open Jest; open Expect; let shape: DistTypes.xyShape = {xs: [|1., 4., 8.|], ys: [|8., 9., 2.|]}; let makeTest = (~only=false, str, item1, item2) => only ? Only.test(str, () => expect(item1) |> toEqual(item2) ) : test(str, () => expect(item1) |> toEqual(item2) ); let makeTestCloseEquality = (~only=false, str, item1, item2, ~digits) => only ? Only.test(str, () => expect(item1) |> toBeSoCloseTo(item2, ~digits) ) : test(str, () => expect(item1) |> toBeSoCloseTo(item2, ~digits) ); describe("Shape", () => { describe("Continuous", () => { open Distributions.Continuous; let continuous = make(`Linear, shape); makeTest("minX", T.minX(continuous), 1.0); makeTest("maxX", T.maxX(continuous), 8.0); makeTest( "mapY", T.mapY(r => r *. 2.0, continuous) |> getShape |> (r => r.ys), [|16., 18.0, 4.0|], ); describe("xToY", () => { describe("when Linear", () => { makeTest( "at 4.0", T.xToY(4., continuous), {continuous: 9.0, discrete: 0.0}, ); // Note: This below is weird to me, I'm not sure if it's what we want really. makeTest( "at 0.0", T.xToY(0., continuous), {continuous: 8.0, discrete: 0.0}, ); makeTest( "at 5.0", T.xToY(5., continuous), {continuous: 7.25, discrete: 0.0}, ); makeTest( "at 10.0", T.xToY(10., continuous), {continuous: 2.0, discrete: 0.0}, ); }); describe("when Stepwise", () => { let continuous = make(`Stepwise, shape); makeTest( "at 4.0", T.xToY(4., continuous), {continuous: 9.0, discrete: 0.0}, ); makeTest( "at 0.0", T.xToY(0., continuous), {continuous: 0.0, discrete: 0.0}, ); makeTest( "at 5.0", T.xToY(5., continuous), {continuous: 9.0, discrete: 0.0}, ); makeTest( "at 10.0", T.xToY(10., continuous), {continuous: 2.0, discrete: 0.0}, ); }); }); makeTest( "integral", T.Integral.get(~cache=None, continuous) |> getShape, {xs: [|1.0, 4.0, 8.0|], ys: [|0.0, 25.5, 47.5|]}, ); makeTest( "toLinear", { let continuous = make(`Stepwise, {xs: [|1., 4., 8.|], ys: [|0.1, 5., 1.0|]}); continuous |> toLinear |> E.O.fmap(getShape); }, Some({ xs: [|1.00007, 1.00007, 4.0, 4.00007, 8.0, 8.00007|], ys: [|0.0, 0.1, 0.1, 5.0, 5.0, 1.0|], }), ); makeTest( "toLinear", { let continuous = make(`Stepwise, {xs: [|0.0|], ys: [|0.3|]}); continuous |> toLinear |> E.O.fmap(getShape); }, Some({xs: [|0.0|], ys: [|0.3|]}), ); makeTest( "integralXToY", T.Integral.xToY(~cache=None, 0.0, continuous), 0.0, ); makeTest( "integralXToY", T.Integral.xToY(~cache=None, 2.0, continuous), 8.5, ); makeTest( "integralXToY", T.Integral.xToY(~cache=None, 100.0, continuous), 47.5, ); makeTest( "integralEndY", continuous |> T.scaleToIntegralSum(~intendedSum=1.0) |> T.Integral.sum(~cache=None), 1.0, ); }); describe("Discrete", () => { open Distributions.Discrete; let shape: DistTypes.xyShape = { xs: [|1., 4., 8.|], ys: [|0.3, 0.5, 0.2|], }; let discrete = shape; makeTest("minX", T.minX(discrete), 1.0); makeTest("maxX", T.maxX(discrete), 8.0); makeTest( "mapY", T.mapY(r => r *. 2.0, discrete) |> (r => r.ys), [|0.6, 1.0, 0.4|], ); makeTest( "xToY at 4.0", T.xToY(4., discrete), {discrete: 0.5, continuous: 0.0}, ); makeTest( "xToY at 0.0", T.xToY(0., discrete), {discrete: 0.0, continuous: 0.0}, ); makeTest( "xToY at 5.0", T.xToY(5., discrete), {discrete: 0.0, continuous: 0.0}, ); makeTest( "scaleBy", T.scaleBy(~scale=4.0, discrete), {xs: [|1., 4., 8.|], ys: [|1.2, 2.0, 0.8|]}, ); makeTest( "scaleToIntegralSum", T.scaleToIntegralSum(~intendedSum=4.0, discrete), {xs: [|1., 4., 8.|], ys: [|1.2, 2.0, 0.8|]}, ); makeTest( "scaleToIntegralSum: back and forth", discrete |> T.scaleToIntegralSum(~intendedSum=4.0) |> T.scaleToIntegralSum(~intendedSum=1.0), discrete, ); makeTest( "integral", T.Integral.get(~cache=None, discrete), Distributions.Continuous.make( `Stepwise, {xs: [|1., 4., 8.|], ys: [|0.3, 0.8, 1.0|]}, ), ); makeTest( "integral with 1 element", T.Integral.get(~cache=None, {xs: [|0.0|], ys: [|1.0|]}), Distributions.Continuous.make(`Stepwise, {xs: [|0.0|], ys: [|1.0|]}), ); makeTest( "integralXToY", T.Integral.xToY(~cache=None, 6.0, discrete), 0.9, ); makeTest("integralEndY", T.Integral.sum(~cache=None, discrete), 1.0); makeTest("mean", T.getMean(discrete), 3.9); makeTestCloseEquality( "variance", T.getVariance(discrete), 5.89, ~digits=7, ); }); describe("Mixed", () => { open Distributions.Mixed; let discrete: DistTypes.xyShape = { xs: [|1., 4., 8.