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//! Summary statistics (e.g. mean, variance, etc.).
use crate::errors::{EmptyInput, MultiInputError};
use ndarray::{Array, ArrayBase, Axis, Data, Dimension, Ix1, RemoveAxis};
use num_traits::{Float, FromPrimitive, Zero};
use std::ops::{Add, AddAssign, Div, Mul};
/// Extension trait for `ArrayBase` providing methods
/// to compute several summary statistics (e.g. mean, variance, etc.).
pub trait SummaryStatisticsExt<A, S, D>
where
S: Data<Elem = A>,
D: Dimension,
{
/// Returns the [`arithmetic mean`] x̅ of all elements in the array:
///
/// ```text
/// 1 n
/// x̅ = ― ∑ xᵢ
/// n i=1
/// ```
///
/// If the array is empty, `Err(EmptyInput)` is returned.
///
/// **Panics** if `A::from_usize()` fails to convert the number of elements in the array.
///
/// [`arithmetic mean`]: https://en.wikipedia.org/wiki/Arithmetic_mean
fn mean(&self) -> Result<A, EmptyInput>
where
A: Clone + FromPrimitive + Add<Output = A> + Div<Output = A> + Zero;
/// Returns the [`arithmetic weighted mean`] x̅ of all elements in the array. Use `weighted_sum`
/// if the `weights` are normalized (they sum up to 1.0).
///
/// ```text
/// n
/// ∑ wᵢxᵢ
/// i=1
/// x̅ = ―――――――――
/// n
/// ∑ wᵢ
/// i=1
/// ```
///
/// **Panics** if division by zero panics for type A.
///
/// The following **errors** may be returned:
///
/// * `MultiInputError::EmptyInput` if `self` is empty
/// * `MultiInputError::ShapeMismatch` if `self` and `weights` don't have the same shape
///
/// [`arithmetic weighted mean`] https://en.wikipedia.org/wiki/Weighted_arithmetic_mean
fn weighted_mean(&self, weights: &Self) -> Result<A, MultiInputError>
where
A: Copy + Div<Output = A> + Mul<Output = A> + Zero;
/// Returns the weighted sum of all elements in the array, that is, the dot product of the
/// arrays `self` and `weights`. Equivalent to `weighted_mean` if the `weights` are normalized.
///
/// ```text
/// n
/// x̅ = ∑ wᵢxᵢ
/// i=1
/// ```
///
/// The following **errors** may be returned:
///
/// * `MultiInputError::ShapeMismatch` if `self` and `weights` don't have the same shape
fn weighted_sum(&self, weights: &Self) -> Result<A, MultiInputError>
where
A: Copy + Mul<Output = A> + Zero;
/// Returns the [`arithmetic weighted mean`] x̅ along `axis`. Use `weighted_mean_axis ` if the
/// `weights` are normalized.
///
/// ```text
/// n
/// ∑ wᵢxᵢ
/// i=1
/// x̅ = ―――――――――
/// n
/// ∑ wᵢ
/// i=1
/// ```
///
/// **Panics** if `axis` is out of bounds.
///
/// The following **errors** may be returned:
///
/// * `MultiInputError::EmptyInput` if `self` is empty
/// * `MultiInputError::ShapeMismatch` if `self` length along axis is not equal to `weights` length
///
/// [`arithmetic weighted mean`] https://en.wikipedia.org/wiki/Weighted_arithmetic_mean
fn weighted_mean_axis(
&self,
axis: Axis,
weights: &ArrayBase<S, Ix1>,
) -> Result<Array<A, D::Smaller>, MultiInputError>
where
A: Copy + Div<Output = A> + Mul<Output = A> + Zero,
D: RemoveAxis;
/// Returns the weighted sum along `axis`, that is, the dot product of `weights` and each lane
/// of `self` along `axis`. Equivalent to `weighted_mean_axis` if the `weights` are normalized.
///
/// ```text
/// n
/// x̅ = ∑ wᵢxᵢ
/// i=1
/// ```
///
/// **Panics** if `axis` is out of bounds.
