4.1 KiB
sidebar_position | title |
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10 | Danger |
The Danger library contains newer experimental functions which are less stable than Squiggle as a whole. Beware: their name, behavior, namespace or existence may change at any time.
laplace
Danger.laplace: (number, number) => number
Calculates the probability implied by Laplace's rule of succession
trials = 10
successes = 1
Danger.laplace(trials, successes) // (successes + 1) / (trials + 2) = 2 / 12 = 0.1666
factorial
Danger.factorial: (number) => number
Returns the factorial of a number
choose
Danger.choose: (number, number) => number
Danger.choose(n,k)
returns factorial(n) / (factorial(n - k) *.factorial(k))
, i.e., the number of ways you can choose k items from n choices, without repetition. This function is also known as the binomial coefficient.
binomial
Danger.binomial: (number, number, number) => number
Danger.binomial(n, k, p)
returns choose((n, k)) * pow(p, k) * pow(1 - p, n - k)
, i.e., the probability that an event of probability p will happen exactly k times in n draws.
integrateFunctionBetweenWithNumIntegrationPoints
Danger.integrateFunctionBetweenWithNumIntegrationPoints: (number => number, number, number, number) => number
Danger.integrateFunctionBetweenWithNumIntegrationPoints(f, min, max, numIntegrationPoints)
integrates the function f
between min
and max
, and computes numIntegrationPoints
in between to do so.
Note that the function f
has to take in and return numbers. To integrate a function which returns distributios, use:
auxiliaryF(x) = mean(f(x))
Danger.integrateFunctionBetweenWithNumIntegrationPoints(auxiliaryF, min, max, numIntegrationPoints)
integrateFunctionBetweenWithEpsilon
Danger.integrateFunctionBetweenWithEpsilon: (number => number, number, number, number) => number
Danger.integrateFunctionBetweenWithEpsilon(f, min, max, epsilon)
integrates the function f
between min
and max
, and uses an interval of epsilon
between integration points when doing so. This makes its runtime less predictable than integrateFunctionBetweenWithNumIntegrationPoints
, because runtime will not only depend on epsilon
, but also on min
and max
.
Same caveats as integrateFunctionBetweenWithNumIntegrationPoints
apply.
optimalAllocationGivenDiminishingMarginalReturnsFunctions2
Danger.optimalAllocationGivenDiminishingMarginalReturnsFunctions2: (number => number, number => number, number, number) => number
Danger.optimalAllocationGivenDiminishingMarginalReturnsFunctions2(f1, f2, funds, approximateIncrement)
computes the optimal allocation of $funds
between f1
and f2
. For the answer given to be correct, f1
and f2
will have to be decreasing, i.e., if x > y
, then f_i(x) < f_i(y)
Example:
Danger.optimalAllocationGivenDiminishingMarginalReturnsFunctions2({|x| 20-x}, {|y| 10}, 100, 0.01)
optimalAllocationGivenDiminishingMarginalReturnsFunctions3 to optimalAllocationGivenDiminishingMarginalReturnsFunctions7
Equivalent to the above, but they take more functional arguments. Their type is given below:
Danger.optimalAllocationGivenDiminishingMarginalReturnsFunctions3: (number => number, number => number, number => number, number, number) => number
Danger.optimalAllocationGivenDiminishingMarginalReturnsFunctions5: (number => number, number => number, umber => number, number => number, number, number) => number
Danger.optimalAllocationGivenDiminishingMarginalReturnsFunctions5: (number => number, number => number, umber => number, number => number, number => number, number, number) => number
Danger.optimalAllocationGivenDiminishingMarginalReturnsFunctions6: (number => number, number => number, number => number, number => number, number => number, number => number, number, number) => number
Danger.optimalAllocationGivenDiminishingMarginalReturnsFunctions7: (number => number, number => number, number => number, number => number, umber => number, number => number, number => number, number, number) => number