Calling R from F#

August 27, 2013 Leave a comment

So I thought I would check out R.NET so I downloaded R from its home site.  I then created a basic F# library and installed R.DotNet.  I found it amusing that it installed from the recycle bin:

image

I then fired up a F# project to test it out.  I decided to mimic the C# example on the Codeplex site in F#.  I gopt to the 4th line where I actually tried to create an instance of the REngine:

image

So I typed into Google R and F# and what do you know,  some folks created a type provider for R  How cool is that?  I installed the RProvider from NuGet and then typed in the basic code sample but it was not getting recognized.

image

I then read in the documentation that you need to restart Visual Studio (good to know)  and make sure that the .NET version is 4.5.  Still no luck.  I then downloaded the example script that is on Github and I was getting the same problem.  Out of desperation, I hit F6 and I got this:

image

 

Then all of the R type provider references resolved.  I then changed the R.Net to point at the bin and all of those references resolved.  I then commented out

  1. //open RProvider.tseries
  2. //open RProvider.zoo

and

  1. //let adf = R.adf_test(msft)

and no more red squiqqley!  When I hit F6 though, I get this:

 

image

Undaunted, I ran the script anyway and sure enough, I got some output:

image

Filed under F#, R

F# and Unit Testing

August 20, 2013 Leave a comment

Consider this code snippet in F#

  1. module Board =
  2.     let tiles = [|0 .. 39|]
  3.     let random = System.Random()
  4.  
  5.     let communityChest x =
  6.         let communityChestDraw = random.Next(1,17)
  7.         if communityChestDraw = 1 then
  8.             0
  9.         else if communityChestDraw = 2 then
  10.             10
  11.          else
  12.             x

 

I then went to create a unit test for the communityChest function when it hit me that I will get unpredictable behavior because I am getting a random number within the method body.  I made this same mistake when I created my windows phone 7 game where there combat engine was using a Random.Next() result.

Basically, I am repeating my mistakes across two languages.  The good news is that the solution is the same for both languages: I need to inject the result from Random.Next() into community chest.

  1. let communityChest x y =
  2.     if y = 1 then
  3.         0
  4.     else if y = 2 then
  5.         10
  6.      else
  7.         x

 

And then

  1. let move x y =
  2.     let communityChestDraw = random.Next(1,17)
  3.  
  4.     if x + y > 39 then
  5.         x + y – 40
  6.     else if x + y = 30 then
  7.         10
  8.     else if x + y = 2 then
  9.         communityChest 2 communityChestDraw
  10.     else if x + y = 7 then
  11.         chance 7
  12.     else if x + y = 17 then
  13.         communityChest 2 communityChestDraw
  14.     else if x + y = 22 then
  15.         chance 22
  16.     else if x + y = 33 then
  17.         communityChest 2 communityChestDraw
  18.     else if x + y = 36 then
  19.         chance 36
  20.     else
  21.         x + y

 

The other nice thing is I found the bug that was, well, bugging me.  The reason that 2 showed up the most was that I had copied and pasted 2 to be the results of all community chest runs.  I then changed the code to reflect the actual position of community chest:

  1. let move x y =
  2.     let communityChestDraw = random.Next(1,17)
  3.  
  4.     if x + y > 39 then
  5.         x + y – 40
  6.     else if x + y = 30 then
  7.         10
  8.     else if x + y = 2 then
  9.         communityChest 2 communityChestDraw
  10.     else if x + y = 7 then
  11.         chance 7
  12.     else if x + y = 17 then
  13.         communityChest 17 communityChestDraw
  14.     else if x + y = 22 then
  15.         chance 22
  16.     else if x + y = 33 then
  17.         communityChest 33 communityChestDraw
  18.     else if x + y = 36 then
  19.         chance 36
  20.     else
  21.         x + y

 

So now I can do my unit tests:

