initial implementation

CMakeLists.txt

@@ -0,0 +1,13 @@
+# xo-pydistribution/CMakeLists.txt
+
+cmake_minimum_required(VERSION 3.10)
+
+project(xo_pydistribution VERSION 1.0)
+
+include(xo_macros/xo-project-macros)
+
+xo_cxx_toplevel_options()
+
+add_subdirectory(src/pydistribution)
+
+xo_export_cmake_config(${PROJECT_NAME} ${PROJECT_VERSION} ${PROJECT_NAME}Targets)

README.md

@@ -0,0 +1,77 @@
+# python bindings for c++ reflection library (xo-distribution)
+
+## Getting Started
+
+### build + install dependencies
+
+- [github/Rconybea/xo-pyutil](https://github.com/Rconybea/xo-pyutil)
+- [github/Rconybea/xo-reflect](https://github.com/Rconybea/xo-distribution)
+
+### build + install
+```
+$ cd xo-pydistribution
+$ mkdir build
+$ cd build
+$ INSTALL_PREFIX=/usr/local  # or wherever you prefer, e.g. ~/local
+$ cmake \
+    -DCMAKE_MODULE_PATH=${INSTALL_PREFIX}/share/cmake \
+    -DCMAKE_PREFIX_PATH=${INSTALL_PREFIX} \
+    -DCMAKE_INSTALL_PREFIX=${INSTALL_PREFIX} ..
+$ make
+$ make install
+```
+(also see .github/workflows/main.yml)
+
+### build for unit test coverage
+```
+$ cd xo-pydistribution
+$ mkdir build-ccov
+$ cd build-ccov
+$ cmake \
+    -DCMAKE_MODULE_PATH=${INSTALL_PREFIX}/share/cmake \
+    -DCMAKE_PREFIX_PATH=${INSTALL_PREFIX} \
+    -DCODE_COVERAGE=ON \
+    -DCMAKE_BUILD_TYPE=Debug ..
+```
+
+### LSP (language server) support
+
+LSP looks for compile commands in the root of the source tree;
+while Cmake creates them in the root of its build directory.
+
+```
+$ cd xo-pydistribution
+$ ln -s build/compile_commands.json  # supply compile commands to LSP
+```
+
+## Examples
+
+Assumes `xo-pydistribution` installed to `~/local2/lib`
+
+```
+PYTHONPATH=~/local2/lib python
+>>> import pydistribution
+>>> dir(pydistribution)
+['Distribution', 'ExplicitDist', '__doc__', '__file__', '__loader__', '__name__', '__package__', '__spec__', 'normalcdf']
+>>> from pydistribution import *
+```
+
+normal distribution
+```
+>>> normalcdf(0.0)
+0.5
+>>> normalcdf(3.0)
+0.9986501019683699
+```
+
+explicit distribution (online implementation).
+intended to model empirically a Bayesian prior.
+```
+>>> d=ExplicitDist.make(bucket_dx=0.01, ref_value=1e-6)
+>>> d
+<ExplicitDist :cdf_valid_flag 1 :bucket_dx 0.01 :ref_value 0 :lz 0 :hz 1 :lo_v [] :hi_v "[<ProbabilityBucket :wt 1 :cdf 1>]">
+>>> d.cdf(0.0)
+0.0
+>>> d.cdf(0.01)
+1.0
+```

cmake/xo_pydistributionConfig.cmake.in

@@ -0,0 +1,4 @@
+@PACKAGE_INIT@
+
+include("${CMAKE_CURRENT_LIST_DIR}/@PROJECT_NAME@Targets.cmake")
+check_required_components("@PROJECT_NAME@")

include/README.md

@@ -0,0 +1 @@
+placeholder for future pydistribution #include files

src/pydistribution/CMakeLists.txt

@@ -0,0 +1,7 @@
+# xo_pydistribution/src/pydistribution/CMakeLists.txt
+
+set(SELF_LIB pydistribution)
+set(SELF_SRCS pydistribution.cpp)
+
+xo_pybind11_library(${SELF_LIB} ${PROJECT_NAME}Targets ${SELF_SRCS})
+xo_pybind11_dependency(${SELF_LIB} xo_distribution)

