Working with missing values in Deedle Time Series in F# (3) - f#

This is another follow-up to Working with missing values in Deedle Time Series in F# (2)
I have written this function to map2 series, returning a missing value when either input is missing.
let map2series (f:'T1->'T2->'R)(series1:Series<'K,'T1 opt>)(series2:Series<'K,'T2 opt>):Series<'K,'R opt>=
let S = series1.Zip(series2,JoinKind.Outer) //Series<'K,('T1 opt opt * 'T2 opt opt)>
S |> Series.mapValues (fun (a,b) -> match (a,b) with
| (OptionalValue.Present(a'), OptionalValue.Present(b')) -> OptionalValue.map2 f a' b'
| _ -> OptionalValue.Missing)
since Series<'K,'T opt> appear naturally in Deedle after using .Zip or .Join methods.
However, as seen previously, Series<'K,'V> already supports missing values, so I'd like to rewrite the function above that basically would do the same except that it takes Series<'K,'V> as inputs
let map2series1 (f:'T1->'T2->'R)(series1:Series<'K,'T1>)(series2:Series<'K,'T2>):Series<'K,'R>=
let S = series1.Zip(series2,JoinKind.Outer) //Series<'K,('T1 opt * 'T2 opt)>
S |> Series.mapValues (fun (a,b) -> match (a,b) with
| (OptionalValue.Present(a'), OptionalValue.Present(b')) -> f a' b'
| _ -> None)
However this doesn't work, i don't have the right syntax in the second union case when one value is missing...
basically instead of the last None, i need to assign a value which corresponds to <missing> but i can't find it.
I also looked at something like
Option.bind OptionalValue.asOption OptionalValue.Missing but cannot find the right expression

You can do it this way:
let map2 f =
function
| OptionalValue.Present(a'), OptionalValue.Present(b') -> Some (f a' b')
| _ -> None
let map2series f series1 series2 =
series2
|> Series.zip series1
|> Series.mapAll(fun _ -> Option.bind(map2 f))

Related

Is there a standard F# function for separating a sequence of Choices?

I'm looking for a standard F# function that takes a sequence of 2-choices and returns a pair of sequences:
let separate (choices : seq<Choice<'T1, 'T2>>) : seq<'T1> * seq<'T2> = ...
A naive implementation is pretty simple:
let separate choices =
let ones =
choices
|> Seq.choose (function
| Choice1Of2 one -> Some one
| _ -> None)
let twos =
choices
|> Seq.choose (function
| Choice2Of2 two -> Some two
| _ -> None)
ones, twos
This works fine, but iterates the sequence twice, which is less than ideal. Is this function defined in one of the semi-standard libraries? I looked around, but couldn't find it. (If it exists, I'm sure it goes by some other name.)
For bonus points, versions that work with 3-choices, 4-choices, and so on, would also be nice, as would versions for List, Array, etc. Thanks.
I can't find builtin implementation but can write my own.
It uses IEnumerator<> based approach, so it will work with any collection type but it's not optimal (e.g. arrays will work slower than could be). Order is reversed (easy to fix with ResizeArray but more code). Also this version is not lazy, but can be easily adapted to work with Choice<'a, 'b, 'c> and others
let splitChoices2 (choices: Choice<'a, 'b> seq) =
let rec inner (it: IEnumerator<_>) acc1 acc2 =
if it.MoveNext() then
match it.Current with
| Choice1Of2 c1 -> inner it (c1 :: acc1) acc2
| Choice2Of2 c2 -> inner it acc1 (c2 :: acc2)
else
acc1, acc2
inner (choices.GetEnumerator()) [] []
let choices = [
Choice1Of2 11
Choice2Of2 "12"
Choice1Of2 21
Choice2Of2 "22"
]
choices |> splitChoices2 |> printfn "%A"
Update: ResizeArray based approach without reversed order and potentially less expensive enumeration
let splitChoices2 (choices: Choice<'a, 'b> seq) =
let acc1 = ResizeArray()
let acc2 = ResizeArray()
for el in choices do
match el with
| Choice1Of2 c1 -> acc1.Add c1
| Choice2Of2 c2 -> acc2.Add c2
acc1, acc2
This is sort of inspired by TraverseA but has come out quite different. Here is a single pass solution (UPDATE: however while the core algorithm might be single pass from List to List, but getting it to match your type signature, and ordering the result the same way makes it 3*O(n), it depends how important the ordering and type signature are to you)
let choices = seq {Choice1Of2(1) ; Choice2Of2(2) ; Choice2Of2(3) ; Choice1Of2(4)}
let seperate' choices =
let rec traverse2ChoicesA tupleSeq choices =
match choices with
| [] -> fst tupleSeq |> List.rev |>Seq.ofList , snd tupleSeq |> List.rev |> Seq.ofList
| (Choice1Of2 f)::tl -> traverse2ChoicesA (f::fst tupleSeq, snd tupleSeq) tl
| (Choice2Of2 s)::tl -> traverse2ChoicesA (fst tupleSeq, s::snd tupleSeq) tl
traverse2ChoicesA ([],[]) <| List.ofSeq choices
seperate' choices;;
val seperate' : choices:seq<Choice<'a,'b>> -> seq<'a> * seq<'b>
val it : seq<int> * seq<int> = ([1; 4], [2; 3])
Update: To be clear, if ordering and List instead of Seq are ok then this is a single pass:
let choices = [Choice1Of2(1) ; Choice2Of2(2) ; Choice2Of2(3) ; Choice1Of2(4)]
let seperate' choices =
let rec traverse2ChoicesA (tupleSeq) choices =
match choices with
| [] -> tupleSeq
| (Choice1Of2 f)::tl -> traverse2ChoicesA (f :: fst tupleSeq, snd tupleSeq) tl
| (Choice2Of2 s)::tl -> traverse2ChoicesA (fst tupleSeq, s:: snd tupleSeq) tl
traverse2ChoicesA ([],[]) choices
seperate' choices;;
val choices : Choice<int,int> list =
[Choice1Of2 1; Choice2Of2 2; Choice2Of2 3; Choice1Of2 4]
val seperate' : choices:Choice<'a,'b> list -> 'a list * 'b list
val it : int list * int list = ([4; 1], [3; 2])
You might find something more general, performant and with appropriate type signature in the FSharpPlus "semi-standard" library using TraverseA?

