open Jest open Expect open FastCheck // open Arbitrary open Property.Sync let env: DistributionOperation.env = { sampleCount: 100, xyPointLength: 100, } let mkNormal = (mean, stdev) => GenericDist_Types.Symbolic(#Normal({mean: mean, stdev: stdev})) let normalDist5: GenericDist_Types.genericDist = mkNormal(5.0, 2.0) let normalDist10: GenericDist_Types.genericDist = mkNormal(10.0, 2.0) let normalDist20: GenericDist_Types.genericDist = mkNormal(20.0, 2.0) let uniformDist: GenericDist_Types.genericDist = Symbolic(#Uniform({low: 9.0, high: 10.0})) let {toFloat, toDist, toString, toError} = module(DistributionOperation.Output) let {run} = module(DistributionOperation) let {fmap} = module(DistributionOperation.Output) let run = run(~env) let outputMap = fmap(~env) let toExt: option<'a> => 'a = E.O.toExt( "Should be impossible to reach (This error is in test file)", ) let unpackFloat = x => x -> toFloat -> toExt describe("normalize", () => { test("has no impact on normal dist", () => { let result = run(FromDist(ToDist(Normalize), normalDist5)) expect(result)->toEqual(Dist(normalDist5)) }) // Test is vapid while I figure out how to get jest to work with fast-check // monitor situation here maybe https://github.com/TheSpyder/rescript-fast-check/issues/8 ? test("all normals are already normalized", () => { expect(assert_( property2( Arbitrary.double(()), Arbitrary.double(()), (mean, stdev) => { // open! Expect.Operators open GenericDist_Types.Operation run(FromDist(ToDist(Normalize), mkNormal(mean, stdev))) == DistributionOperation.Dist(mkNormal(mean, stdev)) } ) )) -> toEqual(()) }) }) describe("mean", () => { test("of a normal distribution", () => { // should be property run(FromDist(ToFloat(#Mean), normalDist5)) -> unpackFloat -> expect -> toBeCloseTo(5.0) }) test("of an exponential distribution at a small rate", () => { // should be property let rate = 1e-7 let theMean = run(FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Exponential({rate: rate})))) theMean -> unpackFloat -> expect -> toBeCloseTo(1.0 /. rate) // https://en.wikipedia.org/wiki/Exponential_distribution#Mean,_variance,_moments,_and_median }) test("of an exponential distribution at a larger rate", () => { let rate = 10.0 let theMean = run(FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Exponential({rate: rate})))) theMean -> unpackFloat -> expect -> toBeCloseTo(1.0 /. rate) // https://en.wikipedia.org/wiki/Exponential_distribution#Mean,_variance,_moments,_and_median }) // test("of a cauchy distribution", () => { // let result = run(FromDist(ToFloat(#Mean), GenericDist_Types.Symbolic(#Cauchy({local: 1.0, scale: 1.0})))) // expect(result) -> toEqual(Error("Cauchy distributions may have no mean value.")) // }) test("of a triangular distribution", () => { // should be property let theMean = run(FromDist( ToFloat(#Mean), GenericDist_Types.Symbolic(#Triangular({low: - 5.0, medium: 1e-3, high: 10.0})) )) theMean -> unpackFloat -> expect -> toBeCloseTo((-5.0 +. 1e-3 +. 10.0) /. 3.0) // https://www.statology.org/triangular-distribution/ }) test("of a beta distribution with alpha much smaller than beta", () => { // should be property let theMean = run(FromDist( ToFloat(#Mean), GenericDist_Types.Symbolic(#Beta({alpha: 2e-4, beta: 64.0})) )) theMean -> unpackFloat -> expect -> toBeCloseTo(1.0 /. (1.0 +. (64.0 /. 2e-4))) // https://en.wikipedia.org/wiki/Beta_distribution#Mean }) test("of a beta distribution with alpha much larger than beta", () => { // should be property let theMean = run(FromDist( ToFloat(#Mean), GenericDist_Types.Symbolic(#Beta({alpha: 128.0, beta: 1.0})) )) theMean -> unpackFloat -> expect -> toBeCloseTo(1.0 /. (1.0 +. (1.0 /. 128.0))) // https://en.wikipedia.org/wiki/Beta_distribution#Mean }) test("of a lognormal", () => { // should be property let theMean = run(FromDist( ToFloat(#Mean), GenericDist_Types.Symbolic(#Lognormal({mu: 2.0, sigma: 4.0})) )) theMean -> unpackFloat -> expect -> toBeCloseTo(Js.Math.exp(2.0 +. 4.0 ** 2.0 /. 2.0 )) // https://brilliant.org/wiki/log-normal-distribution/ }) test("of a uniform", () => { let theMean = run(FromDist( ToFloat(#Mean), GenericDist_Types.Symbolic(#Uniform({low: 1e-5, high: 12.345})) )) theMean -> unpackFloat -> expect -> toBeCloseTo((1e-5 +. 12.345) /. 2.0) // https://en.wikipedia.org/wiki/Continuous_uniform_distribution#Moments }) test("of a float", () => { let theMean = run(FromDist( ToFloat(#Mean), GenericDist_Types.Symbolic(#Float(7.7)) )) theMean -> unpackFloat -> expect -> toBeCloseTo(7.7) }) }) describe("mixture", () => { test("on two normal distributions", () => { let result = run(Mixture([(normalDist10, 0.5), (normalDist20, 0.5)])) ->outputMap(FromDist(ToFloat(#Mean))) ->toFloat ->toExt expect(result)->toBeCloseTo(15.28) }) }) describe("toPointSet", () => { test("on symbolic normal distribution", () => { let result = run(FromDist(ToDist(ToPointSet), normalDist5)) ->outputMap(FromDist(ToFloat(#Mean))) ->toFloat ->toExt expect(result)->toBeCloseTo(5.09) }) test("on sample set distribution with under 4 points", () => { let result = run(FromDist(ToDist(ToPointSet), SampleSet([0.0, 1.0, 2.0, 3.0])))->outputMap( FromDist(ToFloat(#Mean)), ) expect(result)->toEqual(GenDistError(Other("Converting sampleSet to pointSet failed"))) }) Skip.test("on sample set", () => { let result = run(FromDist(ToDist(ToPointSet), normalDist5)) ->outputMap(FromDist(ToDist(ToSampleSet(1000)))) ->outputMap(FromDist(ToDist(ToPointSet))) ->outputMap(FromDist(ToFloat(#Mean))) ->toFloat ->toExt expect(result)->toBeCloseTo(5.09) }) })