src/pydistribution/pydistribution.cpp

@@ -0,0 +1,74 @@
+/* @file pydistribution.cpp */
+
+#include "pydistribution.hpp"
+#include "xo/distribution/Normal.hpp"
+#include "xo/distribution/ExplicitDist.hpp"
+#include "xo/reflect/SelfTagging.hpp"
+#include "xo/pyutil/pyutil.hpp"
+#include <pybind11/pybind11.h>
+#include <pybind11/stl.h>
+
+namespace xo {
+    using xo::distribution::Normal;
+    using xo::distribution::Distribution;
+    using xo::distribution::ExplicitDist;
+    using xo::ref::rp;
+
+    namespace sim {
+        namespace py = pybind11;
+
+        PYBIND11_MODULE(PYDISTRIBUTION_MODULE_NAME(), m) {
+            m.doc() = "pybind11 distribution plugin"; // optional module docstring
+
+            m.def("normalcdf",
+                  &Normal::cdf_impl,
+                  "cumulative normal distribution",
+                  py::arg("x"));
+
+            py::class_<Distribution<double>,
+                       rp<Distribution<double>>>(m, "Distribution")
+                .def("cdf", &Distribution<double>::cdf,
+                     "return cumulative distribution function at x",
+                     py::arg("x"));
+
+            py::class_<ExplicitDist<double>,
+                       Distribution<double>,
+                       rp<ExplicitDist<double>>>(m, "ExplicitDist")
+                .def_static("make", &ExplicitDist<double>::make,
+                            "create instance",
+                            py::arg("bucket_dx"), py::arg("ref_value"))
+                .def_static("make_n", &ExplicitDist<double>::make_n,
+                            "create instance with n buckets",
+                            py::arg("n"), py::arg("bucket_dx"), py::arg("ref_value"))
+                .def("n_bucket", &ExplicitDist<double>::n_bucket,
+                     "return number of explicitly-represented buckets in distribution")
+                .def("lo", &ExplicitDist<double>::lo,
+                     "return least upper bound x: cdf(x)=0")
+                .def("hi", &ExplicitDist<double>::hi,
+                     "return greatest lower bound x: cdf(x)=1")
+                .def("density", &ExplicitDist<double>::density,
+                     "return probability density at x",
+                     py::arg("x"))
+                .def("density_v", &ExplicitDist<double>::density_v,
+                     "return probability density vector for all explicit buckets."
+                     " each member is pair {lh bucket edge, density}")
+                .def("signed_bucket_index", &ExplicitDist<double>::signed_bucket_index,
+                     "signed index to probability bucket.  ref_value -> 0",
+                     py::arg("x"))
+                .def("scale_bucket", &ExplicitDist<double>::scale_bucket,
+                     "scale probability weight in bucket containing x by k",
+                     py::arg("x"), py::arg("k"))
+                .def("scale_by_normal_cdf", &ExplicitDist<double>::scale_by_normal_cdf,
+                     "scale by normal cumulative distribution N(sign.(x-mean)/sigma)."
+                     " expect sign in {+1, -1}",
+                     py::arg("sign"), py::arg("mean"), py::arg("sigma"))
+                .def("renormalize", &ExplicitDist<double>::renormalize,
+                     "renormalize to ensure sum of weights=1")
+                .def("check_renormalize", &ExplicitDist<double>::check_renormalize,
+                     "renormalize if needed,  otherwise do nothing")
+                .def("__repr__", &ExplicitDist<double>::display_string);
+        }
+    } /*namespace sim*/
+} /*namespace xo*/
+
+/* end pydistribution.cpp */

src/pydistribution/pydistribution.hpp.in

@@ -0,0 +1,25 @@
+/* @file pydistribution.hpp
+ *
+ * automatically generated from src/pydistribution/pydistribution.hpp.in
+ * see src/pydistribution/CMakeLists.txt
+ */
+
+/* python requires module name = library name
+ * example:
+ *   PYBIND11_MODULE(PYDISTRIBUTION_MODULE_NAME(), m) { ... }
+ */
+#define PYDISTRIBUTION_MODULE_NAME() @SELF_LIB@
+
+/* example:
+ *   py::module_::import(PYDISTRIBUTION_MODULE_NAME_STR)
+ */
+#define PYDISTRIBUTION_MODULE_NAME_STR "@SELF_LIB@"
+
+/* example:
+ *   PYDISTRIBUTION_IMPORT_MODULE()
+ * replaces
+ *   py::module_::import("pydistribution")
+ */
+#define PYDISTRIBUTION_IMPORT_MODULE() py::module_::import("@SELF_LIB@")
+
+/* end pydistribution.hpp */