think-bayes
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An algorithm framework of probability and statistics for browser and Node.js environment.
606 lines (499 loc) • 17.5 kB
JavaScript
"use strict";
require("core-js/modules/es.symbol");
require("core-js/modules/es.symbol.description");
require("core-js/modules/es.symbol.iterator");
require("core-js/modules/es.array.iterator");
require("core-js/modules/es.array.map");
require("core-js/modules/es.array.sort");
require("core-js/modules/es.function.name");
require("core-js/modules/es.map");
require("core-js/modules/es.object.to-string");
require("core-js/modules/es.regexp.to-string");
require("core-js/modules/es.string.iterator");
require("core-js/modules/es.string.sub");
require("core-js/modules/web.dom-collections.iterator");
Object.defineProperty(exports, "__esModule", {
value: true
});
exports.default = exports.makeSuiteFromCdf = exports.makeSuiteFromHist = exports.makeSuiteFromList = exports.makeSuiteFromDict = exports.makeCdfFromPmf = exports.makeCdfFromList = exports.makeCdfFromHist = exports.makeCdfFromDict = exports.makeCdfFromItems = exports.makeUniformPmf = exports.makeMixture = exports.makePmfFromCdf = exports.makePmfFromHist = exports.makePmfFromItems = exports.makePmfFromDict = exports.makePmfFromList = exports.makeHistFromDict = exports.makeHistFromList = exports.makeJoint = void 0;
var _Cdf = _interopRequireDefault(require("./Cdf"));
var _Pmf = _interopRequireDefault(require("./Pmf"));
var _Joint = _interopRequireDefault(require("./Joint"));
var _Hist = _interopRequireDefault(require("./Hist"));
var _Suite = _interopRequireDefault(require("./Suite"));
var _num = require("./algorithm/num");
var _math = _interopRequireDefault(require("./math"));
function _interopRequireDefault(obj) { return obj && obj.__esModule ? obj : { default: obj }; }
function _slicedToArray(arr, i) { return _arrayWithHoles(arr) || _iterableToArrayLimit(arr, i) || _nonIterableRest(); }
function _nonIterableRest() { throw new TypeError("Invalid attempt to destructure non-iterable instance"); }
function _iterableToArrayLimit(arr, i) { if (!(Symbol.iterator in Object(arr) || Object.prototype.toString.call(arr) === "[object Arguments]")) { return; } var _arr = []; var _n = true; var _d = false; var _e = undefined; try { for (var _i = arr[Symbol.iterator](), _s; !(_n = (_s = _i.next()).done); _n = true) { _arr.push(_s.value); if (i && _arr.length === i) break; } } catch (err) { _d = true; _e = err; } finally { try { if (!_n && _i["return"] != null) _i["return"](); } finally { if (_d) throw _e; } } return _arr; }
function _arrayWithHoles(arr) { if (Array.isArray(arr)) return arr; }
/**
* Joint distribution of values from pmf1 and pmf2.
* @param {pmf} pmf1 Pmf object
* @param {pmf} pmf2 Pmf object
* @returns Joint pmf of value pairs
*/
var makeJoint = function makeJoint(pmf1, pmf2) {
var joint = new _Joint.default();
var _iteratorNormalCompletion = true;
var _didIteratorError = false;
var _iteratorError = undefined;
try {
for (var _iterator = pmf1.items()[Symbol.iterator](), _step; !(_iteratorNormalCompletion = (_step = _iterator.next()).done); _iteratorNormalCompletion = true) {
var _step$value = _slicedToArray(_step.value, 2),
v1 = _step$value[0],
p1 = _step$value[1];
var _iteratorNormalCompletion2 = true;
var _didIteratorError2 = false;
var _iteratorError2 = undefined;
try {
for (var _iterator2 = pmf2.items()[Symbol.iterator](), _step2; !(_iteratorNormalCompletion2 = (_step2 = _iterator2.next()).done); _iteratorNormalCompletion2 = true) {
var _step2$value = _slicedToArray(_step2.value, 2),
v2 = _step2$value[0],
p2 = _step2$value[1];
joint.set([v1, v2], p1 * p2);
}
} catch (err) {
_didIteratorError2 = true;
_iteratorError2 = err;
} finally {
try {
if (!_iteratorNormalCompletion2 && _iterator2.return != null) {
_iterator2.return();
}
} finally {
if (_didIteratorError2) {
throw _iteratorError2;
}
}
}
}
} catch (err) {
_didIteratorError = true;
_iteratorError = err;
} finally {
try {
if (!_iteratorNormalCompletion && _iterator.return != null) {
_iterator.return();
}
} finally {
if (_didIteratorError) {
throw _iteratorError;
}
}
}
return joint;
};
/**
* Makes a histogram from an unsorted sequence of values.
