import { expectErrorToBeBounded, testRun, SqValueTag } from "./TestHelpers"; import * as fc from "fast-check"; // Beware: float64Array makes it appear in an infinite loop. let arrayGen = () => fc .float64Array({ minLength: 10, max: 999999999999999, min: -999999999999999, maxLength: 10000, noDefaultInfinity: true, noNaN: true, }) .filter( (xs_) => Math.min(...Array.from(xs_)) != Math.max(...Array.from(xs_)) ); let makeSampleSet = (samples: number[]) => { let sampleList = samples.map((x) => x.toFixed(20)).join(","); let result = testRun(`SampleSet.fromList([${sampleList}])`); if (result.tag === SqValueTag.Distribution) { return result.value; } else { fail("Expected to be distribution"); } }; const env = { sampleCount: 10000, xyPointLength: 100 }; describe("cumulative density function", () => { // We should fix this. test.skip("'s codomain is bounded above", () => { fc.assert( fc.property(arrayGen(), fc.float(), (xs_, x) => { let xs = Array.from(xs_); // Should compute with squiggle strings once interpreter has `sample` let result = makeSampleSet(xs); let cdfValue = result.cdf(env, x).value; let epsilon = 5e-7; expect(cdfValue).toBeLessThanOrEqual(1 + epsilon); }) ); }); test.skip("'s codomain is bounded below", () => { fc.assert( fc.property(arrayGen(), fc.float(), (xs_, x) => { let xs = Array.from(xs_); // Should compute with squiggle strings once interpreter has `sample` let result = makeSampleSet(xs); let cdfValue = result.cdf(env, x).value; expect(cdfValue).toBeGreaterThanOrEqual(0); }) ); }); // This may not be true due to KDE estimating there to be mass above the // highest value. These tests fail test.skip("at the highest number in the sample is close to 1", () => { fc.assert( fc.property(arrayGen(), (xs_) => { let xs = Array.from(xs_); let max = Math.max(...xs); // Should compute with squiggle strings once interpreter has `sample` let result = makeSampleSet(xs); let cdfValue = result.cdf(env, max).value; expect(cdfValue).toBeCloseTo(1.0, 2); }) ); }); // I may simply be mistaken about the math here. test.skip("at the lowest number in the distribution is within epsilon of 0", () => { fc.assert( fc.property(arrayGen(), (xs_) => { let xs = Array.from(xs_); let min = Math.min(...xs); // Should compute with squiggle strings once interpreter has `sample` let result = makeSampleSet(xs); let cdfValue = result.cdf(env, min).value; let max = Math.max(...xs); let epsilon = 5e-3; if (max - min < epsilon) { expect(cdfValue).toBeGreaterThan(4 * epsilon); } else { expect(cdfValue).toBeLessThan(4 * epsilon); } }) ); }); // I believe this is true, but due to bugs can't get the test to pass. test.skip("is <= 1 everywhere with equality when x is higher than the max", () => { fc.assert( fc.property(arrayGen(), fc.float(), (xs_, x) => { let xs = Array.from(xs_); let dist = makeSampleSet(xs); let cdfValue = dist.cdf(env, x).value; let max = Math.max(...xs); if (x > max) { let epsilon = (x - max) / x; expect(cdfValue).toBeGreaterThan(1 * (1 - epsilon)); } else if (typeof cdfValue == "number") { expect(Math.round(1e5 * cdfValue) / 1e5).toBeLessThanOrEqual(1); } else { fail(); } }) ); }); test.skip("is non-negative everywhere with zero when x is lower than the min", () => { fc.assert( fc.property(arrayGen(), fc.float(), (xs_, x) => { let xs = Array.from(xs_); let dist = makeSampleSet(xs); let cdfValue = dist.cdf(env, x).value; expect(cdfValue).toBeGreaterThanOrEqual(0); }) ); }); }); // I no longer believe this is true. describe("probability density function", () => { const env = { sampleCount: 1000, xyPointLength: 100 }; test.skip("assigns to the max at most the weight of the mean", () => { fc.assert( fc.property(arrayGen(), (xs_) => { let xs = Array.from(xs_); let max = Math.max(...xs); let mean = xs.reduce((a, b) => a + b, 0.0) / xs.length; // Should be from squiggleString once interpreter exposes sampleset let dist = makeSampleSet(xs); let pdfValueMean = dist.pdf(env, mean).value; let pdfValueMax = dist.pdf(env, max).value; if (typeof pdfValueMean == "number" && typeof pdfValueMax == "number") { expect(pdfValueMax).toBeLessThanOrEqual(pdfValueMean); } else { expect(pdfValueMax).toEqual(pdfValueMean); } }) ); }); }); // // This should be true, but I can't get it to work. describe("mean is mean", () => { test.skip("when sampling twice as widely as the input", () => { fc.assert( fc.property( fc.float64Array({ minLength: 10, maxLength: 100000 }), (xs_) => { let xs = Array.from(xs_); let n = xs.length; let dist = makeSampleSet(xs); let myEnv = { sampleCount: 2 * n, xyPointLength: 4 * n }; let mean = dist.mean(myEnv); if (typeof mean.value == "number") { expectErrorToBeBounded( mean.value, xs.reduce((a, b) => a + b, 0.0) / n, 5e-1, 1 ); } else { fail(); } } ) ); }); test.skip("when sampling half as widely as the input", () => { fc.assert( fc.property( fc.float64Array({ minLength: 10, maxLength: 100000 }), (xs_) => { let xs = Array.from(xs_); let n = xs.length; let dist = makeSampleSet(xs); let myEnv = { sampleCount: Math.floor(n / 2), xyPointLength: 4 * n }; let mean = dist.mean(myEnv); if (typeof mean.value == "number") { expectErrorToBeBounded( mean.value, xs.reduce((a, b) => a + b, 0.0) / n, 5e-1, 1 ); } else { fail(); } } ) ); }); }); describe("fromSamples function", () => { test.skip("gives a mean near the mean of the input", () => { fc.assert( fc.property(arrayGen(), (xs_) => { let xs = Array.from(xs_); let xsString = xs.toString(); let squiggleString = `x = fromSamples([${xsString}]); mean(x)`; let squiggleResult = testRun(squiggleString); let mean = xs.reduce((a, b) => a + b, 0.0) / xs.length; expect(squiggleResult.value).toBeCloseTo(mean, 4); }) ); }); });