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use num_traits::{Num, One, Signed, Zero};
use signalo_traits::filter::Filter;
use traits::{InitialState, Resettable, Stateful, StatefulUnsafe};
use super::mean::Mean;
#[derive(Clone, Debug)]
pub struct State<T> {
pub mean: Mean<T>,
pub variance: Mean<T>,
}
#[derive(Clone, Debug)]
pub struct MeanVariance<T> {
beta: T,
state: State<T>,
}
impl<T> MeanVariance<T>
where
T: Copy + PartialOrd + Zero + One,
{
#[inline]
pub fn new(beta: T) -> Self {
assert!(beta > T::zero() && beta <= T::one());
let state = Self::initial_state(beta);
MeanVariance { beta, state }
}
#[inline]
pub fn beta(&self) -> &T {
&self.beta
}
}
impl<T> Stateful for MeanVariance<T> {
type State = State<T>;
}
unsafe impl<T> StatefulUnsafe for MeanVariance<T> {
unsafe fn state(&self) -> &Self::State {
&self.state
}
unsafe fn state_mut(&mut self) -> &mut Self::State {
&mut self.state
}
}
impl<T> InitialState<T> for MeanVariance<T>
where
T: Copy + PartialOrd + Zero + One,
{
fn initial_state(beta: T) -> Self::State {
let mean = Mean::new(beta);
let variance = Mean::new(beta);
State { mean, variance }
}
}
impl<T> Resettable for MeanVariance<T>
where
T: Copy + PartialOrd + Zero + One,
{
fn reset(&mut self) {
self.state = Self::initial_state(self.beta);
}
}
impl<T> Filter<T> for MeanVariance<T>
where
T: Copy + Num + Signed,
{
type Output = (T, T);
fn filter(&mut self, input: T) -> Self::Output {
let mean_old = unsafe { self.state.mean.state().value.unwrap_or(input) };
let mean_new = self.state.mean.filter(input);
let deviation_old = (input - mean_old).abs();
let deviation_new = (input - mean_new).abs();
let squared = deviation_old * deviation_new;
let variance = self.state.variance.filter(squared);
(mean_new, variance)
}
}
#[cfg(test)]
mod tests {
use super::*;
fn get_input() -> Vec<f32> {
vec![
0.0, 1.0, 7.0, 2.0, 5.0, 8.0, 16.0, 3.0, 19.0, 6.0, 14.0, 9.0, 9.0, 17.0, 17.0, 4.0,
12.0, 20.0, 20.0, 7.0, 7.0, 15.0, 15.0, 10.0, 23.0, 10.0, 111.0, 18.0, 18.0, 18.0,
106.0, 5.0, 26.0, 13.0, 13.0, 21.0, 21.0, 21.0, 34.0, 8.0, 109.0, 8.0, 29.0, 16.0,
16.0, 16.0, 104.0, 11.0, 24.0, 24.0,
]
}
fn get_mean() -> Vec<f32> {
vec![
0.000, 0.250, 1.938, 1.953, 2.715, 4.036, 7.027, 6.020, 9.265, 8.449, 9.837, 9.628,
9.471, 11.353, 12.765, 10.574, 10.930, 13.198, 14.898, 12.924, 11.443, 12.332, 12.999,
12.249, 14.937, 13.703, 38.027, 33.020, 29.265, 26.449, 46.337, 36.003, 33.502, 28.376,
24.532, 23.649, 22.987, 22.490, 25.368, 21.026, 43.019, 34.264, 32.948, 28.711, 25.533,
23.150, 43.363, 35.272, 32.454, 30.340,
]
}
fn get_variance() -> Vec<f32> {
vec![
0.000, 0.188, 8.684, 6.513, 6.626, 10.207, 34.493, 28.910, 53.271, 41.953, 37.242,
28.063, 21.121, 26.470, 25.832, 33.778, 25.715, 34.710, 34.709, 37.728, 34.875, 28.529,
22.732, 18.735, 35.722, 31.362, 1798.539, 1424.107, 1110.382, 856.581, 1829.006,
1692.140, 1287.865, 1044.710, 827.864, 623.237, 468.744, 352.298, 289.063, 273.354,
1656.166, 1472.066, 1109.246, 885.793, 694.640, 538.022, 1629.149, 1418.237, 1087.501,
829.026,
]
}
#[test]
fn mean() {
let filter = MeanVariance::new(0.25);
let input = get_input();
let output: Vec<_> = input
.iter()
.scan(filter, |filter, &input| Some(filter.filter(input).0))
.collect();
assert_nearly_eq!(output, get_mean(), 0.001);
}
#[test]
fn variance() {
let filter = MeanVariance::new(0.25);
let input = get_input();
let output: Vec<_> = input
.iter()
.scan(filter, |filter, &input| Some(filter.filter(input).1))
.collect();
assert_nearly_eq!(output, get_variance(), 0.001);
}
}