Generic type annotation in F#

Question

I got the following error:

Error 2 Value restriction. The value \'gbmLikelihood\' has been inferred to have generic type val gbm

Answer 1

This error can happen when you declare a value that has a generic type. See for example this past SO question. In your case, the type suggests that you are trying to define a function, but the compiler does not see it as a syntactic function. This can happen if you perform some effects and then return function using the lambda syntax:

let wrong = 
  printfn "test"
  (fun x -> x)

To avoid the problem, you need to write the function using the function syntax:

printfn "test"
let wrong x = x

EDIT: In your concrete example, the function gbmLikelihood is created as a result of a partial function application. To make it compile, you need to turn it into an explicit function:

let gbmLikelihood parameters = 
  likelihood (fun data p -> Array.get p 0) (fun datac p -> Array.get p 1) parameters 

For more information why this is the case & how it works, see also this great article on value restriction in F#.

Answer 2

Instead of making the parameters of gbmLikelihood explicit you might also just add a generic type annotation to the function:

let gbmLikelihood<'a> = 
    likelihood (fun data p -> Array.get p 0) (fun datac p -> Array.get p 1)