|], ys: [|0.3, 0.5, 0.2|], }; let continuous = Distributions.Continuous.make( `Linear, {xs: [|3., 7., 14.|], ys: [|0.058, 0.082, 0.124|]}, ) |> Distributions.Continuous.T.scaleToIntegralSum(~intendedSum=1.0); let mixed = MixedShapeBuilder.build( ~continuous, ~discrete, ~assumptions={ continuous: ADDS_TO_CORRECT_PROBABILITY, discrete: ADDS_TO_CORRECT_PROBABILITY, discreteProbabilityMass: Some(0.5), }, ) |> E.O.toExn(""); makeTest("minX", T.minX(mixed), 1.0); makeTest("maxX", T.maxX(mixed), 14.0); makeTest( "mapY", T.mapY(r => r *. 2.0, mixed), Distributions.Mixed.make( ~continuous= Distributions.Continuous.make( `Linear, { xs: [|3., 7., 14.|], ys: [| 0.11588411588411589, 0.16383616383616384, 0.24775224775224775, |], }, ), ~discrete={xs: [|1., 4., 8.|], ys: [|0.6, 1.0, 0.4|]}, ~discreteProbabilityMassFraction=0.5, ), ); makeTest( "xToY at 4.0", T.xToY(4., mixed), {discrete: 0.25, continuous: 0.03196803196803197}, ); makeTest( "xToY at 0.0", T.xToY(0., mixed), {discrete: 0.0, continuous: 0.028971028971028972}, ); makeTest( "xToY at 5.0", T.xToY(7., mixed), {discrete: 0.0, continuous: 0.04095904095904096}, ); makeTest("integralEndY", T.Integral.sum(~cache=None, mixed), 1.0); makeTest( "scaleBy", T.scaleBy(~scale=2.0, mixed), Distributions.Mixed.make( ~continuous= Distributions.Continuous.make( `Linear, { xs: [|3., 7., 14.|], ys: [| 0.11588411588411589, 0.16383616383616384, 0.24775224775224775, |], }, ), ~discrete={xs: [|1., 4., 8.|], ys: [|0.6, 1.0, 0.4|]}, ~discreteProbabilityMassFraction=0.5, ), ); makeTest( "integral", T.Integral.get(~cache=None, mixed), Distributions.Continuous.make( `Linear, { xs: [|1.00007, 1.00007, 3., 4., 4.00007, 7., 8., 8.00007, 14.|], ys: [| 0.0, 0.0, 0.15, 0.18496503496503497, 0.4349674825174825, 0.5398601398601399, 0.5913086913086913, 0.6913122927072927, 1.0, |], }, ), ); }); describe("Distplus", () => { open Distributions.DistPlus; let discrete: DistTypes.xyShape = { xs: [|1., 4., 8.|], ys: [|0.3, 0.5, 0.2|], }; let continuous = Distributions.Continuous.make( `Linear, {xs: [|3., 7., 14.|], ys: [|0.058, 0.082, 0.124|]}, ) |> Distributions.Continuous.T.scaleToIntegralSum(~intendedSum=1.0); let mixed = MixedShapeBuilder.build( ~continuous, ~discrete, ~assumptions={ continuous: ADDS_TO_CORRECT_PROBABILITY, discrete: ADDS_TO_CORRECT_PROBABILITY, discreteProbabilityMass: Some(0.5), }, ) |> E.O.toExn(""); let distPlus = Distributions.DistPlus.make( ~shape=Mixed(mixed), ~guesstimatorString=None, (), ); makeTest("minX", T.minX(distPlus), 1.0); makeTest("maxX", T.maxX(distPlus), 14.0); makeTest( "xToY at 4.0", T.xToY(4., distPlus), {discrete: 0.25, continuous: 0.03196803196803197}, ); makeTest( "xToY at 0.0", T.xToY(0., distPlus), {discrete: 0.0, continuous: 0.028971028971028972}, ); makeTest( "xToY at 5.0", T.xToY(7., distPlus), {discrete: 0.0, continuous: 0.04095904095904096}, ); makeTest("integralEndY", T.Integral.sum(~cache=None, distPlus), 1.0); makeTest( "integral", T.Integral.get(~cache=None, distPlus) |> T.toContinuous, Some( Distributions.Continuous.make( `Linear, { xs: [|1.00007, 1.00007, 3., 4., 4.00007, 7., 8., 8.00007, 14.|], ys: [| 0.0, 0.0, 0.15, 0.18496503496503497, 0.4349674825174825, 0.5398601398601399, 0.5913086913086913, 0.6913122927072927, 1.0, |], }, ), ), ); }); describe("Shape", () => { let mean = 10.0; let stdev = 4.0; let variance = stdev ** 2.0; let numSamples = 10000; open Distributions.Shape; let normal: SymbolicDist.dist = `Normal({mean, stdev}); let normalShape = SymbolicDist.GenericSimple.toShape(normal, numSamples); let lognormal = SymbolicDist.Lognormal.fromMeanAndStdev(mean, stdev); let lognormalShape = SymbolicDist.GenericSimple.toShape(lognormal, numSamples); makeTestCloseEquality( "Mean of a normal", T.getMean(normalShape), mean, ~digits=2, ); makeTestCloseEquality( "Variance of a normal", T.getVariance(normalShape), variance, ~digits=1, ); makeTestCloseEquality( "Mean of a lognormal", T.getMean(lognormalShape), mean, ~digits=2, ); makeTestCloseEquality( "Variance of a lognormal", T.getVariance(lognormalShape), variance, ~digits=0, ); }); });