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use statrs::distribution::{Discrete as _, Poisson as statrs_Poisson};
use statrs::distribution::Univariate as _;
use statrs::function::gamma::{gamma_li, gamma};
pub fn version()->String{
return env!("CARGO_PKG_VERSION").to_string();
}
pub mod bootstrap{
pub mod param{
use rand_distr::Poisson as rand_Poisson;
use rand_distr::Distribution;
use rayon::prelude::{ IntoParallelIterator, ParallelIterator};
pub fn ratio_events_greater_pval(
num_events_one_baseline:usize,
num_events_two_baseline:usize,
num_baseline_group:usize,
num_events_one_treatment:usize,
num_events_two_treatment:usize,
num_treatment_group:usize,
) -> Result<f64, &'static str>
{
return ratio_events_greater_pval_n(num_events_one_baseline,
num_events_two_baseline, num_baseline_group,
num_events_one_treatment, num_events_two_treatment,
num_treatment_group, 1000);
}
pub fn ratio_events_greater_pval_n(
num_events_one_baseline:usize,
num_events_two_baseline:usize,
num_baseline_group:usize,
num_events_one_treatment:usize,
num_events_two_treatment:usize,
num_treatment_group:usize,
num_samples:usize,
) -> Result<f64, &'static str>
{
if num_events_one_treatment == 0 && num_events_two_treatment == 0 {
return Err("Err creating test statistic: Treatment event ratio 0/0 is uncomparable")
}
if num_events_one_baseline == 0 {
return Err("Event one does not occur in baseline, assumption of poisson distribution is violated");
}
if num_events_two_baseline == 0 {
return Err("Event two does not occur in baseline, assumption of poisson distribution is violated");
}
let t_stat:f64 = match (num_events_one_treatment,num_events_two_treatment)
{
(_,_)=> num_events_one_treatment as f64 /num_events_two_treatment as f64
- num_events_one_baseline as f64 /num_events_two_baseline as f64,
};
let rate_one_baseline:f64 = num_events_one_baseline as f64 / num_baseline_group as f64;
let rate_two_baseline:f64 = num_events_two_baseline as f64/ num_baseline_group as f64;
let p_one = rand_Poisson::new(rate_one_baseline).unwrap();
let p_two = rand_Poisson::new(rate_two_baseline).unwrap();
let p_val = (0..num_samples).into_par_iter().map(|_|
{
let occ_b_one:f64 = p_one.sample_iter(&mut rand::thread_rng()).take(num_baseline_group).sum();
let occ_b_two:f64 = p_two.sample_iter(&mut rand::thread_rng()).take(num_baseline_group).sum();
let occ_t_one:f64 = p_one.sample_iter(&mut rand::thread_rng()).take(num_treatment_group).sum();
let occ_t_two:f64 = p_two.sample_iter(&mut rand::thread_rng()).take(num_treatment_group).sum();
let ti = occ_t_one / occ_t_two - occ_b_one/occ_b_two;
if occ_t_two == 0.0 {
return 1.0/(num_samples as f64)
}else if ti>t_stat{
return 1.0/(num_samples as f64)
} 0.0
}
).sum();
Ok(p_val)
}
}
}
pub fn two_tailed_rates_equal(
num_events_one:f64,
t_one:f64,
num_events_two:f64,
t_two:f64)-> f64 {
let p_1 = one_tailed_ratio(num_events_one, t_one, num_events_two, t_two, 1.0);
let p_2 = one_tailed_ratio(num_events_one, t_one, num_events_two, t_two, 1.0);
return 2.0 * (p_1.min(p_2));
}
pub fn one_tailed_ratio(
num_events_one:f64,
t_one:f64,
num_events_two:f64,
t_two:f64,
h0_rate_ratio:f64) -> f64
{
assert!(num_events_one>0.0 || num_events_two>0.0,"We cannot test without some events occurring (parameter 1 and 3 were 0)");
let magic_d = t_two / t_one ;
