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use std::default::Default;
use std::fmt;
use std::iter::{FromIterator, IntoIterator};
use num_traits::ToPrimitive;
use crate::Commute;
pub fn stddev<'a, I, T>(x: I) -> f64
where
I: IntoIterator<Item = T>,
T: Into<&'a f64>,
{
let it = x.into_iter();
stddev(it)
}
pub fn variance<'a, I, T>(x: I) -> f64
where
I: IntoIterator<Item = T>,
T: Into<&'a f64>,
{
let it = x.into_iter();
variance(it)
}
pub fn mean<'a, I, T>(x: I) -> f64
where
I: IntoIterator<Item = T>,
T: Into<&'a f64>,
{
let it = x.into_iter();
mean(it)
}
#[derive(Clone, Copy)]
pub struct OnlineStats {
size: u64,
mean: f64,
q: f64,
}
impl OnlineStats {
#[must_use]
pub fn new() -> OnlineStats {
Default::default()
}
#[must_use]
pub fn from_slice<T: ToPrimitive>(samples: &[T]) -> OnlineStats {
samples
.iter()
.map(|n| unsafe { n.to_f64().unwrap_unchecked() })
.collect()
}
#[must_use]
pub const fn mean(&self) -> f64 {
self.mean
}
#[must_use]
pub fn stddev(&self) -> f64 {
self.variance().sqrt()
}
#[must_use]
pub fn variance(&self) -> f64 {
self.q / (self.size as f64)
}
#[inline]
#[allow(clippy::needless_pass_by_value)]
pub fn add<T: ToPrimitive>(&mut self, sample: T) {
let sample = unsafe { sample.to_f64().unwrap_unchecked() };
let oldmean = self.mean;
self.size += 1;
let delta = sample - oldmean;
self.mean += delta / (self.size as f64);
let delta2 = sample - self.mean;
self.q += delta * delta2;
}
#[inline]
pub fn add_null(&mut self) {
self.add(0usize);
}
#[inline]
#[must_use]
pub const fn len(&self) -> usize {
self.size as usize
}
#[inline]
#[must_use]
pub const fn is_empty(&self) -> bool {
self.size == 0
}
}
impl Commute for OnlineStats {
#[inline]
fn merge(&mut self, v: OnlineStats) {
let (s1, s2) = (self.size as f64, v.size as f64);
let meandiffsq = (self.mean - v.mean) * (self.mean - v.mean);
self.size += v.size;
self.mean = s1.mul_add(self.mean, s2 * v.mean) / (s1 + s2);
self.q += v.q + meandiffsq * s1 * s2 / (s1 + s2);
}
}
impl Default for OnlineStats {
fn default() -> OnlineStats {
OnlineStats {
size: 0,
mean: 0.0,
q: 0.0,
}
}
}
impl fmt::Debug for OnlineStats {
#[inline]
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
write!(f, "{:.10} +/- {:.10}", self.mean(), self.stddev())
}
}
impl<T: ToPrimitive> FromIterator<T> for OnlineStats {
#[inline]
fn from_iter<I: IntoIterator<Item = T>>(it: I) -> OnlineStats {
let mut v = OnlineStats::new();
v.extend(it);
v
}
}
impl<T: ToPrimitive> Extend<T> for OnlineStats {
#[inline]
fn extend<I: IntoIterator<Item = T>>(&mut self, it: I) {
for sample in it {
self.add(sample);
}
}
}
#[cfg(test)]
mod test {
use super::OnlineStats;
use {crate::merge_all, crate::Commute};
#[test]
fn stddev() {
let expected = OnlineStats::from_slice(&[1usize, 2, 3, 2, 4, 6]);
let var1 = OnlineStats::from_slice(&[1usize, 2, 3]);
let var2 = OnlineStats::from_slice(&[2usize, 4, 6]);
let mut got = var1;
got.merge(var2);
assert_eq!(expected.stddev(), got.stddev());
}
#[test]
fn stddev_empty() {
let expected = OnlineStats::new();
assert!(expected.is_empty());
}
#[test]
fn stddev_many() {
let expected = OnlineStats::from_slice(&[1usize, 2, 3, 2, 4, 6, 3, 6, 9]);
let vars = vec![
OnlineStats::from_slice(&[1usize, 2, 3]),
OnlineStats::from_slice(&[2usize, 4, 6]),
OnlineStats::from_slice(&[3usize, 6, 9]),
];
assert_eq!(
expected.stddev(),
merge_all(vars.into_iter()).unwrap().stddev()
);
}
}