scirs2-stats 0.4.2

Statistical functions module for SciRS2 (scirs2-stats)
Documentation
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
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
//! Masked array statistics
//!
//! This module provides statistical functions that work with masked arrays,
//! following SciPy's `stats.mstats` module.

use crate::error::{StatsError, StatsResult};
use scirs2_core::ndarray::{Array1, Array2, ArrayView1};

/// Masked array structure
///
/// Represents an array with associated mask indicating which values are valid/invalid.
#[derive(Debug, Clone)]
pub struct MaskedArray<T> {
    /// The data array
    pub data: Array1<T>,
    /// The mask array (true = valid, false = masked/invalid)
    pub mask: Array1<bool>,
}

impl<T: Copy> MaskedArray<T> {
    /// Create a new masked array
    pub fn new(data: Array1<T>, mask: Array1<bool>) -> StatsResult<Self> {
        if data.len() != mask.len() {
            return Err(StatsError::DimensionMismatch(
                "Data and mask arrays must have the same length".to_string(),
            ));
        }

        Ok(Self { data, mask })
    }

    /// Create a masked array with all values unmasked (valid)
    pub fn fromdata(data: Array1<T>) -> Self {
        let mask = Array1::from_elem(data.len(), true);
        Self { data, mask }
    }

    /// Get the valid (unmasked) values
    pub fn valid_values(&self) -> Vec<T> {
        self.data
            .iter()
            .zip(self.mask.iter())
            .filter_map(|(&value, &is_valid)| if is_valid { Some(value) } else { None })
            .collect()
    }

    /// Count the number of valid values
    pub fn count_valid(&self) -> usize {
        self.mask.iter().filter(|&&is_valid| is_valid).count()
    }

    /// Check if the array has any valid values
    pub fn has_valid_values(&self) -> bool {
        self.count_valid() > 0
    }
}

/// Masked 2D array structure
#[derive(Debug, Clone)]
pub struct MaskedArray2<T> {
    /// The data array
    pub data: Array2<T>,
    /// The mask array (true = valid, false = masked/invalid)
    pub mask: Array2<bool>,
}

impl<T: Copy> MaskedArray2<T> {
    /// Create a new masked 2D array
    pub fn new(data: Array2<T>, mask: Array2<bool>) -> StatsResult<Self> {
        if data.shape() != mask.shape() {
            return Err(StatsError::DimensionMismatch(
                "Data and mask arrays must have the same shape".to_string(),
            ));
        }

        Ok(Self { data, mask })
    }

    /// Create a masked array with all values unmasked (valid)
    pub fn fromdata(data: Array2<T>) -> Self {
        let mask = Array2::from_elem(data.dim(), true);
        Self { data, mask }
    }
}

/// Compute the mean of a masked array
///
/// # Arguments
/// * `maskedarray` - The masked array
/// * `axis` - Axis along which to compute the mean (None for overall mean)
///
/// # Returns
/// * Mean of valid values
///
/// # Examples
///
/// ```
/// use scirs2_core::ndarray::array;
/// use scirs2_stats::mstats::{MaskedArray, masked_mean};
///
/// let data = array![1.0, 2.0, 3.0, 4.0, 5.0];
/// let mask = array![true, true, false, true, true]; // 3.0 is masked
/// let masked_arr = MaskedArray::new(data, mask).expect("Operation failed");
///
/// let mean = masked_mean(&masked_arr, None).expect("Operation failed");
/// assert!((mean - 3.0).abs() < 1e-10); // Mean of [1, 2, 4, 5] = 3.0
/// ```
#[allow(dead_code)]
pub fn masked_mean<T>(maskedarray: &MaskedArray<T>, axis: Option<usize>) -> StatsResult<f64>
where
    T: Copy + Into<f64>,
{
    if !maskedarray.has_valid_values() {
        return Err(StatsError::InvalidArgument(
            "Array has no valid values".to_string(),
        ));
    }

    let valid_values = maskedarray.valid_values();
    let sum: f64 = valid_values.iter().map(|&x| x.into()).sum();
    Ok(sum / valid_values.len() as f64)
}