let magic_g = h0_rate_ratio / magic_d ;
if cfg!(debug_assertions){
eprintln!("magic d: {} and g: {}", magic_d, magic_g);
}
let hypothesized_rate_one = (num_events_one + num_events_two) / (t_one * (1.0+1.0/magic_g));
let hypothesized_rate_two = (num_events_one + num_events_two)/ (t_two * (1.0+magic_g));
debug_assert!(hypothesized_rate_one>0.0);
let mut p_val = 0.0;
let obs_rate_one = num_events_one / t_one ;
let obs_rate_two = num_events_two / t_two ;
if cfg!(debug_assertions){
eprintln!("hyp rate 1 : {}, hyp rate 2 : {}",hypothesized_rate_one ,hypothesized_rate_two );
eprintln!("obs 1 : {}, obs 2 : {}",obs_rate_one,obs_rate_two);
}
if obs_rate_one == 0.0
{
p_val = statrs_Poisson::new(obs_rate_two * t_one ).unwrap().pmf(0);
} else if t_one>0.0 && t_two > 0.0{
let maximum_likelihood_h0:f64 =
statrs_Poisson::new(hypothesized_rate_one * t_one ).unwrap().pmf(num_events_one as u64)
* statrs_Poisson::new(hypothesized_rate_two * t_two ).unwrap().pmf(num_events_two as u64);
let maximum_likelihood_unconstrained:f64 =
statrs_Poisson::new(obs_rate_one * t_one ).unwrap().pmf(num_events_one as u64)
* statrs_Poisson::new(obs_rate_two * t_two ).unwrap().pmf(num_events_two as u64);
let lhr = maximum_likelihood_h0 / maximum_likelihood_unconstrained;
if lhr == 1.0{
p_val = 0.5;
} else {
let test_statistic:f64 = -2.0*(maximum_likelihood_h0 / maximum_likelihood_unconstrained).ln();
p_val = 0.5 * (1.0- gamma_li(0.5,test_statistic ) / gamma(0.5) );
}
}
p_val
}
#[deprecated]
#[allow(dead_code)]
fn one_tailed_n(
num_events_one:f64,
t_one:f64,
num_events_two:f64,
t_two:f64,
h0_rate_ratio:f64) -> f64
{
assert!(num_events_one>0.0 || num_events_two>0.0,"We cannot test without some events occurring (parameter 1 and 3 were 0)");
let mut p_val = 0.0;
let obs_rate_one = num_events_one / t_one ;
let obs_rate_two = num_events_two / t_two ;
if obs_rate_one == 0.0
{
p_val = statrs_Poisson::new( h0_rate_ratio * obs_rate_two * t_one ).unwrap().pmf(0);
} else if t_one>0.0 && t_two > 0.0{
p_val = 1.0-statrs_Poisson::new(h0_rate_ratio * obs_rate_two * t_one).unwrap().cdf(num_events_one);
}
p_val
}
#[cfg(test)]
mod tests{
use super::*;
use claim::{assert_lt,assert_gt};
#[test]
fn test_ones_side(){
let p = one_tailed_ratio(1.0,1.0,1.0,1.0,1.0);
assert_eq!(p,0.5);
}
#[test]
fn test_two_sides_null_hypothesis_true(){
let occurances_one = vec![1,1,1,1,1,1];
let occurances_two = vec![2,2,2,2,2,2];
let n1 = occurances_one.len() as f64;
let n2 = occurances_two.len() as f64;
let sum1 = occurances_one.iter().sum::<usize>() as f64;
let sum2 = occurances_two.iter().sum::<usize>() as f64;
let p = one_tailed_ratio(sum1, n1, sum2, n2, 0.5);
assert_eq!(p, 0.50);
let p = one_tailed_ratio(sum1, n1, sum2, n2, 0.49999 );
assert_gt!(p, 0.49);
let p_half = one_tailed_ratio(sum1, n1, sum2, n2, 0.49999);
let p_double = one_tailed_ratio(sum2, n2, sum1, n1, 2.0001);
assert_gt!(2.0*p_half.min(p_double),0.99);
}
#[test]
fn test_two_diff(){
let occurances_observed = vec![0,0,1,0];
let occurances_other = vec![1,1,5,3,3,8];
let n1 = occurances_observed.len() as f64;
let n2 = occurances_other.len() as f64;
let sum1 = occurances_observed.iter().sum::<usize>() as f64;
let sum2 = occurances_other.iter().sum::<usize>() as f64;
let p = one_tailed_ratio(sum1, n1, sum2, n2, 1.0);
assert_lt!(p,0.01);
}
#[test]
