open Jest open Expect open TestHelpers describe("mixture", () => { testAll( "fair mean of two normal distributions", list{(0.0, 1e2), (-1e1, -1e-4), (-1e1, 1e2), (-1e1, 1e1)}, tup => { // should be property let (mean1, mean2) = tup let meanValue = { run(Mixture([(mkNormal(mean1, 9e-1), 0.5), (mkNormal(mean2, 9e-1), 0.5)]))->outputMap( FromDist(ToFloat(#Mean)), ) } meanValue->unpackFloat->expect->toBeSoCloseTo((mean1 +. mean2) /. 2.0, ~digits=-1) }, ) testAll( "weighted mean of a beta and an exponential", // This would not survive property testing, it was easy for me to find cases that NaN'd out. list{((128.0, 1.0), 2.0), ((2e-1, 64.0), 16.0), ((1e0, 1e0), 64.0)}, tup => { let ((alpha, beta), rate) = tup let betaWeight = 0.25 let exponentialWeight = 0.75 let meanValue = { run( Mixture([(mkBeta(alpha, beta), betaWeight), (mkExponential(rate), exponentialWeight)]), )->outputMap(FromDist(ToFloat(#Mean))) } let betaMean = 1.0 /. (1.0 +. beta /. alpha) let exponentialMean = 1.0 /. rate meanValue ->unpackFloat ->expect ->toBeSoCloseTo(betaWeight *. betaMean +. exponentialWeight *. exponentialMean, ~digits=-1) }, ) testAll( "weighted mean of lognormal and uniform", // Would not survive property tests: very easy to find cases that NaN out. list{((-1e2, 1e1), (2e0, 1e0)), ((-1e-16, 1e-16), (1e-8, 1e0)), ((0.0, 1e0), (1e0, 1e-2))}, tup => { let ((low, high), (mu, sigma)) = tup let uniformWeight = 0.6 let lognormalWeight = 0.4 let meanValue = { run( Mixture([ (mkUniform(low, high), uniformWeight), (mkLognormal(mu, sigma), lognormalWeight), ]), )->outputMap(FromDist(ToFloat(#Mean))) } let uniformMean = (low +. high) /. 2.0 let lognormalMean = mu +. sigma ** 2.0 /. 2.0 meanValue ->unpackFloat ->expect ->toBeSoCloseTo(uniformWeight *. uniformMean +. lognormalWeight *. lognormalMean, ~digits=-1) }, ) })