How would I write a function that takes a sequence , and returns the same sequence with a mapping applied to only one element?

Suppose I have the sequence {1;2;3;4} and I want to apply (fun x -> x * 2) to the 3rd element, yielding {1;2;6;4}. What's the best way to construct such a function ?
A simple way of doing this while still treating the seq as a stream appropriately would be:
let input = seq {1..4}
let result = input |> Seq.mapi (fun i x -> match i with
| 2 (* 3rd item *) -> x*2
| _ -> x)

using a sequence on partial application

I have a sequence of value that I would like to apply to a function partially :
let f a b c d e= a+b+c+d+e
let items = [1,2,3,4,5]
let result = applyPartially f items
Assert.Equal(15, result)
I am looking after the applyPartially function. I have tried writing recursive functions like this :
let rec applyPartially f items =
| [] -> f
| [x] -> f x
| head :: tail -> applyPartially (f head) tail
The problem I have encountered is that the f type is at the beginning of my iteration 'a->'b->'c->'d->'e, and for every loop it should consume an order.
'a->'b->'c->'d->'e
'b->'c->'d->'e
'c->'d->'e
'd->'e
That means that the lower interface I can think of would be 'd->'e. How could I hide the complexity of my function so that only 'd->'e is shown in the recursive function?
The F# type system does not have a nice way of working with ordinary functions in a way you are suggesting - to do this, you'd need to make sure that the length of the list matches the number of arguments of the function, which is not possible with ordinary lists and functions.
However, you can model this nicely using a discriminated union. You can define a partial function, which has either completed, or needs one more input:
type PartialFunction<'T, 'R> =
| Completed of 'R
| NeedsMore of ('T -> PartialFunction<'T, 'R>)
Your function f can now be written (with a slightly ugly syntax) as a PartialFunction<int, int> that keeps taking 5 inputs and then returns the result:
let f =
NeedsMore(fun a -> NeedsMore(fun b ->
NeedsMore(fun c -> NeedsMore(fun d ->
NeedsMore(fun e -> Completed(a+b+c+d+e))))))
Now you can implement applyPartially by deconstructing the list of arguments and applying them one by one to the partial function until you get the result:
let rec applyPartially f items =
match f, items with
| Completed r, _ -> r
| NeedsMore f, head::tail -> applyPartially (f head) tail
| NeedsMore _, _ -> failwith "Insufficient number of arguments"
The following now returns 15 as expected:
applyPartially f [1;2;3;4;5]
Disclaimer: Please don't use this. This is just plain evil.
let apply f v =
let args = v |> Seq.toArray
f.GetType().GetMethods()
|> Array.tryFind (fun m -> m.Name = "Invoke" && Array.length (m.GetParameters()) = Array.length args)
|> function None -> failwith "Not enough args" | Some(m) -> m.Invoke(f, args)
Just like you would expect:
let f a b c d e= a+b+c+d+e
apply f [1; 2; 3; 4; 5] //15

fold or choose till None?

