Light cleanup of ReducerInterface_GenericDistribution

This commit is contained in:
Ozzie Gooen 2022-04-01 15:41:11 -04:00
parent 18d742b63c
commit e7c2a7db01
8 changed files with 138 additions and 122 deletions

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@ -6,6 +6,9 @@ let makeTest = (str, result) => test(str, () => expectEvalToBe(str, result))
describe("eval", () => {
Only.describe("expressions", () => {
makeTest("normal(5,2)", "Ok(Normal(5,2))")
makeTest("5 to 2", "Error(TODO: Low value must be less than high value.)")
makeTest("to(2,5)", "Ok(Lognormal(1.1512925464970227,0.278507821238345))")
makeTest("to(-2,2)", "Ok(Normal(0,1.215913388057542))")
makeTest("lognormal(5,2)", "Ok(Lognormal(5,2))")
makeTest("mean(normal(5,2))", "Ok(5)")
makeTest("mean(lognormal(1,2))", "Ok(20.085536923187668)")
@ -21,6 +24,5 @@ describe("eval", () => {
makeTest("3+normal(5,2)", "Ok(Point Set Distribution)")
makeTest("add(3, 3)", "Ok(6)")
makeTest("truncateLeft(normal(5,2), 3)", "Ok(Point Set Distribution)")
makeTest("mean(add(3, normal(5,2)))", "Ok(8.004619792609384)")
})
})

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@ -228,7 +228,7 @@ let pointwiseCombinationFloat = (
): result<t, error> => {
let m = switch arithmeticOperation {
| #Add | #Subtract => Error(GenericDist_Types.DistributionVerticalShiftIsInvalid)
| (#Multiply | #Divide | #Exponentiate | #Log) as arithmeticOperation =>
| (#Multiply | #Divide | #Exponentiate | #Logarithm) as arithmeticOperation =>
toPointSetFn(t)->E.R2.fmap(t => {
//TODO: Move to PointSet codebase
let fn = (secondary, main) => Operation.Scale.toFn(arithmeticOperation, main, secondary)

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@ -20,7 +20,7 @@ module Operation = {
| #Subtract
| #Divide
| #Exponentiate
| #Log
| #Logarithm
]
let arithmeticToFn = (arithmetic: arithmeticOperation) =>
@ -30,7 +30,7 @@ module Operation = {
| #Subtract => \"-."
| #Exponentiate => \"**"
| #Divide => \"/."
| #Log => (a, b) => log(a) /. log(b)
| #Logarithm => (a, b) => log(a) /. log(b)
}
type toFloat = [

