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symbolic-e
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c4ccd6ee72 | ||
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93ed0e6a5d | ||
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47a65f0544 |
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@ -3,19 +3,67 @@ open SymbolicDistTypes
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let normal95confidencePoint = 1.6448536269514722
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// explained in website/docs/internal/ProcessingConfidenceIntervals
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type normalError = NormalStandardDeviationGreaterThanZero(float)
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@genType
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type rec error =
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| NotFinite(string, string, float)
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| DivideByZero(string)
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| NormalError(normalError)
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| SafeMath(SafeMath.error)
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| MultipleErrors(array<error>)
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| NinetiethPercentileShouldBeOrdered
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module Error = {
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let mapErrorArrayToError = (errors: array<error>): option<error> => {
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switch errors {
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| [] => None
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| [error] => Some(error)
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| _ => Some(MultipleErrors(errors))
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}
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}
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let checkIsFinite = (value, fnName, propertyName) =>
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E.Float.isFinite(value) ? None : Some(NotFinite(fnName, propertyName, value))
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let divideByZero = (value, fnName) => 0.0 == value ? None : Some(DivideByZero(fnName))
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}
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let ifNoErrorsThanDo = (errors, fn) =>
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errors->E.A.O.concatSomes->Error.mapErrorArrayToError->E.O.errorToResult(fn)
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module Normal = {
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type t = normal
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let make = (mean: float, stdev: float): result<symbolicDist, string> =>
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stdev > 0.0
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? Ok(#Normal({mean: mean, stdev: stdev}))
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: Error("Standard deviation of normal distribution must be larger than 0")
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let dangerouslyMake = (~mean: float, ~stdev: float) => #Normal({mean: mean, stdev: stdev})
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let inputValidation = (~mean, ~stdev) =>
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[
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Error.checkIsFinite(mean, "Normal", "mean"),
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Error.checkIsFinite(stdev, "Normal", "stdev"),
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stdev <= 0.0 ? Some(NormalError(NormalStandardDeviationGreaterThanZero(stdev))) : None,
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]
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->E.A.O.concatSomes
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->Error.mapErrorArrayToError
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let make = (~mean: float, ~stdev: float): result<symbolicDist, error> =>
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inputValidation(~mean, ~stdev)->E.O.errorToResult(() => Ok(dangerouslyMake(~mean, ~stdev)))
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let pdf = (x, t: t) => Jstat.Normal.pdf(x, t.mean, t.stdev)
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let cdf = (x, t: t) => Jstat.Normal.cdf(x, t.mean, t.stdev)
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let from90PercentCI = (low, high) => {
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let construct = () => {
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let mean = E.A.Floats.mean([low, high])
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let stdev = (high -. low) /. (2. *. normal95confidencePoint)
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#Normal({mean: mean, stdev: stdev})
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let stdev =
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SafeMath.F.divide(
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~num=high -. low,
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~denominator=2. *. normal95confidencePoint,
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)->E.R2.errMap(r => SafeMath(r))
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stdev->E.R.bind(stdev => make(~mean, ~stdev))
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}
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[
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Error.checkIsFinite(low, "Normal", "low"),
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Error.checkIsFinite(high, "Normal", "high"),
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]->ifNoErrorsThanDo(construct)
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}
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let inv = (p, t: t) => Jstat.Normal.inv(p, t.mean, t.stdev)
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let sample = (t: t) => Jstat.Normal.sample(t.mean, t.stdev)
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@ -25,20 +73,20 @@ module Normal = {
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let add = (n1: t, n2: t) => {
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let mean = n1.mean +. n2.mean
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let stdev = Js.Math.sqrt(n1.stdev ** 2. +. n2.stdev ** 2.)
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#Normal({mean: mean, stdev: stdev})
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dangerouslyMake(~mean, ~stdev)
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}
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let subtract = (n1: t, n2: t) => {
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let mean = n1.mean -. n2.mean
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let stdev = Js.Math.sqrt(n1.stdev ** 2. +. n2.stdev ** 2.)
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#Normal({mean: mean, stdev: stdev})
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dangerouslyMake(~mean, ~stdev)
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}
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// TODO: is this useful here at all? would need the integral as well ...
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// Note: This isn't being used right now
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let pointwiseProduct = (n1: t, n2: t) => {
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let mean =
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(n1.mean *. n2.stdev ** 2. +. n2.mean *. n1.stdev ** 2.) /. (n1.stdev ** 2. +. n2.stdev ** 2.)
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let stdev = 1. /. (1. /. n1.stdev ** 2. +. 1. /. n2.stdev ** 2.)