/// Compute the variance of a masked array
///
/// # Arguments
/// * `maskedarray` - The masked array
/// * `ddof` - Delta degrees of freedom (0 for population variance, 1 for sample variance)
/// * `axis` - Axis along which to compute the variance (None for overall variance)
///
/// # Returns
/// * Variance of valid values
#[allow(dead_code)]
pub fn masked_var<T>(
    maskedarray: &MaskedArray<T>,
    ddof: usize,
    axis: Option<usize>,
) -> StatsResult<f64>
where
    T: Copy + Into<f64>,
{
    if !maskedarray.has_valid_values() {
        return Err(StatsError::InvalidArgument(
            "Array has no valid values".to_string(),
        ));
    }

    let valid_values = maskedarray.valid_values();
    let n = valid_values.len();

    if n <= ddof {
        return Err(StatsError::InvalidArgument(
            "Number of valid values must be greater than ddof".to_string(),
        ));
    }

    let mean = masked_mean(maskedarray, axis)?;
    let sum_squared_diff: f64 = valid_values
        .iter()
        .map(|&x| {
            let diff = x.into() - mean;
            diff * diff
        })
        .sum();

    Ok(sum_squared_diff / (n - ddof) as f64)
}

/// Compute the standard deviation of a masked array
///
/// # Arguments
/// * `maskedarray` - The masked array
/// * `ddof` - Delta degrees of freedom (0 for population std, 1 for sample std)
/// * `axis` - Axis along which to compute the std (None for overall std)
///
/// # Returns
/// * Standard deviation of valid values
#[allow(dead_code)]
pub fn masked_std<T>(
    maskedarray: &MaskedArray<T>,
    ddof: usize,
    axis: Option<usize>,
) -> StatsResult<f64>
where
    T: Copy + Into<f64>,
{
    let variance = masked_var(maskedarray, ddof, axis)?;
    Ok(variance.sqrt())
}

/// Compute the median of a masked array
///
/// # Arguments
/// * `maskedarray` - The masked array
///
/// # Returns
/// * Median of valid values
#[allow(dead_code)]
pub fn masked_median<T>(maskedarray: &MaskedArray<T>) -> StatsResult<f64>
where
    T: Copy + Into<f64> + PartialOrd,
{
    if !maskedarray.has_valid_values() {
        return Err(StatsError::InvalidArgument(
            "Array has no valid values".to_string(),
        ));
    }

    let mut valid_values = maskedarray.valid_values();
    valid_values.sort_by(|a, b| a.partial_cmp(b).expect("Operation failed"));

    let n = valid_values.len();
    let median = if n % 2 == 1 {
        valid_values[n / 2].into()
    } else {
        let mid1 = valid_values[n / 2 - 1].into();
        let mid2 = valid_values[n / 2].into();
        (mid1 + mid2) / 2.0
    };

    Ok(median)
}

/// Compute quantiles of a masked array
///
/// # Arguments
/// * `maskedarray` - The masked array
/// * `q` - Quantile or sequence of quantiles to compute (0.0 to 1.0)
///
/// # Returns
/// * Array of quantiles
#[allow(dead_code)]
pub fn masked_quantile<T>(
    maskedarray: &MaskedArray<T>,
    q: ArrayView1<f64>,
) -> StatsResult<Array1<f64>>
where
    T: Copy + Into<f64> + PartialOrd,
{
    if !maskedarray.has_valid_values() {
        return Err(StatsError::InvalidArgument(
            "Array has no valid values".to_string(),
        ));
    }

    for &quantile in q.iter() {
        if !(0.0..=1.0).contains(&quantile) {
            return Err(StatsError::InvalidArgument(
                "Quantiles must be between 0 and 1".to_string(),
            ));
        }
    }

    let mut valid_values = maskedarray.valid_values();
    valid_values.sort_by(|a, b| a.partial_cmp(b).expect("Operation failed"));

    let n = valid_values.len() as f64;
    let mut quantiles = Array1::zeros(q.len());

    for (i, &quantile) in q.iter().enumerate() {
        let index = quantile * (n - 1.0);
        let lower = index.floor() as usize;
        let upper = index.ceil() as usize;
        let fraction = index - lower as f64;

        if lower == upper {
            quantiles[i] = valid_values[lower].into();
        } else {
            let lower_val = valid_values[lower].into();
            let upper_val = valid_values[upper].into();
            quantiles[i] = lower_val + fraction * (upper_val - lower_val);
        }
    }