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@ -1,80 +1,67 @@
module ExpressionValue = ReducerInterface_ExpressionValue
type expressionValue = ReducerInterface_ExpressionValue.expressionValue
let env: GenericDist_GenericOperation.env = {
sampleCount: 1000,
xyPointLength: 1000,
}
let runGenericOperation = GenericDist_GenericOperation.run(
~env={
sampleCount: 1000,
xyPointLength: 1000,
},
)
let runGenericOperation = GenericDist_GenericOperation.run(~env)
module Helpers = {
let arithmeticMap = r =>
switch r {
| "add" => #Add
| "dotAdd" => #Add
| "subtract" => #Subtract
| "dotSubtract" => #Subtract
| "divide" => #Divide
| "logarithm" => #Logarithm
| "dotDivide" => #Divide
| "exponentiate" => #Exponentiate
| "dotExponentiate" => #Exponentiate
| "multiply" => #Multiply
| "dotMultiply" => #Multiply
| "dotLogarithm" => #Logarithm
| _ => #Multiply
}
let arithmeticMap = r =>
switch r {
| "add" => #Add
| "dotAdd" => #Add
| "subtract" => #Subtract
| "dotSubtract" => #Subtract
| "divide" => #Divide
| "logarithm" => #Divide
| "dotDivide" => #Divide
| "exponentiate" => #Exponentiate
| "dotExponentiate" => #Exponentiate
| "multiply" => #Multiply
| "dotMultiply" => #Multiply
| "dotLogarithm" => #Divide
| _ => #Multiply
let catchAndConvertTwoArgsToDists = (args: array<expressionValue>): option<(
GenericDist_Types.genericDist,
GenericDist_Types.genericDist,
)> => {
switch args {
| [EvDistribution(a), EvDistribution(b)] => Some((a, b))
| [EvNumber(a), EvDistribution(b)] => Some((GenericDist.fromFloat(a), b))
| [EvDistribution(a), EvNumber(b)] => Some((a, GenericDist.fromFloat(b)))
| _ => None
}
}
let catchAndConvertTwoArgsToDists = (args: array<expressionValue>): option<(
GenericDist_Types.genericDist,
GenericDist_Types.genericDist,
)> => {
switch args {
| [EvDistribution(a), EvDistribution(b)] => Some((a, b))
| [EvNumber(a), EvDistribution(b)] => Some((GenericDist.fromFloat(a), b))
| [EvDistribution(a), EvNumber(b)] => Some((a, GenericDist.fromFloat(b)))
| _ => None
let toFloatFn = (
fnCall: GenericDist_Types.Operation.toFloat,
dist: GenericDist_Types.genericDist,
) => {
FromDist(GenericDist_Types.Operation.ToFloat(fnCall), dist)->runGenericOperation->Some
}
let toDistFn = (fnCall: GenericDist_Types.Operation.toDist, dist) => {
FromDist(GenericDist_Types.Operation.ToDist(fnCall), dist)->runGenericOperation->Some
}
let twoDiststoDistFn = (direction, arithmetic, dist1, dist2) => {
FromDist(
GenericDist_Types.Operation.ToDistCombination(
direction,
arithmeticMap(arithmetic),
#Dist(dist2),
),
dist1,
)->runGenericOperation
}
}
let toFloatFn = (
fnCall: GenericDist_Types.Operation.toFloat,
dist: GenericDist_Types.genericDist,
) => {
FromDist(GenericDist_Types.Operation.ToFloat(fnCall), dist)->runGenericOperation->Some
}
let toDistFn = (fnCall: GenericDist_Types.Operation.toDist, dist) => {
FromDist(GenericDist_Types.Operation.ToDist(fnCall), dist)->runGenericOperation->Some
}
let twoDiststoDistFn = (direction, arithmetic, dist1, dist2) => {
FromDist(
GenericDist_Types.Operation.ToDistCombination(
direction,
arithmeticMap(arithmetic),
#Dist(dist2),
),
dist1,
)->runGenericOperation
}
let genericOutputToReducerValue = (o: GenericDist_GenericOperation.outputType): result<
expressionValue,
Reducer_ErrorValue.errorValue,
> =>
switch o {
| Dist(d) => Ok(ReducerInterface_ExpressionValue.EvDistribution(d))
| Float(d) => Ok(EvNumber(d))
| String(d) => Ok(EvString(d))
| GenDistError(NotYetImplemented) => Error(RETodo("Function not yet implemented"))
| GenDistError(Unreachable) => Error(RETodo("Unreachable"))
| GenDistError(DistributionVerticalShiftIsInvalid) =>
Error(RETodo("Distribution Vertical Shift is Invalid"))
| GenDistError(Other(s)) => Error(RETodo(s))
}
module SymbolicConstructor = {
module SymbolicConstructors = {
let oneFloat = name =>
switch name {
| "exponential" => Ok(SymbolicDist.Exponential.make)
@ -87,6 +74,7 @@ module SymbolicConstructor = {
| "uniform" => Ok(SymbolicDist.Uniform.make)
| "beta" => Ok(SymbolicDist.Beta.make)
| "lognormal" => Ok(SymbolicDist.Lognormal.make)
| "to" => Ok(SymbolicDist.From90thPercentile.make)
| _ => Error("impossible path")
}
@ -111,47 +99,65 @@ let dispatchToGenericOutput = (call: ExpressionValue.functionCall): option<
let (fnName, args) = call
switch (fnName, args) {
