lace_stats 0.4.0

Contains component model and hyperprior specifications
Documentation 
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use serde::{Deserialize, Serialize};

// An empirical CDf derived from samples
#[derive(Debug, Clone, PartialEq, PartialOrd, Serialize, Deserialize)]
pub struct EmpiricalCdf {
    xs: Vec<f64>,
}

impl EmpiricalCdf {
    pub fn new(samples: &[f64]) -> Self {
        let mut xs = Vec::from(samples);
        xs.sort_unstable_by(|a, b| a.partial_cmp(b).unwrap());
        EmpiricalCdf { xs }
    }

    fn cdf(&self, x: f64) -> f64 {
        let n = self.xs.len();
        if x < self.xs[0] {
            0.0
        } else if x >= self.xs[n - 1] {
            1.0
        } else {
            let ix: usize = match self
                .xs
                .binary_search_by(|&probe| probe.partial_cmp(&x).unwrap())
            {
                Ok(ix) => ix,
                Err(ix) => ix,
            };
            ix as f64 / n as f64
        }
    }

    pub fn f(&self, values: &[f64]) -> Vec<f64> {
        values.iter().map(|&value| self.cdf(value)).collect()
    }

    pub fn pp(&self, other: &Self) -> (Vec<f64>, Vec<f64>) {
        let mut xys = self.xs.clone();
        xys.append(&mut other.xs.clone());
        xys.sort_unstable_by(|a, b| a.partial_cmp(b).unwrap());
        (self.f(&xys), other.f(&xys))
    }

    /// Area between CDF-CDF line
    pub fn auc(&self, other: &Self) -> f64 {
        let (fxs, fys) = self.pp(other);
        let diff: Vec<f64> = fxs
            .iter()
            .zip(fys.iter())
            .map(|(fx, fy)| (fx - fy).abs())
            .collect();

        let mut q = 0.0;
        for i in 1..fxs.len() {
            let step = fxs[i] - fxs[i - 1];
            let trap = diff[i] + diff[i - 1];
            q += step * trap
        }
        q / 2.0
    }
}