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Remove statistical dependency
This commit is contained in:
David Peter authored and David Peter committed
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commit
c64e69f3d4
3 files changed
+171
-216
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+34
-148
@@ -99,15 +99,27 @@ dependencies = [
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|
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[[package]]
|
||||
name = "autocfg"
|
||||
version = "1.5.1"
|
||||
version = "1.4.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "f2032f911046de80f0a198e0901378627c33f59ea0ac00e363d481118bd70a53"
|
||||
checksum = "ace50bade8e6234aa140d9a2f552bbee1db4d353f69b8217bc503490fc1a9f26"
|
||||
|
||||
[[package]]
|
||||
name = "bitflags"
|
||||
version = "2.13.2"
|
||||
version = "2.6.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "3ded4057c258ba199e2d26386d3af3780957ecaee6c4ef4041c6b4b8b97c0b06"
|
||||
checksum = "b048fb63fd8b5923fc5aa7b340d8e156aec7ec02f0c78fa8a6ddc2613f6f71de"
|
||||
|
||||
[[package]]
|
||||
name = "bitvec"
|
||||
version = "1.0.1"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "1bc2832c24239b0141d5674bb9174f9d68a8b5b3f2753311927c172ca46f7e9c"
|
||||
dependencies = [
|
||||
"funty",
|
||||
"radium",
|
||||
"tap",
|
||||
"wyz",
|
||||
]
|
||||
|
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[[package]]
|
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name = "borsh"
|
||||
@@ -214,7 +226,7 @@ dependencies = [
|
||||
name = "clap_lex"
|
||||
version = "1.1.1"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
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||||
checksum = "1c133bc6a41be0d194c306b5506d15e6feeea7b1d6604bd3f8310dfb2ca96486"
|
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checksum = "f46ad14479a25103f283c0f10005961cf086d8dc42205bb44c46ac563475dca6"
|
||||
|
||||
[[package]]
|
||||
name = "colorchoice"
|
||||
@@ -328,6 +340,12 @@ dependencies = [
|
||||
"num-traits",
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]
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||||
|
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[[package]]
|
||||
name = "funty"
|
||||
version = "2.0.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "e6d5a32815ae3f33302d95fdcb2ce17862f8c65363dcfd29360480ba1001fc9c"
|
||||
|
||||
[[package]]
|
||||
name = "getrandom"
|
||||
version = "0.2.17"
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@@ -387,12 +405,11 @@ dependencies = [
|
||||
"nix",
|
||||
"once_cell",
|
||||
"predicates",
|
||||
"rand 0.10.3",
|
||||
"rand",
|
||||
"rust_decimal",
|
||||
"serde",
|
||||
"serde_json",
|
||||
"shell-words",
|
||||
"statistical",
|
||||
"tempfile",
|
||||
"thiserror",
|
||||
"uom",
|
||||
@@ -505,73 +522,6 @@ version = "0.3.0"
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||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "61807f77802ff30975e01f4f071c8ba10c022052f98b3294119f3e615d13e5be"
|
||||
|
||||
[[package]]
|
||||
name = "num"
|
||||
version = "0.2.1"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
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||||
checksum = "b8536030f9fea7127f841b45bb6243b27255787fb4eb83958aa1ef9d2fdc0c36"
|
||||
dependencies = [
|
||||
"num-bigint",
|
||||
"num-complex",
|
||||
"num-integer",
|
||||
"num-iter",
|
||||
"num-rational",
|
||||
"num-traits",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "num-bigint"
|
||||
version = "0.2.6"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "090c7f9998ee0ff65aa5b723e4009f7b217707f1fb5ea551329cc4d6231fb304"
|
||||
dependencies = [
|
||||
"autocfg 1.4.0",
|
||||
"num-integer",
|
||||
"num-traits",
|
||||
]
|
||||
|
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[[package]]
|
||||
name = "num-complex"
|
||||
version = "0.2.4"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "b6b19411a9719e753aff12e5187b74d60d3dc449ec3f4dc21e3989c3f554bc95"
|
||||
dependencies = [
|
||||
"autocfg 1.4.0",
|
||||
"num-traits",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "num-integer"
|
||||
version = "0.1.46"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "7969661fd2958a5cb096e56c8e1ad0444ac2bbcd0061bd28660485a44879858f"
|
||||
dependencies = [
