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
//! Provides statistical computation utilities for data sets

mod slice_statistics;

/// Enumeration of possible tie-breaking strategies
/// when computing ranks
#[derive(Debug, Copy, Clone)]
pub enum RankTieBreaker {
    /// Replaces ties with their mean
    Average,
    /// Replace ties with their minimum
    Min,
    /// Replace ties with their maximum
    Max,
    /// Permutation with increasing values at each index of ties
    First,
}

/// The statistics trait provides a host of statistical utilities for analzying
/// data sets
pub trait Statistics {
    /// Returns the minimum value in the data
    ///
    /// # Rermarks
    ///
    /// Returns `f64::NAN` if data is empty or an entry is `f64::NAN`
    ///
    /// # Examples
    ///
    /// ```
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// let x = [];
    /// assert!(x.min().is_nan());
    ///
    /// let y = [0.0, f64::NAN, 3.0, -2.0];
    /// assert!(y.min().is_nan());
    ///
    /// let z = [0.0, 3.0, -2.0];
    /// assert_eq!(z.min(), -2.0);
    /// ```
    fn min(&self) -> f64;

    /// Returns the maximum value in the data
    ///
    /// # Remarks
    ///
    /// Returns `f64::NAN` if data is empty or an entry is `f64::NAN`
    ///
    /// # Examples
    ///
    /// ```
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// let x = [];
    /// assert!(x.max().is_nan());
    ///
    /// let y = [0.0, f64::NAN, 3.0, -2.0];
    /// assert!(y.max().is_nan());
    ///
    /// let z = [0.0, 3.0, -2.0];
    /// assert_eq!(z.max(), 3.0);
    /// ```
    fn max(&self) -> f64;

    /// Returns the minimum absolute value in the data
    ///
    /// # Rermarks
    ///
    /// Returns `f64::NAN` if data is empty or an entry is `f64::NAN`
    ///
    /// # Examples
    ///
    /// ```
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// let x = [];
    /// assert!(x.abs_min().is_nan());
    ///
    /// let y = [0.0, f64::NAN, 3.0, -2.0];
    /// assert!(y.abs_min().is_nan());
    ///
    /// let z = [0.0, 3.0, -2.0];
    /// assert_eq!(z.abs_min(), 0.0);
    /// ```
    fn abs_min(&self) -> f64;

    /// Returns the maximum absolute value in the data
    ///
    /// # Rermarks
    ///
    /// Returns `f64::NAN` if data is empty or an entry is `f64::NAN`
    ///
    /// # Examples
    ///
    /// ```
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// let x = [];
    /// assert!(x.abs_max().is_nan());
    ///
    /// let y = [0.0, f64::NAN, 3.0, -2.0];
    /// assert!(y.abs_max().is_nan());
    ///
    /// let z = [0.0, 3.0, -2.0, -8.0];
    /// assert_eq!(z.abs_max(), 8.0);
    /// ```
    fn abs_max(&self) -> f64;

    /// Evaluates the sample mean, an estimate of the population
    /// mean.
    ///
    /// # Remarks
    ///
    /// Returns `f64::NAN` if data is empty or an entry is `f64::NAN`
    ///
    /// # Examples
    ///
    /// ```
    /// #[macro_use]
    /// extern crate statrs;
    ///
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// # fn main() {
    /// let x = [];
    /// assert!(x.mean().is_nan());
    ///
    /// let y = [0.0, f64::NAN, 3.0, -2.0];
    /// assert!(y.mean().is_nan());
    ///
    /// let z = [0.0, 3.0, -2.0];
    /// assert_almost_eq!(z.mean(), 1.0 / 3.0, 1e-15);
    /// # }
    /// ```
    fn mean(&self) -> f64;

    /// Evaluates the geometric mean of the data
    ///
    /// # Remarks
    ///
    /// Returns `f64::NAN` if data is empty or an entry is `f64::NAN`.
    /// Returns `f64::NAN` if an entry is less than `0`. Returns `0`
    /// if no entry is less than `0` but there are entries equal to `0`.
    ///
    /// # Examples
    ///
    /// ```
    /// #[macro_use]
    /// extern crate statrs;
    ///
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// # fn main() {
    /// let x = [];
    /// assert!(x.geometric_mean().is_nan());
    ///
    /// let y = [0.0, f64::NAN, 3.0, -2.0];
    /// assert!(y.geometric_mean().is_nan());
    ///
    /// let mut z = [0.0, 3.0, -2.0];
    /// assert!(z.geometric_mean().is_nan());
    ///
    /// z = [0.0, 3.0, 2.0];
    /// assert_eq!(z.geometric_mean(), 0.0);
    ///
    /// z = [1.0, 2.0, 3.0];
    /// // test value from online calculator, could be more accurate
    /// assert_almost_eq!(z.geometric_mean(), 1.81712, 1e-5);
    /// # }
    /// ```
    fn geometric_mean(&self) -> f64;

