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mir.math.stat
This module contains base statistical algorithms.
Note that used specialized summing algorithms execute more primitive operations
than vanilla summation. Therefore, if in certain cases maximum speed is required
at expense of precision, one can use Summation.fast .
License:
Authors:
Shigeki Karita (original numir code), Ilya Yaroshenko, John Michael Hall
- template
statType
(T, bool checkComplex = true) - template
meanType
(T) - struct
MeanAccumulator
(T, Summation summation); - Output range for mean.Examples:
import mir.ndslice.slice: sliced; MeanAccumulator!(double, Summation.pairwise) x; x.put([0.0, 1, 2, 3, 4].sliced); assert(x.mean == 2); x.put(5); assert(x.mean == 2.5);
- size_t
count
; - Summator!(T, summation)
summator
; - const pure nothrow @nogc @property @safe F
mean
(F = T)(); - const pure nothrow @nogc @property @safe F
sum
(F = T)(); - void
put
(Range)(Ranger
)
if (isIterable!Range); - void
put
()(Tx
); - void
put
(F = T)(MeanAccumulator!(F, summation)m
);
- template
mean
(F, Summation summation = Summation.appropriate)
templatemean
(Summation summation = Summation.appropriate)
templatemean
(F, string summation)
templatemean
(string summation) - Computes the mean of the input.By default, if F is not floating point type or complex type, then the result will have a double type if F is implicitly convertible to a floating point type or a type for which isComplex!F is true.Parameters:
F controls type of output summation algorithm for calculating sums (default: Summation.appropriate) Returns:The mean of all the elements in the input, must be floating point or complex typeSee Also:Examples:import mir.ndslice.slice: sliced; import mir.complex; alias C = Complex!double; assert(mean([1.0, 2, 3]) == 2); assert(mean([C(1, 3), C(2), C(3)]) == C(2, 1)); assert(mean!float([0, 1, 2, 3, 4, 5].sliced(3, 2)) == 2.5); static assert(is(typeof(mean!float([1, 2, 3])) == float));
Examples:Mean of vectorimport mir.ndslice.slice: sliced; auto x = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25, 2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced; assert(x.mean == 29.25 / 12);
Examples:Mean of matriximport mir.ndslice.fuse: fuse; auto x = [ [0.0, 1.0, 1.5, 2.0, 3.5, 4.25], [2.0, 7.5, 5.0, 1.0, 1.5, 0.0] ].fuse; assert(x.mean == 29.25 / 12);
Examples:Column mean of matriximport mir.ndslice.fuse: fuse; import mir.ndslice.topology: alongDim, byDim, map; import mir.algorithm.iteration: all; import mir.math.common: approxEqual; auto x = [ [0.0, 1.0, 1.5, 2.0, 3.5, 4.25], [2.0, 7.5, 5.0, 1.0, 1.5, 0.0] ].fuse; auto result = [1, 4.25, 3.25, 1.5, 2.5, 2.125]; // Use byDim or alongDim with map to compute mean of row/column. assert(x.byDim!1.map!mean.all!approxEqual(result)); assert(x.alongDim!0.map!mean.all!approxEqual(result)); // FIXME // Without using map, computes the mean of the whole slice // assert(x.byDim!1.mean == x.sliced.mean); // assert(x.alongDim!0.mean == x.sliced.mean);
Examples:Can also set algorithm or output typeimport mir.ndslice.slice: sliced; import mir.ndslice.topology: repeat; //Set sum algorithm or output type auto a = [1, 1e100, 1, -1e100].sliced; auto x = a * 10_000; assert(x.mean!"kbn" == 20_000 / 4); assert(x.mean!"kb2" == 20_000 / 4); assert(x.mean!"precise" == 20_000 / 4); assert(x.mean!(double, "precise") == 20_000.0 / 4); auto y = uint.max.repeat(3); assert(y.mean!ulong == 12884901885 / 3);
Examples:For integral slices, pass output type as template parameter to ensure output type is correct.import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [0, 1, 1, 2, 4, 4, 2, 7, 5, 1, 2, 0].sliced; auto y = x.mean; assert(y.approxEqual(29.0 / 12, 1.0e-10)); static assert(is(typeof(y) == double)); assert(x.mean!float.approxEqual(29f / 12, 1.0e-10));
Examples:Mean works for complex numbers and other user-defined types (provided they can be converted to a floating point or complex type)import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; import mir.complex; alias C = Complex!double; auto x = [C(1.0, 2), C(2, 3), C(3, 4), C(4, 5)].sliced; assert(x.mean.approxEqual(C(2.5, 3.5)));
Examples:Compute mean tensors along specified dimention of tensorsimport mir.ndslice: alongDim, iota, as, map; /++ [[0,1,2], [3,4,5]] +/ auto x = iota(2, 3).as!double; assert(x.mean == (5.0 / 2.0)); auto m0 = [(0.0+3.0)/2.0, (1.0+4.0)/2.0, (2.0+5.0)/2.0]; assert(x.alongDim!0.map!mean == m0); assert(x.alongDim!(-2).map!mean == m0); auto m1 = [(0.0+1.0+2.0)/3.0, (3.0+4.0+5.0)/3.0]; assert(x.alongDim!1.map!mean == m1); assert(x.alongDim!(-1).map!mean == m1); assert(iota(2, 3, 4, 5).as!double.alongDim!0.map!mean == iota([3, 4, 5], 3 * 4 * 5 / 2));