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#Normal({mean: mean, stdev: stdev})
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make(~mean, ~stdev)
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}
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let operate = (operation: Operation.Algebraic.t, n1: t, n2: t) =>
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@ -50,18 +98,27 @@ module Normal = {
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let operateFloatFirst = (operation: Operation.Algebraic.t, n1: float, n2: t) =>
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switch operation {
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| #Add => Some(#Normal({mean: n1 +. n2.mean, stdev: n2.stdev}))
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| #Subtract => Some(#Normal({mean: n1 -. n2.mean, stdev: n2.stdev}))
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| #Multiply => Some(#Normal({mean: n1 *. n2.mean, stdev: Js.Math.abs_float(n1) *. n2.stdev}))
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| #Add => Some(make(~mean=n1 +. n2.mean, ~stdev=n2.stdev))
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| #Subtract => Some(make(~mean=n1 -. n2.mean, ~stdev=n2.stdev))
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| #Multiply => Some(make(~mean=n1 *. n2.mean, ~stdev=Js.Math.abs_float(n1) *. n2.stdev))
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| _ => None
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}
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let operateFloatSecond = (operation: Operation.Algebraic.t, n1: t, n2: float) =>
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switch operation {
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| #Add => Some(#Normal({mean: n1.mean +. n2, stdev: n1.stdev}))
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| #Subtract => Some(#Normal({mean: n1.mean -. n2, stdev: n1.stdev}))
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| #Multiply => Some(#Normal({mean: n1.mean *. n2, stdev: n1.stdev *. Js.Math.abs_float(n2)}))
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| #Divide => Some(#Normal({mean: n1.mean /. n2, stdev: n1.stdev /. Js.Math.abs_float(n2)}))
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| #Add => Some(make(~mean=n1.mean +. n2, ~stdev=n1.stdev))
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| #Subtract => Some(make(~mean=n1.mean -. n2, ~stdev=n1.stdev))
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| #Multiply => Some(make(~mean=n1.mean *. n2, ~stdev=n1.stdev *. Js.Math.abs_float(n2)))
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| #Divide =>
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{
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let mean = SafeMath.F.divide(~num=n1.mean, ~denominator=n2)->E.R2.errMap(r => SafeMath(r))
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let stdev =
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SafeMath.F.divide(
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~num=n1.stdev,
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~denominator=Js.Math.abs_float(n2),
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)->E.R2.errMap(r => SafeMath(r))
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E.R.merge(mean, stdev)->E.R.bind(((mean, stdev)) => make(~mean, ~stdev))
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}->Some
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| _ => None
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}
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}
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@ -230,9 +287,9 @@ module Float = {
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module From90thPercentile = {
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let make = (low, high) =>
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switch (low, high) {
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| (low, high) if low <= 0.0 && low < high => Ok(Normal.from90PercentCI(low, high))
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| (low, high) if low <= 0.0 && low < high => Normal.from90PercentCI(low, high)
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| (low, high) if low < high => Ok(Lognormal.from90PercentCI(low, high))
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| (_, _) => Error("Low value must be less than high value.")
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| (_, _) => Error(NinetiethPercentileShouldBeOrdered)
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}
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}
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@ -136,6 +136,13 @@ module O = {
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| None => Error(error)
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}
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let errorToResult = (error: option<'a>, fn) => {
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switch error {
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| None => fn()
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| Some(e) => Error(e)
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}
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}
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let compare = (compare, f1: option<float>, f2: option<float>) =>
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switch (f1, f2) {
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| (Some(f1), Some(f2)) => Some(compare(f1, f2) ? f1 : f2)
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@ -198,6 +205,13 @@ module Float = {
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let with3DigitsPrecision = Js.Float.toPrecisionWithPrecision(_, ~digits=3)
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let toFixed = Js.Float.toFixed
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let toString = Js.Float.toString
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let isFinite = Js.Float.isFinite
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let safeDivision = (num: float, denom: float) =>
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if denom == 0.0 {
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Error("Division by zero")
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} else {
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Ok(num /. denom)
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}
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}
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module I = {
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38
packages/squiggle-lang/src/rescript/Utility/SafeMath.res
Normal file
38
packages/squiggle-lang/src/rescript/Utility/SafeMath.res
Normal file
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@ -0,0 +1,38 @@
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@genType
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type rec error =
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| DivideByZero
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| IsNaN
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| IsInfinite
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| NotFinite(string, float)
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module Error = {
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let checkIsFinite = (value, fnName) =>
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E.Float.isFinite(value) ? None : Some(NotFinite(fnName, value))
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let divideByZero = value => 0.0 == value ? None : Some(DivideByZero)
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}
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module Float = {
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type t = float
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let make = (v: t) =>
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switch Error.checkIsFinite(v, "toSafe") {
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| None => Ok(v)
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| Some(e) => Error(e)
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}
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}
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module F = {
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type t = float
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let divide = (~num: t, ~denominator: t) => {
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if denominator == 0.0 {
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Error(DivideByZero)
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} else {
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let result = num /. denominator
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if E.Float.isFinite(result) {
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Ok(result)
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} else {
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Error(NotFinite("divide", result))
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}
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}
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}
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}
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