| ("exponential" as fnName, [EvNumber(f1)]) =>
SymbolicConstructor.oneFloat(fnName)
SymbolicConstructors.oneFloat(fnName)
->E.R.bind(r => r(f1))
->SymbolicConstructor.symbolicResultToOutput
| (("normal" | "uniform" | "beta" | "lognormal") as fnName, [EvNumber(f1), EvNumber(f2)]) =>
SymbolicConstructor.twoFloat(fnName)
->SymbolicConstructors.symbolicResultToOutput
| (
("normal" | "uniform" | "beta" | "lognormal" | "to") as fnName,
[EvNumber(f1), EvNumber(f2)],
) =>
SymbolicConstructors.twoFloat(fnName)
->E.R.bind(r => r(f1, f2))
->SymbolicConstructor.symbolicResultToOutput
->SymbolicConstructors.symbolicResultToOutput
| ("triangular" as fnName, [EvNumber(f1), EvNumber(f2), EvNumber(f3)]) =>
SymbolicConstructor.threeFloat(fnName)
SymbolicConstructors.threeFloat(fnName)
->E.R.bind(r => r(f1, f2, f3))
->SymbolicConstructor.symbolicResultToOutput
| ("sample", [EvDistribution(dist)]) => toFloatFn(#Sample, dist)
| ("mean", [EvDistribution(dist)]) => toFloatFn(#Mean, dist)
| ("normalize", [EvDistribution(dist)]) => toDistFn(Normalize, dist)
| ("toPointSet", [EvDistribution(dist)]) => toDistFn(ToPointSet, dist)
| ("cdf", [EvDistribution(dist), EvNumber(float)]) => toFloatFn(#Cdf(float), dist)
| ("pdf", [EvDistribution(dist), EvNumber(float)]) => toFloatFn(#Pdf(float), dist)
| ("inv", [EvDistribution(dist), EvNumber(float)]) => toFloatFn(#Inv(float), dist)
->SymbolicConstructors.symbolicResultToOutput
| ("sample", [EvDistribution(dist)]) => Helpers.toFloatFn(#Sample, dist)
| ("mean", [EvDistribution(dist)]) => Helpers.toFloatFn(#Mean, dist)
| ("normalize", [EvDistribution(dist)]) => Helpers.toDistFn(Normalize, dist)
| ("toPointSet", [EvDistribution(dist)]) => Helpers.toDistFn(ToPointSet, dist)
| ("cdf", [EvDistribution(dist), EvNumber(float)]) => Helpers.toFloatFn(#Cdf(float), dist)
| ("pdf", [EvDistribution(dist), EvNumber(float)]) => Helpers.toFloatFn(#Pdf(float), dist)
| ("inv", [EvDistribution(dist), EvNumber(float)]) => Helpers.toFloatFn(#Inv(float), dist)
| ("toSampleSet", [EvDistribution(dist), EvNumber(float)]) =>
toDistFn(ToSampleSet(Belt.Int.fromFloat(float)), dist)
Helpers.toDistFn(ToSampleSet(Belt.Int.fromFloat(float)), dist)
| ("truncateLeft", [EvDistribution(dist), EvNumber(float)]) =>
toDistFn(Truncate(Some(float), None), dist)
Helpers.toDistFn(Truncate(Some(float), None), dist)
| ("truncateRight", [EvDistribution(dist), EvNumber(float)]) =>
toDistFn(Truncate(None, Some(float)), dist)
Helpers.toDistFn(Truncate(None, Some(float)), dist)
| ("truncate", [EvDistribution(dist), EvNumber(float1), EvNumber(float2)]) =>
toDistFn(Truncate(Some(float1), Some(float2)), dist)
| (("add" | "multiply" | "subtract" | "divide" | "exponentiate") as arithmetic, [a, b] as args) =>
catchAndConvertTwoArgsToDists(args)->E.O2.fmap(((fst, snd)) =>
twoDiststoDistFn(Algebraic, arithmetic, fst, snd)
Helpers.toDistFn(Truncate(Some(float1), Some(float2)), dist)
| (("add" | "multiply" | "subtract" | "divide" | "exponentiate" | "log") as arithmetic, [a, b] as args) =>
Helpers.catchAndConvertTwoArgsToDists(args)->E.O2.fmap(((fst, snd)) =>
Helpers.twoDiststoDistFn(Algebraic, arithmetic, fst, snd)
)
| (
("dotAdd" | "dotMultiply" | "dotSubtract" | "dotDivide" | "dotExponentiate") as arithmetic,
("dotAdd" | "dotMultiply" | "dotSubtract" | "dotDivide" | "dotExponentiate" | "dotLogarithm") as arithmetic,
[a, b] as args,
) =>
catchAndConvertTwoArgsToDists(args)->E.O2.fmap(((fst, snd)) =>
twoDiststoDistFn(Pointwise, arithmetic, fst, snd)
Helpers.catchAndConvertTwoArgsToDists(args)->E.O2.fmap(((fst, snd)) =>
Helpers.twoDiststoDistFn(Pointwise, arithmetic, fst, snd)
)
| _ => None
}
}
let genericOutputToReducerValue = (o: GenericDist_GenericOperation.outputType): result<
expressionValue,
Reducer_ErrorValue.errorValue,
> =>
switch o {
| Dist(d) => Ok(ReducerInterface_ExpressionValue.EvDistribution(d))
| Float(d) => Ok(EvNumber(d))
| String(d) => Ok(EvString(d))
| GenDistError(NotYetImplemented) => Error(RETodo("Function not yet implemented"))
| GenDistError(Unreachable) => Error(RETodo("Unreachable"))
| GenDistError(DistributionVerticalShiftIsInvalid) =>
Error(RETodo("Distribution Vertical Shift is Invalid"))
| GenDistError(Other(s)) => Error(RETodo(s))
}
let dispatch = call => {
dispatchToGenericOutput(call)->E.O2.fmap(genericOutputToReducerValue)
}

