squiggle/packages/website/docs/Api/Danger.md

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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