Examples:Arbitrary meanassert(mean(1.0, 2, 3) == 2); assert(mean!float(1, 2, 3) == 2);
- meanType!F
mean
(Range)(Ranger
)
if (isIterable!Range); - Parameters:
Range r
range, must be finite iterable - meanType!F
mean
(scope const F[]ar
...); - Parameters:
F[] ar
values
- template
hmeanType
(T) - template
hmean
(F, Summation summation = Summation.appropriate)
templatehmean
(Summation summation = Summation.appropriate)
templatehmean
(F, string summation)
templatehmean
(string summation) - Computes the harmonic mean of the input.By default, if F is not floating point type or complex type, then the result will have a double type if F is implicitly convertible to a floating point type or a type for which isComplex!F is true.Parameters:
F controls type of output summation algorithm for calculating sums (default: Summation.appropriate) Returns:harmonic mean of all the elements of the input, must be floating point or complex typeSee Also:Examples:Harmonic mean of vectorimport mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [20.0, 100.0, 2000.0, 10.0, 5.0, 2.0].sliced; assert(x.hmean.approxEqual(6.97269));
Examples:Harmonic mean of matriximport mir.math.common: approxEqual; import mir.ndslice.fuse: fuse; auto x = [ [20.0, 100.0, 2000.0], [10.0, 5.0, 2.0] ].fuse; assert(x.hmean.approxEqual(6.97269));
Examples:Column harmonic mean of matriximport mir.algorithm.iteration: all; import mir.math.common: approxEqual; import mir.ndslice: fuse; import mir.ndslice.topology: alongDim, byDim, map; auto x = [ [20.0, 100.0, 2000.0], [ 10.0, 5.0, 2.0] ].fuse; auto y = [13.33333, 9.52381, 3.996004]; // Use byDim or alongDim with map to compute mean of row/column. assert(x.byDim!1.map!hmean.all!approxEqual(y)); assert(x.alongDim!0.map!hmean.all!approxEqual(y));
Examples:Can also pass arguments to hmeanimport mir.math.common: approxEqual; import mir.ndslice.topology: repeat; import mir.ndslice.slice: sliced; //Set sum algorithm or output type auto x = [1, 1e-100, 1, -1e-100].sliced; assert(x.hmean!"kb2".approxEqual(2)); assert(x.hmean!"precise".approxEqual(2)); assert(x.hmean!(double, "precise").approxEqual(2)); //Provide the summation type assert(float.max.repeat(3).hmean!double.approxEqual(float.max));
Examples:For integral slices, pass output type as template parameter to ensure output type is correct.import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [20, 100, 2000, 10, 5, 2].sliced; auto y = x.hmean; assert(y.approxEqual(6.97269)); static assert(is(typeof(y) == double)); assert(x.hmean!float.approxEqual(6.97269));
Examples:hmean works for complex numbers and other user-defined types (provided they can be converted to a floating point or complex type)import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; import mir.complex; alias C = Complex!double; auto x = [C(1, 2), C(2, 3), C(3, 4), C(4, 5)].sliced; assert(x.hmean.approxEqual(C(1.97110904, 3.14849332)));
Examples:Arbitrary harmonic meanimport mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = hmean(20.0, 100, 2000, 10, 5, 2); assert(x.approxEqual(6.97269)); auto y = hmean!float(20, 100, 2000, 10, 5, 2); assert(y.approxEqual(6.97269));
- hmeanType!F
hmean
(Range)(Ranger
)
if (isIterable!Range); - Parameters:
Range r
range - hmeanType!F
hmean
(scope const F[]ar
...); - Parameters:
F[] ar
values
- struct
GMeanAccumulator
(T) if (isMutable!T && isFloatingPoint!T); - Output range for gmean.Examples:
import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; GMeanAccumulator!double x; x.put([1.0, 2, 3, 4].sliced); assert(x.gmean.approxEqual(2.21336384)); x.put(5); assert(x.gmean.approxEqual(2.60517108));
- size_t
count
; - ProdAccumulator!T
prodAccumulator
; - @property F
gmean
(F = T)()
if (isFloatingPoint!F); - void
put
(Range)(Ranger
)
if (isIterable!Range); - void
put
()(Tx
);
- template
gmeanType
(T) - gmeanType!F
gmean
(F, Range)(Ranger
)
if (isFloatingPoint!F && isIterable!Range);
gmeanType!Rangegmean
(Range)(Ranger
)
if (isIterable!Range); - Computes the geometric average of the input.By default, if F is not floating point type, then the result will have a double type if F is implicitly convertible to a floating point type.Parameters:
Range r
range, must be finite iterable Returns:The geometric average of all the elements in the input, must be floating point typeSee Also: - gmeanType!F
gmean
(F)(scope const F[]ar
...)
