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use std::iter::FromIterator;
use crate::{ MStats, MinMax, MutVecg, Stats, Vecg, VecVec, VecVecg};
use indxvec::{here,tof64,Vecops};
use medians::{Med,Median};
impl<T> VecVec<T> for &[Vec<T>]
where T: Copy+PartialOrd+std::fmt::Display,f64: From<T> {
/// Transpose vec of vecs as a matrix
fn transpose(self) -> Vec<Vec<T>> {
let n = self.len();
let d = self[0].len();
let mut transp:Vec<Vec<T>> = Vec::with_capacity(d);
for i in 0..d {
let mut column = Vec::with_capacity(n);
for v in self {
column.push(v[i]);
}
transp.push(column); // column becomes row
}
transp
}
/// Joint probability density function of n matched slices of the same length
fn jointpdfn(self) -> Vec<f64> {
let d = self[0].len(); // their common dimensionality (length)
for v in self.iter().skip(1) {
if v.len() != d { panic!("{} all vectors must be of equal length!",here!()) };
}
let mut res:Vec<f64> = Vec::with_capacity(d);
let mut tuples = self.transpose();
let df = tuples.len() as f64; // for turning counts to probabilities
// println!("{}",df);
// lexical sort to group together occurrences of identical tuples
tuples.sort_unstable_by(|a, b| a.partial_cmp(b).unwrap());
let mut count = 1_usize; // running count
let mut lastindex = 0; // initial index of the last unique tuple
tuples.iter().enumerate().skip(1).for_each(|(i,ti)|
if ti > &tuples[lastindex] { // new tuple ti (Vec<T>) encountered
res.push((count as f64)/df); // save frequency count as probability
lastindex = i; // current index becomes the new one
count = 1_usize; // reset counter
}
else { count += 1; } );
res.push((count as f64)/df); // flush the rest!
res
}
/// Joint entropy of vectors of the same length
fn jointentropyn(self) -> f64 {
let jpdf = self.jointpdfn();
jpdf.iter().map(|&x| -x*(x.ln())).sum()
}
/// Dependence (component wise) of a set of vectors.
/// i.e. `dependencen` returns 0 iff they are statistically independent
/// bigger values when they are dependent
fn dependencen(self) -> f64 {
self.iter().map(|v| v.entropy()).sum::<f64>()/self.jointentropyn() - 1.0
}
/// Flattened lower triangular part of a symmetric matrix for column vectors in self.
/// The upper triangular part can be trivially generated for all j>i by: c(j,i) = c(i,j).
/// Applies closure f which computes a scalar relationship between two vectors,
/// that is different features stored in columns of self.
/// The closure typically invokes one of the methods from Vecg trait (in vecg.rs),
/// such as dependencies or correlations.
/// Example call: `pts.transpose().crossfeatures(|v1,v2| v1.mediancorr(v2))`
/// computes median correlations between all column vectors (features) in pts.
fn crossfeatures<F>(self,f:F) -> Vec<f64> where F: Fn(&[T],&[T]) -> f64 {
let n = self.len(); // number of the vector(s)
let mut codp:Vec<f64> = Vec::with_capacity((n+1)*n/2); // results
self.iter().enumerate().for_each(|(i,v)|
// its dependencies up to and including the diagonal
self.iter().take(i+1).for_each(|vj| {
codp.push(f(v,vj));
}));
codp
}
/// acentroid = multidimensional arithmetic mean
fn acentroid(self) -> Vec<f64> {
let mut centre = vec![0_f64; self[0].len()];
for v in self { centre.mutvadd(v) }
centre.mutsmult::<f64>(1.0 / (self.len() as f64));
centre
}
/// gcentroid = multidimensional geometric mean
fn gcentroid(self) -> Vec<f64> {
let nf = self.len() as f64; // number of points
let dim = self[0].len(); // dimensions
let mut result = vec![0_f64; dim];
for d in 0..dim {
for v in self {
result[d] += f64::from(v[d]).ln();
}
result[d] /= nf;
result[d] = result[d].exp()
}
result
}
/// hcentroid = multidimensional harmonic mean
fn hcentroid(self) -> Vec<f64> {
let mut centre = vec![0_f64; self[0].len()];
for v in self { centre.mutvadd::<f64>(&v.vinverse().unwrap()) }
centre.smult::<f64>(1.0/(self.len() as f64)).vinverse().unwrap()
}
/// For each member point, gives its sum of distances to all other points and their MinMax
fn distsums(self) -> Vec<f64> {
let n = self.len();
let mut dists = vec![0_f64; n]; // distances accumulator for all points
// examine all unique pairings (lower triangular part of symmetric flat matrix)
self.iter().enumerate().for_each(|(i,thisp)|
self.iter().take(i).enumerate().for_each(|(j,thatp)| {
let d = thisp.vdist(thatp); // calculate each distance relation just once
dists[i] += d;
dists[j] += d; // but add it to both points' sums
}));
dists
}
/// The sum of distances from one member point, given by its `indx`,
/// to all the other points in self.
