Merge branch 'master' of github.com:foretold-app/estiband

* 'master' of github.com:foretold-app/estiband: (32 commits)
  Fixes CdfLibrary.js
  Fixes CdfLibrary.js
  Adds integral function
  Adds integral function
  Adds tests
  Adds tests
  FindX tests
  FindY tests (2)
  FindY tests
  Renames CDFunctor
  Findx
  FindY
  FindY
  Adds tests (5)
  Adds tests (4)
  Adds tests (3)
  Adds tests (2)
  Adds tests
  Adds a "range" function
  Fixes file link
  ...

__tests__/CDF__Test.re

@@ -0,0 +1,179 @@
+open Jest;
+open Expect;
+
+exception ShapeWrong(string);
+describe("CDF", () => {
+  test("raise - w/o order", () => {
+    expect(() => {
+      module Cdf =
+        CDF.Make({
+          let shape: DistTypes.xyShape = {
+            xs: [|10., 4., 8.|],
+            ys: [|8., 9., 2.|],
+          };
+        });
+      ();
+    })
+    |> toThrow
+  });
+  test("raise - with order", () => {
+    expect(() => {
+      module Cdf =
+        CDF.Make({
+          let shape: DistTypes.xyShape = {
+            xs: [|1., 4., 8.|],
+            ys: [|8., 9., 2.|],
+          };
+        });
+      ();
+    })
+    |> not_
+    |> toThrow
+  });
+  test("order#1", () => {
+    let a = CDF.order({xs: [|1., 4., 8.|], ys: [|8., 9., 2.|]});
+    let b: DistTypes.xyShape = {xs: [|1., 4., 8.|], ys: [|8., 9., 2.|]};
+    expect(a) |> toEqual(b);
+  });
+  test("order#2", () => {
+    let a = CDF.order({xs: [|10., 5., 12.|], ys: [|8., 9., 2.|]});
+    let b: DistTypes.xyShape = {xs: [|5., 10., 12.|], ys: [|9., 8., 2.|]};
+    expect(a) |> toEqual(b);
+  });
+
+  describe("minX - maxX", () => {
+    module Dist =
+      CDF.Make({
+        let shape = CDF.order({xs: [|20., 4., 8.|], ys: [|8., 9., 2.|]});
+      });
+    test("minX", () => {
+      expect(Dist.minX()) |> toEqual(4.)
+    });
+    test("maxX", () => {
+      expect(Dist.maxX()) |> toEqual(20.)
+    });
+  });
+
+  describe("findY", () => {
+    module Dist =
+      CDF.Make({
+        let shape = CDF.order({xs: [|1., 2., 3.|], ys: [|5., 6., 7.|]});
+      });
+    test("#1", () => {
+      expect(Dist.findY(1.)) |> toEqual(5.)
+    });
+    test("#2", () => {
+      expect(Dist.findY(1.5)) |> toEqual(5.5)
+    });
+    test("#3", () => {
+      expect(Dist.findY(3.)) |> toEqual(7.)
+    });
+    test("#4", () => {
+      expect(Dist.findY(4.)) |> toEqual(7.)
+    });
+    test("#5", () => {
+      expect(Dist.findY(15.)) |> toEqual(7.)
+    });
+    test("#6", () => {
+      expect(Dist.findY(-1.)) |> toEqual(5.)
+    });
+  });
+
+  describe("findX", () => {
+    module Dist =
+      CDF.Make({
+        let shape = CDF.order({xs: [|1., 2., 3.|], ys: [|5., 6., 7.|]});
+      });
+    test("#1", () => {
+      expect(Dist.findX(5.)) |> toEqual(1.)
+    });
+    test("#2", () => {
+      expect(Dist.findX(7.)) |> toEqual(3.)
+    });
+    test("#3", () => {
+      expect(Dist.findX(5.5)) |> toEqual(1.5)
+    });
+    test("#4", () => {
+      expect(Dist.findX(8.)) |> toEqual(3.)
+    });
+    test("#5", () => {
+      expect(Dist.findX(4.)) |> toEqual(1.)
+    });
+  });
+
+  describe("convertWithAlternativeXs", () => {
+    open Functions;
+    let xs = up(1, 9);
+    let ys = up(20, 28);
+    module Dist =
+      CDF.Make({
+        let shape = CDF.order({xs, ys});
+      });
+
+    let xs2 = up(3, 7);
+    module Dist2 =
+      CDF.Make({
+        let shape = Dist.convertWithAlternativeXs(xs2);
+      });
+
+    test("#1", () => {
+      expect(Dist2.xs) |> toEqual([|3., 4., 5., 6., 7.|])
+    });
+    test("#2", () => {
+      expect(Dist2.ys) |> toEqual([|22., 23., 24., 25., 26.|])
+    });
+  });
+
+  describe("convertToNewLength", () => {
+    open Functions;
+    let xs = up(1, 9);
+    let ys = up(50, 58);
+    module Dist =
+      CDF.Make({
+        let shape = CDF.order({xs, ys});
+      });
+    module Dist2 =
+      CDF.Make({
+        let shape = Dist.convertToNewLength(3);
+      });
+    test("#1", () => {
+      expect(Dist2.xs) |> toEqual([|1., 5., 9.|])
+    });
+    test("#2", () => {
+      expect(Dist2.ys) |> toEqual([|50., 54., 58.|])
+    });
+  });
+
+  // @todo: Should each test expect 70.?
+  describe("sample", () => {
+    open Functions;
+    let xs = up(1, 9);
+    let ys = up(70, 78);
+    module Dist =
+      CDF.Make({
+        let shape = CDF.order({xs, ys});
+      });
+
+    let xs2 = Dist.sample(3);
+    test("#1", () => {
+      expect(xs2[0]) |> toBe(70.)
+    });
+    test("#2", () => {
+      expect(xs2[1]) |> toBe(70.)
+    });
+    test("#3", () => {
+      expect(xs2[2]) |> toBe(70.)
+    });
+  });
+
+  describe("integral", () => {
+    module Dist =
+      CDF.Make({
+        let shape =
+          CDF.order({xs: [|0., 1., 2., 4.|], ys: [|0.0, 1.0, 2.0, 2.0|]});
+      });
+    test("with regular inputs", () => {
+      expect(Dist.integral()) |> toBe(6.)
+    });
+  });
+});

