module Bio.Util.Numeric ( wilson, invnormcdf, choose, estimateComplexity, showNum, showOOM, log1p, expm1, (<#>), lsum, llerp, sigmoid2, isigmoid2 ) where import Data.List ( foldl1' ) import Data.Char ( intToDigit ) -- ^ Random useful stuff I didn't know where to put. -- | calculates the Wilson Score interval. -- If @(l,m,h) = wilson c x n@, then @m@ is the binary proportion and -- @(l,h)@ it's @c@-confidence interval for @x@ positive examples out of -- @n@ observations. @c@ is typically something like 0.05. wilson :: Double -> Int -> Int -> (Double, Double, Double) wilson c x n = ( (m - h) / d, p, (m + h) / d ) where nn = fromIntegral n p = fromIntegral x / nn z = invnormcdf (1-c*0.5) h = z * sqrt (( p * (1-p) + 0.25*z*z / nn ) / nn) m = p + 0.5 * z * z / nn d = 1 + z * z / nn showNum :: Show a => a -> String showNum = triplets [] . reverse . show where triplets acc [] = acc triplets acc (a:[]) = a:acc triplets acc (a:b:[]) = b:a:acc triplets acc (a:b:c:[]) = c:b:a:acc triplets acc (a:b:c:s) = triplets (',':c:b:a:acc) s showOOM :: Double -> String showOOM x | x < 0 = '-' : showOOM (negate x) | otherwise = findSuffix (x*10) ".kMGTPEZY" where findSuffix _ [] = "many" findSuffix y (s:ss) | y < 100 = intToDigit (round y `div` 10) : case (round y `mod` 10, s) of (0,'.') -> [] ; (0,_) -> [s] ; (d,_) -> [s, intToDigit d] | y < 1000 = intToDigit (round y `div` 100) : intToDigit ((round y `mod` 100) `div` 10) : if s == '.' then [] else [s] | y < 10000 = intToDigit (round y `div` 1000) : intToDigit ((round y `mod` 1000) `div` 100) : '0' : if s == '.' then [] else [s] | otherwise = findSuffix (y*0.001) ss -- Stolen from Lennart Augustsson's erf package, who in turn took it rom -- http://home.online.no/~pjacklam/notes/invnorm/ Accurate to about 1e-9. invnormcdf :: (Ord a, Floating a) => a -> a invnormcdf p = let a1 = -3.969683028665376e+01 a2 = 2.209460984245205e+02 a3 = -2.759285104469687e+02 a4 = 1.383577518672690e+02 a5 = -3.066479806614716e+01 a6 = 2.506628277459239e+00 b1 = -5.447609879822406e+01 b2 = 1.615858368580409e+02 b3 = -1.556989798598866e+02 b4 = 6.680131188771972e+01 b5 = -1.328068155288572e+01 c1 = -7.784894002430293e-03 c2 = -3.223964580411365e-01 c3 = -2.400758277161838e+00 c4 = -2.549732539343734e+00 c5 = 4.374664141464968e+00 c6 = 2.938163982698783e+00 d1 = 7.784695709041462e-03 d2 = 3.224671290700398e-01 d3 = 2.445134137142996e+00 d4 = 3.754408661907416e+00 pLow = 0.02425 nan = 0/0 in if p < 0 then nan else if p == 0 then -1/0 else if p < pLow then let q = sqrt(-2 * log p) in (((((c1*q+c2)*q+c3)*q+c4)*q+c5)*q+c6) / ((((d1*q+d2)*q+d3)*q+d4)*q+1) else if p < 1 - pLow then let q = p - 0.5 r = q*q in (((((a1*r+a2)*r+a3)*r+a4)*r+a5)*r+a6)*q / (((((b1*r+b2)*r+b3)*r+b4)*r+b5)*r+1) else if p <= 1 then - invnormcdf (1 - p) else nan -- | Try to estimate complexity of a whole from a sample. Suppose we -- sampled @total@ things and among those @singles@ occured only once. -- How many different things are there? -- -- Let the total number be @m@. The copy number follows a Poisson -- distribution with paramter @\lambda@. Let @z := e^{\lambda}@, then -- we have: -- -- P( 0 ) = e^{-\lambda} = 1/z -- P( 1 ) = \lambda