    /// Evaluates the harmonic mean of the data
    ///
    /// # Remarks
    ///
    /// Returns `f64::NAN` if data is empty or an entry is `f64::NAN`, or if any value
    /// in data is less than `0`. Returns `0` if there are no values less than `0` but
    /// there exists values equal to `0`.
    ///
    /// # Examples
    ///
    /// ```
    /// #[macro_use]
    /// extern crate statrs;
    ///
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// # fn main() {
    /// let x = [];
    /// assert!(x.harmonic_mean().is_nan());
    ///
    /// let y = [0.0, f64::NAN, 3.0, -2.0];
    /// assert!(y.harmonic_mean().is_nan());
    ///
    /// let mut z = [0.0, 3.0, -2.0];
    /// assert!(z.harmonic_mean().is_nan());
    ///
    /// z = [0.0, 3.0, 2.0];
    /// assert_eq!(z.harmonic_mean(), 0.0);
    ///
    /// z = [1.0, 2.0, 3.0];
    /// // test value from online calculator, could be more accurate
    /// assert_almost_eq!(z.harmonic_mean(), 1.63636, 1e-5);
    /// # }
    /// ```
    fn harmonic_mean(&self) -> f64;

    /// Estimates the unbiased population variance from the provided samples
    ///
    /// # Remarks
    ///
    /// On a dataset of size `N`, `N-1` is used as a normalizer (Bessel's correction).
    ///
    /// Returns `f64::NAN` if data has less than two entries or if any entry is `f64::NAN`
    ///
    /// # Examples
    ///
    /// ```
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// let x = [];
    /// assert!(x.variance().is_nan());
    ///
    /// let y = [0.0, f64::NAN, 3.0, -2.0];
    /// assert!(y.variance().is_nan());
    ///
    /// let z = [0.0, 3.0, -2.0];
    /// assert_eq!(z.variance(), 19.0 / 3.0);
    /// ```
    fn variance(&self) -> f64;

    /// Evaluates the population variance from a full population.
    ///
    /// # Remarks
    ///
    /// On a dataset of size `N`, `N` is used as a normalizer and would thus
    /// be biased if applied to a subset
    ///
    /// Returns `f64::NAN` if data is empty or an entry is `f64::NAN`
    ///
    /// # Examples
    ///
    /// ```
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// let x = [];
    /// assert!(x.population_variance().is_nan());
    ///
    /// let y = [0.0, f64::NAN, 3.0, -2.0];
    /// assert!(y.population_variance().is_nan());
    ///
    /// let z = [0.0, 3.0, -2.0];
    /// assert_eq!(z.population_variance(), 38.0 / 9.0);
    /// ```
    fn population_variance(&self) -> f64;

    /// Estimates the unbiased population standard deviation from the provided samples
    ///
    /// # Remarks
    ///
    /// On a dataset of size `N`, `N-1` is used as a normalizer (Bessel's correction).
    ///
    /// Returns `f64::NAN` if data has less than two entries or if any entry is `f64::NAN`
    ///
    /// # Examples
    ///
    /// ```
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// let x = [];
    /// assert!(x.std_dev().is_nan());
    ///
    /// let y = [0.0, f64::NAN, 3.0, -2.0];
    /// assert!(y.std_dev().is_nan());
    ///
    /// let z = [0.0, 3.0, -2.0];
    /// assert_eq!(z.std_dev(), (19f64 / 3.0).sqrt());
    /// ```
    fn std_dev(&self) -> f64;

    /// Evaluates the population standard deviation from a full population.
    ///
    /// # Remarks
    ///
    /// On a dataset of size `N`, `N` is used as a normalizer and would thus
    /// be biased if applied to a subset
    ///
    /// Returns `f64::NAN` if data is empty or an entry is `f64::NAN`
    ///
    /// # Examples
    ///
    /// ```
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// let x = [];
    /// assert!(x.population_std_dev().is_nan());
    ///
    /// let y = [0.0, f64::NAN, 3.0, -2.0];
    /// assert!(y.population_std_dev().is_nan());
    ///
    /// let z = [0.0, 3.0, -2.0];
    /// assert_eq!(z.population_std_dev(), (38f64 / 9.0).sqrt());
    /// ```
    fn population_std_dev(&self) -> f64;