__tests__/Functions__Test.re

@@ -0,0 +1,92 @@
+open Jest;
+open Expect;
+
+exception ShapeWrong(string);
+describe("Functions", () => {
+  test("interpolate", () => {
+    let a = Functions.interpolate(10., 20., 1., 2., 15.);
+    let b = 1.5;
+    expect(a) |> toEqual(b);
+  });
+  test("range#1", () => {
+    expect(Functions.range(1., 5., 3)) |> toEqual([|1., 3., 5.|])
+  });
+  test("range#2", () => {
+    expect(Functions.range(1., 5., 5)) |> toEqual([|1., 2., 3., 4., 5.|])
+  });
+  test("range#3", () => {
+    expect(Functions.range(-10., 15., 2)) |> toEqual([|(-10.), 15.|])
+  });
+  test("range#4", () => {
+    expect(Functions.range(-10., 15., 3)) |> toEqual([|(-10.), 2.5, 15.|])
+  });
+  test("range#5", () => {
+    expect(Functions.range(-10.3, 17., 3))
+    |> toEqual([|(-10.3), 3.3499999999999996, 17.|])
+  });
+  test("range#6", () => {
+    expect(Functions.range(-10.3, 17., 5))
+    |> toEqual([|
+         (-10.3),
+         (-3.4750000000000005),
+         3.3499999999999996,
+         10.175,
+         17.0,
+       |])
+  });
+  test("range#7", () => {
+    expect(Functions.range(-10.3, 17.31, 3))
+    |> toEqual([|(-10.3), 3.504999999999999, 17.31|])
+  });
+  test("range#8", () => {
+    expect(Functions.range(1., 1., 3)) |> toEqual([|1., 1., 1.|])
+  });
+  test("mean#1", () => {
+    expect(Functions.mean([|1., 2., 3.|])) |> toEqual(2.)
+  });
+  test("mean#2", () => {
+    expect(Functions.mean([|1., 2., 3., (-2.)|])) |> toEqual(1.)
+  });
+  test("mean#3", () => {
+    expect(Functions.mean([|1., 2., 3., (-2.), (-10.)|])) |> toEqual(-1.2)
+  });
+  test("min#1", () => {
+    expect(Functions.min([|1., 2., 3.|])) |> toEqual(1.)
+  });
+  test("min#2", () => {
+    expect(Functions.min([|(-1.), (-2.), 0., 20.|])) |> toEqual(-2.)
+  });
+  test("min#3", () => {
+    expect(Functions.min([|(-1.), (-2.), 0., 20., (-2.2)|]))
+    |> toEqual(-2.2)
+  });
+  test("max#1", () => {
+    expect(Functions.max([|1., 2., 3.|])) |> toEqual(3.)
+  });
+  test("max#2", () => {
+    expect(Functions.max([|(-1.), (-2.), 0., 20.|])) |> toEqual(20.)
+  });
+  test("max#3", () => {
+    expect(Functions.max([|(-1.), (-2.), 0., (-2.2)|])) |> toEqual(0.)
+  });
+  test("random#1", () => {
+    expect(Functions.random(1, 5)) |> toBeLessThanOrEqual(5)
+  });
+  test("random#2", () => {
+    expect(Functions.random(1, 5)) |> toBeGreaterThanOrEqual(1)
+  });
+  test("up#1", () => {
+    expect(Functions.up(1, 5)) |> toEqual([|1., 2., 3., 4., 5.|])
+  });
+  test("up#2", () => {
+    expect(Functions.up(-1, 5))
+    |> toEqual([|(-1.), 0., 1., 2., 3., 4., 5.|])
+  });
+  test("down#1", () => {
+    expect(Functions.down(5, 1)) |> toEqual([|5., 4., 3., 2., 1.|])
+  });
+  test("down#2", () => {
+    expect(Functions.down(5, -1))
+    |> toEqual([|5., 4., 3., 2., 1., 0., (-1.)|])
+  });
+});

