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use num_traits::{Num, One, Zero};
use signalo_traits::sink::Sink;
#[derive(Clone, Debug)]
pub struct MeanVariance<T> {
count: T,
mean: T,
variance: T,
}
impl<T> MeanVariance<T>
where
T: Zero,
{
#[inline]
pub fn new() -> Self {
let count = T::zero();
let mean = T::zero();
let variance = T::zero();
MeanVariance {
count,
mean,
variance,
}
}
}
impl<T> Sink<T> for MeanVariance<T>
where
T: Copy + PartialOrd + One + Num,
{
type Output = (T, T);
#[inline]
fn sink(&mut self, input: T) {
let count = self.count + T::one();
let delta = input - self.mean;
let mean = self.mean + (delta / count);
let delta2 = input - mean;
let variance = self.variance + (delta * delta2);
self.count = count;
self.mean = mean;
self.variance = variance;
}
#[inline]
fn finalize(self) -> Self::Output {
let variance = if self.count > T::one() {
self.variance / (self.count - T::one())
} else {
self.variance
};
(self.mean, variance)
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test() {
let input = vec![
0.0, 1.0, 7.0, 2.0, 5.0, 8.0, 16.0, 13.0, 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, 180.0, 108.0, 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,
];
let mut sink = MeanVariance::new();
for input in input {
sink.sink(input);
}
println!("\n{:#?}\n", sink);
let (mean, variance) = sink.finalize();
assert_nearly_eq!(mean, 26.56);
assert_nearly_eq!(variance, 1347.68);
}
}