* @param {array} t sequence of numbers
* @param {string} name string name for this histogram
* @returns Hist object
*/
exports.makeJoint = makeJoint;
var makeHistFromList = function makeHistFromList(t, name) {
var hist = new _Hist.default(null, name);
var _iteratorNormalCompletion3 = true;
var _didIteratorError3 = false;
var _iteratorError3 = undefined;
try {
for (var _iterator3 = t[Symbol.iterator](), _step3; !(_iteratorNormalCompletion3 = (_step3 = _iterator3.next()).done); _iteratorNormalCompletion3 = true) {
var x = _step3.value;
hist.incr(x);
}
} catch (err) {
_didIteratorError3 = true;
_iteratorError3 = err;
} finally {
try {
if (!_iteratorNormalCompletion3 && _iterator3.return != null) {
_iterator3.return();
}
} finally {
if (_didIteratorError3) {
throw _iteratorError3;
}
}
}
return hist;
};
/**
* Makes a histogram from a map from values to frequencies.
* @param {object|map} d dictionary that maps values to frequencies
* @param {string} name string name for this histogram
* @returns Hist object
*/
exports.makeHistFromList = makeHistFromList;
var makeHistFromDict = function makeHistFromDict(d, name) {
return new _Hist.default(d, name);
};
/**
* Makes a PMF from an unsorted sequence of values.
* @param {array} t sequence of numbers
* @param {string} name string name for this PMF
* @returns Pmf object
*/
exports.makeHistFromDict = makeHistFromDict;
var makePmfFromList = function makePmfFromList(t, name) {
var hist = makeHistFromList(t);
var d = hist.getDict();
var pmf = new _Pmf.default(d, name);
pmf.normalize();
return pmf;
};
/**
* Makes a PMF from a map from values to probabilities.
* @param {object|map} d dictionary that maps values to probabilities
* @param {string} name string name for this PMF
* * @returns Pmf object
*/
exports.makePmfFromList = makePmfFromList;
var makePmfFromDict = function makePmfFromDict(d, name) {
var pmf = new _Pmf.default(d, name);
pmf.normalize();
return pmf;
};
/**
* Makes a PMF from a sequence of value-probability pairs
* @param {array} t sequence of value-probability pairs
* @param {string} name string name for this PMF
* * @returns Pmf object
*/
exports.makePmfFromDict = makePmfFromDict;
var makePmfFromItems = function makePmfFromItems(t, name) {
var pmf = new _Pmf.default(new Map(t), name);
pmf.normalize();
return pmf;
};
/**
* Makes a normalized PMF from a Hist object.
* @param {hist} hist Hist object
* @param {string} name string name
* @returns Pmf object
*/
exports.makePmfFromItems = makePmfFromItems;
var makePmfFromHist = function makePmfFromHist(hist, name) {
// make a copy of the dictionary
var d = new Map(hist.getDict());
var pmf = (0, _Pmf.default)(d, name || hist.name);
pmf.normalize();
return pmf;
};
/**
* Makes a normalized Pmf from a Cdf object.
* @param {cdf} cdf Cdf object
* @param {string} name string name for the new Pmf
* @returns Pmf object
*/
exports.makePmfFromHist = makePmfFromHist;
var makePmfFromCdf = function makePmfFromCdf(cdf, name) {
var pmf = new _Pmf.default(null, name || cdf.name);
var prev = 0;
var _iteratorNormalCompletion4 = true;
var _didIteratorError4 = false;
var _iteratorError4 = undefined;
try {
for (var _iterator4 = cdf.items()[Symbol.iterator](), _step4; !(_iteratorNormalCompletion4 = (_step4 = _iterator4.next()).done); _iteratorNormalCompletion4 = true) {
var _step4$value = _slicedToArray(_step4.value, 2),
val = _step4$value[0],
prob = _step4$value[1];
pmf.incr(val, _math.default.sub(prob, prev));
prev = prob;
}
} catch (err) {
_didIteratorError4 = true;
_iteratorError4 = err;
} finally {
try {
if (!_iteratorNormalCompletion4 && _iterator4.return != null) {
_iterator4.return();
}
} finally {
if (_didIteratorError4) {
throw _iteratorError4;
}
}
}
return pmf;
};
/**
* Make a mixture distribution.
* @param {pmf} metapmf Pmf that maps from Pmfs to probs.