fn test_two_diff_bootstrap_parametric(){
let base_a = vec![0,0,1,0];
let base_b = vec![1,0,1,1];
let treat_a = vec![1,1,1,2];
let treat_b = vec![1,1,1,1];
let p = bootstrap::param::ratio_events_greater_pval_n(
base_a.iter().sum::<usize>(),
base_b.iter().sum::<usize>(),
base_a.len() as usize,
treat_a.iter().sum::<usize>(),
treat_b.iter().sum::<usize>(),
treat_a.len() as usize,
10000
);
assert_lt!(p.unwrap(),0.15);
assert_gt!(p.unwrap(),0.05);
let base_a = vec![0,0,1,0, 1,0,0,0];
let base_b = vec![1,0,1,1, 0,1,1,1];
let treat_a = vec![1,1,1,2, 1,2,1,1];
let treat_b = vec![1,1,1,1, 1,1,1,1];
let p = bootstrap::param::ratio_events_greater_pval_n(
base_a.iter().sum::<usize>(),
base_b.iter().sum::<usize>(),
base_a.len() as usize,
treat_a.iter().sum::<usize>(),
treat_b.iter().sum::<usize>(),
treat_a.len() as usize,
10000
);
assert_lt!(p.unwrap(),0.051);
assert_gt!(p.unwrap(),0.01);
}
#[test]
fn test_denom_decrease_boostrap_parametric(){
let base_a = vec![1,1,1,1];
let base_b = vec![1,0,1,1];
let treat_a = vec![1,1,1,1];
let treat_b = vec![1,0,0,0];
let p = bootstrap::param::ratio_events_greater_pval(
base_a.iter().sum::<usize>(),
base_b.iter().sum::<usize>(),
base_a.len() as usize,
treat_a.iter().sum::<usize>(),
treat_b.iter().sum::<usize>(),
treat_a.len() as usize,
);
assert_lt!(p.unwrap(),0.15);
assert_gt!(p.unwrap(),0.05);
let base_a = vec![1,1,1,1, 1,1,2,1];
let base_b = vec![1,0,1,1, 0,1,1,1];
let treat_a = vec![1,1,1,1, 1,1,2,1];
let treat_b = vec![1,0,0,0, 0,0,0,0];
let p = bootstrap::param::ratio_events_greater_pval(
base_a.iter().sum::<usize>(),
base_b.iter().sum::<usize>(),
base_a.len() as usize,
treat_a.iter().sum::<usize>(),
treat_b.iter().sum::<usize>(),
treat_a.len() as usize,
);
assert_lt!(p.unwrap(),0.05);
assert_gt!(p.unwrap(),0.001);
}
#[test]
fn test_two_same(){
let occurances_observed = vec![1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1];
let occurances_other = vec![1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1];
let n1 = occurances_observed.len() as f64;
let n2 = occurances_observed.len() as f64;
let sum1 = occurances_observed.iter().sum::<usize>() as f64;
let sum2 = occurances_other.iter().sum::<usize>() as f64;
let p_left = one_tailed_ratio(sum1, n1, sum2, n2, 1.0);
let p_right = one_tailed_ratio(sum2, n2, sum1, n1, 1.0);
assert_eq!(1.0,2.0*p_left.min(p_right));
}
#[test]
fn test_by_rate(){
let data = vec![0,1,1,0];
let n1 = data.len() as f64;
let sum1 = data.iter().sum::<usize>() as f64;
let expected_n = n1;
let expected_sum = 0.5 * n1;
let p = two_tailed_rates_equal(sum1, n1, expected_sum, expected_n);
assert!(p>0.99);
}
#[test]
fn test_readme_example(){
let occurances_one = vec![1,0,1,0,1,0];
let occurances_two = vec![1,1,1,1,0,2];
let n1 = occurances_one.len() as f64;
let n2 = occurances_two.len() as f64;
let sum1 = occurances_one.iter().sum::<usize>() as f64;
let sum2 = occurances_two.iter().sum::<usize>() as f64;
let p = one_tailed_ratio(sum1, n1, sum2, n2, 0.5);
assert_eq!(p, 0.50);
let p = one_tailed_ratio(sum1, n1, sum2, n2, 0.49999 );
assert_gt!(p, 0.49);
let p_half = one_tailed_ratio(sum1, n1, sum2, n2, 0.49999);
let p_double = one_tailed_ratio(sum2, n2, sum1, n1, 2.0001);
assert_gt!(2.0*p_half.min(p_double),0.99);
let mut p_double = two_tailed_rates_equal(sum2, n2, sum1, n1);
assert_lt!(p_double,0.25);
