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
use std::error::Error;
use core::{fmt,cmp::Ordering};
use core::fmt::{Debug, Display};
use indxvec::{Vecops,printing::{GR, UN, YL}};
use crate::{*,algos::*};
impl<T> Error for MedError<T> where T: Sized + Debug + Display {}
impl<T> Display for MedError<T>
where
T: Sized + Debug + Display,
{
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
match self {
MedError::Size(s) => write!(f, "Size of data must be positive: {s}"),
MedError::Nan(s) => write!(f, "Floats must not include NaNs: {s}"),
MedError::Other(s) => write!(f, "Converted from: {s}"),
}
}
}
impl<T> std::fmt::Display for Medians<'_, T>
where
T: Display,
{
fn fmt(&self, f: &mut std::fmt::Formatter) -> std::fmt::Result {
match self {
Medians::Odd(m) => {
write!(f, "{YL}odd median: {GR}{}{UN}", *m)
}
Medians::Even((m1, m2)) => {
write!(f, "{YL}even medians: {GR}{} {}{UN}", *m1, *m2)
}
}
}
}
impl<T> std::fmt::Display for ConstMedians<T>
where
T: Display,
{
fn fmt(&self, f: &mut std::fmt::Formatter) -> std::fmt::Result {
match self {
ConstMedians::Odd(m) => {
write!(f, "{YL}odd median: {GR}{}{UN}", *m)
}
ConstMedians::Even((m1, m2)) => {
write!(f, "{YL}even medians: {GR}{} {}{UN}", *m1, *m2)
}
}
}
}
impl<T> From<ConstMedians<T>> for f64
where T: std::convert::Into<u64>
{
fn from(item:ConstMedians<T>) -> f64 {
match item {
ConstMedians::Odd(m) => m.into() as f64,
ConstMedians::Even((m1, m2)) => (m1.into() as f64 + m2.into() as f64)/ 2.0
}
}
}
/// Medians of &mut [&f64].
impl Medianf64 for &[f64] {
/// Returns `nan` error when any data item is a NaN, otherwise the median
fn medf_checked(self) -> Result<f64, Me> {
let n = self.len();
match n {
0 => return merror("size", "medf_checked: zero length data"),
1 => return Ok(self[0]),
2 => return Ok((self[0] + self[1]) / 2.0),
_ => (),
};
let mut s = self
.iter()
.map(|x| {
if x.is_nan() {
merror("Nan", "medf_checked: Nan in input!")
} else {
Ok(x)
}
})
.collect::<Result<Vec<&f64>, Me>>()?;
if (n & 1) == 1 {
let oddm = oddmedian_by(&mut s, &mut <f64>::total_cmp);
Ok(*oddm)
} else {
let (&med1, &med2) = evenmedian_by(&mut s, &mut <f64>::total_cmp);
Ok((med1+med2) / 2.0)
}
}
/// Use this when your data does not contain any NaNs.
/// NaNs will not raise an error. However, they will affect the result
/// because of their order positions beyond infinity.
fn medf_unchecked(self) -> f64 {
let n = self.len();
match n {
0 => return 0_f64,
1 => return self[0],
2 => return (self[0] + self[1]) / 2.0,
_ => (),
};
let mut s = self.ref_vec(0..self.len());
if (n & 1) == 1 {
let oddm = oddmedian_by(&mut s, &mut <f64>::total_cmp);
*oddm
} else {
let (&med1, &med2) = evenmedian_by(&mut s, &mut <f64>::total_cmp);
(med1 + med2) / 2.0
}
}
/// Iterative weighted median with accuracy eps
fn medf_weighted(self, ws: Self, eps: f64) -> Result<f64, Me> {
if self.len() != ws.len() {
return merror("size","medf_weighted - data and weights lengths mismatch"); };
if nans(self) {
return merror("Nan","medf_weighted - detected Nan in input"); };
let weights_sum: f64 = ws.iter().sum();
let mut last_median = 0_f64;
for (g,w) in self.iter().zip(ws) { last_median += w*g; };
last_median /= weights_sum; // start iterating from the weighted centre
let mut last_recsum = 0f64;
loop { // iteration till accuracy eps is exceeded
let mut median = 0_f64;
let mut recsum = 0_f64;
for (x,w) in self.iter().zip(ws) {
let mag = (x-last_median).abs();
if mag.is_normal() { // only use this point if its distance from median is > 0.0
let rec = w/(mag.sqrt()); // weight/distance
median += rec*x;
recsum += rec // add separately the reciprocals for final scaling
}
}
if recsum-last_recsum < eps { return Ok(median/recsum); }; // termination test
last_median = median/recsum;
last_recsum = recsum;
}
}
/// Zero mean/median data produced by subtracting the centre,
/// typically the mean or the median.
fn medf_zeroed(self, centre: f64) -> Vec<f64> {
self.iter().map(|&s| s - centre).collect()
}
/// Median correlation = cosine of an angle between two zero median vectors,
/// (where the two data samples are interpreted as n-dimensional vectors).
fn medf_correlation(self, v: Self) -> Result<f64, Me> {
let mut sx2 = 0_f64;
let mut sy2 = 0_f64;
let smedian = self.medf_checked()?;
let vmedian = v.medf_checked()?;
let sxy: f64 = self
.iter()
.zip(v)
.map(|(&xt, &yt)| {
let x = xt - smedian;
let y = yt - vmedian;
sx2 += x * x;
sy2 += y * y;
x * y
})
.sum();
let res = sxy / (sx2 * sy2).sqrt();
if res.is_nan() {
merror("Nan", "medf_correlation: Nan result!")