* @param {string} name string name for the new Pmf
* @returns Pmf object
*/
exports.makePmfFromCdf = makePmfFromCdf;
var makeMixture = function makeMixture(metapmf) {
var name = arguments.length > 1 && arguments[1] !== undefined ? arguments[1] : 'mix';
var mix = new _Pmf.default(null, name);
var _iteratorNormalCompletion5 = true;
var _didIteratorError5 = false;
var _iteratorError5 = undefined;
try {
for (var _iterator5 = metapmf.items()[Symbol.iterator](), _step5; !(_iteratorNormalCompletion5 = (_step5 = _iterator5.next()).done); _iteratorNormalCompletion5 = true) {
var _step5$value = _slicedToArray(_step5.value, 2),
pmf = _step5$value[0],
p1 = _step5$value[1];
var _iteratorNormalCompletion6 = true;
var _didIteratorError6 = false;
var _iteratorError6 = undefined;
try {
for (var _iterator6 = pmf.items()[Symbol.iterator](), _step6; !(_iteratorNormalCompletion6 = (_step6 = _iterator6.next()).done); _iteratorNormalCompletion6 = true) {
var _step6$value = _slicedToArray(_step6.value, 2),
x = _step6$value[0],
p2 = _step6$value[1];
mix.incr(x, p1 * p2);
}
} catch (err) {
_didIteratorError6 = true;
_iteratorError6 = err;
} finally {
try {
if (!_iteratorNormalCompletion6 && _iterator6.return != null) {
_iterator6.return();
}
} finally {
if (_didIteratorError6) {
throw _iteratorError6;
}
}
}
}
} catch (err) {
_didIteratorError5 = true;
_iteratorError5 = err;
} finally {
try {
if (!_iteratorNormalCompletion5 && _iterator5.return != null) {
_iterator5.return();
}
} finally {
if (_didIteratorError5) {
throw _iteratorError5;
}
}
}
return mix;
};
/**
* Make a uniform Pmf.
* @param {number} low lowest value (inclusive)
* @param {number} high highest value (inclusize)
* @param {number} n number of values
*/
exports.makeMixture = makeMixture;
var makeUniformPmf = function makeUniformPmf(low, high, n) {
var pmf = new _Pmf.default();
var _iteratorNormalCompletion7 = true;
var _didIteratorError7 = false;
var _iteratorError7 = undefined;
try {
for (var _iterator7 = (0, _num.linspace)(low, high, n)[Symbol.iterator](), _step7; !(_iteratorNormalCompletion7 = (_step7 = _iterator7.next()).done); _iteratorNormalCompletion7 = true) {
var x = _step7.value;
pmf.set(x, 1);
}
} catch (err) {
_didIteratorError7 = true;
_iteratorError7 = err;
} finally {
try {
if (!_iteratorNormalCompletion7 && _iterator7.return != null) {
_iterator7.return();
}
} finally {
if (_didIteratorError7) {
throw _iteratorError7;
}
}
}
pmf.normalize();
return pmf;
};
/**
* Makes a cdf from an unsorted sequence of (value, frequency) pairs.
* @param {array} items unsorted sequence of (value, frequency) pairs
* @param {string} name string name for this CDF
* @returns cdf: list of (value, fraction) pairs
*/
exports.makeUniformPmf = makeUniformPmf;
var makeCdfFromItems = function makeCdfFromItems(items) {
var name = arguments.length > 1 && arguments[1] !== undefined ? arguments[1] : '';
var runSum = 0;
var xs = [];
var cs = [];
var sortedItems = items.sort(function (_ref, _ref2) {
var _ref3 = _slicedToArray(_ref, 1),
a = _ref3[0];
var _ref4 = _slicedToArray(_ref2, 1),
b = _ref4[0];
return _math.default.compare(a, b);
});
var _iteratorNormalCompletion8 = true;
var _didIteratorError8 = false;
var _iteratorError8 = undefined;
try {
for (var _iterator8 = sortedItems[Symbol.iterator](), _step8; !(_iteratorNormalCompletion8 = (_step8 = _iterator8.next()).done); _iteratorNormalCompletion8 = true) {
var _step8$value = _slicedToArray(_step8.value, 2),
value = _step8$value[0],
count = _step8$value[1];
runSum = _math.default.add(runSum, count);
xs.push(value);
cs.push(runSum);
}
} catch (err) {
_didIteratorError8 = true;
_iteratorError8 = err;
} finally {
try {
if (!_iteratorNormalCompletion8 && _iterator8.return != null) {
_iterator8.return();
}
} finally {
if (_didIteratorError8) {
throw _iteratorError8;
}
}
}
var ps = cs.map(function (c) {
return c / runSum;
});
var cdf = new _Cdf.default(xs, ps, name);
return cdf;
};
/**
* Makes a CDF from a dictionary that maps values to frequencies.
* @param {object|map} d dictionary that maps values to frequencies.
* @param {string} name string name for the data.