if (isFloatingPoint!F); - Parameters:
F[] ar
values Examples:import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; assert(gmean([1.0, 2, 3]).approxEqual(1.81712059)); assert(gmean!float([1, 2, 3, 4, 5, 6].sliced(3, 2)).approxEqual(2.99379516)); static assert(is(typeof(gmean!float([1, 2, 3])) == float));
Examples:Geometric mean of vectorimport mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [3.0, 1.0, 1.5, 2.0, 3.5, 4.25, 2.0, 7.5, 5.0, 1.0, 1.5, 2.0].sliced; assert(x.gmean.approxEqual(2.36178395));
Examples:Geometric mean of matriximport mir.math.common: approxEqual; import mir.ndslice.fuse: fuse; auto x = [ [3.0, 1.0, 1.5, 2.0, 3.5, 4.25], [2.0, 7.5, 5.0, 1.0, 1.5, 2.0] ].fuse; assert(x.gmean.approxEqual(2.36178395));
Examples:Column gmean of matriximport mir.algorithm.iteration: all; import mir.math.common: approxEqual; import mir.ndslice.fuse: fuse; import mir.ndslice.topology: alongDim, byDim, map; auto x = [ [3.0, 1.0, 1.5, 2.0, 3.5, 4.25], [2.0, 7.5, 5.0, 1.0, 1.5, 2.0] ].fuse; auto result = [2.44948974, 2.73861278, 2.73861278, 1.41421356, 2.29128784, 2.91547594]; // Use byDim or alongDim with map to compute mean of row/column. assert(x.byDim!1.map!gmean.all!approxEqual(result)); assert(x.alongDim!0.map!gmean.all!approxEqual(result)); // FIXME // Without using map, computes the mean of the whole slice // assert(x.byDim!1.gmean.all!approxEqual(result)); // assert(x.alongDim!0.gmean.all!approxEqual(result));
Examples:Can also set output typeimport mir.math.common: approxEqual; import mir.ndslice.slice: sliced; import mir.ndslice.topology: repeat; auto x = [5120.0, 7340032, 32, 3758096384].sliced; assert(x.gmean!float.approxEqual(259281.45295212)); auto y = uint.max.repeat(2); assert(y.gmean!float.approxEqual(cast(float) uint.max));
Examples:For integral slices, pass output type as template parameter to ensure output type is correct.import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [5, 1, 1, 2, 4, 4, 2, 7, 5, 1, 2, 10].sliced; auto y = x.gmean; static assert(is(typeof(y) == double)); assert(x.gmean!float.approxEqual(2.79160522));
Examples:gean works for user-defined types, provided the nth root can be taken for themstatic struct Foo { float x; alias x this; } import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [Foo(1.0), Foo(2.0), Foo(3.0)].sliced; assert(x.gmean.approxEqual(1.81712059));
Examples:Compute gmean tensors along specified dimention of tensorsimport mir.algorithm.iteration: all; import mir.math.common: approxEqual; import mir.ndslice.fuse: fuse; import mir.ndslice.topology: alongDim, iota, map; auto x = [ [1.0, 2, 3], [4.0, 5, 6] ].fuse; assert(x.gmean.approxEqual(2.99379516)); auto result0 = [2.0, 3.16227766, 4.24264069]; assert(x.alongDim!0.map!gmean.all!approxEqual(result0)); assert(x.alongDim!(-2).map!gmean.all!approxEqual(result0)); auto result1 = [1.81712059, 4.93242414]; assert(x.alongDim!1.map!gmean.all!approxEqual(result1)); assert(x.alongDim!(-1).map!gmean.all!approxEqual(result1)); auto y = [ [ [1.0, 2, 3], [4.0, 5, 6] ], [ [7.0, 8, 9], [10.0, 9, 10] ] ].fuse; auto result3 = [ [2.64575131, 4.0, 5.19615242], [6.32455532, 6.70820393, 7.74596669] ]; assert(y.alongDim!0.map!gmean.all!approxEqual(result3));
Examples:Arbitrary gmeanimport mir.math.common: approxEqual; assert(gmean(1.0, 2, 3).approxEqual(1.81712059)); assert(gmean!float(1, 2, 3).approxEqual(1.81712059));
- template
median
(F, bool allowModify = false)
templatemedian
(bool allowModify = false) - Computes the median of slice.By default, if F is not floating point type or complex type, then the result will have a double type if F is implicitly convertible to a floating point type or a type for which isComplex!F is true. Can also pass a boolean variable, allowModify, that allows the input slice to be modified. By default, a reference-counted copy is made.Parameters:
F output type allowModify Allows the input slice to be modified, default is false Returns:the median of the sliceSee Also:- @nogc meanType!F
median
(Iterator, size_t N, SliceKind kind)(Slice!(Iterator, N, kind)slice
); - Parameters:
Slice!(Iterator, N, kind) slice
slice
- meanType!(T[])
median
(T)(scope const T[]ar
...); - Parameters:
T[] ar
array - auto
median
(T)(TwithAsSlice
)
if (hasAsSlice!T); - Parameters:
T withAsSlice
input that satisfies hasAsSlice Examples:Median of vectorimport mir.ndslice.slice: sliced; auto x0 = [9.0, 1, 0, 2, 3, 4, 6, 8, 7, 10, 5].sliced; assert(x0.median == 5); auto x1 = [9.0, 1, 0, 2, 3, 4, 6, 8, 7, 10].sliced; assert(x1.median == 5);
Examples:Median of dynamic arrayauto x0 = [9.0, 1, 0, 2, 3, 4, 6, 8, 7, 10, 5]; assert(x0.median == 5); auto x1 = [9.0, 1, 0, 2, 3, 4, 6, 8, 7, 10]; assert(x1.median == 5);
Examples:Median of matriximport mir.ndslice.fuse: fuse; auto x0 = [ [9.0, 1, 0, 2, 3], [4.0, 6, 8, 7, 10] ].fuse; assert(x0.median == 5);
Examples:Row median of matriximport mir.algorithm.iteration: all; import mir.math.common: approxEqual; import mir.ndslice.fuse: fuse; import mir.ndslice.slice: sliced; import mir.ndslice.topology: alongDim, byDim, map; auto x = [ [0.0, 1.0, 1.5, 2.0, 3.5, 4.25], [2.0, 7.5, 5.0, 1.0, 1.5, 0.0] ].fuse; auto result = [1.75, 1.75].sliced; // Use byDim or alongDim with map to compute median of row/column. assert(x.byDim!0.map!median.all!approxEqual(result)); assert(x.alongDim!1.map!median.all!approxEqual(result));
