| 1 | module stats |
| 2 | |
| 3 | import math |
| 4 | |
| 5 | // freq calculates the Measure of Occurrence |
| 6 | // Frequency of a given number |
| 7 | // Based on |
| 8 | // https://www.mathsisfun.com/data/frequency-distribution.html |
| 9 | pub fn freq[T](data []T, val T) int { |
| 10 | if data.len == 0 { |
| 11 | return 0 |
| 12 | } |
| 13 | mut count := 0 |
| 14 | for v in data { |
| 15 | if v == val { |
| 16 | count++ |
| 17 | } |
| 18 | } |
| 19 | return count |
| 20 | } |
| 21 | |
| 22 | // mean calculates the average |
| 23 | // of the given input array, sum(data)/data.len |
| 24 | // Based on |
| 25 | // https://www.mathsisfun.com/data/central-measures.html |
| 26 | pub fn mean[T](data []T) T { |
| 27 | if data.len == 0 { |
| 28 | return T(0) |
| 29 | } |
| 30 | mut sum := T(0) |
| 31 | for v in data { |
| 32 | sum += v |
| 33 | } |
| 34 | return T(sum / data.len) |
| 35 | } |
| 36 | |
| 37 | // geometric_mean calculates the central tendency |
| 38 | // of the given input array, product(data)**1/data.len |
| 39 | // Based on |
| 40 | // https://www.mathsisfun.com/numbers/geometric-mean.html |
| 41 | pub fn geometric_mean[T](data []T) T { |
| 42 | if data.len == 0 { |
| 43 | return T(0) |
| 44 | } |
| 45 | mut sum := T(1) |
| 46 | for v in data { |
| 47 | sum *= v |
| 48 | } |
| 49 | $if T is f64 { |
| 50 | return math.pow(sum, f64(1.0) / data.len) |
| 51 | } $else { |
| 52 | // use f32 for f32/int/... |
| 53 | return T(math.powf(f32(sum), f32(1.0) / data.len)) |
| 54 | } |
| 55 | } |
| 56 | |
| 57 | // harmonic_mean calculates the reciprocal of the average of reciprocals |
| 58 | // of the given input array |
| 59 | // Based on |
| 60 | // https://www.mathsisfun.com/numbers/harmonic-mean.html |
| 61 | pub fn harmonic_mean[T](data []T) T { |
| 62 | if data.len == 0 { |
| 63 | return T(0) |
| 64 | } |
| 65 | $if T is f64 { |
| 66 | mut sum := f64(0) |
| 67 | for v in data { |
| 68 | sum += f64(1.0) / v |
| 69 | } |
| 70 | return f64(f64(data.len) / sum) |
| 71 | } $else { |
| 72 | // use f32 for f32/int/... |
| 73 | mut sum := f32(0) |
| 74 | for v in data { |
| 75 | sum += f32(1.0) / f32(v) |
| 76 | } |
| 77 | return T(f32(data.len) / sum) |
| 78 | } |
| 79 | } |
| 80 | |
| 81 | // median returns the middlemost value of the given input array ( input array is assumed to be sorted ) |
| 82 | // Based on |
| 83 | // https://www.mathsisfun.com/data/central-measures.html |
| 84 | pub fn median[T](sorted_data []T) T { |
| 85 | if sorted_data.len == 0 { |
| 86 | return T(0) |
| 87 | } |
| 88 | if sorted_data.len % 2 == 0 { |
| 89 | mid := (sorted_data.len / 2) - 1 |
| 90 | return (sorted_data[mid] + sorted_data[mid + 1]) / T(2) |
| 91 | } else { |
| 92 | return sorted_data[((sorted_data.len - 1) / 2)] |
| 93 | } |
| 94 | } |
| 95 | |
| 96 | // mode calculates the highest occurring value of the given input array |
| 97 | // Based on |
| 98 | // https://www.mathsisfun.com/data/central-measures.html |
| 99 | pub fn mode[T](data []T) T { |
| 100 | if data.len == 0 { |
| 101 | return T(0) |
| 102 | } |
| 103 | mut freqs := []int{} |
| 104 | for v in data { |
| 105 | freqs << freq(data, v) |
| 106 | } |
| 107 | mut max := 0 |
| 108 | for i := 0; i < freqs.len; i++ { |
| 109 | if freqs[i] > freqs[max] { |
| 110 | max = i |
| 111 | } |
| 112 | } |
| 113 | return data[max] |
| 114 | } |
| 115 | |
| 116 | // rms, Root Mean Square, calculates the sqrt of the mean of the squares of the given input array |
| 117 | // Based on |
