First full-through with symbolic parsing

__tests__/Jstat__test.re

@@ -0,0 +1,11 @@
+open Jest;
+open Expect;
+
+describe("Shape", () => {
+  describe("Continuous", () => {
+    test("", () => {
+      Js.log(Jstat.Jstat.normal);
+      expect(Jstat.Jstat.normal##pdf(3.0, 3.0, 3.0)) |> toEqual(1.0);
+    })
+  })
+});

__tests__/Parser__test.re

@@ -0,0 +1,22 @@
+open Jest;
+open Expect;
+
+let json = Mathjs.parseMath("mm(normal(5,2), normal(10))");
+
+describe("Shape", () => {
+  describe("Parser", () => {
+    test("", () => {
+      let parsed1 = MathJsParser.parseMathjs(json);
+      let parsed2 =
+        (
+          switch (parsed1 |> E.O.fmap(MathJsParser.toValue)) {
+          | Some(Ok(r)) => Some(r)
+          | _ => None
+          }
+        )
+        |> E.O.fmap(Jstat.toString);
+      Js.log2("YOYOYYO", parsed2);
+      expect(1.0) |> toEqual(1.0);
+    })
+  })
+});

__tests__/math__test.js

@@ -0,0 +1,5 @@
+const foo = require('./mathtest')
+
+test('sdf', () => {
+    expect(1).toBe(2)
+})

__tests__/mathtest.js

@@ -0,0 +1,64 @@
+// This example demonstrates importing a custom data type,
+// and extending an existing function (add) with support for this data type.
+
+const { create, factory, all } = require('mathjs');
+const math = create(all)
+
+// factory function which defines a new data type FunctionalDistribution
+const createFunctionalDistribution = factory('FunctionalDistribution', ['typed'], ({ typed }) => {
+  // create a new data type
+  function FunctionalDistribution (value) {
+    this.value = value
+  }
+  FunctionalDistribution.prototype.isFunctionalDistribution = true
+  FunctionalDistribution.prototype.toString = function () {
+    return 'FunctionalDistribution:' + this.value
+  }
+
+  // define a new data type with typed-function
+  typed.addType({
+    name: 'FunctionalDistribution',
+    test: function (x) {
+      // test whether x is of type FunctionalDistribution
+      return x && x.isFunctionalDistribution === true
+    }
+  })
+
+  return FunctionalDistribution
+})
+
+// function add which can add the FunctionalDistribution data type
+// When imported in math.js, the existing function `add` with support for
+// FunctionalDistribution, because both implementations are typed-functions and do not
+// have conflicting signatures.
+const createAddFunctionalDistribution = factory('add', ['typed', 'FunctionalDistribution'], ({ typed, FunctionalDistribution }) => {
+  return typed('add', {
+    'FunctionalDistribution, FunctionalDistribution': function (a, b) {
+      return new FunctionalDistribution(a.value + b.value)
+    }
+  })
+})
+
+const createSubtractFunctionalDistribution = factory('subtract', ['typed', 'FunctionalDistribution'], ({ typed, FunctionalDistribution }) => {
+  return typed('subtract', {
+    'FunctionalDistribution, FunctionalDistribution': function (a, b) {
+      return new FunctionalDistribution(a.value - b.value)
+    }
+  })
+})
+
+// import the new data type and function
+math.import([
+  createFunctionalDistribution,
+  createAddFunctionalDistribution,
+  createSubtractFunctionalDistribution
+])
+
+// use the new type
+const ans = math.chain(new math.FunctionalDistribution(2)).subtract(new math.FunctionalDistribution(3))
+// ans = FunctionalDistribution(5)
+
+console.log(ans.toString())
+// outputs 'FunctionalDistribution:5'
+
+module.exports = ans

bsconfig.json

@@ -3,7 +3,8 @@
   "reason": {
     "react-jsx": 3
   },
-  "sources": [{
+  "sources": [
+    {
       "dir": "src",
       "subdirs": true
     },
@@ -19,14 +20,17 @@
     }
   ],
   "bsc-flags": ["-bs-super-errors", "-bs-no-version-header"],
-  "package-specs": [{
-    "module": "commonjs",
-    "in-source": true
-  }],
+  "package-specs": [
+    {
+      "module": "commonjs",
+      "in-source": true
+    }
+  ],
   "suffix": ".bs.js",
   "namespace": true,
   "bs-dependencies": [
     "@glennsl/bs-jest",
+    "@glennsl/bs-json",
     "@foretold/components",
     "bs-ant-design-alt",
     "reason-react",
@@ -37,7 +41,5 @@
     "reschema"
   ],
   "refmt": 3,
-  "ppx-flags": [
-    "lenses-ppx/ppx"
-  ]
+  "ppx-flags": ["lenses-ppx/ppx"]
 }