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@ -229,6 +229,6 @@ let all = [
),
makeRenderedDistFloat("scaleExp", (dist, float) => verticalScaling(#Exponentiate, dist, float)),
makeRenderedDistFloat("scaleMultiply", (dist, float) => verticalScaling(#Multiply, dist, float)),
makeRenderedDistFloat("scaleLog", (dist, float) => verticalScaling(#Log, dist, float)),
makeRenderedDistFloat("scaleLog", (dist, float) => verticalScaling(#Logarithm, dist, float)),
Multimodal._function,
]

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@ -115,7 +115,7 @@ let combineShapesContinuousContinuous = (
| #Multiply => (m1, m2) => m1 *. m2
| #Divide => (m1, mInv2) => m1 *. mInv2
| #Exponentiate => (m1, mInv2) => m1 ** mInv2
| #Log => (m1, m2) => log(m1) /. log(m2)
| #Logarithm => (m1, m2) => log(m1) /. log(m2)
} // note: here, mInv2 = mean(1 / t2) ~= 1 / mean(t2)
// TODO: I don't know what the variances are for exponentatiation
@ -233,7 +233,7 @@ let combineShapesContinuousDiscrete = (
}
| #Multiply
| #Exponentiate
| #Log
| #Logarithm
| #Divide =>
for j in 0 to t2n - 1 {
// creates a new continuous shape for each one of the discrete points, and collects them in outXYShapes.

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@ -2,7 +2,7 @@ open SymbolicDistTypes
module Normal = {
type t = normal
let make = (mean: float, stdev: float): result<symbolicDist,string> =>
let make = (mean: float, stdev: float): result<symbolicDist, string> =>
stdev > 0.0
? Ok(#Normal({mean: mean, stdev: stdev}))
: Error("Standard deviation of normal distribution must be larger than 0")
@ -48,11 +48,13 @@ module Normal = {
module Exponential = {
type t = exponential
let make = (rate: float): result<symbolicDist,string> =>
let make = (rate: float): result<symbolicDist, string> =>
rate > 0.0
? Ok(#Exponential({
rate: rate,
}))
? Ok(
#Exponential({
rate: rate,
}),
)
: Error("Exponential distributions mean must be larger than 0")
let pdf = (x, t: t) => Jstat.Exponential.pdf(x, t.rate)
let cdf = (x, t: t) => Jstat.Exponential.cdf(x, t.rate)
@ -104,9 +106,9 @@ module Beta = {
module Lognormal = {
type t = lognormal
let make = (mu, sigma) =>
sigma > 0.0
? Ok(#Lognormal({mu: mu, sigma: sigma}))
: Error("Lognormal standard deviation must be larger than 0")
sigma > 0.0
? Ok(#Lognormal({mu: mu, sigma: sigma}))
: Error("Lognormal standard deviation must be larger than 0")
let pdf = (x, t: t) => Jstat.Lognormal.pdf(x, t.mu, t.sigma)
let cdf = (x, t: t) => Jstat.Lognormal.cdf(x, t.mu, t.sigma)
let inv = (p, t: t) => Jstat.Lognormal.inv(p, t.mu, t.sigma)
@ -127,8 +129,7 @@ module Lognormal = {
let mu = Js.Math.log(mean) -. 0.5 *. Js.Math.log(variance /. meanSquared +. 1.0)
let sigma = Js.Math.pow_float(~base=Js.Math.log(variance /. meanSquared +. 1.0), ~exp=0.5)
Ok(#Lognormal({mu: mu, sigma: sigma}))
}
else {
} else {
Error("Lognormal standard deviation must be larger than 0")
}
}
@ -154,9 +155,7 @@ module Lognormal = {
module Uniform = {
type t = uniform
let make = (low, high) =>
high > low
? Ok(#Uniform({low: low, high: high}))
: Error("High must be larger than low")
high > low ? Ok(#Uniform({low: low, high: high})) : Error("High must be larger than low")
let pdf = (x, t: t) => Jstat.Uniform.pdf(x, t.low, t.high)
let cdf = (x, t: t) => Jstat.Uniform.cdf(x, t.low, t.high)
@ -165,7 +164,7 @@ module Uniform = {
let mean = (t: t) => Ok(Jstat.Uniform.mean(t.low, t.high))
let toString = ({low, high}: t) => j`Uniform($low,$high)`
let truncate = (low, high, t: t): t => {
//todo: add check
//todo: add check
let newLow = max(E.O.default(neg_infinity, low), t.low)
let newHigh = min(E.O.default(infinity, high), t.high)
{low: newLow, high: newHigh}
@ -183,6 +182,15 @@ module Float = {
let toString = Js.Float.toString
}
module From90thPercentile = {
let make = (low, high) =>
switch (low, high) {
| (low, high) if low <= 0.0 && low < high => Ok(Normal.from90PercentCI(low, high))
| (low, high) if low < high => Ok(Lognormal.from90PercentCI(low, high))
| (_, _) => Error("Low value must be less than high value.")
}
}
module T = {
let minCdfValue = 0.0001
let maxCdfValue = 0.9999