src/Index.bs.js

@@ -1,11 +0,0 @@
-'use strict';
-
-var React = require("react");
-var ReactDOMRe = require("reason-react/src/ReactDOMRe.js");
-var App$ProbExample = require("./App.bs.js");
-
-((import('./styles/index.css')));
-
-ReactDOMRe.renderToElementWithId(React.createElement(App$ProbExample.make, { }), "app");
-
-/*  Not a pure module */

src/utility/CdfLibrary.js

@@ -4,57 +4,57 @@ const {
   ContinuousDistribution,
   ContinuousDistributionCombination,
   scoringFunctions,
-  } = require("@foretold/cdf/lib");
+} = require("@foretold/cdf/lib");
-  const _ = require("lodash");
+const _ = require("lodash");
 
-  /**
+/**
  *
  * @param xs
  * @param ys
  * @returns {{ys: *, xs: *}}
  */
-  function cdfToPdf({ xs, ys }) {
+function cdfToPdf({ xs, ys }) {
   let cdf = new Cdf(xs, ys);
   let pdf = cdf.toPdf();
   return { xs: pdf.xs, ys: pdf.ys };
-  }
+}
 
-  /**
+/**
  *
  * @param xs
  * @param ys
  * @returns {{ys: *, xs: *}}
  */
-  function pdfToCdf({ xs, ys }) {
+function pdfToCdf({ xs, ys }) {
   let cdf = new Pdf(xs, ys);
   let pdf = cdf.toCdf();
   return { xs: pdf.xs, ys: pdf.ys };
-  }
+}
 
-  /**
+/**
  *
  * @param sampleCount
  * @param vars
  * @returns {{ys: *, xs: *}}
  */
-  function mean(sampleCount, vars) {
+function mean(sampleCount, vars) {
   let cdfs = vars.map(r => new Cdf(r.xs, r.ys));
   let comb = new ContinuousDistributionCombination(cdfs);
   let newCdf = comb.combineYsWithMean(sampleCount);
 
   return { xs: newCdf.xs, ys: newCdf.ys };
-  }
+}
 
-  /**
+/**
  *
  * @param sampleCount
  * @param predictionCdf
  * @param resolutionCdf
  */
-  function scoreNonMarketCdfCdf(sampleCount, predictionCdf, resolutionCdf, resolutionUniformAdditionWeight=0) {
+function scoreNonMarketCdfCdf(sampleCount, predictionCdf, resolutionCdf, resolutionUniformAdditionWeight = 0) {
   let toCdf = (r) => (new Cdf(r.xs, r.ys));
   let prediction = toCdf(predictionCdf);
-    if (_.isFinite(resolutionUniformAdditionWeight)){
+  if (_.isFinite(resolutionUniformAdditionWeight)) {
     prediction = prediction.combineWithUniformOfCdf(
       {
         cdf: toCdf(resolutionCdf),
@@ -69,75 +69,72 @@ const {
     resultCdf: toCdf(resolutionCdf),
     sampleCount,
   });
-  }
+}
 