  1. [TestClass]
  2. public class SimulatorTests
  3. {
  4.     [TestMethod]
  5.     public void communityChestWithOne_ReturnsZero()
  6.     {
  7.         var result = Simulator.communityChest(2, 1);
  8.         Assert.AreEqual(0, result);
  9.     }
  10.  
  11.     [TestMethod]
  12.     public void communityChestWithTwo_ReturnsTen()
  13.     {
  14.         var result = Simulator.communityChest(2, 2);
  15.         Assert.AreEqual(10, result);
  16.     }
  17.  
  18.     [TestMethod]
  19.     public void communityChestWithThree_ReturnsTwo()
  20.     {
  21.         var result = Simulator.communityChest(2, 3);
  22.         Assert.AreEqual(2, result);
  23.     }
  24. }

 

And the tests run green:

image

I love being able to write C# tests and test F# code…

Filed under F#, Unit Testing || Mocking

F# and Monopoly Probabilities

August 13, 2013 Leave a comment

My sons and I were playing Monopoly when we started discussing different strategies for property acquisition.  For example, should you try and get Park Place and Boardwalk for the large rent but low probability of someone landing on it or should you get the purples with a high hit chance but lower payout?

We decided to run a simulation and since I an teaching myself F#, we coded up a F# answer.  I created a F# Tutorial project and then added a .fsx file.  In that file, I first created a couple of variables – 1 of which is a .NET type:

  1. let tiles = [|0 .. 39|]
  2. let random = System.Random()

 

I then added a Community Chest function that returns a 1 in 16 chance of Going to Jail (board location 10) and a 1 in 16 chance of going to GO (board location 0).  This is not completely accurate because we don’t shuffle the deck after every draw – but it seems close enough.

  1. let communityChest x =
  2.     let communityChestDraw = random.Next(1,17)
  3.     if communityChestDraw = 1 then
  4.         0
  5.     else if communityChestDraw = 2 then
  6.         10
  7.      else
  8.         x

 

I then added a Chance function that did the same thing – with a lot more possibilities (Go to Boardwalk, go to the nearest railroad, etc…)

  1. let chance x =
  2.     let chanceDraw = random.Next(1,17)
  3.     if chanceDraw = 1 then
  4.         0
  5.     else if chanceDraw = 2 then
  6.         10
  7.     else if chanceDraw = 3 then
  8.         11
  9.     else if chanceDraw = 4 then
  10.         39
  11.     else if chanceDraw = 5 then
  12.         x – 3
  13.     else if chanceDraw = 6 then
  14.         5
  15.     else if chanceDraw = 7 then
  16.         24
  17.     else if chanceDraw = 8 then
  18.         if x < 5 then
  19.             5
  20.         else if x < 15 then
  21.             15
  22.         else if x < 25 then
  23.             25
  24.         else if x < 35 then
  25.             35
  26.         else
  27.             5
  28.     else if chanceDraw = 9 then
  29.         if x < 12 then
  30.             12
  31.         else if x < 28 then
  32.             28
  33.         else
  34.             12
  35.     else
  36.         x    

 

I then added a move function that handled going past the 39th tile and looping around past go and also the “Go to Jail” Tile:

  1. let move x y =
  2.     if x + y > 39 then
  3.         x + y – 40
  4.     else if x + y = 30 then
  5.         10
  6.     else if x + y = 2 then
  7.         communityChest 2
  8.     else if x + y = 7 then
  9.         chance 7
  10.     else if x + y = 17 then
  11.         communityChest 2
  12.     else if x + y = 22 then
  13.         chance 22
  14.     else if x + y = 33 then
  15.         communityChest 2
  16.     else if x + y = 36 then
  17.         chance 36
  18.     else
  19.         x + y

 

I then put it together with a simulation function that ran 10000 iterations:

