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
//! Stochastic processes.

#[cfg(test)]
extern crate assert;

extern crate czt;
extern crate probability;
extern crate random;

pub mod gaussian;

/// A stochastic process.
pub trait Process {
    /// The index set.
    type Index: Copy;

    /// The state space.
    type State;

    /// Compute the covariance.
    fn cov(&self, Self::Index, Self::Index) -> f64;

    /// Compute the variance.
    #[inline]
    fn var(&self, index: Self::Index) -> f64 {
        self.cov(index, index)
    }
}

/// A stationary process.
pub trait Stationary {
    /// The distance between two indices.
    type Distance: Distance;

    /// Compute the covariance.
    fn cov(&self, Self::Distance) -> f64;

    /// Compute the variance.
    #[inline]
    fn var(&self) -> f64 {
        self.cov(Self::Distance::zero())
    }
}

/// A distance.
pub trait Distance {
    /// The zero distance.
    fn zero() -> Self;
}

impl Distance for usize {
    #[inline(always)]
    fn zero() -> usize {
        0
    }
}