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pub fn mean(values: &[f64]) -> f64 {
let length: usize = values.len();
if length == 0 {
return 0_f64;
} else if length == 1 {
return values[0];
}
values.iter().sum::<f64>() / length as f64
}
pub fn variance(values: &[f64]) -> f64 {
if values.len() == 0 {
return 0f64;
}
let mean = mean(values);
values.iter().map(|x| (x - mean).powi(2)).sum::<f64>() / values.len() as f64
}
pub fn covariance(x: &[f64], y: &[f64]) -> f64 {
if x.len() != y.len() {
panic!("x and y must be of equal length.");
}
let length: usize = x.len();
if length == 0 {
return 0_f64;
}
let mean_x = mean(x);
let mean_y = mean(y);
let covariance: f64 = x
.iter()
.zip(y.iter())
.map(|(x, y)| (x - mean_x) * (y - mean_y))
.sum();
return covariance / length as f64;
}