| 118 | // https://en.wikipedia.org/wiki/Root_mean_square |
| 119 | pub fn rms[T](data []T) T { |
| 120 | if data.len == 0 { |
| 121 | return T(0) |
| 122 | } |
| 123 | |
| 124 | $if T is f64 { |
| 125 | mut sum := f64(0) |
| 126 | for v in data { |
| 127 | sum += math.pow(v, 2) |
| 128 | } |
| 129 | return math.sqrt(sum / data.len) |
| 130 | } $else { |
| 131 | // use f32 for f32/int/... |
| 132 | mut sum := f32(0) |
| 133 | for v in data { |
| 134 | sum += math.powf(f32(v), 2) |
| 135 | } |
| 136 | return T(math.sqrtf(sum / data.len)) |
| 137 | } |
| 138 | } |
| 139 | |
| 140 | // population_variance is the Measure of Dispersion / Spread |
| 141 | // of the given input array |
| 142 | // Based on |
| 143 | // https://www.mathsisfun.com/data/standard-deviation.html |
| 144 | @[inline] |
| 145 | pub fn population_variance[T](data []T) T { |
| 146 | if data.len == 0 { |
| 147 | return T(0) |
| 148 | } |
| 149 | data_mean := mean[T](data) |
| 150 | return population_variance_mean[T](data, data_mean) |
| 151 | } |
| 152 | |
| 153 | // population_variance_mean is the Measure of Dispersion / Spread |
| 154 | // of the given input array, with the provided mean |
| 155 | // Based on |
| 156 | // https://www.mathsisfun.com/data/standard-deviation.html |
| 157 | pub fn population_variance_mean[T](data []T, mean T) T { |
| 158 | if data.len == 0 { |
| 159 | return T(0) |
| 160 | } |
| 161 | |
| 162 | mut sum := T(0) |
| 163 | for v in data { |
| 164 | sum += T((v - mean) * (v - mean)) |
| 165 | } |
| 166 | return T(sum / data.len) |
| 167 | } |
| 168 | |
| 169 | // sample_variance calculates the spread of dataset around the mean |
| 170 | // Based on |
| 171 | // https://www.mathsisfun.com/data/standard-deviation.html |
| 172 | @[inline] |
| 173 | pub fn sample_variance[T](data []T) T { |
| 174 | if data.len == 0 { |
| 175 | return T(0) |
| 176 | } |
| 177 | data_mean := mean[T](data) |
| 178 | return sample_variance_mean[T](data, data_mean) |
| 179 | } |
| 180 | |
| 181 | // sample_variance calculates the spread of dataset around the provided mean |
| 182 | // Based on |
| 183 | // https://www.mathsisfun.com/data/standard-deviation.html |
| 184 | pub fn sample_variance_mean[T](data []T, mean T) T { |
| 185 | if data.len == 0 { |
| 186 | return T(0) |
| 187 | } |
| 188 | mut sum := T(0) |
| 189 | for v in data { |
| 190 | sum += T((v - mean) * (v - mean)) |
| 191 | } |
| 192 | return T(sum / (data.len - 1)) |
| 193 | } |
| 194 | |
| 195 | // population_stddev calculates how spread out the dataset is |
| 196 | // Based on |
| 197 | // https://www.mathsisfun.com/data/standard-deviation.html |
| 198 | @[inline] |
| 199 | pub fn population_stddev[T](data []T) T { |
| 200 | if data.len == 0 { |
| 201 | return T(0) |
| 202 | } |
| 203 | $if T is f64 { |
| 204 | return math.sqrt(population_variance[T](data)) |
| 205 | } $else { |
| 206 | return T(math.sqrtf(f32(population_variance[T](data)))) |
| 207 | } |
| 208 | } |
| 209 | |
| 210 | // population_stddev_mean calculates how spread out the dataset is, with the provide mean |
| 211 | // Based on |
| 212 | // https://www.mathsisfun.com/data/standard-deviation.html |
| 213 | @[inline] |
| 214 | pub fn population_stddev_mean[T](data []T, mean T) T { |
| 215 | if data.len == 0 { |
| 216 | return T(0) |
| 217 | } |
| 218 | $if T is f64 { |
| 219 | return math.sqrt(population_variance_mean[T](data, mean)) |
| 220 | } $else { |
| 221 | return T(math.sqrtf(f32(population_variance_mean[T](data, mean)))) |
| 222 | } |
| 223 | } |
| 224 | |