|
||||
"num-traits",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "num-iter"
|
||||
version = "0.1.45"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "1429034a0490724d0075ebb2bc9e875d6503c3cf69e235a8941aa757d83ef5bf"
|
||||
dependencies = [
|
||||
"autocfg 1.4.0",
|
||||
"num-integer",
|
||||
"num-traits",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "num-rational"
|
||||
version = "0.2.4"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "5c000134b5dbf44adc5cb772486d335293351644b801551abe8f75c84cfa4aef"
|
||||
dependencies = [
|
||||
"autocfg 1.4.0",
|
||||
"num-bigint",
|
||||
"num-integer",
|
||||
"num-traits",
|
||||
]
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[[package]]
|
||||
name = "num-traits"
|
||||
version = "0.2.19"
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||||
@@ -685,34 +635,13 @@ checksum = "f8dcc9c7d52a811697d2151c701e0d08956f92b0e24136cf4cf27b57a6a0d9bf"
|
||||
|
||||
[[package]]
|
||||
name = "rand"
|
||||
version = "0.8.8"
|
||||
version = "0.8.5"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "e058c7de0b26af77780c769414d6257830bb240f3c38477dbc2c16e5f54d6d4c"
|
||||
checksum = "34af8d1a0e25924bc5b7c43c079c942339d8f0a8b57c39049bef581b46327404"
|
||||
dependencies = [
|
||||
"libc",
|
||||
"rand_chacha 0.3.1",
|
||||
"rand_core 0.6.4",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "rand"
|
||||
version = "0.9.5"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "b9ef1d0d795eb7d84685bca4f72f3649f064e6641543d3a8c415898726a57b41"
|
||||
dependencies = [
|
||||
"rand_chacha 0.9.0",
|
||||
"rand_core 0.9.5",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "rand"
|
||||
version = "0.10.3"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "65c9fb96cbc91e3478eaae79a69fcd3f1ae4ad052e471fe6732fff548984b4af"
|
||||
dependencies = [
|
||||
"chacha20",
|
||||
"getrandom 0.4.3",
|
||||
"rand_core 0.10.1",
|
||||
"rand_chacha",
|
||||
"rand_core",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -722,17 +651,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "e6c10a63a0fa32252be49d21e7709d4d4baf8d231c2dbce1eaa8141b9b127d88"
|
||||
dependencies = [
|
||||
"ppv-lite86",
|
||||
"rand_core 0.6.4",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "rand_chacha"
|
||||
version = "0.9.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "d3022b5f1df60f26e1ffddd6c66e8aa15de382ae63b3a0c1bfc0e4d3e3f325cb"
|
||||
dependencies = [
|
||||
"ppv-lite86",
|
||||
"rand_core 0.9.5",
|
||||
"rand_core",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
@@ -744,21 +663,6 @@ dependencies = [
|
||||
"getrandom 0.2.17",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "rand_core"
|
||||
version = "0.9.5"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "76afc826de14238e6e8c374ddcc1fa19e374fd8dd986b0d2af0d02377261d83c"
|
||||
dependencies = [
|
||||
"getrandom 0.3.4",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "rand_core"
|
||||
version = "0.10.1"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "63b8176103e19a2643978565ca18b50549f6101881c443590420e4dc998a3c69"
|
||||
|
||||
[[package]]
|
||||
name = "regex"
|
||||
version = "1.13.1"
|
||||
@@ -798,8 +702,8 @@ dependencies = [
|
||||
"borsh",
|
||||
"bytes",
|
||||
"num-traits",
|
||||
"rand 0.8.8",
|
||||
"rand 0.9.5",
|
||||
"rand",
|
||||
"rkyv",
|
||||
"serde",
|
||||
"serde_json",
|
||||
"wasm-bindgen",
|
||||
@@ -885,15 +789,6 @@ version = "2.7.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "bbbb5d9659141646ae647b42fe094daf6c6192d1620870b449d9557f748b2daa"
|
||||
|
||||
[[package]]
|
||||
name = "statistical"
|
||||
version = "1.0.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "2a8f8038e7e7969abb3f1b7c2a811225e9296da208539e0f79c5251d6cac0025"
|
||||
dependencies = [
|
||||
"vte",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "strsim"
|
||||
version = "0.11.1"
|
||||
@@ -1066,19 +961,10 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "ccf3ec651a847eb01de73ccad15eb7d99f80485de043efb2f370cd654f4ea44b"
|
||||
|
||||
[[package]]
|
||||
name = "wasip2"
|
||||
version = "1.0.4+wasi-0.2.12"
|
||||
name = "windows-sys"
|
||||
version = "0.48.0"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "b67efb37e106e55ce722a510d6b5f9c17f083e5fc79afc2badeb12cc313d9487"