///
/// The following **errors** may be returned
///
/// * `MultiInputError::ShapeMismatch` if `self` and `weights` don't have the same shape
fn weighted_sum_axis(
&self,
axis: Axis,
weights: &ArrayBase<S, Ix1>,
) -> Result<Array<A, D::Smaller>, MultiInputError>
where
A: Copy + Mul<Output = A> + Zero,
D: RemoveAxis;
/// Returns the [`harmonic mean`] `HM(X)` of all elements in the array:
///
/// ```text
/// ⎛ n ⎞⁻¹
/// HM(X) = n ⎜ ∑ xᵢ⁻¹⎟
/// ⎝i=1 ⎠
/// ```
///
/// If the array is empty, `Err(EmptyInput)` is returned.
///
/// **Panics** if `A::from_usize()` fails to convert the number of elements in the array.
///
/// [`harmonic mean`]: https://en.wikipedia.org/wiki/Harmonic_mean
fn harmonic_mean(&self) -> Result<A, EmptyInput>
where
A: Float + FromPrimitive;
/// Returns the [`geometric mean`] `GM(X)` of all elements in the array:
///
/// ```text
/// ⎛ n ⎞¹⁄ₙ
/// GM(X) = ⎜ ∏ xᵢ⎟
/// ⎝i=1 ⎠
/// ```
///
/// If the array is empty, `Err(EmptyInput)` is returned.
///
/// **Panics** if `A::from_usize()` fails to convert the number of elements in the array.
///
/// [`geometric mean`]: https://en.wikipedia.org/wiki/Geometric_mean
fn geometric_mean(&self) -> Result<A, EmptyInput>
where
A: Float + FromPrimitive;
/// Return weighted variance of all elements in the array.
///
/// The weighted variance is computed using the [`West, D. H. D.`] incremental algorithm.
/// Equivalent to `var_axis` if the `weights` are normalized.
///
/// The parameter `ddof` specifies the "delta degrees of freedom". For example, to calculate the
/// population variance, use `ddof = 0`, or to calculate the sample variance, use `ddof = 1`.
///
/// **Panics** if `ddof` is less than zero or greater than one, or if `axis` is out of bounds,
/// or if `A::from_usize()` fails for zero or one.
///
/// [`West, D. H. D.`]: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Weighted_incremental_algorithm
fn weighted_var(&self, weights: &Self, ddof: A) -> Result<A, MultiInputError>
where
A: AddAssign + Float + FromPrimitive;
/// Return weighted standard deviation of all elements in the array.
///
/// The weighted standard deviation is computed using the [`West, D. H. D.`] incremental
/// algorithm. Equivalent to `var_axis` if the `weights` are normalized.
///
/// The parameter `ddof` specifies the "delta degrees of freedom". For example, to calculate the
/// population variance, use `ddof = 0`, or to calculate the sample variance, use `ddof = 1`.
///
/// **Panics** if `ddof` is less than zero or greater than one, or if `axis` is out of bounds,
/// or if `A::from_usize()` fails for zero or one.
///
/// [`West, D. H. D.`]: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Weighted_incremental_algorithm
fn weighted_std(&self, weights: &Self, ddof: A) -> Result<A, MultiInputError>
where
A: AddAssign + Float + FromPrimitive;
/// Return weighted variance along `axis`.
///
/// The weighted variance is computed using the [`West, D. H. D.`] incremental algorithm.
/// Equivalent to `var_axis` if the `weights` are normalized.
///
/// The parameter `ddof` specifies the "delta degrees of freedom". For example, to calculate the
/// population variance, use `ddof = 0`, or to calculate the sample variance, use `ddof = 1`.
///
/// **Panics** if `ddof` is less than zero or greater than one, or if `axis` is out of bounds,
/// or if `A::from_usize()` fails for zero or one.
///
/// [`West, D. H. D.`]: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Weighted_incremental_algorithm
fn weighted_var_axis(
&self,
axis: Axis,
weights: &ArrayBase<S, Ix1>,
ddof: A,
) -> Result<Array<A, D::Smaller>, MultiInputError>
where
A: AddAssign + Float + FromPrimitive,
D: RemoveAxis;
/// Return weighted standard deviation along `axis`.
