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use crate::{ here,functions::wsum, MStats, Med, Stats };
use anyhow::{ensure, Result};
// use std::ops::Sub;
pub use indxvec::merge::{sortm,minmax};
impl<T> Stats for &[T]
where T: Copy+PartialOrd, // +Sub::<Output = T>,
f64: From<T> {
/// Vector magnitude
fn vmag(self) -> f64 {
self.iter().map(|&x| f64::from(x).powi(2)).sum::<f64>().sqrt()
}
/// Vector magnitude squared (sum of squares)
fn vmagsq(self) -> f64 {
self.iter().map(|&x| f64::from(x).powi(2)).sum::<f64>()
}
/// Vector with inverse magnitude
fn vinverse(self) -> Vec<f64> {
let sf = 1.0/self.vmagsq();
self.iter().map(|&x| sf*(f64::from(x))).collect()
}
// negated vector (all components swap sign)
fn negv(self) -> Vec<f64> {
self.iter().map(|&x| (-f64::from(x))).collect()
}
/// Unit vector
fn vunit(self) -> Vec<f64> {
let m = 1.0 / self.iter().map(|&x| f64::from(x).powi(2)).sum::<f64>().sqrt();
self.iter().map(|&x| m*(f64::from(x))).collect()
}
/// Arithmetic mean of an f64 slice
/// # Example
/// ```
/// use rstats::Stats;
/// let v1 = vec![1_f64,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.,13.,14.];
/// assert_eq!(v1.as_slice().amean().unwrap(),7.5_f64);
/// ```
fn amean(self) -> Result<f64> {
let n = self.len();
ensure!(n > 0, "{} sample is empty!",here!());
Ok(self.iter().map(|&x| f64::from(x)).sum::<f64>() / (n as f64))
}
/// Arithmetic mean and (population) standard deviation of an f64 slice
/// # Example
/// ```
/// use rstats::Stats;
/// let v1 = vec![1_f64,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.,13.,14.];
/// let res = v1.as_slice().ameanstd().unwrap();
/// assert_eq!(res.mean,7.5_f64);
/// assert_eq!(res.std,4.031128874149275_f64);
/// ```
fn ameanstd(self) -> Result<MStats> {
let n = self.len();
ensure!(n > 0, "{} sample is empty!",here!());
let mut sx2 = 0_f64;
let mean = self
.iter()
.map(|&x| {
sx2 += f64::from(x) * f64::from(x);
f64::from(x)
})
.sum::<f64>() / (n as f64);
Ok(MStats {
mean,
std: (sx2 / (n as f64) - mean.powi(2)).sqrt(),
})
}
/// Linearly weighted arithmetic mean of an f64 slice.
/// Linearly descending weights from n down to one.
/// Time dependent data should be in the stack order - the last being the oldest.
/// # Example
/// ```
/// use rstats::Stats;
/// let v1 = vec![1_f64,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.,13.,14.];
/// assert_eq!(v1.as_slice().awmean().unwrap(),5.333333333333333_f64);
/// ```
fn awmean(self) -> Result<f64> {
let n = self.len();
ensure!(n > 0, "{} sample is empty!", here!());
let mut iw = (n + 1) as f64; // descending linear weights
Ok(self
.iter()
.map(|&x| {
iw -= 1.;
iw * f64::from(x)
})
.sum::<f64>()
/ wsum(n))
}
/// Linearly weighted arithmetic mean and standard deviation of an f64 slice.
/// Linearly descending weights from n down to one.
/// Time dependent data should be in the stack order - the last being the oldest.
/// # Example
/// ```
/// use rstats::Stats;
/// let v1 = vec![1_f64,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.,13.,14.];
/// let res = v1.as_slice().awmeanstd().unwrap();
/// assert_eq!(res.mean,5.333333333333333_f64);
/// assert_eq!(res.std,3.39934634239519_f64);
/// ```
fn awmeanstd(self) -> Result<MStats> {
let n = self.len();
ensure!(n > 0, "{} sample is empty!", here!());
let mut sx2 = 0_f64;
let mut w = n as f64; // descending linear weights
let mean = self
.iter()
.map(|&x| {
let wx = w * f64::from(x);
sx2 += wx * f64::from(x);
w -= 1_f64;
wx
})
.sum::<f64>()
/ wsum(n);
Ok(MStats {
mean: mean,
std: (sx2 / wsum(n) - mean.powi(2)).sqrt(),
})
}
/// Harmonic mean of an f64 slice.
/// # Example
/// ```
/// use rstats::Stats;
/// let v1 = vec![1_f64,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.,13.,14.];
/// assert_eq!(v1.as_slice().hmean().unwrap(),4.305622526633627_f64);
/// ```
fn hmean(self) -> Result<f64> {
let n = self.len();
ensure!(n > 0, "{} sample is empty!", here!());
let mut sum = 0_f64;
for &x in self {
let fx = f64::from(x);
ensure!( fx.is_normal(),"{} does not accept zero valued data!",here!());
sum += 1.0 / fx
}
Ok(n as f64 / sum)
}
/// Linearly weighted harmonic mean of an f64 slice.
