Public
Edited
Aug 22, 2023
import { histogram } from "@jonhelfman/histogram"
function metalog(randIn, lowValueIn, medianValueIn, highValueIn) {
// const boundedness = "u"; // (u, sl, su, b) this example is ONLY using the unbounded
const lowProb = 0.1; //lowProbability; // fixed at 10% to keep is simple for now
// const lowerBnd = ""; // currently only unbounded in this notebook.
const low = lowValueIn; // value found at the lowProbability
const median = medianValueIn;
const high = highValueIn;
// const upperBnd = 100;
const probabilityOfy = randIn; // use rand unif to simulate or enter a probability for one CDFx on dist
var cdfX =
median +
0.5 *
Math.pow(
(1 - lowProb) / lowProb,
-1 / Math.exp(1) // (probabilityOfy / (1 - probabilityOfy)) // !double check this against whitepaper
) *
(high - low) *
Math.log(probabilityOfy / (1 - probabilityOfy)) +
Math.pow((1 - 2 * lowProb) * Math.log((1 - lowProb) / lowProb), -1) *
(1 - (2 * (high - median)) / (high - low)) *
(high - low) *
(probabilityOfy - 0.5) *
Math.log(probabilityOfy / (1 - probabilityOfy));
var cdfX2 =
median +
0.5 *
Math.pow((1 - 0.1) / 0.1, -1 / Math.exp(1)) *
(high - low) *
Math.log(probabilityOfy / (1 - probabilityOfy)) +
Math.pow((1 - 2 * 0.1) * Math.log((1 - 0.1) / 0.1), -1) *
(1 - (2 * (high - median)) / (high - low)) *
(high - low) *
(probabilityOfy - 0.5) *
Math.log(probabilityOfy / (1 - probabilityOfy));
return cdfX2;
}
test = metalogBounded(0.9, 0.01, 0.05, 0.12, 1, 0)
function metalogBounded(
randIn,
lowValueIn,
medianValueIn,
highValueIn,
upperBound,
lowerBound
) {
// const boundedness = "u"; // (u, sl, su, b) this example is ONLY using the unbounded
const lowProb = 0.1; //lowProbability; // fixed at 10% to keep is simple for now
const low = lowValueIn; // value found at the lowProbability
const median = medianValueIn;
const high = highValueIn;
const probabilityOfy = randIn; // use rand unif to simulate or enter a probability for one CDFx on dist
const cdfX =
(lowerBound +
upperBound *
Math.exp(
Math.log((median - lowerBound) / (upperBound - median)) +
(1 / 2) *
Math.log((1 - lowProb) / lowProb) *
Math.pow(-1, -1) *
Math.log(
(high - lowerBound) /
(upperBound - high) /
(low - lowerBound) /
(upperBound - low)
) *
Math.log(probabilityOfy / (1 - probabilityOfy)) +
Math.pow(
Math.pow(
(1 - 2 * lowProb) * Math.log((1 - lowProb) / lowProb),
-1
) *
Math.log(
(((high - lowerBound) / (upperBound - high)) *
((low - lowerBound) / (upperBound - low))) /
Math.pow((median - lowerBound) / (upperBound - median), 2)
) *
(probabilityOfy - 0.5) *
Math.log(probabilityOfy / (1 - probabilityOfy)),
1
)
)) /
(1 +
Math.exp(
Math.log((median - lowerBound) / (upperBound - median)) +
(1 / 2) *
Math.log((1 - lowProb) / lowProb) *
Math.pow(-1, -1) *
Math.log(
(high - lowerBound) /
(upperBound - high) /
(low - lowerBound) /
(upperBound - low)
) *
Math.log(probabilityOfy / (1 - probabilityOfy)) +
Math.pow(
Math.pow(
(1 - 2 * lowProb) * Math.log((1 - lowProb) / lowProb),
-1
) *
Math.log(
(((high - lowerBound) / (upperBound - high)) *
((low - lowerBound) / (upperBound - low))) /
Math.pow((median - lowerBound) / (upperBound - median), 2)
) *
(probabilityOfy - 0.5) *
Math.log(probabilityOfy / (1 - probabilityOfy)),
1
)
));
return cdfX;
}
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Observable is your go-to platform for exploring data and creating expressive data visualizations. Use reactive JavaScript notebooks for prototyping and a collaborative canvas for visual data exploration and dashboard creation.
