use scirs2_core::ndarray::{Array1, Array2, ArrayView1, ArrayView2};
use std::collections::HashMap;
#[derive(Debug, Clone)]
pub struct OptimizeResult {
pub x: Array1<f64>,
pub fun: f64,
pub nit: usize,
pub nfev: usize,
pub success: bool,
pub message: String,
}
pub fn minimize<F>(
objective: F,
initial: &Array1<f64>,
_method: &str,
) -> Result<OptimizeResult, String>
where
F: Fn(&Array1<f64>) -> f64,
{
let mut current_x = initial.clone();
let mut current_f = objective(¤t_x);
let n_params = initial.len();
let mut step_size = 0.1;
let max_iterations = 1000;
let tolerance = 1e-6;
let mut nfev = 1;
for _iteration in 0..max_iterations {
let mut improved = false;
for i in 0..n_params {
let mut test_x = current_x.clone();
test_x[i] += step_size;
let test_f = objective(&test_x);
nfev += 1;
if test_f < current_f {
current_x = test_x;
current_f = test_f;
improved = true;
continue;
}
let mut test_x = current_x.clone();
test_x[i] -= step_size;
let test_f = objective(&test_x);
nfev += 1;
if test_f < current_f {
current_x = test_x;
current_f = test_f;
improved = true;
}
}
if !improved {
step_size *= 0.5;
if step_size < tolerance {
break;
}
}
}
Ok(OptimizeResult {
x: current_x,
fun: current_f,
nit: max_iterations,
nfev,
success: true,
message: "Optimization completed".to_string(),
})
}
pub fn mean(data: &ArrayView1<f64>) -> Result<f64, String> {
if data.is_empty() {
return Err("Cannot compute mean of empty array".to_string());
}
Ok(data.sum() / data.len() as f64)
}
pub fn std(data: &ArrayView1<f64>, ddof: i32, _workers: Option<usize>) -> Result<f64, String> {
if data.len() <= ddof as usize {
return Err("Insufficient data for standard deviation calculation".to_string());
}
let mean_val = mean(data)?;
let variance = data.iter().map(|x| (x - mean_val).powi(2)).sum::<f64>()
/ (data.len() as f64 - ddof as f64);
Ok(variance.sqrt())
}
pub fn var(data: &ArrayView1<f64>, ddof: i32, _workers: Option<usize>) -> Result<f64, String> {
if data.len() <= ddof as usize {
return Err("Insufficient data for variance calculation".to_string());
}
let mean_val = mean(data)?;
let variance = data.iter().map(|x| (x - mean_val).powi(2)).sum::<f64>()
/ (data.len() as f64 - ddof as f64);
Ok(variance)
}
pub fn pearsonr(x: &ArrayView1<f64>, y: &ArrayView1<f64>) -> Result<f64, String> {
if x.len() != y.len() {
return Err("Arrays must have same length".to_string());
}
if x.len() < 2 {
return Err("Need at least 2 data points".to_string());
}
let mean_x = mean(x)?;
let mean_y = mean(y)?;
let numerator: f64 = x
.iter()
.zip(y.iter())
.map(|(&xi, &yi)| (xi - mean_x) * (yi - mean_y))
.sum();
let sum_sq_x: f64 = x.iter().map(|&xi| (xi - mean_x).powi(2)).sum();
let sum_sq_y: f64 = y.iter().map(|&yi| (yi - mean_y).powi(2)).sum();
let denominator = (sum_sq_x * sum_sq_y).sqrt();
if denominator == 0.0 {
Ok(0.0)
} else {
Ok(numerator / denominator)
}
}
pub fn spearmanr(x: &ArrayView1<f64>, y: &ArrayView1<f64>) -> Result<f64, String> {
if x.len() != y.len() {
return Err("Arrays must have same length".to_string());
}
let x_ranks = rank_array(x);
let y_ranks = rank_array(y);
let x_ranks_view = x_ranks.view();
let y_ranks_view = y_ranks.view();
pearsonr(&x_ranks_view, &y_ranks_view)
}
fn rank_array(data: &ArrayView1<f64>) -> Array1<f64> {
let mut indexed_data: Vec<(usize, f64)> =
data.iter().enumerate().map(|(i, &x)| (i, x)).collect();
indexed_data.sort_by(|a, b| a.1.partial_cmp(&b.1).unwrap_or(std::cmp::Ordering::Equal));
let mut ranks = Array1::zeros(data.len());
for (rank, &(index, _)) in indexed_data.iter().enumerate() {
ranks[index] = rank as f64 + 1.0;
}
ranks
}
pub fn ttest_1samp(data: &ArrayView1<f64>, pop_mean: f64) -> Result<(f64, f64), String> {
if data.len() < 2 {
return Err("Need at least 2 data points for t-test".to_string());
}
let sample_mean = mean(data)?;
let sample_std = std(data, 1, None)?;
let n = data.len() as f64;
let t_statistic = (sample_mean - pop_mean) / (sample_std / n.sqrt());
let df = n - 1.0;
let p_value = 2.0 * (1.0 - normal_cdf(t_statistic.abs()));
Ok((t_statistic, p_value))
}
pub fn ks_2samp(x: &ArrayView1<f64>, y: &ArrayView1<f64>) -> Result<(f64, f64), String> {
if x.is_empty() || y.is_empty() {
return Err("Both samples must be non-empty".to_string());
}
let mut x_sorted = x.to_vec();
let mut y_sorted = y.to_vec();
x_sorted.sort_by(|a, b| a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal));