package.json

@@ -29,6 +29,7 @@
     "@foretold/components": "0.0.3",
     "@foretold/guesstimator": "1.0.10",
     "@glennsl/bs-jest": "^0.5.0",
+    "@glennsl/bs-json": "^5.0.2",
     "antd": "3.17.0",
     "autoprefixer": "9.7.4",
     "babel-plugin-transform-es2015-modules-commonjs": "^6.26.2",

src/components/editor/distribution.js

@@ -25,7 +25,7 @@ class BaseDistributionBinned {
     this.max_bin_size = 0.005;
     this.min_bin_size = 0;
     this.increment = 0.0001;
-    this.desired_delta = 0.0001;
+    this.desired_delta = 0.001;
     this.start_bin_size = 0.0001;
 
     [this.params, this.pdf_func, this.sample] = this.get_params_and_pdf_func(
@@ -44,6 +44,8 @@ class BaseDistributionBinned {
     throw new Error("NotImplementedError");
   }
 
+
+  //Adaptive binning. Specify a desired change in density to get adjusted bin sizes.
   /**
    * @returns {(number[]|[*])[]}
    * @private

src/components/editor/main.js

@@ -8,6 +8,7 @@ const math = _math.create(_math.all);
 const NUM_MC_SAMPLES = 3000;
 const OUTPUT_GRID_NUMEL = 3000;
 
+
 /**
  * The main algorithmic work is done by functions in this module.
  * It also contains the main function, taking the user's string
@@ -290,6 +291,7 @@ function pluck_from_array(array, idx) {
  * If distr_string requires MC, try all possible
  * choices for the deterministic distribution,
  * and pick the one with the least variance.
+ * It's much better to sample from a normal than a lognormal.
  *
  * @param distr_string
  * @returns {(*|*[])[]|*[]}

src/distributions/XYShape.re

@@ -200,13 +200,6 @@ module T = {
     | (true, true) => (-1)
     };
 
-  // todo: This is broken :(
-  let combine = (t1: t, t2: t) => {
-    let array = Belt.Array.concat(zip(t1), zip(t2));
-    Array.fast_sort(comparePoints, array);
-    array |> Belt.Array.unzip |> fromArray;
-  };
-
   // TODO: I'd bet this is pretty slow
   let intersperce = (t1: t, t2: t) => {
     let items: ref(array((float, float))) = ref([||]);

