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//! Implements the [`Confidence`] enum, which represents a confidence interval.
//!
/// Confidence level of a confidence interval.
///
/// # Examples
///
/// To create a two-sided confidence interval with 95% confidence:
/// ```
/// # use stats_ci::Confidence;
/// #
/// let confidence = Confidence::new_two_sided(0.95);
/// ```
///
/// To create an upper one-sided confidence interval with 90% confidence:
/// ```
/// # use stats_ci::Confidence;
/// #
/// let confidence = Confidence::new_upper(0.9);
/// ```
///
/// To create a lower one-sided confidence interval with 99% confidence:
/// ```
/// # use stats_ci::Confidence;
/// #
/// let confidence = Confidence::new_lower(0.99);
/// ```
///
#[derive(Debug, Clone, Copy, PartialEq)]
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
pub enum Confidence {
TwoSided(f64),
UpperOneSided(f64),
LowerOneSided(f64),
}
impl Confidence {
/// Create a new two-sided confidence interval with the given confidence level.
///
/// # Arguments
///
/// * `confidence` - the confidence level, e.g. 0.95 for 95% confidence
///
/// # Panics
///
/// * if `confidence` is not in the range (0, 1)
///
pub fn new_two_sided(confidence: f64) -> Self {
assert!(confidence > 0. && confidence < 1.);
// if confidence <= 0. || confidence >= 1. { return Err(CIError::InvalidConfidenceLevel(confidence)); }
Confidence::TwoSided(confidence)
}
/// Create a new one-sided upper confidence interval with the given confidence level.
///
/// # Arguments
///
/// * `confidence` - the confidence level, e.g. 0.95 for 95% confidence
///
/// # Panics
///
/// * if `confidence` is not in the range (0, 1)
///
pub fn new_upper(confidence: f64) -> Self {
assert!(confidence > 0. && confidence < 1.);
Confidence::UpperOneSided(confidence)
}
/// Create a new one-sided lower confidence interval with the given confidence level.
///
/// # Arguments
///
/// * `confidence` - the confidence level, e.g. 0.95 for 95% confidence
///
/// # Panics
///
/// * if `confidence` is not in the range (0, 1)
///
pub fn new_lower(confidence: f64) -> Self {
assert!(confidence > 0. && confidence < 1.);
Confidence::LowerOneSided(confidence)
}
/// Return the confidence level of the interval as a number in the range (0, 1).
///
pub fn level(&self) -> f64 {
match self {
Confidence::TwoSided(confidence)
| Confidence::UpperOneSided(confidence)
| Confidence::LowerOneSided(confidence) => *confidence,
}
}
/// Test if the confidence interval is two-sided.
///
pub fn is_two_sided(&self) -> bool {
matches!(self, Confidence::TwoSided(_))
}
/// Test if the confidence interval is one-sided.
///
pub fn is_one_sided(&self) -> bool {
!self.is_two_sided()
}
/// Test if the confidence interval is upper (one-sided).
///
pub fn is_upper(&self) -> bool {
matches!(self, Confidence::UpperOneSided(_))
}
/// Test if the confidence interval is lower (one-sided).
///
pub fn is_lower(&self) -> bool {
matches!(self, Confidence::LowerOneSided(_))
}
/// Return the confidence interval with the same confidence level but flipped.
/// For a two-sided interval, this is the same interval.
/// For a one-sided interval, this is the interval with the opposite direction.
/// For example, a lower one-sided interval with confidence 0.95 flipped is an upper one-sided interval with confidence 0.95.
///
pub fn flipped(&self) -> Self {
match self {
Confidence::TwoSided(_) => *self,
Confidence::UpperOneSided(confidence) => Confidence::LowerOneSided(*confidence),
Confidence::LowerOneSided(confidence) => Confidence::UpperOneSided(*confidence),
}
}
/// Return the quantile of the confidence interval.
///
/// For a two-sided interval, this is (1-\alpha/2) where \alpha is 1-confidence.
/// For a one-sided interval, this is the confidence level.
///
/// # Example
///
/// `quantile()` returns 0.975 for two-sided 95% confidence.
///
pub(crate) fn quantile(&self) -> f64 {
match self {
Confidence::TwoSided(confidence) => 1. - (1. - confidence) / 2.,
Confidence::UpperOneSided(confidence) | Confidence::LowerOneSided(confidence) => {
*confidence
}
}
}
}
impl Default for Confidence {
///
/// Create a new two-sided confidence interval with the default confidence level of 95%.
///
fn default() -> Self {
Confidence::new_two_sided(0.95)
}
}
impl PartialOrd for Confidence {
// NB: the partial ordering obtained from derivation rule is unsound, so we need to
// implement it manually.
fn partial_cmp(&self, other: &Self) -> Option<std::cmp::Ordering> {
match (self, other) {
(Confidence::TwoSided(x), Confidence::TwoSided(y))
| (Confidence::UpperOneSided(x), Confidence::UpperOneSided(y))
| (Confidence::LowerOneSided(x), Confidence::LowerOneSided(y)) => x.partial_cmp(y),
_ => None,
}
}
}
use crate::error::CIError;
impl TryFrom<f64> for Confidence {
type Error = CIError;
fn try_from(confidence: f64) -> Result<Self, Self::Error> {
if confidence > 0. && confidence < 1. {
Ok(Confidence::new_two_sided(confidence))
} else {
Err(CIError::InvalidConfidenceLevel(confidence))
}
}
}
impl TryFrom<f32> for Confidence {
type Error = CIError;
fn try_from(confidence: f32) -> Result<Self, Self::Error> {
Confidence::try_from(confidence as f64)
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_ordering() {
let two_sided = Confidence::new_two_sided(0.95);
let upper = Confidence::new_upper(0.95);
let lower = Confidence::new_lower(0.95);
assert!(!(two_sided > upper));
assert!(!(two_sided < upper));
assert!(!(two_sided > lower));
assert!(!(two_sided < lower));
assert!(!(lower > upper));
assert!(!(lower < upper));
assert!(two_sided < Confidence::new_two_sided(0.99));
assert!(two_sided > Confidence::new_two_sided(0.9));
assert!(upper < Confidence::new_upper(0.99));
assert!(upper > Confidence::new_upper(0.9));
assert!(lower < Confidence::new_lower(0.99));
assert!(lower > Confidence::new_lower(0.9));
assert_eq!(two_sided, Confidence::new_two_sided(0.95));
assert_eq!(upper, Confidence::new_upper(0.95));
assert_eq!(lower, Confidence::new_lower(0.95));
}
#[test]
fn test_quantile() {
let two_sided = Confidence::new_two_sided(0.95);
let upper = Confidence::new_upper(0.95);
let lower = Confidence::new_lower(0.95);
assert_eq!(two_sided.quantile(), 0.975);
assert_eq!(upper.quantile(), 0.95);
assert_eq!(lower.quantile(), 0.95);
}
#[test]
fn test_send() {
fn assert_send<T: Send>() {}
assert_send::<Confidence>();
}
#[test]
fn test_sync() {
fn assert_sync<T: Sync>() {}
assert_sync::<Confidence>();
}
}