|
||||
dependencies = [
|
||||
"wit-bindgen",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "wasm-bindgen"
|
||||
version = "0.2.129"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "9bb54f33acc68fd454578d9820b0bde1a1a3d17aa17bb7b6595806d02886d409"
|
||||
checksum = "677d2418bec65e3338edb076e806bc1ec15693c5d0104683f2efe857f61056a9"
|
||||
dependencies = [
|
||||
"cfg-if",
|
||||
"once_cell",
|
||||
|
||||
+1
-1
@@ -20,7 +20,7 @@ windows_process_extensions_main_thread_handle = []
|
||||
colored = "3.1"
|
||||
# Newer versions regress ETA estimates: https://github.com/console-rs/indicatif/issues/580
|
||||
indicatif = "=0.17.4"
|
||||
csv = "1.4"
|
||||
csv = "1.3"
|
||||
serde = { version = "1.0", features = ["derive"] }
|
||||
serde_json = "1.0"
|
||||
rust_decimal = "1.43"
|
||||
|
||||
+136
-67
@@ -33,14 +33,6 @@ impl UnsafeRawValue for Information {
|
||||
}
|
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}
|
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|
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/// A max function that assumes no NaNs and at least one element
|
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pub fn max<Q: PartialOrd>(values: impl IntoIterator<Item = Q>) -> Q {
|
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values
|
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.into_iter()
|
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.max_by(|a, b| a.partial_cmp(b).expect("No NaN values"))
|
||||
.expect("'max' requires at least one element")
|
||||
}
|
||||
|
||||
/// A min function that assumes no NaNs and at least one element
|
||||
pub fn min<Q: PartialOrd>(values: impl IntoIterator<Item = Q>) -> Q {
|
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values
|
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@@ -49,6 +41,14 @@ pub fn min<Q: PartialOrd>(values: impl IntoIterator<Item = Q>) -> Q {
|
||||
.expect("'min' requires at least one element")
|
||||
}
|
||||
|
||||
/// A max function that assumes no NaNs and at least one element
|
||||
pub fn max<Q: PartialOrd>(values: impl IntoIterator<Item = Q>) -> Q {
|
||||
values
|
||||
.into_iter()
|
||||
.max_by(|a, b| a.partial_cmp(b).expect("No NaN values"))
|
||||
.expect("'max' requires at least one element")
|
||||
}
|
||||
|
||||
/// A mean function that assumes at least one element
|
||||
pub fn mean<Q, P>(values: impl IntoIterator<Item = Q>) -> Q
|
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where
|
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@@ -85,71 +85,140 @@ where
|
||||
}
|
||||
}
|
||||
|
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fn standard_deviation_f64(values: &[f64]) -> f64 {
|
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let mean_value = mean(values.iter().copied());
|
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|
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let mut squared_deviations = 0.;
|
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let mut count = 0;
|
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for value in values {
|
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let deviation = value - mean_value;
|
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squared_deviations += deviation * deviation;
|
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count += 1;
|
||||
}
|
||||
|
||||
(1. / ((count - 1) as f64) * squared_deviations).sqrt()
|
||||
}
|
||||
|
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pub fn standard_deviation<Q: UnsafeRawValue>(values: &[Q]) -> Q {
|
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let values: Vec<_> = values.iter().map(|q| q.unsafe_raw_value()).collect();
|
||||
let result_value = {
|
||||
let mean_value = statistical::mean(&values);
|
||||
statistical::standard_deviation(&values, Some(mean_value))
|
||||
};
|
||||
Q::unsafe_from_raw_value(result_value)
|
||||
let result = standard_deviation_f64(&values);
|
||||
Q::unsafe_from_raw_value(result)
|
||||
}
|
||||
|
||||
/// Compute modifized Z-scores for a given sample. A (unmodified) Z-score is defined by
|
||||
/// `(x_i - x_mean)/x_stddev` whereas the modified Z-score is defined by `(x_i - x_median)/MAD`
|
||||
/// where MAD is the median absolute deviation.