/// For all the points, use more efficient `distsums`.
/// For measure of 'outlyingness', use nore efficient radius from gm.
fn distsuminset(self, indx: usize) -> f64 {
let thisp = &self[indx];
self.iter().enumerate().map(|(i,thatp)|
if i == indx { 0.0 } else {thisp.vdist(thatp)}).sum()
}
/// Medoid and Outlier (Medout)
/// Medoid is the member point (point belonging to the set of points `self`),
/// which has the least sum of distances to all other points.
/// Outlier is the point with the greatest sum of distances.
/// In other words, they are the members nearest and furthest from the geometric median.
/// Returns struct MinMax{min,minindex,max,maxindex}
fn medout(self,gm:&[f64]) -> MinMax<f64> {
self.iter().map(|s| s.vdist::<f64>(gm)).collect::<Vec<f64>>().minmax() }
/// Finds approximate vectors from each member point towards the geometric median.
/// Twice as fast using symmetry, as doing them individually.
/// For measure of 'outlyingness' use `exacteccs` below
fn eccentricities(self) -> Vec<Vec<f64>> {
let n = self.len();
// allocate vectors for the results
let mut eccs = vec![vec![0_f64; self[0].len()]; n];
let mut recips = vec![0_f64; n];
// ecentricities vectors accumulator for all points
// examine all unique pairings (lower triangular part of symmetric flat matrix)
for i in 1..n {
let thisp = &self[i];
for j in 0..i {
// calculate each unit vector between any pair of points just once
let dvmag = self[j].vdist(thisp);
if !dvmag.is_normal() { continue }
let rec = 1.0_f64/dvmag;
eccs[i].mutvadd::<f64>(&self[j].smult::<f64>(rec));
recips[i] += rec;
// mind the vector's opposite orientations w.r.t. to the two points!
eccs[j].mutvsub::<f64>(&self[j].smult::<f64>(rec));
recips[j] += rec; // but scalar distances are the same
}
}
for i in 0..n {
eccs[i].mutsmult::<f64>(1.0/recips[i]);
eccs[i].mutvsub(&self[i])
}
eccs
}
/// Exact radii (eccentricity) vectors to all member points from the Geometric Median.
/// More accurate and usually faster as well than the approximate `eccentricities` above,
/// especially when there are many points.
fn exacteccs(self, gm:&[f64]) -> Vec<Vec<f64>> {
self.iter().map(|s| s.vsub::<f64>(gm)).collect::<Vec<Vec<f64>>>()
}
/// Mean and Std (in MStats struct), Median info (in Med struct), Median and Outlier (in MinMax struct)
/// of scalar eccentricities of points in self.
/// These are new robust measures of a cloud of multidimensional points (or multivariate sample).
fn eccinfo(self, gm:&[f64]) -> (MStats, Med, MinMax<f64>) where Vec<f64>:FromIterator<f64> {
let rads:Vec<f64> = self.iter().map(|v| gm.vdist(v)).collect();
(rads.ameanstd().unwrap(),rads.medinfo(),rads.minmax())
}
/// Quasi median, recommended only for comparison purposes
fn quasimedian(self) -> Vec<f64> {
self.transpose()
.iter()
.map(|p| p.as_slice().median())
.collect()
}
/// Geometric median's estimated error
fn gmerror(self,g:&[f64]) -> f64 {
let (gm,_,_) = self.nxnonmember(g);
gm.vdist::<f64>(g)
}
/// MADGM median of absolute deviations from gm: stable nd data spread estimator
fn madgm(self, gm: &[f64]) -> f64 {
let devs:Vec<f64> = self.iter().map(|v| v.vdist::<f64>(gm)).collect();
devs.as_slice().median()
}
/// Proportions of points along each +/-axis (hemisphere)
/// Excludes points that are perpendicular to it
fn tukeyvec(self, gm: &[f64]) -> Vec<f64> {
let nf = self.len() as f64;
let dims = self[0].len();
let mut hemis = vec![0_f64; 2*dims];
let zerogm = self.zerogm(gm);
for v in zerogm {
for (i,&component) in v.iter().enumerate() {
if component > 0. { hemis[i] += 1. }
else if component < 0. { hemis[dims+i] += 1. };
}
}
hemis.iter_mut().for_each(|hem| *hem /= nf );
hemis
}
/// GM and sorted eccentricities magnitudes.