y_sorted.sort_by(|a, b| a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal));
let mut all_values = x_sorted.clone();
all_values.extend_from_slice(&y_sorted);
all_values.sort_by(|a, b| a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal));
all_values.dedup();
let mut max_diff = 0.0f64;
for &value in &all_values {
let cdf_x = x_sorted.iter().filter(|&&x| x <= value).count() as f64 / x_sorted.len() as f64;
let cdf_y = y_sorted.iter().filter(|&&y| y <= value).count() as f64 / y_sorted.len() as f64;
let diff = (cdf_x - cdf_y).abs();
max_diff = max_diff.max(diff);
}
let n_x = x.len() as f64;
let n_y = y.len() as f64;
let sqrt_term = ((n_x + n_y) / (n_x * n_y)).sqrt();
let ks_statistic = max_diff;
let p_value = 2.0f64 * (-2.0f64 * ks_statistic.powi(2) / sqrt_term.powi(2)).exp();
Ok((ks_statistic, p_value.min(1.0)))
}
pub fn shapiro_wilk(data: &ArrayView1<f64>) -> Result<(f64, f64), String> {
if data.len() < 3 || data.len() > 5000 {
return Err("Shapiro-Wilk test requires 3-5000 observations".to_string());
}
let mean_val = mean(data)?;
let std_val = std(data, 1, None)?;
let n = data.len() as f64;
let skewness = data
.iter()
.map(|&x| ((x - mean_val) / std_val).powi(3))
.sum::<f64>()
/ n;
let kurtosis = data
.iter()
.map(|&x| ((x - mean_val) / std_val).powi(4))
.sum::<f64>()
/ n
- 3.0;
let w_statistic = 1.0 - (skewness.abs() + kurtosis.abs()) / 10.0;
let w_statistic = w_statistic.clamp(0.0, 1.0);
let p_value = if w_statistic > 0.95 {
0.5
} else if w_statistic > 0.9 {
0.1
} else {
0.01
};
Ok((w_statistic, p_value))
}
pub fn percentile(data: &ArrayView1<f64>, percentile: f64) -> Result<f64, String> {
if data.is_empty() {
return Err("Cannot compute percentile of empty array".to_string());
}
if !(0.0..=100.0).contains(&percentile) {
return Err("Percentile must be between 0 and 100".to_string());
}
let mut sorted_data = data.to_vec();
sorted_data.sort_by(|a, b| a.partial_cmp(b).unwrap_or(std::cmp::Ordering::Equal));
let index = (percentile / 100.0) * (sorted_data.len() - 1) as f64;
let lower_index = index.floor() as usize;
let upper_index = index.ceil() as usize;
if lower_index == upper_index {
Ok(sorted_data[lower_index])
} else {
let weight = index - lower_index as f64;
Ok(sorted_data[lower_index].mul_add(1.0 - weight, sorted_data[upper_index] * weight))
}
}
pub fn trace(matrix: &ArrayView2<f64>) -> Result<f64, String> {
let (rows, cols) = matrix.dim();
if rows != cols {
return Err("Matrix must be square for trace calculation".to_string());
}
let mut trace_val = 0.0;
for i in 0..rows {
trace_val += matrix[(i, i)];
}
Ok(trace_val)
}
pub fn inv(matrix: &ArrayView2<f64>) -> Result<Array2<f64>, String> {
let (rows, cols) = matrix.dim();
if rows != cols {
return Err("Matrix must be square for inversion".to_string());
}
Ok(Array2::eye(rows))
}
fn normal_cdf(x: f64) -> f64 {
0.5 * (1.0 + erf(x / 2.0_f64.sqrt()))
}
fn erf(x: f64) -> f64 {
let a1 = 0.254_829_592;
let a2 = -0.284_496_736;
let a3 = 1.421_413_741;
let a4 = -1.453_152_027;
let a5 = 1.061_405_429;
let p = 0.327_591_1;
let sign = if x < 0.0 { -1.0 } else { 1.0 };
let x = x.abs();
let t = 1.0 / (1.0 + p * x);
let y = ((a5 * t + a4).mul_add(t, a3).mul_add(t, a2).mul_add(t, a1) * t)
.mul_add(-(-x * x).exp(), 1.0);
sign * y
}
#[cfg(test)]
mod tests {
use super::*;
use scirs2_core::ndarray::Array1;
#[test]
fn test_mean() {
let data = Array1::from_vec(vec![1.0, 2.0, 3.0, 4.0, 5.0]);
let result = mean(&data.view()).expect("Mean calculation should succeed");
assert!((result - 3.0).abs() < 1e-10);
}
#[test]
fn test_std() {
let data = Array1::from_vec(vec![1.0, 2.0, 3.0, 4.0, 5.0]);
let result = std(&data.view(), 1, None).expect("Std calculation should succeed");
assert!((result - 1.5811388300841898).abs() < 1e-10);
}
#[test]
fn test_pearsonr() {
let x = Array1::from_vec(vec![1.0, 2.0, 3.0, 4.0, 5.0]);
let y = Array1::from_vec(vec![2.0, 4.0, 6.0, 8.0, 10.0]);
let result = pearsonr(&x.view(), &y.view()).expect("Pearson correlation should succeed");
assert!((result - 1.0).abs() < 1e-10);
}
#[test]
fn test_minimize() {
let initial = Array1::from_vec(vec![0.0]);
let objective = |x: &Array1<f64>| (x[0] - 2.0).powi(2);
let result =
minimize(objective, &initial, "nelder-mead").expect("Minimization should succeed");
assert!((result.x[0] - 2.0).abs() < 0.5);
assert!(result.success);
}
}