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@ -7,11 +7,11 @@ type algebraicOperation = [
| #Subtract
| #Divide
| #Exponentiate
| #Log
| #Logarithm
]
@genType
type pointwiseOperation = [#Add | #Multiply | #Exponentiate]
type scaleOperation = [#Multiply | #Exponentiate | #Log | #Divide]
type scaleOperation = [#Multiply | #Exponentiate | #Logarithm | #Divide]
type distToFloatOperation = [
| #Pdf(float)
| #Cdf(float)
@ -29,7 +29,7 @@ module Algebraic = {
| #Multiply => \"*."
| #Exponentiate => \"**"
| #Divide => \"/."
| #Log => (a, b) => log(a) /. log(b)
| #Logarithm => (a, b) => log(a) /. log(b)
}
let applyFn = (t, f1, f2) =>
@ -45,7 +45,7 @@ module Algebraic = {
| #Multiply => "*"
| #Exponentiate => "**"
| #Divide => "/"
| #Log => "log"
| #Logarithm => "log"
}
let format = (a, b, c) => b ++ (" " ++ (toString(a) ++ (" " ++ c)))
@ -84,7 +84,7 @@ module Scale = {
| #Multiply => \"*."
| #Divide => \"/."
| #Exponentiate => \"**"
| #Log => (a, b) => log(a) /. log(b)
| #Logarithm => (a, b) => log(a) /. log(b)
}
let format = (operation: t, value, scaleBy) =>
@ -92,7 +92,7 @@ module Scale = {
| #Multiply => j`verticalMultiply($value, $scaleBy) `
| #Divide => j`verticalDivide($value, $scaleBy) `
| #Exponentiate => j`verticalExponentiate($value, $scaleBy) `
| #Log => j`verticalLog($value, $scaleBy) `
| #Logarithm => j`verticalLog($value, $scaleBy) `
}
let toIntegralSumCacheFn = x =>
@ -100,7 +100,7 @@ module Scale = {
| #Multiply => (a, b) => Some(a *. b)
| #Divide => (a, b) => Some(a /. b)
| #Exponentiate => (_, _) => None
| #Log => (_, _) => None
| #Logarithm => (_, _) => None
}
let toIntegralCacheFn = x =>
@ -108,7 +108,7 @@ module Scale = {
| #Multiply => (_, _) => None // TODO: this could probably just be multiplied out (using Continuous.scaleBy)
| #Divide => (_, _) => None
| #Exponentiate => (_, _) => None
| #Log => (_, _) => None
| #Logarithm => (_, _) => None
}
}