assert_gt!(p_double,0.15);
let trial2_one = vec![1,0,1,0,1,0,1,0,1,0,1,0,1,0];
let trial2_two = vec![1,1,1,1,0,2,0,2,1,1,0,2,1,1];
let t2n1 = trial2_one.len() as f64;
let t2n2 = trial2_two.len() as f64;
let t2sum1 = trial2_one.iter().sum::<usize>() as f64;
let t2sum2 = trial2_two.iter().sum::<usize>() as f64;
p_double = two_tailed_rates_equal(t2sum2, t2n2, t2sum1, t2n1);
assert_lt!(p_double,0.05);
}
#[test]
fn test_readme_example_first(){
let data = vec![0,1,1,0];
let n1 = data.len() as f64;
let sum1 = data.iter().sum::<usize>() as f64;
let expected_n = n1;
let expected_sum = 0.5 * n1;
let p = two_tailed_rates_equal(sum1, n1, expected_sum, expected_n);
assert!(p>0.99);
}
#[test]
fn test_readme_example_new_condition(){
let occurances_observed = vec![0,0,1,0];
let occurances_usual = vec![1,1,5,3,3,8];
let n1 = occurances_observed.len() as f64;
let n2 = occurances_usual.len() as f64;
let sum1 = occurances_observed.iter().sum::<usize>() as f64;
let sum2 = occurances_usual.iter().sum::<usize>() as f64;
let p = one_tailed_ratio(sum1, n1, sum2, n2, 1.0);
assert_lt!(p,0.01);
let p = two_tailed_rates_equal(sum1, n1, sum2, n2);
assert_lt!(p,0.01);
}
#[test]
fn test_ones_side_compare(){
let p = one_tailed_ratio(1.0,1.0,1.0,1.0,1.0);
assert_eq!(p,0.5);
}
#[test]
fn test_p_indep_of_magnitude(){
use statrs::assert_almost_eq;
let p_one = bootstrap::param::ratio_events_greater_pval_n(
200,200,
100,
10,1,
1,
5000
);
let p_ten = bootstrap::param::ratio_events_greater_pval_n(
200,200,
100,
10000,1000,
1,
5000
);
assert_almost_eq!(p_one.unwrap() , p_ten.unwrap(), 0.01 );
}
#[test]
fn stress_test_never_fails(){
let p = bootstrap::param::ratio_events_greater_pval_n(
150,150,
100,
10,10,
1,
50000
) ;
assert_gt!(p.unwrap(),0.0);
}
#[test]
fn test_n_does_change_likelihood(){
let p_small = bootstrap::param::ratio_events_greater_pval_n(
10,10,
10,
10,1,
1,
5000
) ;
let p_large = bootstrap::param::ratio_events_greater_pval_n(
10,10,
10,
1000,100,
100,
5000
) ;
assert_gt!(p_small.unwrap(),0.30);
assert_lt!(p_large.unwrap(),0.05);
let p_small = bootstrap::param::ratio_events_greater_pval_n(
10,10,
10,
10,1,
1,
5000
) ;
let p_large = bootstrap::param::ratio_events_greater_pval_n(
1000,1000,
1000,
10,1,
1,
5000
) ;
assert_gt!(p_small.unwrap(),0.30);
assert_gt!(p_large.unwrap(),0.30);
}
#[test]
fn test_rayon_example(){
use rayon::prelude::{IndexedParallelIterator, IntoParallelIterator, ParallelIterator};
let p = (0..25usize).into_par_iter()
.zip(0..25usize)
.filter(|&(x, y)| x % 5 == 0 || y % 5 == 0)
.map(|(x, y)| x * y)
.sum::<usize>();
let s = (0..25usize).zip(0..25)
.filter(|&(x, y)| x % 5 == 0 || y % 5 == 0)
.map(|(x, y)| x * y)
.sum();
assert_eq!(p, s);
}
#[test]
fn jp_caldwell_conversion_data(){
use claim::{assert_lt,assert_gt};
let normal_matches = 57;
let normal_kills = 50;
let normal_deaths = 27;
let cc_matches=10;
let cc_kills=4;
let cc_deaths=9;
let p_cc_treatment_greater= bootstrap::param::ratio_events_greater_pval(
normal_kills,normal_deaths, normal_matches,
cc_kills,cc_deaths, cc_matches,
).unwrap() ;
assert_gt!(p_cc_treatment_greater,0.90);
let p_cc_treatment_less = bootstrap::param::ratio_events_greater_pval(
cc_kills,cc_deaths, cc_matches,
normal_kills,normal_deaths, normal_matches,
).unwrap() ;
assert_lt!(p_cc_treatment_less,0.05);
}
}