Examples:Can allow original slice to be modified or set output typeimport mir.ndslice.slice: sliced; auto x0 = [9.0, 1, 0, 2, 3, 4, 6, 8, 7, 10, 5].sliced; assert(x0.median!true == 5); auto x1 = [9, 1, 0, 2, 3, 4, 6, 8, 7, 10].sliced; assert(x1.median!(float, true) == 5);
Examples:Arbitrary medianassert(median(0, 1, 2, 3, 4) == 2);
Examples:For integral slices, can pass output type as template parameter to ensure output type is correctimport mir.ndslice.slice: sliced; auto x = [9, 1, 0, 2, 3, 4, 6, 8, 7, 10].sliced; assert(x.median!float == 5f); auto y = x.median; assert(y == 5.0); static assert(is(typeof(y) == double));
- template
center
(alias centralTendency = mean!(Summation.appropriate)) - Centers slice, which must be a finite iterable.By default, slice is centered by the mean. A custom function may also be provided using centralTendency.Returns:The elements in the slice with the average subtracted from them.Examples:Center vector
import mir.algorithm.iteration: all; import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [1.0, 2, 3, 4, 5, 6].sliced; assert(x.center.all!approxEqual([-2.5, -1.5, -0.5, 0.5, 1.5, 2.5])); // Can center using different functions assert(x.center!hmean.all!approxEqual([-1.44898, -0.44898, 0.55102, 1.55102, 2.55102, 3.55102])); assert(x.center!gmean.all!approxEqual([-1.99379516, -0.99379516, 0.00620483, 1.00620483, 2.00620483, 3.00620483])); assert(x.center!median.all!approxEqual([-2.5, -1.5, -0.5, 0.5, 1.5, 2.5]));
Examples:Center dynamic arrayimport mir.algorithm.iteration: all; import mir.math.common: approxEqual; auto x = [1.0, 2, 3, 4, 5, 6]; assert(x.center.all!approxEqual([-2.5, -1.5, -0.5, 0.5, 1.5, 2.5]));
Examples:Center matriximport mir.algorithm.iteration: all; import mir.math.common: approxEqual; import mir.ndslice: fuse; auto x = [ [0.0, 1, 2], [3.0, 4, 5] ].fuse; auto y = [ [-2.5, -1.5, -0.5], [ 0.5, 1.5, 2.5] ].fuse; assert(x.center.all!approxEqual(y));
Examples:Column center matriximport mir.algorithm.iteration: all, equal; import mir.math.common: approxEqual; import mir.ndslice: fuse; import mir.ndslice.topology: alongDim, byDim, map; auto x = [ [20.0, 100.0, 2000.0], [10.0, 5.0, 2.0] ].fuse; auto result = [ [ 5.0, 47.5, 999], [-5.0, -47.5, -999] ].fuse; // Use byDim with map to compute average of row/column. auto xCenterByDim = x.byDim!1.map!center; auto resultByDim = result.byDim!1; assert(xCenterByDim.equal!(equal!approxEqual)(resultByDim)); auto xCenterAlongDim = x.alongDim!0.map!center; auto resultAlongDim = result.alongDim!0; assert(xCenterByDim.equal!(equal!approxEqual)(resultAlongDim));
Examples:Can also pass arguments to average function used by centerimport mir.ndslice.slice: sliced; //Set sum algorithm or output type auto a = [1, 1e100, 1, -1e100]; auto x = a.sliced * 10_000; //Due to Floating Point precision, subtracting the mean from the second //and fourth numbers in `x` does not change the value of the result auto result = [5000, 1e104, 5000, -1e104].sliced; assert(x.center!(mean!"kbn") == result); assert(x.center!(mean!"kb2") == result); assert(x.center!(mean!"precise") == result);
Examples:Passing a centered input to variance or standardDeviation with the assumeZeroMean algorithm is equivalent to calculating variance or standardDeviation on the original input.import mir.algorithm.iteration: all; import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [1.0, 2, 3, 4, 5, 6].sliced; assert(x.center.variance!"assumeZeroMean".approxEqual(x.variance)); assert(x.center.standardDeviation!"assumeZeroMean".approxEqual(x.standardDeviation));
- auto
center
(Iterator, size_t N, SliceKind kind)(Slice!(Iterator, N, kind)slice
);
autocenter
(T)(T[]array
);
autocenter
(T)(TwithAsSlice
)
if (hasAsSlice!T); - Parameters:
Slice!(Iterator, N, kind) slice
slice
- struct
MapSummator
(alias fun, T, Summation summation) if (isMutable!T); - Output range that applies function fun to each input before summingExamples:
import mir.math.common: powi; import mir.ndslice.slice: sliced; alias f = (double x) => (powi(x, 2)); MapSummator!(f, double, Summation.pairwise) x; x.put([0.0, 1, 2, 3, 4].sliced); assert(x.sum == 30.0); x.put(5); assert(x.sum == 55.0);
- Summator!(T, summation)
summator
; - @property F
sum
(F = T)(); - void
put
(Range)(Ranger
)
if (isIterable!Range); - void
put
()(Tx
);
- enum
VarianceAlgo
: int; - Variance algorithms.See Also: Algorithms for calculating variance.
online
- Performs Welford's online algorithm for updating variance. Can also put another VarianceAccumulator of the same type, which uses the parallel algorithm from Chan et al., described above.
naive
- Calculates variance using E(x^^2) - E(x)^2 (alowing for adjustments for population/sample variance). This algorithm can be numerically unstable.
twoPass
- Calculates variance using a two-pass algorithm whereby the input is first centered and then the sum of squares is calculated from that.
assumeZeroMean
- Calculates variance assuming the mean of the dataseries is zero.
