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• DistributionSpec.scala

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com.iheart.thomas.analysis.bayesian.fit.DistributionSpec.scala Maven / Gradle / Ivy

package com.iheart.thomas.analysis.bayesian.fit

import com.stripe.rainier
import com.stripe.rainier.core.Distribution

sealed trait DistributionSpec[T] extends Serializable with Product {
  def distribution: Distribution[T]
}

object DistributionSpec {
  case class Normal(
      location: Double,
      scale: Double)
      extends DistributionSpec[Double] {
    val distribution = rainier.core.Normal(location, scale)
  }

  object Normal {
    def fit(data: List[Double]): Normal = {
      import breeze.stats.meanAndVariance
      import meanAndVariance.MeanAndVariance
      val MeanAndVariance(m, v, _) = meanAndVariance(data)
      Normal(m, Math.sqrt(v))
    }
  }

  case class LogNormal(
      location: Double,
      scale: Double)
      extends DistributionSpec[Double] {
    val distribution = rainier.core.LogNormal(location, scale)

  }

  case class Uniform(
      from: Double,
      to: Double)
      extends DistributionSpec[Double] {
    val distribution = rainier.core.Uniform(from, to)
  }

}