Is there already a way to do something like a chooseTill or a foldTill, where it will process until a None option is received? Really, any of the higher order functions with a "till" option. Granted, it makes no sense for stuff like map, but I find I need this kind of thing pretty often and I wanted to make sure I wasn't reinventing the wheel.
In general, it'd be pretty easy to write something like this, but I'm curious if there is already a way to do this, or if this exists in some known library?
let chooseTill predicate (sequence:seq<'a>) =
seq {
let finished = ref false
for elem in sequence do
if not !finished then
match predicate elem with
| Some(x) -> yield x
| None -> finished := true
}
let foldTill predicate seed list =
let rec foldTill' acc = function
| [] -> acc
| (h::t) -> match predicate acc h with
| Some(x) -> foldTill' x t
| None -> acc
foldTill' seed list
let (++) a b = a.ToString() + b.ToString()
let abcdef = foldTill (fun acc v ->
if Char.IsWhiteSpace v then None
else Some(acc ++ v)) "" ("abcdef ghi" |> Seq.toList)
// result is "abcdef"
I think you can get that easily by combining Seq.scan and Seq.takeWhile:
open System
"abcdef ghi"
|> Seq.scan (fun (_, state) c -> c, (string c) + state) ('x', "")
|> Seq.takeWhile (fst >> Char.IsWhiteSpace >> not)
|> Seq.last |> snd
The idea is that Seq.scan is doing something like Seq.fold, but instead of waiting for the final result, it yields the intermediate states as it goes. You can then keep taking the intermediate states until you reach the end. In the above example, the state is the current character and the concatenated string (so that we can check if the character was whitespace).
A more general version based on a function that returns option could look like this:
let foldWhile f initial input =
// Generate sequence of all intermediate states
input |> Seq.scan (fun stateOpt inp ->
// If the current state is not 'None', then calculate a new one
// if 'f' returns 'None' then the overall result will be 'None'
stateOpt |> Option.bind (fun state -> f state inp)) (Some initial)
// Take only 'Some' states and get the last one
|> Seq.takeWhile Option.isSome
|> Seq.last |> Option.get

How to find the value in a list at which a maximum value of a function occurs

I want to find not just the maximum value of a function applied to a list (for which I would just use List.maxBy) but also the value in the list this occurred at. This feels like a fairly common operation and given the richness of the F# libraries in general I wouldn't be at all surprised to discover it was actually already available but I cannot seem to find it if it is!
To illustrate with an example, I want to be able to map a list domain and a function f
let domain = [0 .. 5]
let f x = -x * (x - 2)
to (1, 1) (since the function applied to an other element of the list is less than 1).
I first tried this:
let findMaximum domain f =
let candidates = [ for x in domain do
yield x, f x ]
let rec findMaximumHelper domain f currentMax =
match domain with
| [] -> currentMax
| head::tail ->
let cand = f head
match currentMax with
| None ->
let newMax = Some(head, cand)
findMaximumHelper tail f newMax
| Some(maxAt, possMax) ->
let newMax =
if cand > possMax then Some(head, cand)
else Some(maxAt, possMax)
findMaximumHelper tail f newMax
findMaximumHelper domain f None
let answer = findMaximum domain f
at which point I realised this is very close to a fold operation, and put together
let findMaximum2 domain f =
let findMaximumHelper f acc x =
let cand = f x
match acc with
| None -> Some(x, cand)
| Some(maxAt, possMax) ->
if cand > possMax then Some(x, cand)
else Some(maxAt, possMax)
List.fold (findMaximumHelper f) None domain
let answer2 = findMaximum2 domain f
instead.
My question is, are these idiomatic F# ways of solving this problem, or indeed, is there a better way of solving this?
Indeed, the F# library provides all the necessary higher order functions to express this succinctly:
domain
|> Seq.map (fun x -> x, f x)
|> Seq.maxBy snd
Note: updated to use Seq.map and Seq.maxBy instead of List.map and List.maxBy to address #ildjarn's concern about creating an unnecessary intermediate list.
An alternative to Stephen's answer, that avoids creating a second List, with the tradeoff of executing f one extra time:
domain
|> List.maxBy f
|> fun x -> x, f x

Resources