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
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
use structure::matrix::*;
use structure::vector::*;

/// Statistics Trait
///
/// It contains `mean`, `var`, `sd`, `cov`
pub trait Statistics {
    type Array;
    type Value;

    fn mean(&self) -> Self::Value;
    fn var(&self) -> Self::Value;
    fn sd(&self) -> Self::Value;
    fn cov(&self) -> Self::Array;
    fn cor(&self) -> Self::Array;
}

impl Statistics for Vector {
    type Array = Vector;
    type Value = f64;

    /// Mean
    ///
    /// # Examples
    /// ```
    /// extern crate peroxide;
    /// use peroxide::*;
    ///
    /// let a = c!(1,2,3,4,5);
    /// assert_eq!(a.mean(), 3.0);
    /// ```
    fn mean(&self) -> f64 {
        self.reduce(0f64, |x, y| x + y) / (self.len() as f64)
    }

    /// Variance
    ///
    /// # Examples
    /// ```
    /// extern crate peroxide;
    /// use peroxide::*;
    ///
    /// let a = c!(1,2,3,4,5);
    /// assert_eq!(a.var(), 2.5);
    /// ```
    fn var(&self) -> f64 {
        let mut ss = 0f64;
        let mut s = 0f64;
        let mut l = 0f64;

        for x in self.into_iter() {
            ss += x.powf(2f64);
            s += x;
            l += 1f64;
        }
        assert_ne!(l, 1f64);
        (ss / l - (s / l).powf(2f64)) * l / (l - 1f64)
    }

    /// Standard Deviation
    ///
    /// # Examples
    /// ```
    /// extern crate peroxide;
    /// use peroxide::*;
    ///
    /// let a = c!(1,2,3);
    /// assert!(nearly_eq(a.sd(), 1f64)); // Floating Number Error
    /// ```
    fn sd(&self) -> f64 {
        self.var().sqrt()
    }

    fn cov(&self) -> Vector {
        unimplemented!()
    }
    fn cor(&self) -> Vector {
        unimplemented!()
    }
}

impl Statistics for Matrix {
    type Array = Matrix;
    type Value = Vector;

    /// Column Mean
    ///
    /// # Examples
    /// ```
    /// extern crate peroxide;
    /// use peroxide::*;
    ///
    /// let m = matrix(c!(1,3,3,1), 2, 2, Col);
    /// assert_eq!(m.mean(), c!(2,2));
    /// ```
    fn mean(&self) -> Vector {
        let mut container: Vector = Vec::new();
        let c = self.col;

        for i in 0 .. c {
            container.push(self.col(i).mean());
        }
        container
    }

    /// Column variance
    /// 
    /// # Examples
    /// ```
    /// extern crate peroxide;
    /// use peroxide::*;
    ///
    /// let m = matrix(c!(1,2,3,3,2,1), 3, 2, Col);
    /// assert!(nearly_eq(m.var()[0], 1));
    /// ```
    fn var(&self) -> Vector {
        let mut container: Vector = Vec::new();
        let c = self.col;

        for i in 0 .. c {
            container.push(self.col(i).var());
        }
        container
    }

    /// Column Standard Deviation
    ///
    /// # Examples
    /// ```
    /// extern crate peroxide;
    /// use peroxide::*;
    ///
    /// let m = matrix(c!(1,2,3,3,2,1), 3, 2, Col);
    /// assert!(nearly_eq(m.sd()[0], 1));
    /// ```
    fn sd(&self) -> Vector {
        let mut container: Vector = Vec::new();
        let c = self.col;

        for i in 0 .. c {
            container.push(self.col(i).sd());
        }
        container
    }


    /// Covariance Matrix (Column based)
    /// 
    /// # Examples
    /// ```
    /// extern crate peroxide;
    /// use peroxide::*;
    ///
    /// let m = matrix(c!(1,2,3,3,2,1), 3, 2, Col);
    /// println!("{}", m.cov());
    ///
    /// //         c[0]    c[1]
    /// // r[0]  1.0000 -1.0000
    /// // r[1] -1.0000  1.0000
    /// ```
    fn cov(&self) -> Matrix {
        let c = self.col;

        let mut m: Matrix = matrix(vec![0f64; c*c], c, c, self.shape);

        for i in 0 .. c {
            let m1 = self.col(i);
            for j in 0 .. c {
                let m2 = self.col(j);
                m[(i, j)] = cov(&m1, &m2);
            }
        }
        m
    }

    fn cor(&self) -> Matrix {
        let c = self.col;

        let mut m: Matrix = matrix(vec![0f64; c*c], c, c, self.shape);

        for i in 0 .. c {
            let m1 = self.col(i);
            for j in 0..c {
                let m2 = self.col(j);
                m[(i, j)] = cor(&m1, &m2);
            }
        }
        m
    }
}

/// Covariance (to Value)
///
/// # Examples
/// ```
/// extern crate peroxide;
/// use peroxide::*;
///
/// let v1 = c!(1,2,3);
/// let v2 = c!(3,2,1);
/// assert!(nearly_eq(cov(&v1, &v2), -1f64));
/// ```
pub fn cov(v1: &Vector, v2: &Vector) -> f64 {
    let mut ss = 0f64;
    let mut sx = 0f64;
    let mut sy = 0f64;
    let mut l = 0f64;

    for (x, y) in v1.into_iter().zip(v2) {
        ss += x * y;
        sx += x;
        sy += y;
        l += 1f64;
    }
    assert_ne!(l, 1f64);
    (ss / l - (sx * sy) / (l.powf(2f64))) * l / (l - 1f64)
}

/// Pearson's correlation coefficient
///
/// # Examples
/// ```
/// extern crate peroxide;
/// use peroxide::*;
///
/// let a = c!(1,2,3);
/// let b = c!(3,2,1);
/// assert!(nearly_eq(cor(&a, &b),-1));
/// ```
pub fn cor(v1: &Vector, v2: &Vector) -> f64 {
    cov(v1, v2) / (v1.sd() * v2.sd())
}

/// R like linear regression
///
/// # Examples
pub fn lm(input: &Matrix, target: &Matrix) -> Matrix {
    let x_temp = input.clone();
    let mut ones = vec![1f64; x_temp.row * x_temp.col];
    ones.extend(&x_temp.data);
    let x = matrix(ones, x_temp.row, x_temp.col + 1, x_temp.shape);
    let tx = x.t();
    let t = target.clone();
    (tx.clone() % x).inv().unwrap() % tx % t
}