/
uniform.gleam
257 lines (250 loc) · 6.9 KB
/
uniform.gleam
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
//// Functions related to continuous uniform random variables.
////
//// ---
////
//// * **Available Functions**
//// * [`uniform_mean`](#uniform_mean)
//// * [`uniform_variance`](#uniform_variance)
//// * [`uniform_pdf`](#uniform_pdf)
//// * [`uniform_cdf`](#uniform_cdf)
//// * [`uniform_random`](#uniform_random)
import gleam/list
import gleam/iterator.{Iterator}
import gleam/float
import gleam/int
import gleam/pair
import gleam_stats/generators.{mask_32, take_randints}
fn check_uniform_parameters(a: Float, b: Float) -> Result(Bool, String) {
case a <=. b {
False ->
"Invalid input arugment: a > b. Valid input is a <= b."
|> Error
True ->
True
|> Ok
}
}
/// <div style="text-align: right;">
/// <a href="https://github.com/nicklasxyz/gleam_stats/issues">
/// <small>Spot a typo? Open an issue!</small>
/// </a>
/// </div>
///
/// Analytically compute the mean of a continuous uniform random variable
/// that takes values in the interval '[a, b]'.
///
/// <div style="text-align: right;">
/// <a href="#">
/// <small>Back to top ↑</small>
/// </a>
/// </div>
///
pub fn uniform_mean(a: Float, b: Float) -> Result(Float, String) {
case check_uniform_parameters(a, b) {
Error(string) ->
string
|> Error
_ ->
{ a +. b } /. 2.
|> Ok
}
}
/// <div style="text-align: right;">
/// <a href="https://github.com/nicklasxyz/gleam_stats/issues">
/// <small>Spot a typo? Open an issue!</small>
/// </a>
/// </div>
///
/// Analytically compute the variance of a continuous uniform random variable
/// that takes values in the interval '[a, b]'.
///
/// <div style="text-align: right;">
/// <a href="#">
/// <small>Back to top ↑</small>
/// </a>
/// </div>
///
pub fn uniform_variance(a: Float, b: Float) -> Result(Float, String) {
case check_uniform_parameters(a, b) {
Error(string) ->
string
|> Error
_ ->
float.power(b -. a, 2.) /. 12.
|> Ok
}
}
/// <div style="text-align: right;">
/// <a href="https://github.com/nicklasxyz/gleam_stats/issues">
/// <small>Spot a typo? Open an issue!</small>
/// </a>
/// </div>
///
/// Evaluate the probability density function (pdf) of a continuous uniform random
/// variable that takes values in the interval '[a, b]'.
///
/// <details>
/// <summary>Example:</summary>
///
/// import gleam_stats/distributions/uniform
/// import gleeunit/should
///
/// pub fn example() {
/// let a: Float = 0.
/// let b: Float = 1.
/// // For illustrational purposes, evaluate the pdf at points
/// // 0.0 and 1.0
/// uniform.uniform_cdf(0.0, a, b) |> should.equal(Ok(0.5))
/// uniform.uniform_cdf(1.0, a, b) |> should.equal(Ok(1.0))
/// }
/// </details>
///
/// <div style="text-align: right;">
/// <a href="#">
/// <small>Back to top ↑</small>
/// </a>
/// </div>
///
pub fn uniform_pdf(x: Float, a: Float, b: Float) -> Result(Float, String) {
case check_uniform_parameters(a, b) {
Error(string) ->
string
|> Error
_ ->
case x >=. a && x <=. b {
True ->
1.0 /. { b -. a }
|> Ok
False ->
0.0
|> Ok
}
}
}
/// <div style="text-align: right;">
/// <a href="https://github.com/nicklasxyz/gleam_stats/issues">
/// <small>Spot a typo? Open an issue!</small>
/// </a>
/// </div>
///
/// Evaluate, at a certain point, the cumulative distribution function (cdf) of a
/// continuous uniform random variable that takes values in the interval '[a, b]'.
///
/// <details>
/// <summary>Example:</summary>
///
/// import gleam_stats/distributions/uniform
/// import gleeunit/should
///
/// pub fn example() {
/// let a: Float = 0.
/// let b: Float = 1.
/// // For illustrational purposes, evaluate the cdf at points
/// // 0.0 and 1.0
/// uniform.uniform_cdf(0.0, a, b) |> should.equal(Ok(0.0))
/// uniform.uniform_cdf(1.0, a, b) |> should.equal(Ok(1.0))
/// }
/// </details>
///
/// <div style="text-align: right;">
/// <a href="#">
/// <small>Back to top ↑</small>
/// </a>
/// </div>
///
pub fn uniform_cdf(x: Float, a: Float, b: Float) -> Result(Float, String) {
case check_uniform_parameters(a, b) {
Error(string) ->
string
|> Error
_ ->
// Check if x falls into interval (-inf, a)
case x <. a {
True ->
0.0
|> Ok
False ->
// Check if x falls into interval [a, b]
case x >=. a && x <=. b {
True ->
{ x -. a } /. { b -. a }
|> Ok
// Finally, if we arrive here x must fall into interval (b, inf)
False ->
case x >. b {
_ ->
1.0
|> Ok
}
}
}
}
}
/// <div style="text-align: right;">
/// <a href="https://github.com/nicklasxyz/gleam_stats/issues">
/// <small>Spot a typo? Open an issue!</small>
/// </a>
/// </div>
///
/// Generate 'm' random numbers in the interval '[a, b]' from a
/// continuous uniform distribution.
///
/// <details>
/// <summary>Example:</summary>
///
/// import gleam/iterator.{Iterator}
/// import gleam_stats/generator
/// import gleam_stats/distributions/uniform
///
/// pub fn example() {
/// let seed: Int = 5
/// let seq: Int = 1
/// // Min value
/// let a: Float = 0.
/// // Max value
/// let b: Float = 1.
/// assert Ok(out) =
/// generators.seed_pcg32(seed)
/// |> uniform.uniform_random(a, b, 5_000)
/// let rands: List(Float) = pair.first(out)
/// let stream: Iterator(Int) = pair.second(out)
/// }
/// </details>
///
/// <div style="text-align: right;">
/// <a href="#">
/// <small>Back to top ↑</small>
/// </a>
/// </div>
///
pub fn uniform_random(
stream: Iterator(Int),
a: Float,
b: Float,
m: Int,
) -> Result(#(List(Float), Iterator(Int)), String) {
case check_uniform_parameters(a, b) {
Error(string) ->
string
|> Error
_ ->
case m > 0 {
False -> Error("Invalid input arugment: m < 0. Valid input is m > 0.")
True -> {
// Take out 'm' integers from the stream of pseudo-random numbers.
assert Ok(out) = take_randints(stream, m)
// Transform the 'm' integers to continuous uniform random numbers in an interval.
let numbers: List(Float) =
pair.first(out)
|> list.map(fn(x) {
b *. { int.to_float(x) /. int.to_float(mask_32) } +. a
})
// Then return a tuple consisting of a list of continuous uniform random numbers
// and the stream of pseudo-random numbers where the 'm' integers have been dropped
// from the stream.
#(numbers, pair.second(out))
|> Ok
}
}
}
}