| 225 | // Measure of Dispersion / Spread |
| 226 | // Sample Standard Deviation of the given input array |
| 227 | // Based on |
| 228 | // https://www.mathsisfun.com/data/standard-deviation.html |
| 229 | @[inline] |
| 230 | pub fn sample_stddev[T](data []T) T { |
| 231 | if data.len == 0 { |
| 232 | return T(0) |
| 233 | } |
| 234 | $if T is f64 { |
| 235 | return math.sqrt(sample_variance[T](data)) |
| 236 | } $else { |
| 237 | return T(math.sqrtf(f32(sample_variance[T](data)))) |
| 238 | } |
| 239 | } |
| 240 | |
| 241 | // Measure of Dispersion / Spread |
| 242 | // Sample Standard Deviation of the given input array |
| 243 | // Based on |
| 244 | // https://www.mathsisfun.com/data/standard-deviation.html |
| 245 | @[inline] |
| 246 | pub fn sample_stddev_mean[T](data []T, mean T) T { |
| 247 | if data.len == 0 { |
| 248 | return T(0) |
| 249 | } |
| 250 | $if T is f64 { |
| 251 | return math.sqrt(sample_variance_mean[T](data, mean)) |
| 252 | } $else { |
| 253 | return T(math.sqrtf(sample_variance_mean[T](data, mean))) |
| 254 | } |
| 255 | } |
| 256 | |
| 257 | // absdev calculates the average distance between each data point and the mean |
| 258 | // Based on |
| 259 | // https://en.wikipedia.org/wiki/Average_absolute_deviation |
| 260 | @[inline] |
| 261 | pub fn absdev[T](data []T) T { |
| 262 | if data.len == 0 { |
| 263 | return T(0) |
| 264 | } |
| 265 | data_mean := mean[T](data) |
| 266 | return absdev_mean[T](data, data_mean) |
| 267 | } |
| 268 | |
| 269 | // absdev_mean calculates the average distance between each data point and the provided mean |
| 270 | // Based on |
| 271 | // https://en.wikipedia.org/wiki/Average_absolute_deviation |
| 272 | pub fn absdev_mean[T](data []T, mean T) T { |
| 273 | if data.len == 0 { |
| 274 | return T(0) |
| 275 | } |
| 276 | mut sum := T(0) |
| 277 | for v in data { |
| 278 | sum += math.abs(v - mean) |
| 279 | } |
| 280 | return T(sum / data.len) |
| 281 | } |
| 282 | |
| 283 | // tts, Sum of squares, calculates the sum over all squared differences between values and overall mean |
| 284 | @[inline] |
| 285 | pub fn tss[T](data []T) T { |
| 286 | if data.len == 0 { |
| 287 | return T(0) |
| 288 | } |
| 289 | data_mean := mean[T](data) |
| 290 | return tss_mean[T](data, data_mean) |
| 291 | } |
| 292 | |
| 293 | // tts_mean, Sum of squares, calculates the sum over all squared differences between values and the provided mean |
| 294 | pub fn tss_mean[T](data []T, mean T) T { |
| 295 | if data.len == 0 { |
| 296 | return T(0) |
| 297 | } |
| 298 | mut tss := T(0) |
| 299 | for v in data { |
| 300 | tss += T((v - mean) * (v - mean)) |
| 301 | } |
| 302 | return tss |
| 303 | } |
| 304 | |
| 305 | // min finds the minimum value from the dataset |
| 306 | pub fn min[T](data []T) T { |
| 307 | if data.len == 0 { |
| 308 | return T(0) |
| 309 | } |
| 310 | mut min := data[0] |
| 311 | for v in data { |
| 312 | if v < min { |
| 313 | min = v |
| 314 | } |
| 315 | } |
| 316 | return min |
| 317 | } |
| 318 | |
| 319 | // max finds the maximum value from the dataset |
| 320 | pub fn max[T](data []T) T { |
| 321 | if data.len == 0 { |
| 322 | return T(0) |
| 323 | } |
| 324 | mut max := data[0] |
| 325 | for v in data { |
| 326 | if v > max { |
| 327 | max = v |
| 328 | } |
| 329 | } |
| 330 | return max |
| 331 | } |
| 332 | |
| 333 | // minmax finds the minimum and maximum value from the dataset |
| 334 | pub fn minmax[T](data []T) (T, T) { |
| 335 | if data.len == 0 { |
| 336 | return T(0), T(0) |