} else {
Ok(res)
}
}
/// Data dispersion estimator MAD (Median of Absolute Differences).
/// MAD is more stable than standard deviation and more general than quartiles.
/// When argument `centre` is the median, it is the most stable measure of data dispersion.
fn madf(self, centre: f64) -> f64 {
self.iter()
.map(|&s| (s - centre).abs())
.collect::<Vec<f64>>()
.medf_unchecked()
}
}
/// Medians of &[T]
impl<'a, T> Median<'a, T> for &'a [T] {
/// Median of `&[T]` by comparison `c`, quantified to a single f64 by `q`.
/// When T is a primitive type directly convertible to f64, pass in `as f64` for `q`.
/// When f64:From<T> is implemented, pass in `|x| x.into()` for `q`.
/// When T is Ord, use `|a,b| a.cmp(b)` as the comparator closure.
/// In all other cases, use custom closures `c` and `q`.
/// When T is not quantifiable at all, use the ultimate `median_by` method.
fn qmedian_by(
self,
c: &mut impl FnMut(&T, &T) -> Ordering,
q: impl Fn(&T) -> f64,
) -> Result<f64, Me> {
let n = self.len();
match n {
0 => return merror("size", "qmedian_by: zero length data"),
1 => return Ok(q(&self[0])),
2 => return Ok((q(&self[0]) + q(&self[1])) / 2.0),
_ => (),
};
let mut s = self.ref_vec(0..self.len());
if (n & 1) == 1 {
Ok(q(oddmedian_by(&mut s, c)))
} else {
let (med1, med2) = evenmedian_by(&mut s, c);
Ok((q(med1) + q(med2)) / 2.0)
}
}
/// Median(s) of unquantifiable type by general comparison closure
fn median_by(self, c: &mut impl FnMut(&T, &T) -> Ordering) -> Result<Medians<'a, T>, Me> {
let n = self.len();
match n {
0 => return merror("size", "median_ord: zero length data"),
1 => return Ok(Medians::Odd(&self[0])),
2 => return Ok(Medians::Even((&self[0], &self[1]))),
_ => (),
};
let mut s = self.ref_vec(0..self.len());
if (n & 1) == 1 {
Ok(Medians::Odd(oddmedian_by(&mut s, c)))
} else {
Ok(Medians::Even(evenmedian_by(&mut s, c)))
}
}
/// Zero mean/median data produced by subtracting the centre
fn zeroed(self, centre: f64, q: impl Fn(&T) -> f64) -> Result<Vec<f64>, Me> {
Ok(self.iter().map(|s| q(s) - centre).collect())
}
/// We define median based correlation as cosine of an angle between two
/// zero median vectors (analogously to Pearson's zero mean vectors)
/// # Example
/// ```
/// use medians::{Medianf64,Median};
/// use core::convert::identity;
/// use core::cmp::Ordering::*;
/// let v1 = vec![1_f64,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.,13.,14.];
/// let v2 = vec![14_f64,1.,13.,2.,12.,3.,11.,4.,10.,5.,9.,6.,8.,7.];
/// assert_eq!(v1.medf_correlation(&v2).unwrap(),-0.1076923076923077);
/// assert_eq!(v1.med_correlation(&v2,&mut |a,b| a.total_cmp(b),|&a| identity(a)).unwrap(),-0.1076923076923077);
/// ```
fn med_correlation(
self,
v: Self,
c: &mut impl FnMut(&T, &T) -> Ordering,
q: impl Fn(&T) -> f64,
) -> Result<f64, Me> {
let mut sx2 = 0_f64;
let mut sy2 = 0_f64;
let smedian = self.qmedian_by(c, &q)?;
let vmedian = v.qmedian_by(c, &q)?;
let sxy: f64 = self
.iter()
.zip(v)
.map(|(xt, yt)| {
let x = q(xt) - smedian;
let y = q(yt) - vmedian;
sx2 += x * x;
sy2 += y * y;
x * y
})
.sum();
let res = sxy / (sx2 * sy2).sqrt();
if res.is_nan() {
merror("Nan", "correlation: Nan result!")
} else {
Ok(res)
}
}
/// Data dispersion estimator MAD (Median of Absolute Differences).
/// MAD is more stable than standard deviation and more general than quartiles.
/// When argument `centre` is the median, it is the most stable measure of data dispersion.
fn mad(self, centre: f64, q: impl Fn(&T) -> f64) -> f64 {
self.iter()
.map(|s| (q(s) - centre).abs())
.collect::<Vec<f64>>()
.medf_unchecked()
}
}