- struct
VarianceAccumulator
(T, VarianceAlgo varianceAlgo, Summation summation) if (isMutable!T && (varianceAlgo == VarianceAlgo.naive)); - Examples:
import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25, 2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced; enum PopulationTrueCT = true; enum PopulationFalseCT = false; bool PopulationTrueRT = true; bool PopulationFalseRT = false; VarianceAccumulator!(double, VarianceAlgo.naive, Summation.naive) v; v.put(x); assert(v.variance(PopulationTrueRT).approxEqual(54.76562 / 12)); assert(v.variance(PopulationTrueCT).approxEqual(54.76562 / 12)); assert(v.variance(PopulationFalseRT).approxEqual(54.76562 / 11)); assert(v.variance(PopulationFalseCT).approxEqual(54.76562 / 11)); v.put(4.0); assert(v.variance(PopulationTrueRT).approxEqual(57.01923 / 13)); assert(v.variance(PopulationTrueCT).approxEqual(57.01923 / 13)); assert(v.variance(PopulationFalseRT).approxEqual(57.01923 / 12)); assert(v.variance(PopulationFalseCT).approxEqual(57.01923 / 12));
- this(Range)(Range
r
)
if (isIterable!Range); - this()(T
x
); - MeanAccumulator!(T, summation)
meanAccumulator
; - @property size_t
count
(); - @property F
mean
(F = T)(); - Summator!(T, summation)
sumOfSquares
; - void
put
(Range)(Ranger
)
if (isIterable!Range); - void
put
()(Tx
); - @property F
variance
(F = T)(boolisPopulation
);
- struct
VarianceAccumulator
(T, VarianceAlgo varianceAlgo, Summation summation) if (isMutable!T && (varianceAlgo == VarianceAlgo.online)); - Examples:
import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25, 2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced; enum PopulationTrueCT = true; enum PopulationFalseCT = false; bool PopulationTrueRT = true; bool PopulationFalseRT = false; VarianceAccumulator!(double, VarianceAlgo.online, Summation.naive) v; v.put(x); assert(v.variance(PopulationTrueRT).approxEqual(54.76562 / 12)); assert(v.variance(PopulationTrueCT).approxEqual(54.76562 / 12)); assert(v.variance(PopulationFalseRT).approxEqual(54.76562 / 11)); assert(v.variance(PopulationFalseCT).approxEqual(54.76562 / 11)); v.put(4.0); assert(v.variance(PopulationTrueRT).approxEqual(57.01923 / 13)); assert(v.variance(PopulationTrueCT).approxEqual(57.01923 / 13)); assert(v.variance(PopulationFalseRT).approxEqual(57.01923 / 12)); assert(v.variance(PopulationFalseCT).approxEqual(57.01923 / 12));
Examples:import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25].sliced; auto y = [2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced; enum PopulationTrueCT = true; enum PopulationFalseCT = false; bool PopulationTrueRT = true; bool PopulationFalseRT = false; VarianceAccumulator!(double, VarianceAlgo.online, Summation.naive) v; v.put(x); assert(v.variance(PopulationTrueRT).approxEqual(12.55208 / 6)); assert(v.variance(PopulationTrueCT).approxEqual(12.55208 / 6)); assert(v.variance(PopulationFalseRT).approxEqual(12.55208 / 5)); assert(v.variance(PopulationFalseCT).approxEqual(12.55208 / 5)); v.put(y); assert(v.variance(PopulationTrueRT).approxEqual(54.76562 / 12)); assert(v.variance(PopulationTrueCT).approxEqual(54.76562 / 12)); assert(v.variance(PopulationFalseRT).approxEqual(54.76562 / 11)); assert(v.variance(PopulationFalseCT).approxEqual(54.76562 / 11));
- this(Range)(Range
r
)
if (isIterable!Range); - this()(T
x
); - MeanAccumulator!(T, summation)
meanAccumulator
; - @property size_t
count
(); - @property F
mean
(F = T)(); - Summator!(T, summation)
centeredSumOfSquares
; - void
put
(Range)(Ranger
)
if (isIterable!Range); - void
put
()(Tx
); - void
put
()(VarianceAccumulator!(T, varianceAlgo, summation)v
); - @property F
variance
(F = T)(boolisPopulation
);
- struct
VarianceAccumulator
(T, VarianceAlgo varianceAlgo, Summation summation) if (isMutable!T && (varianceAlgo == VarianceAlgo.twoPass)); - Examples:
import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25, 2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced; enum PopulationTrueCT = true; enum PopulationFalseCT = false; bool PopulationTrueRT = true; bool PopulationFalseRT = false; auto v = VarianceAccumulator!(double, VarianceAlgo.twoPass, Summation.naive)(x); assert(v.variance(PopulationTrueRT).approxEqual(54.76562 / 12)); assert(v.variance(PopulationTrueCT).approxEqual(54.76562 / 12)); assert(v.variance(PopulationFalseRT).approxEqual(54.76562 / 11)); assert(v.variance(PopulationFalseCT).approxEqual(54.76562 / 11));
- MeanAccumulator!(T, summation)
meanAccumulator
; - @property size_t
count
(); - @property F
mean
(F = T)(); - Summator!(T, summation)
centeredSumOfSquares
; - this(Iterator, size_t N, SliceKind kind)(Slice!(Iterator, N, kind)
slice
); - this(U)(U[]
array
); - this(T)(T
withAsSlice
)
if (hasAsSlice!T); - this()(T
x
); - @property F
variance
(F = T)(boolisPopulation
);
- struct
VarianceAccumulator
(T, VarianceAlgo varianceAlgo, Summation summation) if (isMutable!T && (varianceAlgo == VarianceAlgo.assumeZeroMean)); - Examples:
import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto a = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25, 2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced; auto x = a.center; enum PopulationTrueCT = true; enum PopulationFalseCT = false; bool PopulationTrueRT = true; bool PopulationFalseRT = false; VarianceAccumulator!(double, VarianceAlgo.assumeZeroMean, Summation.naive) v; v.put(x); assert(v.variance(PopulationTrueRT).approxEqual(54.76562 / 12)); assert(v.variance(PopulationTrueCT).approxEqual(54.76562 / 12)); assert(v.variance(PopulationFalseRT).approxEqual(54.76562 / 11)); assert(v.variance(PopulationFalseCT).approxEqual(54.76562 / 11)); v.put(4.0); assert(v.variance(PopulationTrueRT).approxEqual(70.76562 / 13)); assert(v.variance(PopulationTrueCT).approxEqual(70.76562 / 13)); assert(v.variance(PopulationFalseRT).approxEqual(70.76562 / 12)); assert(v.variance(PopulationFalseCT).approxEqual(70.76562 / 12));
Examples:import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto a = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25, 2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced; auto b = a.center; auto x = b[0 .. 6]; auto y = b[6 .. $]; enum PopulationTrueCT = true; enum PopulationFalseCT = false; bool PopulationTrueRT = true; bool PopulationFalseRT = false; VarianceAccumulator!(double, VarianceAlgo.assumeZeroMean, Summation.naive) v; v.put(x); assert(v.variance(PopulationTrueRT).approxEqual(13.492188 / 6)); assert(v.variance(PopulationTrueCT).approxEqual(13.492188 / 6)); assert(v.variance(PopulationFalseRT).approxEqual(13.492188 / 5)); assert(v.variance(PopulationFalseCT).approxEqual(13.492188 / 5)); v.put(y); assert(v.variance(PopulationTrueRT).approxEqual(54.76562 / 12)); assert(v.variance(PopulationTrueCT).approxEqual(54.76562 / 12)); assert(v.variance(PopulationFalseRT).approxEqual(54.76562 / 11)); assert(v.variance(PopulationFalseCT).approxEqual(54.76562 / 11));
- @property size_t
count
(); - @property F
mean
(F = T)(); - Summator!(T, summation)
centeredSumOfSquares
; - this(Range)(Range
r
)
if (isIterable!Range); - this()(T
x
); - void
put
(Range)(Ranger
)
if (isIterable!Range); - void
put
()(Tx
); - void
put
()(VarianceAccumulator!(T, varianceAlgo, summation)v
); - @property F
variance
(F = T)(boolisPopulation
);
- template
variance
(F, VarianceAlgo varianceAlgo = VarianceAlgo.online, Summation summation = Summation.appropriate)
templatevariance
(VarianceAlgo varianceAlgo = VarianceAlgo.online, Summation summation = Summation.appropriate)
templatevariance
(F, string varianceAlgo, string summation = "appropriate")
templatevariance
(string varianceAlgo, string summation = "appropriate") - Calculates the variance of the inputBy default, if F is not floating point type or complex type, then the result will have a double type if F is implicitly convertible to a floating point type or a type for which isComplex!F is true.Parameters:
F controls type of output varianceAlgo algorithm for calculating variance (default: VarianceAlgo.online) summation algorithm for calculating sums (default: Summation.appropriate) Returns:The variance of the input, must be floating point or complex typeExamples:import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; import mir.complex; alias C = Complex!double; assert(variance([1.0, 2, 3]).approxEqual(2.0 / 2)); assert(variance([1.0, 2, 3], true).approxEqual(2.0 / 3)); assert(variance([C(1, 3), C(2), C(3)]).approxEqual(C(-4, -6) / 2)); assert(variance!float([0, 1, 2, 3, 4, 5].sliced(3, 2)).approxEqual(17.5 / 5)); static assert(is(typeof(variance!float([1, 2, 3])) == float));
Examples:Variance of vectorimport mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25, 2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced; assert(x.variance.approxEqual(54.76562 / 11));
Examples:Variance of matriximport mir.math.common: approxEqual; import mir.ndslice.fuse: fuse; auto x = [ [0.0, 1.0, 1.5, 2.0, 3.5, 4.25], [2.0, 7.5, 5.0, 1.0, 1.5, 0.0] ].fuse; assert(x.variance.approxEqual(54.76562 / 11));
Examples:Column variance of matriximport mir.algorithm.iteration: all; import mir.math.common: approxEqual; import mir.ndslice.fuse: fuse; import mir.ndslice.topology: alongDim, byDim, map; auto x = [ [0.0, 1.0, 1.5, 2.0], [3.5, 4.25, 2.0, 7.5], [5.0, 1.0, 1.5, 0.0] ].fuse; auto result = [13.16667 / 2, 7.041667 / 2, 0.1666667 / 2, 30.16667 / 2]; // Use byDim or alongDim with map to compute variance of row/column. assert(x.byDim!1.map!variance.all!approxEqual(result)); assert(x.alongDim!0.map!variance.all!approxEqual(result)); // FIXME // Without using map, computes the variance of the whole slice // assert(x.byDim!1.variance == x.sliced.variance); // assert(x.alongDim!0.variance == x.sliced.variance);
Examples:Can also set algorithm typeimport mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto a = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25, 2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced; auto x = a + 1_000_000_000; auto y = x.variance; assert(y.approxEqual(54.76562 / 11)); // The naive algorithm is numerically unstable in this case auto z0 = x.variance!"naive"; assert(!z0.approxEqual(y)); // But the two-pass algorithm provides a consistent answer auto z1 = x.variance!"twoPass"; assert(z1.approxEqual(y)); // And the assumeZeroMean algorithm is way off auto z2 = x.variance!"assumeZeroMean"; assert(z2.approxEqual(1.2e19 / 11));