| 337 | } |
| 338 | mut max := data[0] |
| 339 | mut min := data[0] |
| 340 | for v in data[1..] { |
| 341 | if v > max { |
| 342 | max = v |
| 343 | } |
| 344 | if v < min { |
| 345 | min = v |
| 346 | } |
| 347 | } |
| 348 | return min, max |
| 349 | } |
| 350 | |
| 351 | // min_index finds the first index of the minimum value |
| 352 | pub fn min_index[T](data []T) int { |
| 353 | if data.len == 0 { |
| 354 | return 0 |
| 355 | } |
| 356 | mut min := data[0] |
| 357 | mut min_index := 0 |
| 358 | for i, v in data { |
| 359 | if v < min { |
| 360 | min = v |
| 361 | min_index = i |
| 362 | } |
| 363 | } |
| 364 | return min_index |
| 365 | } |
| 366 | |
| 367 | // max_index finds the first index of the maximum value |
| 368 | pub fn max_index[T](data []T) int { |
| 369 | if data.len == 0 { |
| 370 | return 0 |
| 371 | } |
| 372 | mut max := data[0] |
| 373 | mut max_index := 0 |
| 374 | for i, v in data { |
| 375 | if v > max { |
| 376 | max = v |
| 377 | max_index = i |
| 378 | } |
| 379 | } |
| 380 | return max_index |
| 381 | } |
| 382 | |
| 383 | // minmax_index finds the first index of the minimum and maximum value |
| 384 | pub fn minmax_index[T](data []T) (int, int) { |
| 385 | if data.len == 0 { |
| 386 | return 0, 0 |
| 387 | } |
| 388 | mut min := data[0] |
| 389 | mut max := data[0] |
| 390 | mut min_index := 0 |
| 391 | mut max_index := 0 |
| 392 | for i, v in data { |
| 393 | if v < min { |
| 394 | min = v |
| 395 | min_index = i |
| 396 | } |
| 397 | if v > max { |
| 398 | max = v |
| 399 | max_index = i |
| 400 | } |
| 401 | } |
| 402 | return min_index, max_index |
| 403 | } |
| 404 | |
| 405 | // range calculates the difference between the min and max |
| 406 | // Range ( Maximum - Minimum ) of the given input array |
| 407 | // Based on |
| 408 | // https://www.mathsisfun.com/data/range.html |
| 409 | pub fn range[T](data []T) T { |
| 410 | if data.len == 0 { |
| 411 | return T(0) |
| 412 | } |
| 413 | min, max := minmax[T](data) |
| 414 | return max - min |
| 415 | } |
| 416 | |
| 417 | // covariance calculates directional association between datasets |
| 418 | // positive value denotes variables move in same direction and negative denotes variables move in opposite directions |
| 419 | @[inline] |
| 420 | pub fn covariance[T](data1 []T, data2 []T) T { |
| 421 | mean1 := mean[T](data1) |
| 422 | mean2 := mean[T](data2) |
| 423 | return covariance_mean[T](data1, data2, mean1, mean2) |
| 424 | } |
| 425 | |
| 426 | // covariance_mean computes the covariance of a dataset with means provided |
| 427 | // the recurrence relation |
| 428 | pub fn covariance_mean[T](data1 []T, data2 []T, mean1 T, mean2 T) T { |
| 429 | n := int(math.min(data1.len, data2.len)) |
| 430 | if n == 0 { |
| 431 | return T(0) |
| 432 | } |
| 433 | mut covariance := T(0) |
| 434 | for i in 0 .. n { |
| 435 | delta1 := data1[i] - mean1 |
| 436 | delta2 := data2[i] - mean2 |
| 437 | covariance += T((delta1 * delta2 - covariance) / (T(i) + T(1))) |
| 438 | } |
| 439 | return covariance |
| 440 | } |
| 441 | |
| 442 | // lag1_autocorrelation_mean calculates the correlation between values that are one time period apart |
| 443 | // of a dataset, based on the mean |
| 444 | @[inline] |
| 445 | pub fn lag1_autocorrelation[T](data []T) T { |
| 446 | data_mean := mean[T](data) |
| 447 | return lag1_autocorrelation_mean[T](data, data_mean) |
| 448 | } |
| 449 | |
| 450 | // lag1_autocorrelation_mean calculates the correlation between values that are one time period apart |