    Ok(quantiles)
}

/// Compute the correlation coefficient between two masked arrays
///
/// # Arguments
/// * `x` - First masked array
/// * `y` - Second masked array
/// * `method` - Correlation method ("pearson", "spearman", or "kendall")
///
/// # Returns
/// * Correlation coefficient
#[allow(dead_code)]
pub fn masked_corrcoef<T>(x: &MaskedArray<T>, y: &MaskedArray<T>, method: &str) -> StatsResult<f64>
where
    T: Copy + Into<f64> + PartialOrd,
{
    if x.data.len() != y.data.len() {
        return Err(StatsError::DimensionMismatch(
            "Arrays must have the same length".to_string(),
        ));
    }

    // Combine masks (both values must be valid)
    let combined_mask: Array1<bool> = x
        .mask
        .iter()
        .zip(y.mask.iter())
        .map(|(&x_valid, &y_valid)| x_valid && y_valid)
        .collect();

    let valid_pairs: Vec<(T, T)> = x
        .data
        .iter()
        .zip(y.data.iter())
        .zip(combined_mask.iter())
        .filter_map(
            |((&x_val, &y_val), &is_valid)| {
                if is_valid {
                    Some((x_val, y_val))
                } else {
                    None
                }
            },
        )
        .collect();

    if valid_pairs.is_empty() {
        return Err(StatsError::InvalidArgument(
            "No valid pairs found".to_string(),
        ));
    }

    let n = valid_pairs.len() as f64;

    match method {
        "pearson" => {
            let x_values: Vec<f64> = valid_pairs.iter().map(|(x, _)| (*x).into()).collect();
            let y_values: Vec<f64> = valid_pairs.iter().map(|(_, y)| (*y).into()).collect();

            let x_mean: f64 = x_values.iter().sum::<f64>() / n;
            let y_mean: f64 = y_values.iter().sum::<f64>() / n;

            let mut numerator = 0.0;
            let mut x_var = 0.0;
            let mut y_var = 0.0;

            for (&x_val, &y_val) in x_values.iter().zip(y_values.iter()) {
                let x_diff = x_val - x_mean;
                let y_diff = y_val - y_mean;
                numerator += x_diff * y_diff;
                x_var += x_diff * x_diff;
                y_var += y_diff * y_diff;
            }

            if x_var == 0.0 || y_var == 0.0 {
                return Ok(0.0);
            }

            Ok(numerator / (x_var * y_var).sqrt())
        }
        "spearman" => {
            // Convert to ranks
            let mut x_values: Vec<(f64, usize)> = valid_pairs
                .iter()
                .enumerate()
                .map(|(i, (x, _))| ((*x).into(), i))
                .collect();
            let mut y_values: Vec<(f64, usize)> = valid_pairs
                .iter()
                .enumerate()
                .map(|(i, (_, y))| ((*y).into(), i))
                .collect();

            x_values.sort_by(|a, b| a.0.partial_cmp(&b.0).expect("Operation failed"));
            y_values.sort_by(|a, b| a.0.partial_cmp(&b.0).expect("Operation failed"));

            let mut x_ranks = vec![0.0; valid_pairs.len()];
            let mut y_ranks = vec![0.0; valid_pairs.len()];

            for (rank, (_, original_idx)) in x_values.iter().enumerate() {
                x_ranks[*original_idx] = rank as f64 + 1.0;
            }
            for (rank, (_, original_idx)) in y_values.iter().enumerate() {
                y_ranks[*original_idx] = rank as f64 + 1.0;
            }