-  /**
+/**
  *
  * @param sampleCount
  * @param cdf
  */
-  function differentialEntropy(sampleCount, cdf) {
+function differentialEntropy(sampleCount, cdf) {
   let toCdf = (r) => (new Cdf(r.xs, r.ys));
 
   return scoringFunctions.differentialEntropy({
     cdf: toCdf(cdf),
     sampleCount: sampleCount
   });
-  }
+}
 
-  /**
+/**
  *
  * @param x
  * @param xs
  * @param ys
  * @returns {number}
  */
-  function findY(x, { xs, ys }) {
+function findY(x, { xs, ys }) {
   let cdf = new Cdf(xs, ys);
   return cdf.findY(x);
-  }
+}
 
-  /**
+/**
  *
  * @param x
  * @param xs
  * @param ys
  * @returns {number[]}
  */
-  function convertToNewLength(n, { xs, ys }) {
+function convertToNewLength(n, { xs, ys }) {
   let dist = new ContinuousDistribution(xs, ys);
   return dist.convertToNewLength(n);
-  }
+}
 
-  /**
+/**
  *
  * @param y
  * @param xs
  * @param ys
  * @returns {number}
  */
-  function findX(y, { xs, ys }) {
+function findX(y, { xs, ys }) {
   let cdf = new Cdf(xs, ys);
   return cdf.findX(y);
-  }
+}
 
-  /**
+/**
  *
  * @param xs
  * @param ys
  * @returns {number[]}
  */
-  function integral({ xs, ys }) {
+function integral({ xs, ys }) {
-    if (_.includes(ys, NaN)){
+  if (_.includes(ys, NaN)) {
     return NaN;
-    }
+  } else if (_.includes(ys, Infinity) && _.includes(ys, -Infinity)) {
-    else if (_.includes(ys, Infinity) && _.includes(ys, -Infinity)){
     return NaN;
-    }
+  } else if (_.includes(ys, Infinity)) {
-    else if (_.includes(ys, Infinity)){
     return Infinity;
-    }
+  } else if (_.includes(ys, -Infinity)) {
-    else if (_.includes(ys, -Infinity)){
     return -Infinity;
   }
 
@@ -158,9 +155,9 @@ const {
 
   }
   return integral;
-  }
+}
 
-  module.exports = {
+module.exports = {
   cdfToPdf,
   pdfToCdf,
   findY,
@@ -170,5 +167,4 @@ const {
   scoreNonMarketCdfCdf,
   differentialEntropy,
   integral,
-  };
+};
-  