Examples:Can also set algorithm or output typeimport mir.math.common: approxEqual; import mir.ndslice.slice: sliced; import mir.ndslice.topology: repeat; //Set population variance, variance algorithm, sum algorithm or output type auto a = [1.0, 1e100, 1, -1e100].sliced; auto x = a * 10_000; bool populationTrueRT = true; bool populationFalseRT = false; enum PopulationTrueCT = true; /++ Due to Floating Point precision, when centering `x`, subtracting the mean from the second and fourth numbers has no effect. Further, after centering and squaring `x`, the first and third numbers in the slice have precision too low to be included in the centered sum of squares. +/ assert(x.variance(populationFalseRT).approxEqual(2.0e208 / 3)); assert(x.variance(populationTrueRT).approxEqual(2.0e208 / 4)); assert(x.variance(PopulationTrueCT).approxEqual(2.0e208 / 4)); assert(x.variance!("online").approxEqual(2.0e208 / 3)); assert(x.variance!("online", "kbn").approxEqual(2.0e208 / 3)); assert(x.variance!("online", "kb2").approxEqual(2.0e208 / 3)); assert(x.variance!("online", "precise").approxEqual(2.0e208 / 3)); assert(x.variance!(double, "online", "precise").approxEqual(2.0e208 / 3)); assert(x.variance!(double, "online", "precise")(populationTrueRT).approxEqual(2.0e208 / 4)); auto y = uint.max.repeat(3); auto z = y.variance!ulong; assert(z == 0.0); static assert(is(typeof(z) == double));
Examples:For integral slices, pass output type as template parameter to ensure output type is correct.import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; auto x = [0, 1, 1, 2, 4, 4, 2, 7, 5, 1, 2, 0].sliced; auto y = x.variance; assert(y.approxEqual(50.91667 / 11)); static assert(is(typeof(y) == double)); assert(x.variance!float.approxEqual(50.91667 / 11));
Examples:Variance works for complex numbers and other user-defined types (provided they can be converted to a floating point or complex type)import mir.math.common: approxEqual; import mir.ndslice.slice: sliced; import mir.complex; alias C = Complex!double; auto x = [C(1, 2), C(2, 3), C(3, 4), C(4, 5)].sliced; assert(x.variance.approxEqual((C(0, 10)) / 3));
Examples:Compute variance along specified dimention of tensorsimport mir.algorithm.iteration: all; import mir.math.common: approxEqual; import mir.ndslice.fuse: fuse; import mir.ndslice.topology: as, iota, alongDim, map, repeat; auto x = [ [0.0, 1, 2], [3.0, 4, 5] ].fuse; assert(x.variance.approxEqual(17.5 / 5)); auto m0 = [4.5, 4.5, 4.5]; assert(x.alongDim!0.map!variance.all!approxEqual(m0)); assert(x.alongDim!(-2).map!variance.all!approxEqual(m0)); auto m1 = [1.0, 1.0]; assert(x.alongDim!1.map!variance.all!approxEqual(m1)); assert(x.alongDim!(-1).map!variance.all!approxEqual(m1)); assert(iota(2, 3, 4, 5).as!double.alongDim!0.map!variance.all!approxEqual(repeat(3600.0 / 2, 3, 4, 5)));
Examples:Arbitrary varianceassert(variance(1.0, 2, 3) == 1.0); assert(variance!float(1, 2, 3) == 1f);
- meanType!F
variance
(Range)(Ranger
, boolisPopulation
= false)
if (isIterable!Range); - Parameters:
Range r
range, must be finite iterable bool isPopulation
true if population variance, false if sample variance (default) - meanType!F
variance
(scope const F[]ar
...); - Parameters:
F[] ar
values
- template
stdevType
(T) - template
standardDeviation
(F, VarianceAlgo varianceAlgo = VarianceAlgo.online, Summation summation = Summation.appropriate)
templatestandardDeviation
(VarianceAlgo varianceAlgo = VarianceAlgo.online, Summation summation = Summation.appropriate)
templatestandardDeviation
(F, string varianceAlgo, string summation = "appropriate")
templatestandardDeviation
(string varianceAlgo, string summation = "appropriate") - Calculates the standard deviation of the inputBy default, if F is not floating point type, then the result will have a double type if F is implicitly convertible to a floating point type.Parameters:
F controls type of output varianceAlgo algorithm for calculating variance (default: VarianceAlgo.online) summation algorithm for calculating sums (default: Summation.appropriate) Returns:The standard deviation of the input, must be floating point type typeExamples:import mir.math.common: approxEqual, sqrt; import mir.ndslice.slice: sliced; assert(standardDeviation([1.0, 2, 3]).approxEqual(sqrt(2.0 / 2))); assert(standardDeviation([1.0, 2, 3], true).approxEqual(sqrt(2.0 / 3))); assert(standardDeviation!float([0, 1, 2, 3, 4, 5].sliced(3, 2)).approxEqual(sqrt(17.5 / 5))); static assert(is(typeof(standardDeviation!float([1, 2, 3])) == float));
Examples:Standard deviation of vectorimport mir.math.common: approxEqual, sqrt; import mir.ndslice.slice: sliced; auto x = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25, 2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced; assert(x.standardDeviation.approxEqual(sqrt(54.76562 / 11)));
Examples:Standard deviation of matriximport mir.math.common: approxEqual, sqrt; import mir.ndslice.fuse: fuse; auto x = [ [0.0, 1.0, 1.5, 2.0, 3.5, 4.25], [2.0, 7.5, 5.0, 1.0, 1.5, 0.0] ].fuse; assert(x.standardDeviation.approxEqual(sqrt(54.76562 / 11)));
Examples:Column standard deviation of matriximport mir.algorithm.iteration: all; import mir.math.common: approxEqual, sqrt; import mir.ndslice.fuse: fuse; import mir.ndslice.topology: alongDim, byDim, map; auto x = [ [0.0, 1.0, 1.5, 2.0], [3.5, 4.25, 2.0, 7.5], [5.0, 1.0, 1.5, 0.0] ].fuse; auto result = [13.16667 / 2, 7.041667 / 2, 0.1666667 / 2, 30.16667 / 2].map!sqrt; // Use byDim or alongDim with map to compute standardDeviation of row/column. assert(x.byDim!1.map!standardDeviation.all!approxEqual(result)); assert(x.alongDim!0.map!standardDeviation.all!approxEqual(result)); // FIXME // Without using map, computes the standardDeviation of the whole slice // assert(x.byDim!1.standardDeviation == x.sliced.standardDeviation); // assert(x.alongDim!0.standardDeviation == x.sliced.standardDeviation);