/// Describing a set of points `self` in n dimensions
fn sortedeccs(self, ascending:bool, gm:&[f64]) -> Vec<f64> {
let mut eccs = Vec::with_capacity(self.len());
// collect raw ecentricities magnitudes
for v in self { eccs.push(v.vdist::<f64>(gm)) }
eccs.sortm(ascending)
}
/// Initial (first) point for geometric medians.
fn firstpoint(self) -> Vec<f64> {
let mut rsum = 0_f64;
let mut vsum = vec![0_f64; self[0].len()];
for p in self {
let mag = p.iter().map(|&pi|f64::from(pi).powi(2)).sum::<f64>(); // vmag();
if mag.is_normal() { // skip if p is at the origin
let rec = 1.0_f64/(mag.sqrt());
// the sum of reciprocals of magnitudes for the final scaling
rsum += rec;
// so not using simply .unitv
vsum.mutvadd::<f64>(&p.smult::<f64>(rec)) // add all unit vectors
}
}
vsum.mutsmult::<f64>(1.0/rsum); // scale by the sum of reciprocals
vsum
}
/// Next approximate gm computed from a member point
/// specified by its index `indx` to self.
fn nxmember(self, indx: usize) -> Vec<f64> {
let mut vsum = vec![0_f64; self[0].len()];
let p = &tof64(&self[indx]);
let mut recip = 0_f64;
for (i,x) in self.iter().enumerate() {
if i != indx { // not point p
let mag:f64 = x.iter().zip(p).map(|(&xi,&pi)|(f64::from(xi)-pi).powi(2)).sum::<f64>();
if mag.is_normal() { // ignore this point should distance be zero
let rec = 1.0_f64/(mag.sqrt());
vsum.iter_mut().zip(x).for_each(|(vi,xi)| *vi += rec*f64::from(*xi));
recip += rec // add separately the reciprocals
}
}
};
vsum.iter_mut().for_each(|vi| *vi /= recip);
vsum
}
/// Like gmparts, except only does one iteration from any non-member point g
fn nxnonmember(self, g:&[f64]) -> (Vec<f64>,Vec<f64>,f64) {
// vsum is the sum vector of unit vectors towards the points
let mut vsum = vec![0_f64; self[0].len()];
let mut recip = 0_f64;
for x in self {
// |x-p| done in-place for speed. Could have simply called x.vdist(p)
let mag:f64 = x.iter().zip(g).map(|(&xi,&gi)|(f64::from(xi)-gi).powi(2)).sum::<f64>();
if mag.is_normal() { // ignore this point should distance be zero
let rec = 1.0_f64/(mag.sqrt()); // reciprocal of distance (scalar)
// vsum increments by components
vsum.iter_mut().zip(x).for_each(|(vi,xi)| *vi += f64::from(*xi)*rec);
recip += rec // add separately the reciprocals for final scaling
}
}
( vsum.iter().map(|vi| vi / recip).collect::<Vec<f64>>(),
vsum,
recip )
}
/// Change to gm that adding point p will cause
fn contribvec_newpt(self,gm:&[f64],recips:f64,p:&[f64]) -> Vec<f64>{
let dv = p.vsub::<f64>(gm);
let mag = dv.vmag();
if !mag.is_normal() { panic!("{}, point p is too close to gm!",here!() ); };
let recip = 1f64/mag; // first had to test for division by zero
// adding new unit vector (to approximate zero vector)
dv.smult::<f64>(recip/(recips+recip)) // to unit v. and scaling by new sum of reciprocals
}
/// Magnitude of change to gm that adding point p will cause
fn contrib_newpt(self,gm:&[f64],recips:f64,p:&[f64]) -> f64 {
let mag = p.vdist::<f64>(gm);
if !mag.is_normal() { panic!("{}, point p is too close to gm!",here!() ); };
let recip = 1f64/mag; // first had to test for division by zero
1.0 / (recips + recip)
//self.contribvec_newpt(gm,recips,p).vmag()
}
/// Contribution an existing set point p has made to the gm
fn contribvec_oldpt(self,gm:&[f64],recips:f64,p:&[T]) -> Vec<f64> {
let dv = p.vsub::<f64>(gm);
let mag = dv.vmag();
if !mag.is_normal() { panic!("{}, point p is too close to gm!",here!() ); };
let recip = 1f64/mag; // first had to test for division by zero
dv.smult::<f64>(recip/(recip - recips)) // scaling
}
/// Contribution removing an existing set point p will make
/// Is a negative number
fn contrib_oldpt(self,gm:&[f64],recips:f64,p:&[T]) -> f64 {
let mag = p.vdist::<f64>(gm);
if !mag.is_normal() { panic!("{}, point p is too close to gm!",here!() ); };
let recip = 1f64/mag; // first had to test for division by zero
1.0 / (recip - recips)
// self.contribvec_oldpt(gm,recips,p).vmag()
}
/// Geometric Median (gm) is the point that minimises the sum of distances to a given set of points.
