1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
/*!
Provides implementations of and related to Discrete Bayes filtering.
*/
use num_traits::Float;

use crate::common::convolve;
use crate::common::shift;
use crate::common::ConvolutionMode;
use crate::common::ShiftMode;

/// Normalize distribution `pdf` in-place so it sums to 1.0.
///
/// # Example
///
/// ```
/// use filter::discrete_bayes::normalize;
/// use assert_approx_eq::assert_approx_eq;
///
/// let mut pdf = [1.0, 1.0, 1.0, 1.0];
/// normalize(&mut pdf);
///
/// assert_approx_eq!(pdf[0], 0.25_f64);
/// assert_approx_eq!(pdf[1], 0.25_f64);
/// assert_approx_eq!(pdf[2], 0.25_f64);
/// assert_approx_eq!(pdf[3], 0.25_f64);
/// ```
///
pub fn normalize<F: Float>(pdf: &mut [F]) {
    let sum = pdf.iter().fold(F::zero(), |p, q| p + *q);
    pdf.iter_mut().for_each(|f| *f = *f / sum);
}

/// Computes the posterior of a discrete random variable given a
/// discrete likelihood and prior. In a typical application the likelihood
/// will be the likelihood of a measurement matching your current environment,
/// and the prior comes from discrete_bayes.predict().
///
pub fn update<F: Float>(likelihood: &[F], prior: &[F]) -> Result<Vec<F>, ()> {
    if likelihood.len() != prior.len() {
        return Err(());
    }
    let mut posterior: Vec<F> = likelihood
        .iter()
        .zip(prior.iter())
        .map(|(&l, &p)| l * p)
        .collect();
    normalize(&mut posterior);
    Ok(posterior)
}

/// Determines what happens at the boundaries of the probability distribution.
#[derive(Debug)]
pub enum EdgeHandling<F> {
    /// the  probability distribution is shifted and the given value is used to used to fill in missing elements.
    Constant(F),
    /// The probability distribution is wrapped around the array.
    Wrap,
}

/// Performs the discrete Bayes filter prediction step, generating the prior.
pub fn predict<F: Float>(pdf: &[F], offset: i64, kernel: &[F], mode: EdgeHandling<F>) -> Vec<F> {
    match mode {
        EdgeHandling::Constant(c) => convolve(
            &shift(pdf, offset, ShiftMode::Extend(c)),
            kernel,
            ConvolutionMode::Extended(c),
        ),
        EdgeHandling::Wrap => convolve(
            &shift(pdf, offset, ShiftMode::Wrap),
            kernel,
            ConvolutionMode::Wrap,
        ),
    }
}

#[cfg(test)]
mod tests {
    use assert_approx_eq::assert_approx_eq;

    use super::*;

    #[test]
    fn test_prediction_wrap_kernel_3() {
        let pdf = {
            let mut pdf = [1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0];
            normalize(&mut pdf);
            pdf
        };

        let kernel = [0.5, 0.5, 0.5, 0.5];

        let result = predict(&pdf, -1, &kernel, EdgeHandling::Wrap);
        let reference = [0.5, 0.0, 0.0, 0.0, 0.5, 0.5, 0.5];
        dbg!(&result);
        dbg!(&reference);

        debug_assert_eq!(reference.len(), result.len());
        for i in 0..reference.len() {
            assert_approx_eq!(reference[i], result[i]);
        }
    }

    #[test]
    fn test_prediction_extend_kernel_4() {
        let pdf = {
            let mut pdf = [1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0];
            normalize(&mut pdf);
            pdf
        };

        let kernel = [0.5, 0.5, 0.5, 0.5];

        let result = predict(&pdf, -1, &kernel, EdgeHandling::Constant(99.0));
        let reference = [
            4.95000000e+01,
            6.52189307e-18,
            -8.16487636e-19,
            1.78559758e-18,
            4.95000000e+01,
            9.90000000e+01,
            1.48500000e+02,
        ];
        dbg!(&result);
        dbg!(&reference);

        debug_assert_eq!(reference.len(), result.len());
        for i in 0..reference.len() {
            assert_approx_eq!(reference[i], result[i]);
        }
    }

    #[test]
    fn test_prediction_wrap_kernel_4() {
        let pdf = {
            let mut pdf = [0.0, 1.0, 2.0, 4.0, 8.0, 16.0, 8.0];
            normalize(&mut pdf);
            pdf
        };

        let kernel = [0.25, 0.5, 0.125, 0.125];

        let result = predict(&pdf, 3, &kernel, EdgeHandling::Wrap);
        let reference = [
            0.29487179, 0.17948718, 0.08333333, 0.05128205, 0.05448718, 0.11217949, 0.22435897,
        ];
        dbg!(&result);
        dbg!(&reference);

        debug_assert_eq!(reference.len(), result.len());
        for i in 0..reference.len() {
            assert_approx_eq!(reference[i], result[i]);
        }
    }

    #[test]
    fn test_prediction_wrap_kernel_5() {
        let pdf = {
            let mut pdf = [0.0, 1.0, 2.0, 4.0, 8.0, 16.0, 8.0];
            normalize(&mut pdf);
            pdf
        };

        let kernel = [0.25, 0.5, 0.125, 0.125, 10.0];

        let result = predict(&pdf, 3, &kernel, EdgeHandling::Wrap);
        let reference = [
            0.80769231, 1.20512821, 2.13461538, 4.15384615, 2.10576923, 0.11217949, 0.48076923,
        ];
        dbg!(&result);
        dbg!(&reference);

        debug_assert_eq!(reference.len(), result.len());
        for i in 0..reference.len() {
            assert_approx_eq!(reference[i], result[i]);
        }
    }

    #[test]
    fn test_prediction_constant_kernel_4() {
        let pdf = {
            let mut pdf = [0.0, 1.0, 2.0, 4.0, 8.0, 16.0, 8.0];
            normalize(&mut pdf);
            pdf
        };

        let kernel = [0.25, 0.5, 0.125, 0.125];

        let result = predict(&pdf, 3, &kernel, EdgeHandling::Constant(10.0));
        let reference = [
            10.0, 7.5, 2.50641026, 1.27564103, 0.05448718, 2.56089744, 7.51923077,
        ];
        dbg!(&result);
        dbg!(&reference);

        debug_assert_eq!(reference.len(), result.len());
        for i in 0..reference.len() {
            assert_approx_eq!(reference[i], result[i]);
        }
    }
}