* @returns Cdf object
*/
exports.makeCdfFromItems = makeCdfFromItems;
var makeCdfFromDict = function makeCdfFromDict(d, name) {
return makeCdfFromItems(d.items(), name);
};
/**
* Makes a CDF from a Hist object.
* @param {hist} hist Hist object
* @param {string} name string name for the data.
* @returns Cdf object
*/
exports.makeCdfFromDict = makeCdfFromDict;
var makeCdfFromHist = function makeCdfFromHist(hist, name) {
return makeCdfFromItems(hist.items(), name);
};
/**
* Creates a CDF from an unsorted sequence.
* @param {array} seq unsorted sequence of sortable values
* @param {string} name string name for the cdf
* @returns Cdf object
*/
exports.makeCdfFromHist = makeCdfFromHist;
var makeCdfFromList = function makeCdfFromList(seq, name) {
var hist = makeHistFromList(seq);
return makeCdfFromHist(hist, name);
};
/**
* Makes a CDF from a Pmf object.
* @param {pmf} pmf Pmf object
* @param {string} name string name for the data.
* @returns Cdf object
*/
exports.makeCdfFromList = makeCdfFromList;
var makeCdfFromPmf = function makeCdfFromPmf(pmf, name) {
return makeCdfFromItems(pmf.items(), name || pmf.name);
};
/**
* Makes a suite from a map from values to probabilities.
* @param {object|map} d dictionary that maps values to probabilities
* @param {string} name string name for this suite
* @returns Suite object
*/
exports.makeCdfFromPmf = makeCdfFromPmf;
var makeSuiteFromDict = function makeSuiteFromDict(d, name) {
var suite = new _Suite.default(null, name);
suite.setDict(d);
suite.normalize();
return suite;
};
/**
* Makes a suite from an unsorted sequence of values.
* @param {array} t sequence of numbers
* @param {string} name string name for this suite
*/
exports.makeSuiteFromDict = makeSuiteFromDict;
var makeSuiteFromList = function makeSuiteFromList(t, name) {
var hist = makeHistFromList(t);
var d = hist.getDict();
return makeSuiteFromDict(d, name);
};
/**
* Makes a normalized suite from a Hist object.
* @param {hist} hist Hist object
* @param {string} name string name
*/
exports.makeSuiteFromList = makeSuiteFromList;
var makeSuiteFromHist = function makeSuiteFromHist(hist, name) {
var d = new Map(hist.getDict());
return makeSuiteFromDict(d, name || hist.name);
};
/**
* Makes a normalized Suite from a Cdf object.
* @param {cdf} cdf Cdf object
* @param {string} name string name for the new Suite
* @returns Suite object
*/
exports.makeSuiteFromHist = makeSuiteFromHist;
var makeSuiteFromCdf = function makeSuiteFromCdf(cdf, name) {
var suite = new _Suite.default(null, name || cdf.name);
var prev = 0;
var _iteratorNormalCompletion9 = true;
var _didIteratorError9 = false;
var _iteratorError9 = undefined;
try {
for (var _iterator9 = cdf.items()[Symbol.iterator](), _step9; !(_iteratorNormalCompletion9 = (_step9 = _iterator9.next()).done); _iteratorNormalCompletion9 = true) {
var _step9$value = _slicedToArray(_step9.value, 2),
val = _step9$value[0],
prob = _step9$value[1];
suite.incr(val, _math.default.sub(prob, prev));
prev = prob;
}
} catch (err) {
_didIteratorError9 = true;
_iteratorError9 = err;
} finally {
try {
if (!_iteratorNormalCompletion9 && _iterator9.return != null) {
_iterator9.return();
}
} finally {
if (_didIteratorError9) {
throw _iteratorError9;
}
}
}
return suite;
};
exports.makeSuiteFromCdf = makeSuiteFromCdf;
var _default = {
makeJoint: makeJoint,
makeHistFromList: makeHistFromList,
makeHistFromDict: makeHistFromDict,
makePmfFromList: makePmfFromList,
makePmfFromDict: makePmfFromDict,
makePmfFromItems: makePmfFromItems,
makePmfFromHist: makePmfFromHist,
makePmfFromCdf: makePmfFromCdf,
makeMixture: makeMixture,
makeUniformPmf: makeUniformPmf,
makeCdfFromItems: makeCdfFromItems,
makeCdfFromDict: makeCdfFromDict,
makeCdfFromHist: makeCdfFromHist,
makeCdfFromList: makeCdfFromList,
makeCdfFromPmf: makeCdfFromPmf,
makeSuiteFromDict: makeSuiteFromDict,
makeSuiteFromList: makeSuiteFromList,
makeSuiteFromHist: makeSuiteFromHist,
makeSuiteFromCdf: makeSuiteFromCdf
};
exports.default = _default;
//# sourceMappingURL=convertors.js.map