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
#[cfg(test)]
mod test;
pub mod bivariate;
pub mod tuple;
pub mod univariate;
mod float;
mod rand_util;
use std::mem;
use std::ops::Deref;
use crate::stats::float::Float;
use crate::stats::univariate::Sample;
#[derive(Clone)]
pub struct Distribution<A>(Box<[A]>);
impl<A> Distribution<A>
where
A: Float,
{
pub fn from(values: Box<[A]>) -> Distribution<A> {
Distribution(values)
}
pub fn confidence_interval(&self, confidence_level: A) -> (A, A)
where
usize: cast::From<A, Output = Result<usize, cast::Error>>,
{
let _0 = A::cast(0);
let _1 = A::cast(1);
let _50 = A::cast(50);
assert!(confidence_level > _0 && confidence_level < _1);
let percentiles = self.percentiles();
(
percentiles.at(_50 * (_1 - confidence_level)),
percentiles.at(_50 * (_1 + confidence_level)),
)
}
pub fn p_value(&self, t: A, tails: &Tails) -> A {
use std::cmp;
let n = self.0.len();
let hits = self.0.iter().filter(|&&x| x < t).count();
let tails = A::cast(match *tails {
Tails::One => 1,
Tails::Two => 2,
});
A::cast(cmp::min(hits, n - hits)) / A::cast(n) * tails
}
}
impl<A> Deref for Distribution<A> {
type Target = Sample<A>;
fn deref(&self) -> &Sample<A> {
let slice: &[_] = &self.0;
unsafe { mem::transmute(slice) }
}
}
pub enum Tails {
One,
Two,
}
fn dot<A>(xs: &[A], ys: &[A]) -> A
where
A: Float,
{
xs.iter()
.zip(ys)
.fold(A::cast(0), |acc, (&x, &y)| acc + x * y)
}
fn sum<A>(xs: &[A]) -> A
where
A: Float,
{
use std::ops::Add;
xs.iter().cloned().fold(A::cast(0), Add::add)
}