///
/// The weighted standard deviation is computed using the [`West, D. H. D.`] incremental
/// algorithm. Equivalent to `var_axis` if the `weights` are normalized.
///
/// The parameter `ddof` specifies the "delta degrees of freedom". For example, to calculate the
/// population variance, use `ddof = 0`, or to calculate the sample variance, use `ddof = 1`.
///
/// **Panics** if `ddof` is less than zero or greater than one, or if `axis` is out of bounds,
/// or if `A::from_usize()` fails for zero or one.
///
/// [`West, D. H. D.`]: https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Weighted_incremental_algorithm
fn weighted_std_axis(
&self,
axis: Axis,
weights: &ArrayBase<S, Ix1>,
ddof: A,
) -> Result<Array<A, D::Smaller>, MultiInputError>
where
A: AddAssign + Float + FromPrimitive,
D: RemoveAxis;
/// Returns the [kurtosis] `Kurt[X]` of all elements in the array:
///
/// ```text
/// Kurt[X] = μ₄ / σ⁴
/// ```
///
/// where μ₄ is the fourth central moment and σ is the standard deviation of
/// the elements in the array.
///
/// This is sometimes referred to as _Pearson's kurtosis_. Fisher's kurtosis can be
/// computed by subtracting 3 from Pearson's kurtosis.
///
/// If the array is empty, `Err(EmptyInput)` is returned.
///
/// **Panics** if `A::from_usize()` fails to convert the number of elements in the array.
///
/// [kurtosis]: https://en.wikipedia.org/wiki/Kurtosis
fn kurtosis(&self) -> Result<A, EmptyInput>
where
A: Float + FromPrimitive;
/// Returns the [Pearson's moment coefficient of skewness] γ₁ of all elements in the array:
///
/// ```text
/// γ₁ = μ₃ / σ³
/// ```
///
/// where μ₃ is the third central moment and σ is the standard deviation of
/// the elements in the array.
///
/// If the array is empty, `Err(EmptyInput)` is returned.
///
/// **Panics** if `A::from_usize()` fails to convert the number of elements in the array.
///
/// [Pearson's moment coefficient of skewness]: https://en.wikipedia.org/wiki/Skewness
fn skewness(&self) -> Result<A, EmptyInput>
where
A: Float + FromPrimitive;
/// Returns the *p*-th [central moment] of all elements in the array, μₚ:
///
/// ```text
/// 1 n
/// μₚ = ― ∑ (xᵢ-x̅)ᵖ
/// n i=1
/// ```
///
/// If the array is empty, `Err(EmptyInput)` is returned.
///
/// The *p*-th central moment is computed using a corrected two-pass algorithm (see Section 3.5
/// in [Pébay et al., 2016]). Complexity is *O(np)* when *n >> p*, *p > 1*.
///
/// **Panics** if `A::from_usize()` fails to convert the number of elements
/// in the array or if `order` overflows `i32`.
///
/// [central moment]: https://en.wikipedia.org/wiki/Central_moment
/// [Pébay et al., 2016]: https://www.osti.gov/pages/servlets/purl/1427275
fn central_moment(&self, order: u16) -> Result<A, EmptyInput>
where
A: Float + FromPrimitive;
/// Returns the first *p* [central moments] of all elements in the array, see [central moment]
/// for more details.
///
/// If the array is empty, `Err(EmptyInput)` is returned.
///
/// This method reuses the intermediate steps for the *k*-th moment to compute the *(k+1)*-th,
/// being thus more efficient than repeated calls to [central moment] if the computation
/// of central moments of multiple orders is required.
///
/// **Panics** if `A::from_usize()` fails to convert the number of elements
/// in the array or if `order` overflows `i32`.
///
/// [central moments]: https://en.wikipedia.org/wiki/Central_moment
/// [central moment]: #tymethod.central_moment
fn central_moments(&self, order: u16) -> Result<Vec<A>, EmptyInput>
where
A: Float + FromPrimitive;
private_decl! {}
}
mod means;