    /// Estimates the unbiased population covariance between the two provided samples
    ///
    /// # Remarks
    ///
    /// On a dataset of size `N`, `N-1` is used as a normalizer (Bessel's correction).
    ///
    /// Returns `f64::NAN` if data has less than two entries or if any entry is `f64::NAN`
    ///
    /// # Panics
    ///
    /// If the two sample containers do not contain the same number of elements
    ///
    /// # Examples
    ///
    /// ```
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// let x = [];
    /// assert!(x.covariance(&[]).is_nan());
    ///
    /// let y1 = [0.0, f64::NAN, 3.0, -2.0];
    /// let y2 = [-5.0, 4.0, 10.0, f64::NAN];
    /// assert!(y1.covariance(&y2).is_nan());
    ///
    /// let z1 = [0.0, 3.0, -2.0];
    /// let z2 = [-5.0, 4.0, 10.0];
    /// assert_eq!(z1.covariance(&z2), -5.5);
    /// ```
    fn covariance(&self, other: &Self) -> f64;

    /// Evaluates the population covariance between the two provider populations
    ///
    /// # Remarks
    ///
    /// On a dataset of size `N`, `N` is used as a normalizer and would thus be
    /// biased if applied to a subset
    ///
    /// Returns `f64::NAN` if data is empty or any entry is `f64::NAN`
    ///
    /// # Panics
    ///
    /// If the two sample containers do not contain the same number of elements
    ///
    /// # Examples
    ///
    /// ```
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// let x = [];
    /// assert!(x.population_covariance(&[]).is_nan());
    ///
    /// let y1 = [0.0, f64::NAN, 3.0, -2.0];
    /// let y2 = [-5.0, 4.0, 10.0, f64::NAN];
    /// assert!(y1.population_covariance(&y2).is_nan());
    ///
    /// let z1 = [0.0, 3.0, -2.0];
    /// let z2 = [-5.0, 4.0, 10.0];
    /// assert_eq!(z1.population_covariance(&z2), -11.0 / 3.0);
    /// ```
    fn population_covariance(&self, other: &Self) -> f64;

    /// Estimates the quadratic mean (Root Mean Square) of the data
    ///
    /// # Remarks
    ///
    /// Returns `f64::NAN` if data is empty or any entry is `f64::NAN`
    ///
    /// # Examples
    ///
    /// ```
    /// #[macro_use]
    /// extern crate statrs;
    ///
    /// use std::f64;
    /// use statrs::statistics::Statistics;
    ///
    /// # fn main() {
    /// let x = [];
    /// assert!(x.quadratic_mean().is_nan());
    ///
    /// let y = [0.0, f64::NAN, 3.0, -2.0];
    /// assert!(y.quadratic_mean().is_nan());
    ///
    /// let z = [0.0, 3.0, -2.0];
    /// // test value from online calculator, could be more accurate
    /// assert_almost_eq!(z.quadratic_mean(), 2.08167, 1e-5);
    /// # }
    /// ```
    fn quadratic_mean(&self) -> f64;

    /// Returns the order statistic `(order 1..N)` from the data
    ///
    /// # Remarks
    ///
    /// No sorting is assumed. Order must be one-based (between `1` and `N` inclusive)
    /// Returns `f64::NAN` if order is outside the viable range or data is empty.
    ///
    /// # Examples
    ///
    /// ```
    /// use statrs::statistics::Statistics;
    ///
    /// let mut x = [];
    /// assert!(x.order_statistic(1).is_nan());
    ///
    /// let mut y = [0.0, 3.0, -2.0];
    /// assert!(y.order_statistic(0).is_nan());
    /// assert!(y.order_statistic(4).is_nan());
    /// assert_eq!(y.order_statistic(2), 0.0);
    /// assert!(y != [0.0, 3.0, -2.0]);
    /// ```
    fn order_statistic(&mut self, order: usize) -> f64;

    /// Returns the median value from the data
    ///
    /// # Remarks
    ///
    /// Returns `f64::NAN` if data is empty
    ///
    /// # Examples
    ///
    /// ```
    /// use statrs::statistics::Statistics;
    ///
    /// let mut x = [];
    /// assert!(x.median().is_nan());
    ///
    /// let mut y = [0.0, 3.0, -2.0];
    /// assert_eq!(y.median(), 0.0);
    /// assert!(y != [0.0, 3.0, -2.0]);
    fn median(&mut self) -> f64;

