jest --modulePathIgnorePatterns=__tests__/TS/*", "test:rescript": "jest --modulePathIgnorePatterns=__tests__/TS/*",
"test:watch": "jest --watchAll", "test:watch": "jest --watchAll",
"test:fnRegistry": "jest __tests__/SquiggleLibrary/SquiggleLibrary_FunctionRegistryLibrary_test.bs.js", "test:fnRegistry": "jest __tests__/SquiggleLibrary/SquiggleLibrary_FunctionRegistryLibrary_test.bs.js",

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@ -224,3 +224,8 @@ module T = Dist({
XYShape.Analysis.getVarianceDangerously(t, mean, getMeanOfSquares) XYShape.Analysis.getVarianceDangerously(t, mean, getMeanOfSquares)
} }
}) })
let sampleN = (t: t, n): array<float> => {
let normalized = t |> T.normalize |> getShape
Stdlib.Random.sample(normalized.xs, {probs: normalized.ys, size: n})
}

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@ -257,3 +257,7 @@ let toSparkline = (t: t, bucketCount): result<string, PointSetTypes.sparklineErr
->E.O2.fmap(Continuous.downsampleEquallyOverX(bucketCount)) ->E.O2.fmap(Continuous.downsampleEquallyOverX(bucketCount))
->E.O2.toResult(PointSetTypes.CannotSparklineDiscrete) ->E.O2.toResult(PointSetTypes.CannotSparklineDiscrete)
->E.R2.fmap(r => Continuous.getShape(r).ys->Sparklines.create()) ->E.R2.fmap(r => Continuous.getShape(r).ys->Sparklines.create())
let makeDiscrete = (d):t => Discrete(d)
let makeContinuous = (d):t => Continuous(d)
let makeMixed = (d):t => Mixed(d)

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@ -134,12 +134,19 @@ let percentile = (t, f) => T.get(t)->E.A.Floats.percentile(f)
let mixture = (values: array<(t, float)>, intendedLength: int) => { let mixture = (values: array<(t, float)>, intendedLength: int) => {
let totalWeight = values->E.A2.fmap(E.Tuple2.second)->E.A.Floats.sum let totalWeight = values->E.A2.fmap(E.Tuple2.second)->E.A.Floats.sum
values let discreteSamples =
->E.A2.fmap(((dist, weight)) => { values
let adjustedWeight = weight /. totalWeight ->Belt.Array.mapWithIndex((i, (_, weight)) => (E.I.toFloat(i), weight /. totalWeight))
let samplesToGet = adjustedWeight *. E.I.toFloat(intendedLength) |> E.Float.toInt ->XYShape.T.fromZippedArray
sampleN(dist, samplesToGet) ->Discrete.make
}) ->Discrete.sampleN(intendedLength)
->E.A.concatMany let dists = values->E.A2.fmap(E.Tuple2.first)->E.A2.fmap(T.get)
->T.make let samples =
discreteSamples
->Belt.Array.mapWithIndex((index, distIndexToChoose) => {
let chosenDist = E.A.get(dists, E.Float.toInt(distIndexToChoose))
chosenDist |> E.O2.bind(E.A.get(_, index))
})
->E.A.O.openIfAllSome
(samples |> E.O.toExn("Mixture unreachable error"))->T.make
} }

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@ -38,3 +38,11 @@ module Logistic = {
@module external variance: (float, float) => float = "@stdlib/stats/base/dists/logistic/variance" @module external variance: (float, float) => float = "@stdlib/stats/base/dists/logistic/variance"
let variance = variance let variance = variance
} }
module Random = {
type sampleArgs = {
probs: array<float>,
size: int,
}
@module external sample: (array<float>, sampleArgs) => array<float> = "@stdlib/random/sample"
}