  1. let simulation =
  2.     let mutable startingTile = 0
  3.     let mutable endingTile = 0
  4.     let mutable doublesCount = 0
  5.     let mutable inJail = false
  6.     let mutable jailRolls = 0
  7.     for diceRoll in 1 .. 10000 do
  8.         let dieOneValue = random.Next(1,7)
  9.         let dieTwoValue = random.Next(1,7)
  10.         let numberOfMoves = dieOneValue + dieTwoValue
  11.         
  12.         if dieOneValue = dieTwoValue then
  13.             doublesCount <- doublesCount + 1
  14.         else
  15.             doublesCount <- 0
  16.  
  17.         if inJail = true then
  18.             if doublesCount > 1 then
  19.                 inJail <- false
  20.                 jailRolls <- 0
  21.                 endingTile <- move 10 numberOfMoves
  22.             else
  23.                 if jailRolls = 3 then
  24.                     inJail <- false
  25.                     jailRolls <- 0
  26.                     endingTile <- move 10 numberOfMoves
  27.                 else
  28.                     inJail <- true
  29.                     jailRolls <- jailRolls + 1
  30.         else
  31.             if doublesCount = 3 then
  32.                 inJail <- true
  33.                 endingTile <- 10
  34.             else
  35.                 endingTile <- move startingTile numberOfMoves
  36.         
  37.         let endingTile = move startingTile numberOfMoves
  38.  
  39.         printfn "die1: %A + die2: %A = %A FROM %A TO %A"
  40.             dieOneValue dieTwoValue numberOfMoves startingTile endingTile
  41.  
  42.         startingTile <- endingTile
  43.         tiles.[endingTile] <- tiles.[endingTile] + 1

I hate the mutable keywords.  I don’t know enough about F# to not use it – but it seems that my code is a F# plate of spaghetti

I then spit out the results like this:

  1. let Aggregation =
  2.     for tile in tiles do
  3.         printfn "%A" tile

 

And sure enough, I got some results:

image

 

I then put these results into Excel where I added the tile names

image

and did a quick pivot table on property groups like this:

image

 

Note that the results seem wrong (or not 100% correct) because Tile #2 (Community Chest) can’t be the most landed on tile and I also had 30 out of the 10,000 times where the cop was the final resting place for a turn – which can’t happen.

If I was using C#, I would have done this in about 25% of the time and been 100% right using unit tests – but I am trying to make myself uncomfortable by learning F# and so I muddle through – often I find that  the process is more important than the results in learning.

In any event, I want to make the following changes:

  • 1) Create a tuple using the Tile Name, the PropertyGroup, and the Count
  • 2) Write the unit tests so that I am 100% correct
  • 3) Re-write it getting rid of the mutable keyword
  • 4) Aggregate the list using the F# constrcuts (versus using Excel)

The kids also want to put in the expected rate of return based on the rent for each tile and then the adjustment for each house.  That might be fun – but it is irrelevant for actually winning the game (the marginal benefit of additional analysis is very low).   As long as you know they key colors and can get monopolies on them (and prevent monopolies by your opponent), you will win more often than not.

Filed under F#

Infer.NET

August 6, 2013 Leave a comment

I was on vacation last week so I decided to have some fun with Infer.Net.  As someone interested in F#/Machine learning, Infer.Net seemed like a cool side project.  I was not disappointed.  I downloaded the most recent bits (though no NuGet) and wired up a basic problem of determining the probability of 2 even-sided coins to both come up heads:

  1. Console.WriteLine("Start");
  2.  
  3. Variable<bool> firstCoin = Variable.Bernoulli(0.5);
  4. Variable<bool> secondCoin = Variable.Bernoulli(0.5);
  5. Variable<bool> bothHeads = firstCoin & secondCoin;
  6.  
  7. InferenceEngine engine = new InferenceEngine();
  8. Console.WriteLine("Probability both coins are heads: " + engine.Infer(bothHeads));
  9.  
  10. Console.WriteLine("End");
  11. Console.ReadKey();

 

Sure enough:

image

I can’t wait to dig into the other tutorials and then apply the inference to some of the real data sets I have collected…

Filed under Machine Learning