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use crate::evaluator::*;
#[derive(Clone, Default, Debug)]
pub struct ExcessVariance {}
lazy_info!(
EXCESS_VARIANCE_INFO,
size: 1,
min_ts_length: 2,
t_required: false,
m_required: true,
w_required: true,
sorting_required: false,
);
impl ExcessVariance {
pub fn new() -> Self {
Self {}
}
}
impl<T> FeatureEvaluator<T> for ExcessVariance
where
T: Float,
{
fn eval(&self, ts: &mut TimeSeries<T>) -> Result<Vec<T>, EvaluatorError> {
self.check_ts_length(ts)?;
let mean_error2 = ts.w_iter().map(|w| w.recip()).sum::<T>() / ts.lenf();
Ok(vec![
(ts.m.get_std2() - mean_error2) / ts.m.get_mean().powi(2),
])
}
fn get_info(&self) -> &EvaluatorInfo {
&EXCESS_VARIANCE_INFO
}
fn get_names(&self) -> Vec<&str> {
vec!["excess_variance"]
}
}
#[cfg(test)]
#[allow(clippy::unreadable_literal)]
#[allow(clippy::excessive_precision)]
mod tests {
use super::*;
use crate::tests::*;
eval_info_test!(excess_variance, ExcessVariance::default());
feature_test!(
mean,
[Box::new(ExcessVariance::new())],
[0.41846885813148793],
[0.0; 9],
[1.0_f32, 1.0, 1.0, 1.0, 5.0, 6.0, 6.0, 6.0, 7.0],
Some(&[1.0, 0.5, 1.0, 2.0, 0.5, 2.0, 1.0, 1.0, 0.5]),
);
}