Rename Average
to AverageWithError
This anticipates an implementation that does not calculate the error.
This commit is contained in:
parent
ee6c5f861c
commit
962adb91d7
@ -15,13 +15,13 @@ use conv::ApproxFrom;
|
|||||||
/// ## Example
|
/// ## Example
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use average::Average;
|
/// use average::AverageWithError;
|
||||||
///
|
///
|
||||||
/// let a: Average = (1..6).map(Into::into).collect();
|
/// let a: AverageWithError = (1..6).map(Into::into).collect();
|
||||||
/// println!("The average is {} ± {}.", a.mean(), a.error());
|
/// println!("The average is {} ± {}.", a.mean(), a.error());
|
||||||
/// ```
|
/// ```
|
||||||
#[derive(Debug, Clone)]
|
#[derive(Debug, Clone)]
|
||||||
pub struct Average {
|
pub struct AverageWithError {
|
||||||
/// Average value.
|
/// Average value.
|
||||||
avg: f64,
|
avg: f64,
|
||||||
/// Number of samples.
|
/// Number of samples.
|
||||||
@ -30,10 +30,10 @@ pub struct Average {
|
|||||||
v: f64,
|
v: f64,
|
||||||
}
|
}
|
||||||
|
|
||||||
impl Average {
|
impl AverageWithError {
|
||||||
/// Create a new average estimator.
|
/// Create a new average estimator.
|
||||||
pub fn new() -> Average {
|
pub fn new() -> AverageWithError {
|
||||||
Average { avg: 0., n: 0, v: 0. }
|
AverageWithError { avg: 0., n: 0, v: 0. }
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Add an element sampled from the population.
|
/// Add an element sampled from the population.
|
||||||
@ -98,18 +98,18 @@ impl Average {
|
|||||||
/// ## Example
|
/// ## Example
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use average::Average;
|
/// use average::AverageWithError;
|
||||||
///
|
///
|
||||||
/// let sequence: &[f64] = &[1., 2., 3., 4., 5., 6., 7., 8., 9.];
|
/// let sequence: &[f64] = &[1., 2., 3., 4., 5., 6., 7., 8., 9.];
|
||||||
/// let (left, right) = sequence.split_at(3);
|
/// let (left, right) = sequence.split_at(3);
|
||||||
/// let avg_total: Average = sequence.iter().map(|x| *x).collect();
|
/// let avg_total: AverageWithError = sequence.iter().map(|x| *x).collect();
|
||||||
/// let mut avg_left: Average = left.iter().map(|x| *x).collect();
|
/// let mut avg_left: AverageWithError = left.iter().map(|x| *x).collect();
|
||||||
/// let avg_right: Average = right.iter().map(|x| *x).collect();
|
/// let avg_right: AverageWithError = right.iter().map(|x| *x).collect();
|
||||||
/// avg_left.merge(&avg_right);
|
/// avg_left.merge(&avg_right);
|
||||||
/// assert_eq!(avg_total.mean(), avg_left.mean());
|
/// assert_eq!(avg_total.mean(), avg_left.mean());
|
||||||
/// assert_eq!(avg_total.sample_variance(), avg_left.sample_variance());
|
/// assert_eq!(avg_total.sample_variance(), avg_left.sample_variance());
|
||||||
/// ```
|
/// ```
|
||||||
pub fn merge(&mut self, other: &Average) {
|
pub fn merge(&mut self, other: &AverageWithError) {
|
||||||
// This algorithm was proposed by Chan et al. in 1979.
|
// This algorithm was proposed by Chan et al. in 1979.
|
||||||
//
|
//
|
||||||
// See https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance.
|
// See https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance.
|
||||||
@ -128,17 +128,17 @@ impl Average {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
impl core::default::Default for Average {
|
impl core::default::Default for AverageWithError {
|
||||||
fn default() -> Average {
|
fn default() -> AverageWithError {
|
||||||
Average::new()
|
AverageWithError::new()
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
impl core::iter::FromIterator<f64> for Average {
|
impl core::iter::FromIterator<f64> for AverageWithError {
|
||||||
fn from_iter<T>(iter: T) -> Average
|
fn from_iter<T>(iter: T) -> AverageWithError
|
||||||
where T: IntoIterator<Item=f64>
|
where T: IntoIterator<Item=f64>
|
||||||
{
|
{
|
||||||
let mut a = Average::new();
|
let mut a = AverageWithError::new();
|
||||||
for i in iter {
|
for i in iter {
|
||||||
a.add(i);
|
a.add(i);
|
||||||
}
|
}
|
||||||
@ -155,9 +155,9 @@ mod tests {
|
|||||||
let sequence: &[f64] = &[1., 2., 3., 4., 5., 6., 7., 8., 9.];
|
let sequence: &[f64] = &[1., 2., 3., 4., 5., 6., 7., 8., 9.];
|
||||||
for mid in 0..sequence.len() {
|
for mid in 0..sequence.len() {
|
||||||
let (left, right) = sequence.split_at(mid);
|
let (left, right) = sequence.split_at(mid);
|
||||||
let avg_total: Average = sequence.iter().map(|x| *x).collect();
|
let avg_total: AverageWithError = sequence.iter().map(|x| *x).collect();
|
||||||
let mut avg_left: Average = left.iter().map(|x| *x).collect();
|
let mut avg_left: AverageWithError = left.iter().map(|x| *x).collect();
|
||||||
let avg_right: Average = right.iter().map(|x| *x).collect();
|
let avg_right: AverageWithError = right.iter().map(|x| *x).collect();
|
||||||
avg_left.merge(&avg_right);
|
avg_left.merge(&avg_right);
|
||||||
assert_eq!(avg_total.n, avg_left.n);
|
assert_eq!(avg_total.n, avg_left.n);
|
||||||
assert_eq!(avg_total.avg, avg_left.avg);
|
assert_eq!(avg_total.avg, avg_left.avg);
|
||||||
|
16
src/lib.rs
16
src/lib.rs
@ -2,8 +2,8 @@
|
|||||||
//! sequence of numbers, and for their standard errors. The typical workflow
|
//! sequence of numbers, and for their standard errors. The typical workflow
|
||||||
//! looks like this:
|
//! looks like this:
|
||||||
//!