src/symbolic/Jstat.re

@@ -0,0 +1,183 @@
+// Todo: Another way of doing this is with [@bs.scope "normal"], which may be more elegant
+module Jstat = {
+  type normal = {
+    .
+    [@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 lognormal = {
+    .
+    [@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 uniform = {
+    .
+    [@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,
+  };
+  [@bs.module "jStat"] external normal: normal = "normal";
+  [@bs.module "jStat"] external lognormal: lognormal = "lognormal";
+  [@bs.module "jStat"] external uniform: uniform = "uniform";
+};
+
+type normal = {
+  mean: float,
+  stdev: float,
+};
+
+type lognormal = {
+  mu: float,
+  sigma: float,
+};
+
+type uniform = {
+  low: float,
+  high: float,
+};
+
+module Normal = {
+  type t = normal;
+  let pdf = (x, t: t) => Jstat.normal##pdf(x, t.mean, t.stdev);
+  let inv = (p, t: t) => Jstat.normal##inv(p, t.mean, t.stdev);
+  let sample = (t: t) => Jstat.normal##sample(t.mean, t.stdev);
+  let toString = ({mean, stdev}: t) => {j|Normal($mean,$stdev)|j};
+};
+
+module Lognormal = {
+  type t = lognormal;
+  let pdf = (x, t: t) => Jstat.lognormal##pdf(x, t.mu, t.sigma);
+  let inv = (p, t: t) => Jstat.lognormal##inv(p, t.mu, t.sigma);
+  let sample = (t: t) => Jstat.lognormal##sample(t.mu, t.sigma);
+  let toString = ({mu, sigma}: t) => {j|Lognormal($mu,$sigma)|j};
+};
+
+module Uniform = {
+  type t = uniform;
+  let pdf = (x, t: t) => Jstat.uniform##pdf(x, t.low, t.high);
+  let inv = (p, t: t) => Jstat.uniform##inv(p, t.low, t.high);
+  let sample = (t: t) => Jstat.uniform##sample(t.low, t.high);
+  let toString = ({low, high}: t) => {j|Uniform($low,$high)|j};
+};
+
+type dist = [
+  | `Normal(normal)
+  | `Lognormal(lognormal)
+  | `Uniform(uniform)
+];
+
+module Mixed = {
+  let pdf = (x, dist) =>
+    switch (dist) {
+    | `Normal(n) => Normal.pdf(x, n)
+    | `Lognormal(n) => Lognormal.pdf(x, n)
+    | `Uniform(n) => Uniform.pdf(x, n)
+    };
+
+  let inv = (x, dist) =>
+    switch (dist) {
+    | `Normal(n) => Normal.inv(x, n)
+    | `Lognormal(n) => Lognormal.inv(x, n)
+    | `Uniform(n) => Uniform.inv(x, n)
+    };
+
+  let sample = dist =>
+    switch (dist) {
+    | `Normal(n) => Normal.sample(n)
+    | `Lognormal(n) => Lognormal.sample(n)
+    | `Uniform(n) => Uniform.sample(n)
+    };
+
+  let toString = dist =>
+    switch (dist) {
+    | `Normal(n) => Normal.toString(n)
+    | `Lognormal(n) => Lognormal.toString(n)
+    | `Uniform(n) => Uniform.toString(n)
+    };
+
+  let min = dist =>
+    switch (dist) {
+    | `Normal(n) => Normal.inv(0.01, n)
+    | `Lognormal(n) => Lognormal.inv(0.01, n)
+    | `Uniform({low}) => low
+    };
+
+  let max = dist =>
+    switch (dist) {
+    | `Normal(n) => Normal.inv(0.99, n)
+    | `Lognormal(n) => Lognormal.inv(0.99, n)
+    | `Uniform({high}) => high
+    };
+
+  // will space linear
+  let toShape =
+      (~xSelection: [ | `Linear | `ByWeight]=`Linear, dist: dist, sampleCount) => {
+    let xs =
+      switch (xSelection) {
+      | `Linear => Functions.range(min(dist), max(dist), sampleCount)
+      | `ByWeight =>
+        Functions.range(0.001, 0.999, sampleCount)
+        |> E.A.fmap(x => inv(x, dist))
+      };
+    let ys = xs |> E.A.fmap(r => pdf(r, dist));
+    XYShape.T.fromArrays(xs, ys);
+  };
+};
+
+// module PointwiseCombination = {
+//   type math = Multiply | Add | Exponent | Power;
+//   let fn = fun
+//   | Multiply => 3.0
+//   | Add => 4.0
+// }
+
+module PointwiseAddDistributionsWeighted = {
+  type t = array((dist, float));
+
+  let normalizeWeights = (dists: t) => {
+    let total = dists |> E.A.fmap(snd) |> Functions.sum;
+    dists |> E.A.fmap(((a, b)) => (a, b /. total));
+  };
+
+  let pdf = (dists: t, x: float) =>
+    dists |> E.A.fmap(((e, w)) => Mixed.pdf(x, e) *. w) |> Functions.sum;
+
+  let min = (dists: t) =>
+    dists |> E.A.fmap(d => d |> fst |> Mixed.min) |> Functions.min;
+
+  let max = (dists: t) =>
+    dists |> E.A.fmap(d => d |> fst |> Mixed.min) |> Functions.min;
+
+  let toShape = (dists: t, sampleCount: int) => {
+    let xs = Functions.range(min(dists), max(dists), sampleCount);
+    let ys = xs |> E.A.fmap(pdf(dists));
+    XYShape.T.fromArrays(xs, ys);
+  };
+
+  let toString = (dists: t) => {
+    let distString =
+      dists
+      |> E.A.fmap(d => Mixed.toString(fst(d)))
+      |> Js.Array.joinWith(",");
+    {j|pointwideAdded($distString)|j};
+  };
+};
+
+type bigDist = [
+  | `Dist(dist)
+  | `PointwiseCombination(PointwiseAddDistributionsWeighted.t)
+];
+
+let toString = (r: bigDist) =>
+  r
+  |> (
+    fun
+    | `Dist(d) => Mixed.toString(d)
+    | `PointwiseCombination(d) =>
+      PointwiseAddDistributionsWeighted.toString(d)
+  );