            // Calculate Pearson correlation on ranks
            let x_rank_mean = x_ranks.iter().sum::<f64>() / n;
            let y_rank_mean = y_ranks.iter().sum::<f64>() / n;

            let mut numerator = 0.0;
            let mut x_var = 0.0;
            let mut y_var = 0.0;

            for (&x_rank, &y_rank) in x_ranks.iter().zip(y_ranks.iter()) {
                let x_diff = x_rank - x_rank_mean;
                let y_diff = y_rank - y_rank_mean;
                numerator += x_diff * y_diff;
                x_var += x_diff * x_diff;
                y_var += y_diff * y_diff;
            }

            if x_var == 0.0 || y_var == 0.0 {
                return Ok(0.0);
            }

            Ok(numerator / (x_var * y_var).sqrt())
        }
        "kendall" => {
            // Kendall's tau
            let mut concordant = 0;
            let mut discordant = 0;

            for i in 0..valid_pairs.len() {
                for j in (i + 1)..valid_pairs.len() {
                    let (x1, y1) = valid_pairs[i];
                    let (x2, y2) = valid_pairs[j];

                    let x1_f64 = x1.into();
                    let y1_f64 = y1.into();
                    let x2_f64 = x2.into();
                    let y2_f64 = y2.into();

                    let x_diff = x2_f64 - x1_f64;
                    let y_diff = y2_f64 - y1_f64;

                    if x_diff * y_diff > 0.0 {
                        concordant += 1;
                    } else if x_diff * y_diff < 0.0 {
                        discordant += 1;
                    }
                    // Ties contribute 0
                }
            }

            let total_pairs = valid_pairs.len() * (valid_pairs.len() - 1) / 2;
            Ok((concordant - discordant) as f64 / total_pairs as f64)
        }
        _ => Err(StatsError::InvalidArgument(
            "Method must be one of 'pearson', 'spearman', or 'kendall'".to_string(),
        )),
    }
}

/// Compute the covariance between two masked arrays
///
/// # Arguments
/// * `x` - First masked array
/// * `y` - Second masked array
/// * `ddof` - Delta degrees of freedom
///
/// # Returns
/// * Covariance
#[allow(dead_code)]
pub fn masked_cov<T>(x: &MaskedArray<T>, y: &MaskedArray<T>, ddof: usize) -> StatsResult<f64>
where
    T: Copy + Into<f64>,
{
    if x.data.len() != y.data.len() {
        return Err(StatsError::DimensionMismatch(
            "Arrays must have the same length".to_string(),
        ));
    }

    // Combine masks (both values must be valid)
    let combined_mask: Array1<bool> = x
        .mask
        .iter()
        .zip(y.mask.iter())
        .map(|(&x_valid, &y_valid)| x_valid && y_valid)
        .collect();

    let valid_pairs: Vec<(T, T)> = x
        .data
        .iter()
        .zip(y.data.iter())
        .zip(combined_mask.iter())
        .filter_map(
            |((&x_val, &y_val), &is_valid)| {
                if is_valid {
                    Some((x_val, y_val))
                } else {
                    None
                }
            },
        )
        .collect();

    if valid_pairs.len() <= ddof {
        return Err(StatsError::InvalidArgument(
            "Number of valid pairs must be greater than ddof".to_string(),
        ));
    }

    let n = valid_pairs.len() as f64;
    let x_values: Vec<f64> = valid_pairs.iter().map(|(x, _)| (*x).into()).collect();
    let y_values: Vec<f64> = valid_pairs.iter().map(|(_, y)| (*y).into()).collect();

    let x_mean: f64 = x_values.iter().sum::<f64>() / n;
    let y_mean: f64 = y_values.iter().sum::<f64>() / n;

    let covariance: f64 = x_values
        .iter()
        .zip(y_values.iter())
        .map(|(&x_val, &y_val)| (x_val - x_mean) * (y_val - y_mean))
        .sum::<f64>()
        / (n - ddof as f64);

