README
¶
Library for manipulating cumulative distribution functions.
NOTE: This code is undergoing a simultaneous re-write and re-think.
Some of the work going on at the moment:
- Porting existing code from Go to Rust.
- Eliminating custom stats code and replacing it with statrs.
- Trying to decide whether it makes more sense to focus the project more on the "interpreted modeling language" aspect of the project, and less on coding primitives.
For now, the Jupyter integration will be broken until the Rust port is complete. Stay tuned!
Overview
This library was created to aid in statistical modeling. The goal was to create a set of tools that makes it possible to express iterative programs that manipulate random variables as easily as regular numbers.
Jupyter Notebooks
The library comes with an interpreter and a kernel that can be used with Jupyter notebooks.
Building the Kernel
To build the kernel, use the following commands:
go generate github.com/TonyRippy/cdflib/lang
go build -o cdflib-kernel github.com/TonyRippy/cdflib/kernel
This will create a binary named kernel that you can copy to wherever you'd
like to store it. If you're okay with storing the kernel in $GOPATH/bin, then
you can use go install instead of go build.
Install the Kernel Specification
You need to use jupyter kernelspec install. There is an example kernelspec in
the kernel directory. (I need to write up better directions for this.)
Run the Kernel
To run web-based notebooks, I use:
jupyter notebook --ip=${IP_ADDRESS} --no-browser
It is also possible to use a console-based interpreter:
jupyter console --kernel cdflib
If you're making changes to the kernel you may also want to add the --debug
flag.
Example Notebooks
There are several example Jupyter notebooks in the notebooks directory.
Documentation
¶
Index ¶
- func DrawCDF(cdf CDF, p float64, lineColor color.Color, fillColor color.Color, w int, h int) image.Image
- func DrawCDFs(cdfs []CDF, p float64, lineColors []color.Color, fillColors []color.Color, ...) image.Image
- func DrawPDF(cdf CDF, p float64, lineColor color.Color, fillColor color.Color, w int, h int) image.Image
- func DrawPDFs(cdfs []CDF, p float64, lineColors []color.Color, fillColors []color.Color, ...) image.Image
- func KSTest(cdf CDF, sample []float64) float64
- func KolmogorovSmirnovTest(cdf CDF, sample []float64) float64
- type Condition
- func And(conds ...Condition) Condition
- func Apply1b(A CDF, f func(float64) bool, n int) (Condition, error)
- func Apply2b(A CDF, B CDF, f func(float64, float64) bool, n int) (Condition, error)
- func Apply3b(A CDF, B CDF, C CDF, f func(float64, float64, float64) bool, n int) (Condition, error)
- func False() Condition
- func Not(cond Condition) Condition
- func Or(conds ...Condition) Condition
- func P(p float64) Condition
- func True() Condition
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
func DrawCDF ¶
func DrawCDF(cdf CDF, p float64, lineColor color.Color, fillColor color.Color, w int, h int) image.Image
Plots a CDF and returns it as an image.
The Y axis of the image will always be [0, 1] inclusive.
The X axis is specified by the p parameter. It specifies the probability range that should be plotted. For example, using p=0.05 the X axis of the image will include the values in the range [V(.05), V(.95)] inclusive.
The background is set to the transparent value.
func DrawCDFs ¶
func DrawCDFs(cdfs []CDF, p float64, lineColors []color.Color, fillColors []color.Color, w int, h int) image.Image
Plots one or more CDFs on the same graph. See DrawCDF for details.
func DrawPDF ¶
func DrawPDF(cdf CDF, p float64, lineColor color.Color, fillColor color.Color, w int, h int) image.Image
Plots a PDF and returns it as an image.
The X axis is specified by the p parameter. It specifies the probability range that should be plotted. For example, using p=0.05 the X axis of the image will include the values in the range [V(.05), V(.95)] inclusive.
The Y axis if the image will always be in the range (0, max), where max is the largest Y value of the PDF.
The background is set to the transparent value.
func DrawPDFs ¶
func DrawPDFs(cdfs []CDF, p float64, lineColors []color.Color, fillColors []color.Color, w int, h int) image.Image
Plots one or more PDFs in the same image. See DrawPDF fr details.
func KolmogorovSmirnovTest ¶
Runs a Kolmogorov-Smirnov test for a given sample and reference distribution.
The returned value is the calculated confidence level, an estimate of the likelihood that the given sample comes from the reference distribution.
See: https://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test
Types ¶
type Condition ¶
type Condition interface {
/*
Returns the probability that the condition will be true.
*/
P() float64
}
An interface that represents a boolean-typed random variable. Think of it as something that can either happen or not happen with some probability.
Source Files
Directories