src/symbolic/MathJsParser.re

@@ -0,0 +1,58 @@
+open Jstat;
+
+type arg =
+  | Value(float)
+  | Fn(fn)
+and fn = {
+  name: string,
+  args: array(arg),
+};
+
+let rec parseMathjs = (j: Js.Json.t) => {
+  Json.Decode.(
+    switch (field("mathjs", string, j)) {
+    | "FunctionNode" =>
+      let args = j |> field("args", array(parseMathjs));
+      Some(
+        Fn({
+          name: j |> field("fn", field("name", string)),
+          args: args |> E.A.O.concatSomes,
+        }),
+      );
+    | "ConstantNode" => Some(Value(field("value", float, j)))
+    | _ => None
+    }
+  );
+};
+
+let normal = (r): result(bigDist, string) =>
+  r
+  |> (
+    fun
+    | [|Value(mean), Value(stdev)|] => Ok(`Dist(`Normal({mean, stdev})))
+    | _ => Error("Wrong number of variables in normal distribution")
+  );
+
+let rec toValue = (r): result(bigDist, string) =>
+  r
+  |> (
+    fun
+    | Value(_) => Error("Top level can't be value")
+    | Fn({name: "normal", args}) => normal(args)
+    | Fn({name: "mm", args}) => {
+        let dists: array(dist) =
+          args
+          |> E.A.fmap(toValue)
+          |> E.A.fmap(
+               fun
+               | Ok(`Dist(`Normal({mean, stdev}))) =>
+                 Some(`Normal({mean, stdev}))
+               | _ => None,
+             )
+          |> E.A.O.concatSomes;
+
+        let inputs = dists |> E.A.fmap(r => (r, 1.0));
+        Ok(`PointwiseCombination(inputs));
+      }
+    | Fn({name}) => Error(name ++ ": name not found")
+  );

src/symbolic/Mathjs.re

@@ -0,0 +1,2 @@
+[@bs.module "./MathjsWrapper.js"]
+external parseMath: string => Js.Json.t = "parseMath";

src/symbolic/MathjsWrapper.js

@@ -0,0 +1,8 @@
+
+const math = require("mathjs");
+
+function parseMath(f){ return JSON.parse(JSON.stringify(math.parse(f))) };
+
+module.exports = {
+  parseMath,
+};

yarn.lock

@@ -1017,15 +1017,6 @@
     lodash "4.17.15"
     pdfast "0.2.0"
 
-"@foretold/cdf@1.0.15":
-  version "1.0.15"
-  resolved "https://registry.yarnpkg.com/@foretold/cdf/-/cdf-1.0.15.tgz#69ce4755158693e3d325e7be10d0aa9cdb465730"
-  integrity sha512-I7GhFQd4HaFd+tGD1IJ0W8xvFp2YiJdcFiXSCq9vYQZWWy+Npi4QOYsMoDJyoUTvOlVba4ARa/pDKPD2hn+uuQ==
-  dependencies:
-    lodash "4.17.15"
-    parcel "1.12.3"
-    pdfast "0.2.0"
-
 "@foretold/components@0.0.3":
   version "0.0.3"
   resolved "https://registry.yarnpkg.com/@foretold/components/-/components-0.0.3.tgz#a195912647499735f64cb2b74f722eee4b2da13f"
@@ -1081,6 +1072,11 @@
   dependencies:
     jest "^25.1.0"
 
+"@glennsl/bs-json@^5.0.2":
+  version "5.0.2"
+  resolved "https://registry.yarnpkg.com/@glennsl/bs-json/-/bs-json-5.0.2.tgz#cfb85d94d370ec6dc17849e0ddb1a51eee08cfcc"
+  integrity sha512-vVlHJNrhmwvhyea14YiV4L5pDLjqw1edE3GzvMxlbPPQZVhzgO3sTWrUxCpQd2gV+CkMfk4FHBYunx9nWtBoDg==
+
 "@iarna/toml@^2.2.0":
   version "2.2.3"
   resolved "https://registry.yarnpkg.com/@iarna/toml/-/toml-2.2.3.tgz#f060bf6eaafae4d56a7dac618980838b0696e2ab"