r2rs_stats/traits/
variance.rs

1// "Whatever you do, work at it with all your heart, as working for the Lord,
2// not for human masters, since you know that you will receive an inheritance
3// from the Lord as a reward. It is the Lord Christ you are serving."
4// (Col 3:23-24)
5
6use nalgebra::DMatrix;
7
8use crate::funcs::{cor, cov, cov2cor, sd, var, Method, NAMethod};
9
10pub trait Variance {
11    fn standard_deviation(&self) -> f64;
12    fn var(&self, na_method: NAMethod) -> f64;
13    fn covariance(&self, method: Method, na_method: NAMethod) -> Self;
14    fn covariance_y(&self, y: &Self, method: Method, na_method: NAMethod) -> Self;
15    fn correlation(&self, na_method: NAMethod, method: Method) -> Self;
16    fn correlation_y(&self, y: &Self, na_method: NAMethod, method: Method) -> Self;
17    fn covariance_to_correlation(&self) -> Self;
18}
19
20impl Variance for DMatrix<f64> {
21    fn standard_deviation(&self) -> f64 {
22        sd(self.as_slice())
23    }
24
25    fn var(&self, na_method: NAMethod) -> f64 {
26        var(self, na_method)
27    }
28
29    fn covariance(&self, method: Method, na_method: NAMethod) -> Self {
30        cov(self, self, method, na_method)
31    }
32
33    fn covariance_y(&self, y: &Self, method: Method, na_method: NAMethod) -> Self {
34        cov(self, y, method, na_method)
35    }
36
37    fn correlation(&self, na_method: NAMethod, method: Method) -> Self {
38        cor(self, self, na_method, method)
39    }
40
41    fn correlation_y(&self, y: &Self, na_method: NAMethod, method: Method) -> Self {
42        cor(self, y, na_method, method)
43    }
44
45    fn covariance_to_correlation(&self) -> Self {
46        cov2cor(self)
47    }
48}
r2rs_stats/traits/variance.rs

r2rs_stats/traits/
variance.rs
