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use rv::misc::argmax;
use std::fmt::Display;
use std::fs::File;
use std::io;
use std::io::prelude::*;
pub fn write_data_and_r<T: Display>(
prefix: &str,
data: &[T],
r: &Vec<Vec<f64>>,
change_points: &Vec<usize>,
) -> io::Result<()> {
let data_file_path = format!("{}_data.txt", prefix);
let mut data_f = File::create(data_file_path)?;
data.iter()
.map(|d| writeln!(data_f, "{}", d))
.collect::<io::Result<()>>()?;
let r_file_path = format!("{}_r.txt", prefix);
let mut r_f = File::create(r_file_path)?;
let t = r.len();
r.iter()
.map(|rs| {
for i in 0..rs.len() {
write!(r_f, "{} ", rs[i])?;
}
for _ in rs.len()..t {
write!(r_f, "{} ", 0.0)?;
}
writeln!(r_f, "")?;
Ok(())
})
.collect::<io::Result<()>>()?;
let change_points_path = format!("{}_change_points.txt", prefix);
let mut cp_f = File::create(change_points_path)?;
change_points
.iter()
.map(|cp| writeln!(cp_f, "{}", cp))
.collect::<io::Result<()>>()?;
Ok(())
}
pub fn window_over_threshold(r: &Vec<Vec<f64>>, window: usize, threshold: f64) -> Vec<usize> {
let mut result = Vec::new();
for (i, rs) in r.iter().enumerate() {
let window_sum: f64 = rs.iter().skip(1).take(window).sum();
if window_sum >= threshold {
result.push(i);
}
}
result
}
pub enum ChangePointDetectionMethod {
Reset,
NonIncremental,
DropThreshold(f64),
}
impl ChangePointDetectionMethod {
fn detect(&self, r: Vec<Vec<f64>>) -> Vec<usize> {
let mut res = Vec::new();
match self {
ChangePointDetectionMethod::Reset => {
for i in 1..r.len() {
if argmax(&r[i]).iter().any(|&x| x == 0) {
res.push(i);
}
}
}
ChangePointDetectionMethod::NonIncremental => {
let mut last_argmax: usize = *argmax(&r[0]).last().unwrap();
for i in 1..r.len() {
let this_argmax = *argmax(&r[i]).last().unwrap();
if last_argmax + 1 != this_argmax {
res.push(i);
}
last_argmax = this_argmax;
}
}
ChangePointDetectionMethod::DropThreshold(t) => {
let mut last_argmax: usize = *argmax(&r[0]).last().unwrap();
for i in 1..r.len() {
let this_argmax = *argmax(&r[i]).last().unwrap();
if (this_argmax as f64) / (last_argmax as f64) < 1.0 - t {
res.push(i);
}
last_argmax = this_argmax;
}
}
}
res
}
}
pub fn most_likely_breaks(r: &Vec<Vec<f64>>, method: ChangePointDetectionMethod) -> Vec<usize> {
let mut log_r: Vec<Vec<f64>> = r
.iter()
.map(|vs| vs.iter().map(|x| x.ln()).collect())
.collect();
for i in 0..(log_r.len() - 1) {
let mut max = std::f64::NEG_INFINITY;
for j in 0..(log_r[i].len()) {
log_r[i + 1][j + 1] += log_r[i][j];
max = max.max(log_r[i][j]);
}
log_r[i + 1][0] += max;
}
method.detect(log_r)
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn most_likely_breaks_explicite() {
let data: Vec<Vec<f64>> = vec![
vec![1.0],
vec![0.1, 0.9],
vec![0.9, 0.0, 0.1],
vec![0.1, 0.7, 0.0, 0.2],
vec![0.2, 0.2, 0.3, 0.0, 0.3],
vec![0.1, 0.4, 0.1, 0.1, 0.0, 0.3],
vec![0.3, 0.0, 0.0, 0.2, 0.0, 0.0, 0.5],
];
let breaks = most_likely_breaks(&data.to_vec(), ChangePointDetectionMethod::NonIncremental);
assert_eq!(breaks, vec![2, 5, 6]);
}
}