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
use std::fmt::Display;

use average::{self, concatenate, Estimate, Mean, Variance};
use itertools::Itertools;

use crate::data::ReductionFunc;

pub trait VecAggregation {
    fn median(&mut self) -> Option<f64>;
}

concatenate!(AggStats, [Mean, mean], [Variance, sample_variance]);

pub fn aggregate_measurements(measurements: impl Iterator<Item = f64>) -> Stats {
    let s: AggStats = measurements.collect();
    Stats {
        mean: s.mean(),
        stddev: s.sample_variance().sqrt(),
        len: s.mean.len() as usize,
    }
}

#[derive(Debug)]
pub struct Stats {
    pub mean: f64,
    pub stddev: f64,
    pub len: usize,
}

impl Display for Stats {
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        write!(f, "μ: {} σ: {} n: {}", self.mean, self.stddev, self.len)
    }
}

impl Stats {
    pub fn significantly_different_from(&self, other: &Stats, sigma: f64) -> bool {
        assert!(self.len == 1);
        assert!(other.len >= 1);
        (self.mean - other.mean).abs() / other.stddev > sigma
    }
}

impl VecAggregation for Vec<f64> {
    fn median(&mut self) -> Option<f64> {
        self.sort_by(f64::total_cmp);
        match self.len() {
            0 => None,
            even if even % 2 == 0 => {
                let left = self[even / 2 - 1];
                let right = self[even / 2];
                Some((left + right) / 2.0)
            }
            odd => Some(self[odd / 2]),
        }
    }
}

pub trait NumericReductionFunc: Iterator<Item = f64> {
    fn aggregate_by(&mut self, fun: ReductionFunc) -> Option<Self::Item> {
        match fun {
            ReductionFunc::Min => self.reduce(f64::min),
            ReductionFunc::Max => self.reduce(f64::max),
            ReductionFunc::Median => self.collect_vec().median(),
            ReductionFunc::Mean => {
                let stats: AggStats = self.collect();
                if stats.mean.is_empty() {
                    None
                } else {
                    Some(stats.mean())
                }
            }
        }
    }
}

impl<T> NumericReductionFunc for T where T: Iterator<Item = f64> {}

#[cfg(test)]
mod test {
    use super::*;

    #[test]
    fn no_floating_error() {
        let measurements = (0..100).map(|_| 0.1).collect_vec();
        let stats = aggregate_measurements(measurements.into_iter());
        // TODO(kaihowl)
        assert_eq!(stats.mean, 0.1);
        assert_eq!(stats.len, 100);
        let naive_mean = (0..100).map(|_| 0.1).sum::<f64>() / 100.0;
        assert_ne!(naive_mean, 0.1);
    }

    #[test]
    fn single_measurement() {
        let measurements = vec![1.0];
        let stats = aggregate_measurements(measurements.into_iter());
        assert_eq!(stats.len, 1);
        assert_eq!(stats.mean, 1.0);
        assert_eq!(stats.stddev, 0.0);
    }

    #[test]
    fn no_measurement() {
        let measurements = vec![];
        let stats = aggregate_measurements(measurements.into_iter());
        assert_eq!(stats.len, 0);
        assert_eq!(stats.mean, 0.0);
        assert_eq!(stats.stddev, 0.0);
    }

    #[test]
    fn z_score_with_zero_stddev() {
        let stddev = 0.0;
        let mean = 30.0;
        let higher_val = 50.0;
        let lower_val = 10.0;
        let z_high = ((higher_val - mean) / stddev as f64).abs();
        let z_low = ((lower_val - mean) / stddev as f64).abs();
        assert_eq!(z_high, f64::INFINITY);
        assert_eq!(z_low, f64::INFINITY);
    }

    #[test]
    fn verify_stats() {
        let empty_vec = [];
        assert_eq!(None, empty_vec.into_iter().aggregate_by(ReductionFunc::Min));
        assert_eq!(None, empty_vec.into_iter().aggregate_by(ReductionFunc::Max));
        assert_eq!(
            None,
            empty_vec.into_iter().aggregate_by(ReductionFunc::Median)
        );
        assert_eq!(
            None,
            empty_vec.into_iter().aggregate_by(ReductionFunc::Mean)
        );

        let single_el_vec = [3.0];
        assert_eq!(
            Some(3.0),
            single_el_vec.into_iter().aggregate_by(ReductionFunc::Min)
        );
        assert_eq!(
            Some(3.0),
            single_el_vec.into_iter().aggregate_by(ReductionFunc::Max)
        );
        assert_eq!(
            Some(3.0),
            single_el_vec
                .into_iter()
                .aggregate_by(ReductionFunc::Median)
        );
        assert_eq!(
            Some(3.0),
            single_el_vec.into_iter().aggregate_by(ReductionFunc::Mean)
        );

        let two_el_vec = [3.0, 1.0];
        assert_eq!(
            Some(1.0),
            two_el_vec.into_iter().aggregate_by(ReductionFunc::Min)
        );
        assert_eq!(
            Some(3.0),
            two_el_vec.into_iter().aggregate_by(ReductionFunc::Max)
        );
        assert_eq!(
            Some(2.0),
            two_el_vec.into_iter().aggregate_by(ReductionFunc::Median)
        );
        assert_eq!(
            Some(2.0),
            two_el_vec.into_iter().aggregate_by(ReductionFunc::Mean)
        );

        let three_el_vec = [2.0, 6.0, 1.0];
        assert_eq!(
            Some(1.0),
            three_el_vec.into_iter().aggregate_by(ReductionFunc::Min)
        );
        assert_eq!(
            Some(6.0),
            three_el_vec.into_iter().aggregate_by(ReductionFunc::Max)
        );
        assert_eq!(
            Some(2.0),
            three_el_vec.into_iter().aggregate_by(ReductionFunc::Median)
        );
        assert_eq!(
            Some(3.0),
            three_el_vec.into_iter().aggregate_by(ReductionFunc::Mean)
        );
    }
}