/// Linearly descending weights from n down to one.
/// Time dependent data should be in the stack order - the last being the oldest.
/// # Example
/// ```
/// use rstats::Stats;
/// let v1 = vec![1_f64,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.,13.,14.];
/// assert_eq!(v1.as_slice().hwmean().unwrap(),3.019546395306663_f64);
/// ```
fn hwmean(self) -> Result<f64> {
let n = self.len();
ensure!(n > 0, "{} sample is empty!", here!());
let mut sum = 0_f64;
let mut w = n as f64;
for &x in self {
let fx = f64::from(x);
ensure!(fx.is_normal(),"{} does not accept zero valued data!",here!());
sum += w / fx;
w -= 1_f64;
}
Ok(wsum(n) / sum)
}
/// Geometric mean of an i64 slice.
/// The geometric mean is just an exponential of an arithmetic mean
/// of log data (natural logarithms of the data items).
/// The geometric mean is less sensitive to outliers near maximal value.
/// Zero valued data is not allowed.
/// # Example
/// ```
/// use rstats::Stats;
/// let v1 = vec![1_f64,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.,13.,14.];
/// assert_eq!(v1.as_slice().gmean().unwrap(),6.045855171418503_f64);
/// ```
fn gmean(self) -> Result<f64> {
let n = self.len();
ensure!(n > 0, "{} sample is empty!", here!());
let mut sum = 0_f64;
for &x in self {
let fx = f64::from(x);
ensure!( fx.is_normal(),"{} does not accept zero valued data!",here!());
sum += fx.ln()
}
Ok((sum / (n as f64)).exp())
}
/// Linearly weighted geometric mean of an i64 slice.
/// Descending weights from n down to one.
/// Time dependent data should be in the stack order - the last being the oldest.
/// The geometric mean is just an exponential of an arithmetic mean
/// of log data (natural logarithms of the data items).
/// The geometric mean is less sensitive to outliers near maximal value.
/// Zero data is not allowed - would at best only produce zero result.
/// # Example
/// ```
/// use rstats::Stats;
/// let v1 = vec![1_f64,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.,13.,14.];
/// assert_eq!(v1.as_slice().gwmean().unwrap(),4.144953510241978_f64);
/// ```
fn gwmean(self) -> Result<f64> {
let n = self.len();
ensure!(n > 0, "{} sample is empty!", here!());
let mut w = n as f64; // descending weights
let mut sum = 0_f64;
for &x in self {
let fx = f64::from(x);
ensure!(fx.is_normal(),"{} does not accept zero valued data!",here!());
sum += w * fx.ln();
w -= 1_f64;
}
Ok((sum / wsum(n)).exp())
}
/// Geometric mean and std ratio of an f64 slice.
/// Zero valued data is not allowed.
/// Std of ln data becomes a ratio after conversion back.
/// # Example
/// ```
/// use rstats::Stats;
/// let v1 = vec![1_f64,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.,13.,14.];
/// let res = v1.as_slice().gmeanstd().unwrap();
/// assert_eq!(res.mean,6.045855171418503_f64);
/// assert_eq!(res.std,2.1084348239406303_f64);
/// ```
fn gmeanstd(self) -> Result<MStats> {
let n = self.len();
ensure!(n > 0, "{} sample is empty!", here!());
let mut sum = 0_f64;
let mut sx2 = 0_f64;
for &x in self {
let fx = f64::from(x);
ensure!(fx.is_normal(),"{} does not accept zero valued data!",here!());
let lx = fx.ln();
sum += lx;
sx2 += lx * lx
}
sum /= n as f64;
Ok(MStats {
mean: sum.exp(),
std: (sx2 / (n as f64) - sum.powi(2)).sqrt().exp(),
})
}
/// Linearly weighted version of gmeanstd.