|
||||
///
|
||||
/// References:
|
||||
/// - <https://en.wikipedia.org/wiki/Median_absolute_deviation>
|
||||
pub fn modified_zscores_f64(xs: &[f64]) -> Vec<f64> {
|
||||
assert!(!xs.is_empty());
|
||||
|
||||
// Compute sample median:
|
||||
let x_median = median(xs.iter().copied());
|
||||
|
||||
// Compute the absolute deviations from the median:
|
||||
let deviations: Vec<f64> = xs.iter().map(|x| (x - x_median).abs()).collect();
|
||||
|
||||
// Compute median absolute deviation:
|
||||
let mad = median(deviations.iter().copied());
|
||||
|
||||
// Handle MAD == 0 case
|
||||
let mad = if mad > 0.0 { mad } else { f64::EPSILON };
|
||||
|
||||
// Compute modified Z-scores (x_i - x_median) / MAD
|
||||
xs.iter().map(|&x| (x - x_median) / mad).collect()
|
||||
}
|
||||
|
||||
pub fn modified_zscores<Q: UnsafeRawValue>(values: &[Q]) -> Vec<f64> {
|
||||
let values: Vec<_> = values.iter().map(|q| q.unsafe_raw_value()).collect();
|
||||
crate::outlier_detection::modified_zscores(&values)
|
||||
modified_zscores_f64(&values)
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_max() {
|
||||
assert_eq!(1.0, max([1.0]));
|
||||
assert_eq!(-1.0, max([-1.0]));
|
||||
assert_eq!(-1.0, max([-2.0, -1.0]));
|
||||
assert_eq!(1.0, max([-1.0, 1.0]));
|
||||
assert_eq!(1.0, max([-1.0, 1.0, 0.0]));
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_mean() {
|
||||
use crate::quantity::{FormatQuantity, TimeUnit};
|
||||
use uom::si::time::millisecond;
|
||||
|
||||
let values = vec![
|
||||
Time::new::<millisecond>(123.4),
|
||||
Time::new::<millisecond>(234.5),
|
||||
];
|
||||
let result = mean(values.into_iter());
|
||||
assert_eq!(result.format(TimeUnit::MilliSecond), "178.9 ms");
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn statistics() {
|
||||
use crate::quantity::{FormatQuantity, InformationUnit, TimeUnit};
|
||||
|
||||
let values = vec![
|
||||
Time::new::<second>(1.0),
|
||||
Time::new::<second>(2.0),
|
||||
Time::new::<second>(3.0),
|
||||
];
|
||||
|
||||
assert_eq!(
|
||||
mean(values.iter().copied()).format(TimeUnit::Second),
|
||||
"2.000 s"
|
||||
);
|
||||
assert_eq!(
|
||||
median(values.iter().copied()).format(TimeUnit::Second),
|
||||
"2.000 s"
|
||||
);
|
||||
assert_eq!(min(&values).format(TimeUnit::Second), "1.000 s");
|
||||
assert_eq!(max(&values).format(TimeUnit::Second), "3.000 s");
|
||||
assert_eq!(
|
||||
standard_deviation(&values).format(TimeUnit::Second),
|
||||
"1.000 s"
|
||||
);
|
||||
|
||||
let values = vec![
|
||||
Information::new::<byte>(1.0),
|
||||
Information::new::<byte>(2.0),
|
||||
Information::new::<byte>(3.0),
|
||||
];
|
||||
mean(values.iter().copied()).format(InformationUnit::Byte);
