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
use std::{cmp, mem, ops};
use cast;
use float::Float;
use num_cpus;
use thread_scoped as thread;
use tuple::{Tuple, TupledDistributionsBuilder};
use univariate::resamples::Resamples;
use univariate::Percentiles;
pub struct Sample<A>([A]);
impl<A> Sample<A>
where
A: Float,
{
#[cfg_attr(feature = "cargo-clippy", allow(clippy::new_ret_no_self))]
pub fn new(slice: &[A]) -> &Sample<A> {
assert!(slice.len() > 1 && slice.iter().all(|x| !x.is_nan()));
unsafe { mem::transmute(slice) }
}
pub fn max(&self) -> A {
let mut elems = self.iter();
match elems.next() {
Some(&head) => elems.fold(head, |a, &b| a.max(b)),
None => unreachable!(),
}
}
pub fn mean(&self) -> A {
let n = self.len();
self.sum() / A::cast(n)
}
pub fn median_abs_dev(&self, median: Option<A>) -> A
where
usize: cast::From<A, Output = Result<usize, cast::Error>>,
{
let median = median.unwrap_or_else(|| self.percentiles().median());
let abs_devs = self.iter().map(|&x| (x - median).abs()).collect::<Vec<_>>();
let abs_devs: &Self = Self::new(&abs_devs);
abs_devs.percentiles().median() * A::cast(1.4826)
}
pub fn median_abs_dev_pct(&self) -> A
where
usize: cast::From<A, Output = Result<usize, cast::Error>>,
{
let _100 = A::cast(100);
let median = self.percentiles().median();
let mad = self.median_abs_dev(Some(median));
(mad / median) * _100
}
pub fn min(&self) -> A {
let mut elems = self.iter();
match elems.next() {
Some(&elem) => elems.fold(elem, |a, &b| a.min(b)),
None => unreachable!(),
}
}
pub fn percentiles(&self) -> Percentiles<A>
where
usize: cast::From<A, Output = Result<usize, cast::Error>>,
{
use std::cmp::Ordering;
fn cmp<T>(a: &T, b: &T) -> Ordering
where
T: PartialOrd,
{
if a < b {
Ordering::Less
} else if a == b {
Ordering::Equal
} else {
Ordering::Greater
}
}
let mut v = self.to_vec().into_boxed_slice();
v.sort_by(cmp);
unsafe { mem::transmute(v) }
}
pub fn std_dev(&self, mean: Option<A>) -> A {
self.var(mean).sqrt()
}
pub fn std_dev_pct(&self) -> A {
let _100 = A::cast(100);
let mean = self.mean();
let std_dev = self.std_dev(Some(mean));
(std_dev / mean) * _100
}
pub fn sum(&self) -> A {
::sum(self)
}
pub fn t(&self, other: &Sample<A>) -> A {
let (x_bar, y_bar) = (self.mean(), other.mean());
let (s2_x, s2_y) = (self.var(Some(x_bar)), other.var(Some(y_bar)));
let n_x = A::cast(self.len());
let n_y = A::cast(other.len());
let num = x_bar - y_bar;
let den = (s2_x / n_x + s2_y / n_y).sqrt();
num / den
}
pub fn var(&self, mean: Option<A>) -> A {
use std::ops::Add;
let mean = mean.unwrap_or_else(|| self.mean());
let slice = self;
let sum = slice
.iter()
.map(|&x| (x - mean).powi(2))
.fold(A::cast(0), Add::add);
sum / A::cast(slice.len() - 1)
}
pub fn bootstrap<T, S>(&self, nresamples: usize, statistic: S) -> T::Distributions
where
S: Fn(&Sample<A>) -> T,
S: Sync,
T: Tuple,
T: Send,
T::Distributions: Send,
T::Builder: Send,
{
let ncpus = num_cpus::get();
unsafe {
if ncpus > 1 && nresamples > self.len() {
let granularity = nresamples / ncpus + 1;
let statistic = &statistic;
let chunks = (0..ncpus)
.map(|i| {
let mut sub_distributions: T::Builder =
TupledDistributionsBuilder::new(granularity);
let mut resamples = Resamples::new(self);
let offset = i * granularity;
thread::scoped(move || {
for _ in offset..cmp::min(offset + granularity, nresamples) {
sub_distributions.push(statistic(resamples.next()))
}
sub_distributions
})
})
.collect::<Vec<_>>();
let mut builder: T::Builder = TupledDistributionsBuilder::new(nresamples);
for chunk in chunks {
builder.extend(&mut (chunk.join()));
}
builder.complete()
} else {
let mut builder: T::Builder = TupledDistributionsBuilder::new(nresamples);
let mut resamples = Resamples::new(self);
for _ in 0..nresamples {
builder.push(statistic(resamples.next()));
}
builder.complete()
}
}
}
#[cfg(test)]
pub fn iqr(&self) -> A
where
usize: cast::From<A, Output = Result<usize, cast::Error>>,
{
self.percentiles().iqr()
}
#[cfg(test)]
pub fn median(&self) -> A
where
usize: cast::From<A, Output = Result<usize, cast::Error>>,
{
self.percentiles().median()
}
}
impl<A> ops::Deref for Sample<A> {
type Target = [A];
fn deref(&self) -> &[A] {
&self.0
}
}