/// # Example
/// ```
/// use rstats::Stats;
/// let v1 = vec![1_f64,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.,13.,14.];
/// let res = v1.as_slice().gwmeanstd().unwrap();
/// assert_eq!(res.mean,4.144953510241978_f64);
/// assert_eq!(res.std,2.1572089236412597_f64);
/// ```
fn gwmeanstd(self) -> Result<MStats> {
let n = self.len();
ensure!(n > 0, "{} sample is empty!", here!());
let mut w = n as f64; // descending weights
let mut sum = 0_f64;
let mut sx2 = 0_f64;
for &x in self {
let fx = f64::from(x);
ensure!(fx.is_normal(),"{} does not accept zero valued data!",here!());
let lnx = fx.ln();
sum += w * lnx;
sx2 += w * lnx * lnx;
w -= 1_f64;
}
sum /= wsum(n);
Ok(MStats {
mean: sum.exp(),
std: (sx2 as f64 / wsum(n) - sum.powi(2)).sqrt().exp(),
})
}
/// Median of a &[T] slice
/// # Example
/// ```
/// use rstats::{Stats};
/// let v1 = vec![1_u8,2,3,4,5,6,7,8,9,10,11,12,13,14];
/// let res = &v1.median().unwrap();
/// assert_eq!(res.median,7.5_f64);
/// assert_eq!(res.lquartile,4.25_f64);
/// assert_eq!(res.uquartile,10.75_f64);
/// ```
fn median(self) -> Result<Med> {
let gaps = self.len()-1;
let mid = gaps / 2;
let quarter = gaps / 4;
let threeq = 3 * gaps / 4;
let v = sortm(self,true);
let mut result: Med = Default::default();
result.median = if 2*mid < gaps { (f64::from(v[mid]) + f64::from(v[mid + 1])) / 2.0 }
else { f64::from(v[mid]) };
match gaps % 4 {
0 => {
result.lquartile = f64::from(v[quarter]);
result.uquartile = f64::from(v[threeq]);
return Ok(result) },
1 => {
result.lquartile = (3.*f64::from(v[quarter]) + f64::from(v[quarter+1])) / 4_f64;
result.uquartile = (f64::from(v[threeq]) + 3.*f64::from(v[threeq+1])) / 4_f64;
return Ok(result) },
2 => {
result.lquartile = (f64::from(v[quarter]) + f64::from(v[quarter+1])) / 2.;
result.uquartile = (f64::from(v[threeq]) + f64::from(v[threeq+1])) / 2.;
return Ok(result) },
3 => {
result.lquartile = (f64::from(v[quarter]) + 3.*f64::from(v[quarter+1])) / 4.;
result.uquartile = (3.*f64::from(v[threeq]) + f64::from(v[threeq+1])) / 4.
},
_ => { }
}
Ok(result)
}
/// Probability density function of a sorted slice with repeats
fn pdf(self) -> Vec<f64> {
let n = self.len();
let mut res:Vec<f64> = vec![1.0;n];
let mut rcount = 1_f64; // running count
let mut lastval = self[0]; // first item
for i in 1..n { // first pass to count same values
if self[i] > lastval { lastval = self[i]; rcount = 1.0 } // new value
else { rcount += 1.0 } // same value
res[i] = rcount
}
let nf = n as f64;
for i in (0..n).rev() { // second reverse pass to propagate maxima
if self[i] < lastval { lastval = self[i]; rcount = res[i] }; // new value
res[i] = rcount/nf // propagate maximum count from previous item
}
// let ressum = res.iter().sum::<f64>();
// eprintln!("Sum of probs: {}",ressum);
res
}
/// Information (entropy) (in nats)
fn entropy(self) -> f64 {
let pdfv = sortm(self,true).pdf();
pdfv.iter().map( |&x| -x*(x.ln()) ).sum()
}
/// (Auto)correlation coefficient of pairs of successive values of (time series) f64 variable.
/// # Example
/// ```
/// use rstats::Stats;
/// let v1 = vec![1_f64,2.,3.,4.,5.,6.,7.,8.,9.,10.,11.,12.,13.,14.];
/// assert_eq!(v1.autocorr(),0.9984603532054123_f64);
/// ```
fn autocorr(self) -> f64 {
let (mut sx, mut sy, mut sxy, mut sx2, mut sy2) = (0_f64, 0_f64, 0_f64, 0_f64, 0_f64);
let n = self.len();
if n < 2 { panic!("{} vector is too short",here!()) }
let mut x = f64::from(self[0]);
for i in 1..n {
let y = f64::from(self[i]);
sx += x;
sy += y;
sxy += x * y;
sx2 += x * x;
sy2 += y * y;
x = y
}
let nf = n as f64;
(sxy - sx / nf * sy) / ((sx2 - sx / nf * sx) * (sy2 - sy / nf * sy)).sqrt()
}
/// Linear transform to interval [0,1]
fn lintrans(self) -> Vec<f64> {
let mm = minmax(self);
let range = f64::from(mm.max)-f64::from(mm.min);
self.iter().map(|&x|(f64::from(x)-f64::from(mm.min))/range).collect()
}
/// Reconstructs the full symmetric square matrix from its lower diagonal compact form,
/// as produced by covar, covone, wcovar
fn symmatrix(self) -> Vec<Vec<f64>> {
// solve quadratic equation to find the dimension of the square matrix
let n = (((8*self.len()+1) as f64).sqrt() as usize - 1)/2;
let mut mat = vec![vec![0_f64;n];n]; // create the square matrix
let mut selfindex = 0;
for row in 0..n {
for column in 0..row { // excludes the diagonal
let this = f64::from(self[selfindex]);
mat[row][column] = this; // just copy the value into the lower triangle
mat[column][row] = this; // and into transposed upper position
selfindex += 1 // move to the next input value
} // this row of lower triangle finished
mat[row][row] = f64::from(self[selfindex]); // now the diagonal element, no transpose
selfindex += 1 // move to the next input value
}
mat
}
}