Examples:Can also set algorithm typeimport mir.math.common: approxEqual, sqrt; import mir.ndslice.slice: sliced; auto a = [0.0, 1.0, 1.5, 2.0, 3.5, 4.25, 2.0, 7.5, 5.0, 1.0, 1.5, 0.0].sliced; auto x = a + 1_000_000_000; auto y = x.standardDeviation; assert(y.approxEqual(sqrt(54.76562 / 11))); // The naive algorithm is numerically unstable in this case auto z0 = x.standardDeviation!"naive"; assert(!z0.approxEqual(y)); // But the two-pass algorithm provides a consistent answer auto z1 = x.standardDeviation!"twoPass"; assert(z1.approxEqual(y));
Examples:Can also set algorithm or output typeimport mir.math.common: approxEqual, sqrt; import mir.ndslice.slice: sliced; import mir.ndslice.topology: repeat; //Set population standard deviation, standardDeviation algorithm, sum algorithm or output type auto a = [1.0, 1e100, 1, -1e100].sliced; auto x = a * 10_000; bool populationTrueRT = true; bool populationFalseRT = false; enum PopulationTrueCT = true; /++ Due to Floating Point precision, when centering `x`, subtracting the mean from the second and fourth numbers has no effect. Further, after centering and squaring `x`, the first and third numbers in the slice have precision too low to be included in the centered sum of squares. +/ assert(x.standardDeviation(populationFalseRT).approxEqual(sqrt(2.0e208 / 3))); assert(x.standardDeviation(populationTrueRT).approxEqual(sqrt(2.0e208 / 4))); assert(x.standardDeviation(PopulationTrueCT).approxEqual(sqrt(2.0e208 / 4))); assert(x.standardDeviation!("online").approxEqual(sqrt(2.0e208 / 3))); assert(x.standardDeviation!("online", "kbn").approxEqual(sqrt(2.0e208 / 3))); assert(x.standardDeviation!("online", "kb2").approxEqual(sqrt(2.0e208 / 3))); assert(x.standardDeviation!("online", "precise").approxEqual(sqrt(2.0e208 / 3))); assert(x.standardDeviation!(double, "online", "precise").approxEqual(sqrt(2.0e208 / 3))); assert(x.standardDeviation!(double, "online", "precise")(populationTrueRT).approxEqual(sqrt(2.0e208 / 4))); auto y = uint.max.repeat(3); auto z = y.standardDeviation!ulong; assert(z == 0.0); static assert(is(typeof(z) == double));
Examples:For integral slices, pass output type as template parameter to ensure output type is correct.import mir.math.common: approxEqual, sqrt; import mir.ndslice.slice: sliced; auto x = [0, 1, 1, 2, 4, 4, 2, 7, 5, 1, 2, 0].sliced; auto y = x.standardDeviation; assert(y.approxEqual(sqrt(50.91667 / 11))); static assert(is(typeof(y) == double)); assert(x.standardDeviation!float.approxEqual(sqrt(50.91667 / 11)));
Examples:Variance works for other user-defined types (provided they can be converted to a floating point)import mir.ndslice.slice: sliced; static struct Foo { float x; alias x this; } Foo[] foo = [Foo(1f), Foo(2f), Foo(3f)]; assert(foo.standardDeviation == 1f);
Examples:Compute standard deviation along specified dimention of tensorsimport mir.algorithm.iteration: all; import mir.math.common: approxEqual, sqrt; import mir.ndslice.fuse: fuse; import mir.ndslice.topology: as, iota, alongDim, map, repeat; auto x = [ [0.0, 1, 2], [3.0, 4, 5] ].fuse; assert(x.standardDeviation.approxEqual(sqrt(17.5 / 5))); auto m0 = repeat(sqrt(4.5), 3); assert(x.alongDim!0.map!standardDeviation.all!approxEqual(m0)); assert(x.alongDim!(-2).map!standardDeviation.all!approxEqual(m0)); auto m1 = [1.0, 1.0]; assert(x.alongDim!1.map!standardDeviation.all!approxEqual(m1)); assert(x.alongDim!(-1).map!standardDeviation.all!approxEqual(m1)); assert(iota(2, 3, 4, 5).as!double.alongDim!0.map!standardDeviation.all!approxEqual(repeat(sqrt(3600.0 / 2), 3, 4, 5)));
Examples:Arbitrary standard deviationimport mir.math.common: sqrt; assert(standardDeviation(1.0, 2, 3) == 1.0); assert(standardDeviation!float(1, 2, 3) == 1f);
- stdevType!F
standardDeviation
(Range)(Ranger
, boolisPopulation
= false)
if (isIterable!Range); - Parameters:
Range r
range, must be finite iterable bool isPopulation
true if population standard deviation, false if sample standard deviation (default) - stdevType!F
standardDeviation
(scope const F[]ar
...); - Parameters:
F[] ar
values
- template
simpleLinearRegression
(Summation summation = Summation.kbn)
templatesimpleLinearRegression
(string summation) - A linear regression model with a single explanatory variable.Examples:
import mir.math.common: approxEqual; static immutable x = [0, 1, 2, 3]; static immutable y = [-1, 0.2, 0.9, 2.1]; auto params = x.simpleLinearRegression(y); assert(params[0].approxEqual(-0.95)); // shift assert(params[1].approxEqual(1)); // slope
- @safe sumType!YRange[2]
simpleLinearRegression
(XRange, YRange)(XRangex
, YRangey
)
if (isInputRange!XRange && isInputRange!YRange && !(isArray!XRange && isArray!YRange) && isFloatingPoint!(sumType!YRange));
@safe sumType!(Y[])[2]simpleLinearRegression
(X, Y)(scope const X[]x
, scope const Y[]y
); - Parameters:
XRange x
x
[i] pointsYRange y
f( x
[i]) valuesReturns:The pair of shift and slope of the linear curve.
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Ddoc on Tue Jan 11 06:37:09 2022