    /// Estimates the tau-th quantile from the data. The tau-th quantile
    /// is the data value where the cumulative distribution function crosses tau.
    ///
    /// # Remarks
    ///
    /// No sorting is assumed. Tau must be between `0` and `1` inclusive.
    /// Returns `f64::NAN` if data is empty or tau is outside the inclusive range.
    ///
    /// # Examples
    ///
    /// ```
    /// use statrs::statistics::Statistics;
    ///
    /// let mut x = [];
    /// assert!(x.quantile(0.5).is_nan());
    ///
    /// let mut y = [0.0, 3.0, -2.0];
    /// assert!(y.quantile(-1.0).is_nan());
    /// assert!(y.quantile(2.0).is_nan());
    /// assert_eq!(y.quantile(0.5), 0.0);
    /// assert!(y != [0.0, 3.0, -2.0]);
    /// ```
    fn quantile(&mut self, tau: f64) -> f64;

    /// Estimates the p-Percentile value from the data.
    ///
    /// # Remarks
    ///
    /// Use quantile for non-integer percentiles. `p` must be between `0` and `100` inclusive.
    /// Returns `f64::NAN` if data is empty or `p` is outside the inclusive range.
    ///
    /// # Examples
    ///
    /// ```
    /// use statrs::Statistics;
    ///
    /// let mut x = [];
    /// assert!(x.percentile(0).is_nan());
    ///
    /// let mut y = [1.0, 5.0, 3.0, 4.0, 10.0, 9.0, 6.0, 7.0, 8.0, 2.0];
    /// assert_eq!(y.percentile(0), 1.0);
    /// assert_eq!(y.percentile(50), 5.5);
    /// assert_eq!(y.percentile(100), 10.0);
    /// assert!(y.percentile(105).is_nan());
    /// assert!(y != [1.0, 5.0, 3.0, 4.0, 10.0, 9.0, 6.0, 7.0, 8.0, 2.0]);
    /// ```
    fn percentile(&mut self, p: usize) -> f64;

    /// Estimates the first quartile value from the data.
    ///
    /// # Remarks
    ///
    /// Returns `f64::NAN` if data is empty
    ///
    /// # Examples
    ///
    /// ```
    /// #[macro_use]
    /// extern crate statrs;
    ///
    /// use statrs::statistics::Statistics;
    ///
    /// # fn main() {
    /// let mut x = [];
    /// assert!(x.lower_quartile().is_nan());
    ///
    /// let mut y = [2.0, 1.0, 3.0, 4.0];
    /// assert_almost_eq!(y.lower_quartile(), 1.416666666666666, 1e-15);
    /// assert!(y != [2.0, 1.0, 3.0, 4.0]);
    /// # }
    /// ```
    fn lower_quartile(&mut self) -> f64;

    /// Estimates the third quartile value from the data.
    ///
    /// # Remarks
    ///
    /// Returns `f64::NAN` if data is empty
    ///
    /// # Examples
    ///
    /// ```
    /// #[macro_use]
    /// extern crate statrs;
    ///
    /// use statrs::statistics::Statistics;
    ///
    /// # fn main() {
    /// let mut x = [];
    /// assert!(x.lower_quartile().is_nan());
    ///
    /// let mut y = [2.0, 1.0, 3.0, 4.0];
    /// assert_almost_eq!(y.upper_quartile(), 3.5833333333333333, 1e-15);
    /// assert!(y != [2.0, 1.0, 3.0, 4.0]);
    /// # }
    /// ```
    fn upper_quartile(&mut self) -> f64;

    /// Estimates the inter-quartile range from the data.
    ///
    /// # Remarks
    ///
    /// Returns `f64::NAN` if data is empty
    ///
    /// # Examples
    ///
    /// ```
    /// #[macro_use]
    /// extern crate statrs;
    ///
    /// use statrs::statistics::Statistics;
    ///
    /// # fn main() {
    /// let mut x = [];
    /// assert!(x.interquartile_range().is_nan());
    ///
    /// let mut y = [2.0, 1.0, 3.0, 4.0];
    /// assert_almost_eq!(y.interquartile_range(), 2.166666666666667, 1e-15);
    /// assert!(y != [2.0, 1.0, 3.0, 4.0]);
    /// # }
    /// ```
    fn interquartile_range(&mut self) -> f64;

    /// Evaluates the rank of each entry of the data.
    ///
    /// # Examples
    ///
    /// ```
    /// use statrs::statistics::{Statistics, RankTieBreaker};
    ///
    /// let mut x = [];
    /// assert_eq!(x.ranks(RankTieBreaker::Average).len(), 0);
    ///
    /// let y = [1.0, 3.0, 2.0, 2.0];
    /// assert_eq!((&mut y.clone()).ranks(RankTieBreaker::Average), [1.0, 4.0, 2.5, 2.5]);
    /// assert_eq!((&mut y.clone()).ranks(RankTieBreaker::Min), [1.0, 4.0, 2.0, 2.0]);
    /// ```
    fn ranks(&mut self, tie_breaker: RankTieBreaker) -> Vec<f64>;
}