e^{-\lambda} = ln z / z -- P(>=1) = 1 - e^{-\lambda} = 1 - 1/z -- -- singles = m ln z / z -- total = m (1 - 1/z) -- -- D := total/singles = (1 - 1/z) * z / ln z -- f := z - 1 - D ln z = 0 -- -- To get @z@, we solve using Newton iteration and then substitute to -- get @m@: -- -- df/dz = 1 - D/z -- z' := z - z (z - 1 - D ln z) / (z - D) -- m = singles * z /log z -- -- It converges as long as the initial @z@ is large enough, and @10D@ -- (in the line for @zz@ below) appears to work well. estimateComplexity :: (Integral a, Floating b, Ord b) => a -> a -> Maybe b estimateComplexity total singles | total <= singles = Nothing | singles <= 0 = Nothing | otherwise = Just m where d = fromIntegral total / fromIntegral singles step z = z * (z - 1 - d * log z) / (z - d) iter z = case step z of zd | abs zd < 1e-12 -> z | otherwise -> iter $! z-zd zz = iter $! 10*d m = fromIntegral singles * zz / log zz -- | Computes @log (exp x + exp y)@ without leaving the log domain and -- hence without losing precision. infixl 5 <#> {-# INLINE (<#>) #-} (<#>) :: (Floating a, Ord a) => a -> a -> a x <#> y = if x >= y then x + log1p (exp (y-x)) else y + log1p (exp (x-y)) -- | Computes @log (1+x)@ to a relative precision of @10^-8@ even for -- very small @x@. Stolen from http://www.johndcook.com/cpp_log_one_plus_x.html {-# INLINE log1p #-} log1p :: (Floating a, Ord a) => a -> a log1p x | x < -1 = error "log1p: argument must be greater than -1" -- x is large enough that the obvious evaluation is OK: | x > 0.0001 || x < -0.0001 = log $ 1 + x -- Use Taylor approx. log(1 + x) = x - x^2/2 with error roughly x^3/3 -- Since |x| < 10^-4, |x|^3 < 10^-12, relative error less than 10^-8: | otherwise = (1 - 0.5*x) * x -- | Computes @exp x - 1@ to a relative precision of @10^-10@ even for -- very small @x@. Stolen from http://www.johndcook.com/cpp_expm1.html expm1 :: (Floating a, Ord a) => a -> a expm1 x | x > -0.00001 && x < 0.00001 = (1 + 0.5 * x) * x -- Taylor approx | otherwise = exp x - 1 -- direct eval -- | Computes \( \log ( \sum_i e^{x_i} ) \) sensibly. The list must be -- sorted in descending(!) order. {-# INLINE lsum #-} lsum :: (Floating a, Ord a) => [a] -> a lsum xs = foldl1' (\x y -> if x >= y then x + log1p (exp (y-x)) else err) xs where err = error $ "lsum: argument list must be in descending order" -- | Computes \( \log \left( c e^x + (1-c) e^y \right) \). {-# INLINE llerp #-} llerp :: (Floating a, Ord a) => a -> a -> a -> a llerp c x y | c <= 0.0 = y | c >= 1.0 = x | x >= y = log c + x + log1p ( (1-c)/c * exp (y-x) ) | otherwise = log1p (-c) + y + log1p ( c/(1-c) * exp (x-y) ) -- | Binomial coefficient: @n `choose` k == n! / ((n-k)! k!)@ {-# INLINE choose #-} choose :: Integral a => a -> a -> a n `choose` k = product [n-k+1 .. n] `div` product [2..k] -- | Kind-of sigmoid function that maps the reals to the interval -- @[0,1)@. Good to compute a probability without introducing boundary -- conditions. sigmoid2 :: (Num a, Fractional a, Floating a) => a -> a sigmoid2 x = y*y where y = (exp x - 1) / (exp x + 1) -- | Inverse of 'sigmoid2'. isigmoid2 :: (Num a, Fractional a, Floating a) => a -> a isigmoid2 y = log $ (1 + sqrt y) / (1 - sqrt y)