src/utility/lib/CDF.re

@@ -0,0 +1,107 @@
+module type Config = {let shape: DistTypes.xyShape;};
+
+exception ShapeWrong(string);
+
+let order = (shape: DistTypes.xyShape): DistTypes.xyShape => {
+  let xy =
+    shape.xs
+    |> Array.mapi((i, x) => [x, shape.ys |> Array.get(_, i)])
+    |> Belt.SortArray.stableSortBy(_, ([a, _], [b, _]) => a > b ? 1 : (-1));
+  {
+    xs: xy |> Array.map(([x, _]) => x),
+    ys: xy |> Array.map(([_, y]) => y),
+  };
+};
+
+module Make = (Config: Config) => {
+  let xs = Config.shape.xs;
+  let ys = Config.shape.ys;
+  let get = Array.get;
+  let len = Array.length;
+
+  let validateHasLength = (): bool => len(xs) > 0;
+  let validateSize = (): bool => len(xs) == len(ys);
+  if (!validateHasLength()) {
+    raise(ShapeWrong("You need at least one element."));
+  };
+  if (!validateSize()) {
+    raise(ShapeWrong("Arrays of \"xs\" and \"ys\" have different sizes."));
+  };
+  if (!Belt.SortArray.isSorted(xs, (a, b) => a > b ? 1 : (-1))) {
+    raise(ShapeWrong("Arrays of \"xs\" and \"ys\" have different sizes."));
+  };
+  let minX = () => get(xs, 0);
+  let maxX = () => get(xs, len(xs) - 1);
+  let minY = () => get(ys, 0);
+  let maxY = () => get(ys, len(ys) - 1);
+  let findY = (x: float): float => {
+    let firstHigherIndex = Belt.Array.getIndexBy(xs, e => e >= x);
+    switch (firstHigherIndex) {
+    | None => maxY()
+    | Some(0) => minY()
+    | Some(firstHigherIndex) =>
+      let lowerOrEqualIndex =
+        firstHigherIndex - 1 < 0 ? 0 : firstHigherIndex - 1;
+      let needsInterpolation = get(xs, lowerOrEqualIndex) != x;
+      if (needsInterpolation) {
+        Functions.interpolate(
+          get(xs, lowerOrEqualIndex),
+          get(xs, firstHigherIndex),
+          get(ys, lowerOrEqualIndex),
+          get(ys, firstHigherIndex),
+          x,
+        );
+      } else {
+        ys[lowerOrEqualIndex];
+      };
+    };
+  };
+  let findX = (y: float): float => {
+    let firstHigherIndex = Belt.Array.getIndexBy(ys, e => e >= y);
+    switch (firstHigherIndex) {
+    | None => maxX()
+    | Some(0) => minX()
+    | Some(firstHigherIndex) =>
+      let lowerOrEqualIndex =
+        firstHigherIndex - 1 < 0 ? 0 : firstHigherIndex - 1;
+      let needsInterpolation = get(ys, lowerOrEqualIndex) != y;
+      if (needsInterpolation) {
+        Functions.interpolate(
+          get(ys, lowerOrEqualIndex),
+          get(ys, firstHigherIndex),
+          get(xs, lowerOrEqualIndex),
+          get(xs, firstHigherIndex),
+          y,
+        );
+      } else {
+        xs[lowerOrEqualIndex];
+      };
+    };
+  };
+  let convertWithAlternativeXs = (newXs: array(float)): DistTypes.xyShape => {
+    let newYs = Belt.Array.map(newXs, findY);
+    {xs: newXs, ys: newYs};
+  };
+  let convertToNewLength = (newLength: int): DistTypes.xyShape => {
+    Functions.(
+      range(min(xs), max(xs), newLength) |> convertWithAlternativeXs
+    );
+  };
+  let sampleSingle = (): float => Js.Math.random() |> findY;
+  let sample = (size: int): array(float) =>
+    Belt.Array.makeBy(size, i => sampleSingle());
+  let integral = () => {
+    Belt.Array.reduceWithIndex(ys, 0., (integral, y, i) => {
+      switch (i) {
+      | 0 => integral
+      | _ =>
+        let thisY = y;
+        let lastY = get(ys, i - 1);
+        let thisX = get(xs, i);
+        let lastX = get(xs, i - 1);
+        let sectionInterval = (thisY +. lastY) /. 2. *. (thisX -. lastX);
+        integral +. sectionInterval;
+      }
+    });
+  };
+};

src/utility/lib/Functions.re

@@ -0,0 +1,36 @@
+exception RangeWrong(string);
+
+let interpolate =
+    (xMin: float, xMax: float, yMin: float, yMax: float, xIntended: float)
+    : float => {
+  let minProportion = (xMax -. xIntended) /. (xMax -. xMin);
+  let maxProportion = (xIntended -. xMin) /. (xMax -. xMin);
+  yMin *. minProportion +. yMax *. maxProportion;
+};
+
+let sum = Belt.Array.reduce(_, 0., (i, j) => i +. j);
+let mean = a => sum(a) /. (Array.length(a) |> float_of_int);
+let min = a => Belt.Array.reduce(a, a[0], (i, j) => i < j ? i : j);
+let max = a => Belt.Array.reduce(a, a[0], (i, j) => i > j ? i : j);
+let up = (a, b) =>
+  Array.make(b - a + 1, a)
+  |> Array.mapi((i, c) => c + i)
+  |> Belt.Array.map(_, float_of_int);
+let down = (a, b) =>
+  Array.make(a - b + 1, a)
+  |> Array.mapi((i, c) => c - i)
+  |> Belt.Array.map(_, float_of_int);
+let range = (min: float, max: float, n: int): array(float) => {
+  switch (n) {
+  | 0 => [||]
+  | 1 => [|min|]
+  | 2 => [|min, max|]
+  | _ when min == max => Belt.Array.make(n, min)
+  | _ when n < 0 => raise(RangeWrong("n is less then zero"))
+  | _ when min > max => raise(RangeWrong("Min values is less then max"))
+  | _ =>
+    let diff = (max -. min) /. Belt.Float.fromInt(n - 1);
+    Belt.Array.makeBy(n, i => {min +. Belt.Float.fromInt(i) *. diff});
+  };
+};
+let random = Js.Math.random_int;