    Ok(covariance)
}

/// Compute masked skewness
///
/// # Arguments
/// * `maskedarray` - The masked array
/// * `bias` - If false, use bias-corrected formula
///
/// # Returns
/// * Skewness of valid values
#[allow(dead_code)]
pub fn masked_skew<T>(maskedarray: &MaskedArray<T>, bias: bool) -> StatsResult<f64>
where
    T: Copy + Into<f64>,
{
    if !maskedarray.has_valid_values() {
        return Err(StatsError::InvalidArgument(
            "Array has no valid values".to_string(),
        ));
    }

    let valid_values = maskedarray.valid_values();
    let n = valid_values.len() as f64;

    if n < 3.0 {
        return Err(StatsError::InvalidArgument(
            "Skewness requires at least 3 valid values".to_string(),
        ));
    }

    let mean = masked_mean(maskedarray, None)?;
    let std_dev = masked_std(maskedarray, 1, None)?;

    if std_dev == 0.0 {
        return Ok(0.0);
    }

    let m3: f64 = valid_values
        .iter()
        .map(|&x| {
            let z = (x.into() - mean) / std_dev;
            z.powi(3)
        })
        .sum::<f64>()
        / n;

    if bias {
        Ok(m3)
    } else {
        // Bias-corrected skewness
        let correction = ((n * (n - 1.0)).sqrt()) / (n - 2.0);
        Ok(correction * m3)
    }
}

/// Compute masked kurtosis
///
/// # Arguments
/// * `maskedarray` - The masked array
/// * `fisher` - If true, return Fisher's kurtosis (excess kurtosis)
/// * `bias` - If false, use bias-corrected formula
///
/// # Returns
/// * Kurtosis of valid values
#[allow(dead_code)]
pub fn masked_kurtosis<T>(
    maskedarray: &MaskedArray<T>,
    fisher: bool,
    bias: bool,
) -> StatsResult<f64>
where
    T: Copy + Into<f64>,
{
    if !maskedarray.has_valid_values() {
        return Err(StatsError::InvalidArgument(
            "Array has no valid values".to_string(),
        ));
    }

    let valid_values = maskedarray.valid_values();
    let n = valid_values.len() as f64;

    if n < 4.0 {
        return Err(StatsError::InvalidArgument(
            "Kurtosis requires at least 4 valid values".to_string(),
        ));
    }

    let mean = masked_mean(maskedarray, None)?;
    let std_dev = masked_std(maskedarray, 1, None)?;

    if std_dev == 0.0 {
        return Err(StatsError::InvalidArgument(
            "Standard deviation is zero".to_string(),
        ));
    }

    let m4: f64 = valid_values
        .iter()
        .map(|&x| {
            let z = (x.into() - mean) / std_dev;
            z.powi(4)
        })
        .sum::<f64>()
        / n;

    let kurtosis = if bias {
        m4
    } else {
        // Bias-corrected kurtosis
        let term1 = (n - 1.0) / ((n - 2.0) * (n - 3.0));
        let term2 = (n + 1.0) * m4 - 3.0 * (n - 1.0);
        term1 * term2 + 3.0
    };

    if fisher {
        Ok(kurtosis - 3.0) // Excess kurtosis
    } else {
        Ok(kurtosis)
    }
}

/// Compute trimmed mean of a masked array
///
/// # Arguments
/// * `maskedarray` - The masked array
/// * `proportiontocut` - Fraction of values to trim from each end (0.0 to 0.5)
///
/// # Returns
/// * Trimmed mean of valid values
#[allow(dead_code)]
pub fn masked_tmean<T>(maskedarray: &MaskedArray<T>, proportiontocut: f64) -> StatsResult<f64>
where
    T: Copy + Into<f64> + PartialOrd,
{
    if !(0.0..0.5).contains(&proportiontocut) {
        return Err(StatsError::InvalidArgument(
            "proportiontocut must be between 0 and 0.5".to_string(),
        ));
    }

    if !maskedarray.has_valid_values() {
        return Err(StatsError::InvalidArgument(
            "Array has no valid values".to_string(),
        ));
    }

    let mut valid_values = maskedarray.valid_values();
    valid_values.sort_by(|a, b| a.partial_cmp(b).expect("Operation failed"));

    let n = valid_values.len();
    let ncut = (n as f64 * proportiontocut).floor() as usize;

    if n <= 2 * ncut {
        return Err(StatsError::InvalidArgument(
            "Too many values would be trimmed".to_string(),
        ));
    }

    let trimmed_values = &valid_values[ncut..(n - ncut)];
    let sum: f64 = trimmed_values.iter().map(|&x| x.into()).sum();

    Ok(sum / trimmed_values.len() as f64)
}