| 451 | // of a dataset, using |
| 452 | // the recurrence relation |
| 453 | pub fn lag1_autocorrelation_mean[T](data []T, mean T) T { |
| 454 | if data.len == 0 { |
| 455 | return T(0) |
| 456 | } |
| 457 | mut q := T(0) |
| 458 | mut v := (data[0] * mean) - (data[0] * mean) |
| 459 | for i := 1; i < data.len; i++ { |
| 460 | delta0 := data[i - 1] - mean |
| 461 | delta1 := data[i] - mean |
| 462 | d01 := delta0 * delta1 |
| 463 | d11 := delta1 * delta1 |
| 464 | ti1 := T(i) + T(1) |
| 465 | q += T((d01 - q) / ti1) |
| 466 | v += T((d11 - v) / ti1) |
| 467 | } |
| 468 | return T(q / v) |
| 469 | } |
| 470 | |
| 471 | // kurtosis calculates the measure of the 'tailedness' of the data by finding mean and standard of deviation |
| 472 | @[inline] |
| 473 | pub fn kurtosis[T](data []T) T { |
| 474 | data_mean := mean[T](data) |
| 475 | sd := population_stddev_mean[T](data, data_mean) |
| 476 | return kurtosis_mean_stddev[T](data, data_mean, sd) |
| 477 | } |
| 478 | |
| 479 | // kurtosis_mean_stddev calculates the measure of the 'tailedness' of the data |
| 480 | // using the fourth moment the deviations, normalized by the sd |
| 481 | pub fn kurtosis_mean_stddev[T](data []T, mean T, sd T) T { |
| 482 | if data.len == 0 { |
| 483 | return T(0) |
| 484 | } |
| 485 | mut avg := T(0) // find the fourth moment the deviations, normalized by the sd |
| 486 | /* |
| 487 | we use a recurrence relation to stably update a running value so |
| 488 | * there aren't any large sums that can overflow |
| 489 | */ |
| 490 | for i, v in data { |
| 491 | x := (v - mean) / sd |
| 492 | x4 := x * x * x * x |
| 493 | ti1 := (T(i) + T(1)) |
| 494 | avg += T((x4 - avg) / ti1) |
| 495 | } |
| 496 | return avg - T(3) |
| 497 | } |
| 498 | |
| 499 | // skew calculates the mean and standard of deviation to find the skew from the data |
| 500 | @[inline] |
| 501 | pub fn skew[T](data []T) T { |
| 502 | data_mean := mean[T](data) |
| 503 | sd := population_stddev_mean[T](data, data_mean) |
| 504 | return skew_mean_stddev[T](data, data_mean, sd) |
| 505 | } |
| 506 | |
| 507 | // skew_mean_stddev calculates the skewness of data |
| 508 | pub fn skew_mean_stddev[T](data []T, mean T, sd T) T { |
| 509 | if data.len == 0 { |
| 510 | return T(0) |
| 511 | } |
| 512 | mut skew := T(0) // find the sum of the cubed deviations, normalized by the sd. |
| 513 | /* |
| 514 | we use a recurrence relation to stably update a running value so |
| 515 | * there aren't any large sums that can overflow |
| 516 | */ |
| 517 | for i, v in data { |
| 518 | x := (v - mean) / sd |
| 519 | x3 := x * x * x |
| 520 | skew += T((x3 - skew) / (T(i) + T(1))) |
| 521 | } |
| 522 | return skew |
| 523 | } |
| 524 | |
| 525 | // quantile calculates quantile points |
| 526 | // for more reference |
| 527 | // https://en.wikipedia.org/wiki/Quantile |
| 528 | pub fn quantile[T](sorted_data []T, f T) !T { |
| 529 | if sorted_data.len == 0 { |
| 530 | return T(0) |
| 531 | } |
| 532 | index := f * (sorted_data.len - 1) |
| 533 | lhs := int(index) |
| 534 | if lhs < 0 || lhs >= sorted_data.len { |
| 535 | return error('index out of range') |
| 536 | } else if lhs == sorted_data.len - 1 { |
| 537 | return sorted_data[lhs] |
| 538 | } else { |
| 539 | if lhs >= sorted_data.len - 1 { |
| 540 | return error('index out of range') |
| 541 | } |
| 542 | delta := index - T(lhs) |
| 543 | return T((1 - delta) * sorted_data[lhs] + delta * sorted_data[(lhs + 1)]) |
| 544 | } |
| 545 | } |
| 546 | |