SciBaseTypes-0.1.0.0: Statistics/Probability.hs

-- | Probability-related types.
--
-- TODO instances for serialization and further stuff
-- TODO vector instances

module Statistics.Probability where

import Control.Lens
import Data.Char (chr)
import Data.Vector.Unboxed.Deriving
import Data.Vector.Unboxed (Unbox)
import Numeric.Log

import Algebra.Structure.Semiring
import Numeric.LogDomain
import Numeric.Limits



data IsNormalized = Normalized | NotNormalized



-- * Probability in linear space

-- | @Prob@ wraps a @Double@ that encodes probabilities. If @Prob@ is tagged as
-- @Normalized@, the contained values are in the range @[0,...,1]@, otherwise
-- they are in the range @[0,...,∞]@.

newtype Probability (n ∷ IsNormalized) x = Prob { getProb ∷ x }
  deriving (Eq,Ord,Show,Read)

derivingUnbox "Probability"
  [t| forall n x. Unbox x ⇒ Probability n x → x |]  [| getProb |]  [| Prob |]

deriving instance (Enum       x) ⇒ Enum       (Probability n x)
deriving instance (Num        x) ⇒ Num        (Probability n x)
deriving instance (Fractional x) ⇒ Fractional (Probability n x)
deriving instance (Floating   x) ⇒ Floating   (Probability n x)
deriving instance (Real       x) ⇒ Real       (Probability n x)
deriving instance (RealFrac   x) ⇒ RealFrac   (Probability n x)
deriving instance (RealFloat  x) ⇒ RealFloat  (Probability n x)
deriving instance (Precise    x) ⇒ Precise    (Probability n x)

instance (Num r) ⇒ Semiring (Probability n r) where
  plus  = (+)
  times = (*)
  zero = 0
  one  = 1
  {-# Inline plus  #-}
  {-# Inline times #-}
  {-# Inline zero  #-}
  {-# Inline one   #-}

-- | Turns a value into a normalized probability. @error@ if the value is not
-- in the range @[0,...,1]@.

prob ∷ (Ord x, Num x, Show x) ⇒ x → Probability Normalized x
prob x
  | x >= 0 && x <= 1 = Prob x
  | otherwise        = error $ show x ++ " not in range of [0,...,1]"
{-# Inline prob #-}

-- | Simple wrapper around @Probability@ that fixes non-normalization.

prob' ∷ (Ord x, Num x, Show x) ⇒ x → Probability NotNormalized x
prob' = Prob
{-# Inline prob' #-}

-- | This simple function represents probabilities with characters between '0'
-- @0.0 -- 0.05@ up to '9' @0.85 -- 0.95@ and finally '*' for @>0.95@.

probabilityToChar ∷ (Num k, RealFrac k) ⇒ Probability Normalized k → Char
probabilityToChar (Prob p')
  | i >= 10 = '*'
  | otherwise = chr $ 48 + i
  where p = max 0.0 $ min p' 1.0
        i = round $ p * 10


-- -- * Probability in log space. A number of operations internally cast to @Log@
-- -- from @log-domain@, but the values themselves are *not* newtype-wrapped @Log
-- -- x@ values. This is because we want to be *explicit* that these are
-- -- log-probabilities.
-- --
-- -- @Log@ numbers in cases like @fromIntegral 1 :: Log Double@ are treated as
-- -- not being in the log-domain, hence @fromIntegral performs a @log@
-- -- operations.
-- 
-- newtype LogProb (n ∷ IsNormalized) x = LogProb { getLogProb ∷ x }
--   deriving (Eq,Ord,Show)
-- 
-- derivingUnbox "LogProb"
--   [t| forall n x. Unbox x ⇒ LogProb n x → x |]  [| getLogProb |]  [| LogProb |]
-- 
-- instance (Precise x, RealFloat x) ⇒ Num (LogProb n x) where
--   (+) = withLog2 (+)
--   {-# Inline (+) #-}
--   (*) = withLog2 (*)
--   {-# Inline (*) #-}
--   abs = withLog1 abs
--   {-# Inline abs #-}
--   signum = withLog1 signum
--   {-# Inline signum #-}
--   fromInteger = LogProb . fromInteger
--   {-# Inline fromInteger #-}
--   negate = withLog1 negate
--   {-# Inline negate #-}
--   (-) = withLog2 (-)
--   {-# Inline (-) #-}
-- 
-- instance (Precise r, RealFloat r, Num r) ⇒ SemiRing (LogProb n r) where
--   srplus = (+)
--   {-# Inline srplus #-}
--   srmul  = (*)
--   {-# Inline srmul #-}
--   srzero = 0
--   {-# Inline srzero #-}
--   srone  = 1
--   {-# Inline srone #-}
-- 
-- instance (Num d, Fractional d) ⇒ NumericLimits (LogProb n d) where
--   minFinite = LogProb 0
--   maxFinite = LogProb (1/0)
-- 
-- withLog1 ∷ (Log x → Log y) → LogProb n x → LogProb n y
-- withLog1 op (LogProb x) = LogProb . ln $ op (Exp x)
-- {-# Inline withLog1 #-}
-- 
-- withLog2 ∷ (Log x → Log y → Log z) → LogProb n x → LogProb n y → LogProb n z
-- withLog2 op (LogProb x) (LogProb y) = LogProb . ln $ op (Exp x) (Exp y)
-- {-# Inline withLog2 #-}
-- 
-- 
-- -- * Conversion between probability in linear and log-space.
-- 
-- -- | Turn probability into log-probability.
-- 
-- p2lp ∷ (Floating x) ⇒ Prob n x → LogProb n x
-- p2lp (Prob x) = LogProb $ log x
-- {-# Inline p2lp #-}
-- 
-- -- | Turn log-probability into probability.
-- 
-- lp2p ∷ (Floating x) ⇒ LogProb n x → Prob n x
-- lp2p (LogProb x) = Prob $ exp x
-- {-# Inline lp2p #-}
-- 
-- -- | An isomorphism between @Prob@ and @LogProb@.
-- 
-- aslp ∷ (Floating x) ⇒ Iso' (Prob n x) (LogProb n x)
-- aslp = iso p2lp lp2p
-- {-# Inline aslp #-}