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use approx::assert_relative_eq;
|
||||
use uom::si::information::kibibyte;
|
||||
use uom::si::time::{microsecond, millisecond};
|
||||
|
||||
#[test]
|
||||
fn test_min() {
|
||||
assert_eq!(1.0, min([1.0]));
|
||||
assert_eq!(-1.0, min([-1.0]));
|
||||
assert_eq!(-2.0, min([-2.0, -1.0]));
|
||||
assert_eq!(-1.0, min([-1.0, 1.0]));
|
||||
assert_eq!(-1.0, min([1.0, -1.0, 0.0]));
|
||||
|
||||
let values = vec![
|
||||
Information::new::<kibibyte>(1.0),
|
||||
Information::new::<byte>(2.0),
|
||||
Information::new::<byte>(3.0),
|
||||
];
|
||||
assert_eq!(min(&values).get::<byte>(), 2.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_max() {
|
||||
assert_eq!(1.0, max([1.0]));
|
||||
assert_eq!(-1.0, max([-1.0]));
|
||||
assert_eq!(-1.0, max([-2.0, -1.0]));
|
||||
assert_eq!(1.0, max([-1.0, 1.0]));
|
||||
assert_eq!(1.0, max([-1.0, 1.0, 0.0]));
|
||||
|
||||
let values = vec![
|
||||
Information::new::<byte>(1.0),
|
||||
Information::new::<kibibyte>(2.0),
|
||||
Information::new::<byte>(3.0),
|
||||
];
|
||||
assert_eq!(max(&values).get::<kibibyte>(), 2.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_mean() {
|
||||
assert_eq!(1.0, mean([1.0]));
|
||||
assert_relative_eq!(2.0, mean([1.0, 3.0]));
|
||||
|
||||
let values = [
|
||||
Time::new::<millisecond>(100.0),
|
||||
Time::new::<millisecond>(200.0),
|
||||
Time::new::<microsecond>(600_000.0),
|
||||
];
|
||||
let result = mean(values);
|
||||
assert_relative_eq!(result.get::<millisecond>(), 300.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_median() {
|
||||
assert_eq!(1.0, median([1.0]));
|
||||
assert_relative_eq!(2.0, median([1.0, 3.0]));
|
||||
|
||||
let values = [
|
||||
Time::new::<millisecond>(100.0),
|
||||
Time::new::<millisecond>(200.0),
|
||||
Time::new::<microsecond>(600_000.0),
|
||||
];
|
||||
let result = median(values);
|
||||
assert_relative_eq!(result.get::<millisecond>(), 200.0);
|
||||
|
||||
let values = [
|
||||
Time::new::<millisecond>(100.0),
|
||||
Time::new::<millisecond>(200.0),
|
||||
Time::new::<microsecond>(300_000.0),
|
||||
Time::new::<microsecond>(600_000.0),
|
||||
];
|
||||
let result = median(values);
|
||||
assert_relative_eq!(result.get::<millisecond>(), 250.0);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_standard_deviation() {
|
||||
let values = [
|
||||
Time::new::<millisecond>(100.0),
|
||||
Time::new::<millisecond>(200.0),
|
||||
Time::new::<microsecond>(300_000.0),
|
||||
];
|
||||
let result = standard_deviation(&values);
|
||||
assert_relative_eq!(result.get::<millisecond>(), 100.0);
|
||||
}
|
||||
}
|
||||
Reference in new issue
Block a user