/// It has (provably) only vector iterative solutions.
/// Search methods are slow and difficult in highly dimensional space.
/// Weiszfeld's fixed point iteration formula has known problems with sometimes failing to converge.
/// Especially, when the points are dense in the close proximity of the gm, or gm coincides with one of them.
/// However, these problems are fixed in my new algorithm here.
/// There will eventually be a multithreaded version.
/// The sum of reciprocals is strictly increasing and so is used here as
/// easy to evaluate termination condition.
fn gmedian(self, eps: f64) -> Vec<f64> {
let mut g = self.acentroid(); // start iterating from the Centre
let mut recsum = 0f64;
loop { // vector iteration till accuracy eps is exceeded
let mut nextg = vec![0_f64; self[0].len()];
let mut nextrecsum = 0_f64;
for x in self {
// |x-g| done in-place for speed. Could have simply called x.vdist(g)
//let mag:f64 = g.vdist::<f64>(&x);
let mag = g.iter().zip(x).map(|(&gi,&xi)|(f64::from(xi)-gi).powi(2)).sum::<f64>();
if mag.is_normal() {
let rec = 1.0_f64/(mag.sqrt()); // reciprocal of distance (scalar)
// vsum increments by components
nextg.iter_mut().zip(x).for_each(|(vi,&xi)| *vi += f64::from(xi)*rec);
nextrecsum += rec // add separately the reciprocals for final scaling
} // else simply ignore this point should its distance from g be zero
}
nextg.iter_mut().for_each(|gi| *gi /= nextrecsum);
// eprintln!("recsum {}, nextrecsum {} diff {}",recsum,nextrecsum,nextrecsum-recsum);
if nextrecsum-recsum < eps { return nextg }; // termination test
g = nextg;
recsum = nextrecsum;
}
}
/// Like `gmedian` but returns also the sum of unit vecs and the sum of reciprocals.
fn gmparts(self, eps: f64) -> (Vec<f64>,Vec<f64>,f64) {
let mut g = self.acentroid(); // start iterating from the Centre
let mut recsum = 0f64;
loop { // vector iteration till accuracy eps is exceeded
let mut nextg = vec![0_f64; self[0].len()];
let mut nextrecsum = 0f64;
for x in self { // for all points
// |x-g| done in-place for speed. Could have simply called x.vdist(g)
//let mag:f64 = g.vdist::<f64>(&x);
let mag = g.iter().zip(x).map(|(&gi,&xi)|(f64::from(xi)-gi).powi(2)).sum::<f64>();
if mag.is_normal() {
let rec = 1.0_f64/(mag.sqrt()); // reciprocal of distance (scalar)
// vsum increments by components
nextg.iter_mut().zip(x).for_each(|(vi,&xi)| *vi += f64::from(xi)*rec);
nextrecsum += rec // add separately the reciprocals for final scaling
} // else simply ignore this point should its distance from g be zero
}
if nextrecsum-recsum < eps {
return (
nextg.iter().map(|&gi| gi/nextrecsum).collect::<Vec<f64>>(),
nextg,
nextrecsum
); }; // termination
nextg.iter_mut().for_each(|gi| *gi /= nextrecsum);
g = nextg;
recsum = nextrecsum;
}
}
}