(under development) PIT Metric (Port of Jive)

src/scores/emerging/__scaffolding/README

@@ -0,0 +1 @@
+**CAUTION:** This is a highly volatile space for scaffolding code

src/scores/emerging/__scaffolding/pit/pit.hs

@@ -0,0 +1,56 @@
+#!/usr/bin/env cabal
+{- cabal:
+build-depends:
+  base,
+-}
+
+import GHC.Float
+import GHC.Float.RealFracMethods
+import Debug.Trace
+
+-- extents of a real space containing the domain (min, max)
+-- e.g. for determining support of a function
+newtype Extent = Extent (Float, Float) deriving (Show, Eq)
+
+makeExtent :: Float -> Float -> Extent
+makeExtent x y
+  | x <= y = Extent (x, y)
+  | otherwise = Extent (y, x)
+
+-- parameters used for the underlying beta-distribution
+-- https://en.wikipedia.org/wiki/Beta_distribution
+data BetaParams = BetaParams
+  { _betaA :: Rational,
+    _betaB :: Rational
+  }
+
+gammaHalf :: Float
+gammaHalf = 1.772
+
+-- only takes values 1/2, 1, or positive integers
+gammaFunc :: Rational -> Float
+gammaFunc n
+  | n == (1 / 2) = gammaHalf
+  | n == 1 = 1
+  | n >= 2 =
+      int2Float $
+        product [1 .. float2Int (fromRational n - 1)]
+  | otherwise = error "Unsupported input"
+
+-- probability distribution function for a beta distribution
+-- Note: this is a crude approximation for testing only
+betaPdf :: BetaParams -> Float -> Float
+betaPdf (BetaParams _a _b) x = (n1 * n2) * d3 / (d1 * d2)
+  where
+    _f1 = map gammaFunc [_a, _b, _a + _b]
+    _f2 =
+      zipWith
+        (\n' p' -> n' `powerFloat` fromRat p')
+        [x, 1 - x]
+        [_a - 1, _b - 1]
+    [d1, d2, d3] = trace ("gammaOut: [d1, d2, d3] = " ++ show _f1) _f1
+    [n1, n2] = trace ("betaFunc: [n1, n2] = " ++ show _f2) _f2
+
+main :: IO ()
+main = do
+  print $ betaPdf (BetaParams (1/2) (1/2)) 0.01

src/scores/probability/__init__.py

@@ -10,6 +10,7 @@
     crps_cdf_brier_decomposition,
     crps_for_ensemble,
 )
+from scores.probability.pit import pit
 from scores.probability.roc_impl import roc_curve_data
 from scores.processing.isoreg_impl import isotonic_fit