---
title: "Functions Reference"
sidebar_position: 7
---
import { SquiggleEditor } from "../../src/components/SquiggleEditor";
_The source of truth for this document is [this file of code](https://github.com/quantified-uncertainty/squiggle/blob/develop/packages/squiggle-lang/src/rescript/ReducerInterface/ReducerInterface_GenericDistribution.res)_
## Inventory distributions
We provide starter distributions, computed symbolically.
### Normal distribution
The `normal(mean, sd)` function creates a normal distribution with the given mean
and standard deviation.
#### Validity
- `sd > 0`
### Uniform distribution
The `uniform(low, high)` function creates a uniform distribution between the
two given numbers.
#### Validity
- `low < high`
### Lognormal distribution
The `lognormal(mu, sigma)` returns the log of a normal distribution with parameters
`mu` and `sigma`. The log of `lognormal(mu, sigma)` is a normal distribution with mean `mu` and standard deviation `sigma`.
An alternative format is also available. The `to` notation creates a lognormal
distribution with a 90% confidence interval between the two numbers. We add
this convenience as lognormal distributions are commonly used in practice.
#### Future feature:
Furthermore, it's also possible to create a lognormal from it's actual mean
and standard deviation, using `lognormalFromMeanAndStdDev`.
TODO: interpreter/parser doesn't provide this in current `develop` branch
#### Validity
- `sigma > 0`
- In `x to y` notation, `x < y`
### Beta distribution
The `beta(a, b)` function creates a beta distribution with parameters `a` and `b`:
#### Validity
- `a > 0`
- `b > 0`
- Empirically, we have noticed that numerical instability arises when `a < 1` or `b < 1`
### Exponential distribution
The `exponential(rate)` function creates an exponential distribution with the given
rate.
#### Validity
- `rate > 0`
### Triangular distribution
The `triangular(a,b,c)` function creates a triangular distribution with lower
bound `a`, mode `b` and upper bound `c`.
#### Validity
- `a < b < c`
### Scalar (constant dist)
Squiggle, when the context is right, automatically casts a float to a constant distribution.
## `fromSamples`
The last distribution constructor takes an array of samples and constructs a sample set distribution.
#### Validity
For `fromSamples(xs)`,
- `xs.length > 5`
- Strictly every element of `xs` must be a number.
## Operating on distributions
Here are the ways we combine distributions.
### Mixture of distributions
The `mixture` function combines 2 or more other distributions to create a weighted
combination of the two. The first positional arguments represent the distributions
to be combined, and the last argument is how much to weigh every distribution in the
combination.
It's possible to create discrete distributions using this method.
As well as mixed distributions:
An alias of `mixture` is `mx`
#### Validity
Using javascript's variable arguments notation, consider `mx(...dists, weights)`:
- `dists.length == weights.length`
### Addition
A horizontal right shift
### Subtraction
A horizontal left shift
### Multiplication
TODO: provide intuition pump for the semantics
We also provide concatenation of two distributions as a syntax sugar for `*`
### Division
TODO: provide intuition pump for the semantics
### Exponentiation
TODO: provide intuition pump for the semantics
### Taking the base `e` exponential
### Taking logarithms
Base `x`
#### Validity
- `x` must be a scalar
- See [the current discourse](https://github.com/quantified-uncertainty/squiggle/issues/304)
### Pointwise addition
**Pointwise operations are done with `PointSetDist` internals rather than `SampleSetDist` internals**.
TODO: this isn't in the new interpreter/parser yet.
### Pointwise subtraction
TODO: this isn't in the new interpreter/parser yet.
### Pointwise multiplication
### Pointwise division
### Pointwise exponentiation
## Standard functions on distributions
### Probability density function
The `pdf(dist, x)` function returns the density of a distribution at the
given point x.
#### Validity
- `x` must be a scalar
- `dist` must be a distribution
### Cumulative density function
The `cdf(dist, x)` gives the cumulative probability of the distribution
or all values lower than x. It is the inverse of `inv`.
#### Validity
- `x` must be a scalar
- `dist` must be a distribution
### Inverse CDF
The `inv(dist, prob)` gives the value x or which the probability for all values
lower than x is equal to prob. It is the inverse of `cdf`.
#### Validity
- `prob` must be a scalar (please only put it in `(0,1)`)
- `dist` must be a distribution
### Mean
The `mean(distribution)` function gives the mean (expected value) of a distribution.
### Sampling a distribution
The `sample(distribution)` samples a given distribution.
## Converting between distribution formats
Recall the [three formats of distributions](https://develop--squiggle-documentation.netlify.app/docs/Discussions/Three-Types-Of-Distributions). We can force any distribution into `SampleSet` format
Or `PointSet` format
### `toSampleSet` has two signatures
Above, we saw the unary `toSampleSet`, which uses an internal hardcoded number of samples. If you'd like to provide the number of samples, it has a binary signature as well (floored)
#### Validity
- Second argument to `toSampleSet` must be a number.
## Normalization
Some distribution operations (like horizontal shift) return an unnormalized distriibution.
We provide a `normalize` function
#### Validity - Input to `normalize` must be a dist
We provide a predicate `isNormalized`, for when we have simple control flow
#### Validity
- Input to `isNormalized` must be a dist
## `inspect`
You may like to debug by right clicking your browser and using the _inspect_ functionality on the webpage, and viewing the _console_ tab. Then, wrap your squiggle output with `inspect` to log an internal representation.
Save for a logging side effect, `inspect` does nothing to input and returns it.
## Truncate
You can cut off from the left
You can cut off from the right
You can cut off from both sides