|
//!
|
||||||
//! 1. Initialize your estimator of choice ([`Average`] or [`WeightedAverage`])
|
//! 1. Initialize your estimator of choice ([`AverageWithError`] or
|
||||||
//! with `new()`.
|
//! [`WeightedAverageWithError`]) with `new()`.
|
||||||
//! 2. Add some subset (called "samples") of the sequence of numbers (called
|
//! 2. Add some subset (called "samples") of the sequence of numbers (called
|
||||||
//! "population") for which you want to estimate the average, using `add()`
|
//! "population") for which you want to estimate the average, using `add()`
|
||||||
//! or `collect()`.
|
//! or `collect()`.
|
||||||
@ -13,15 +13,15 @@
|
|||||||
//! You can run several estimators in parallel and merge them into one with
|
//! You can run several estimators in parallel and merge them into one with
|
||||||
//! `merge()`.
|
//! `merge()`.
|
||||||
//!
|
//!
|
||||||
//! [`Average`]: ./average/struct.Average.html
|
//! [`AverageWithError`]: ./average/struct.Average.html
|
||||||
//! [`WeightedAverage`]: ./weighted_average/struct.WeightedAverage.html
|
//! [`WeightedAverageWithError`]: ./weighted_average/struct.WeightedAverage.html
|
||||||
//!
|
//!
|
||||||
//! ## Example
|
//! ## Example
|
||||||
//!
|
//!
|
||||||
//! ```
|
//! ```
|
||||||
//! use average::Average;
|
//! use average::AverageWithError;
|
||||||
//!
|
//!
|
||||||
//! let mut a: Average = (1..6).map(Into::into).collect();
|
//! let mut a: AverageWithError = (1..6).map(Into::into).collect();
|
||||||
//! a.add(42.);
|
//! a.add(42.);
|
||||||
//! println!("The average is {} ± {}.", a.mean(), a.error());
|
//! println!("The average is {} ± {}.", a.mean(), a.error());
|
||||||
//! ```
|
//! ```
|
||||||
@ -36,5 +36,5 @@ extern crate conv;
|
|||||||
mod average;
|
mod average;
|
||||||
mod weighted_average;
|
mod weighted_average;
|
||||||
|
|
||||||
pub use average::Average;
|
pub use average::AverageWithError;
|
||||||
pub use weighted_average::WeightedAverage;
|
pub use weighted_average::WeightedAverageWithError;
|
||||||
|
@ -1,6 +1,6 @@
|
|||||||
use core;
|
use core;
|
||||||
|
|
||||||
use super::Average;
|
use super::AverageWithError;
|
||||||
|
|
||||||
/// Estimate the weighted and unweighted arithmetic mean and the unweighted
|
/// Estimate the weighted and unweighted arithmetic mean and the unweighted
|
||||||
/// variance of a sequence of numbers ("population").
|
/// variance of a sequence of numbers ("population").
|
||||||
@ -11,14 +11,14 @@ use super::Average;
|
|||||||
/// ## Example
|
/// ## Example
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use average::WeightedAverage;
|
/// use average::WeightedAverageWithError;
|
||||||
///
|
///
|
||||||
/// let a: WeightedAverage = (1..6).zip(1..6)
|
/// let a: WeightedAverageWithError = (1..6).zip(1..6)
|
||||||
/// .map(|(x, w)| (f64::from(x), f64::from(w))).collect();
|
/// .map(|(x, w)| (f64::from(x), f64::from(w))).collect();
|
||||||
/// println!("The weighted average is {} ± {}.", a.weighted_mean(), a.error());
|
/// println!("The weighted average is {} ± {}.", a.weighted_mean(), a.error());
|
||||||
/// ```
|
/// ```
|
||||||
#[derive(Debug, Clone)]
|
#[derive(Debug, Clone)]
|
||||||
pub struct WeightedAverage {
|
pub struct WeightedAverageWithError {
|
||||||
/// Sum of the weights.
|
/// Sum of the weights.
|
||||||
weight_sum: f64,
|
weight_sum: f64,
|
||||||
/// Sum of the squares of the weights.
|
/// Sum of the squares of the weights.
|
||||||
@ -27,15 +27,15 @@ pub struct WeightedAverage {
|
|||||||
weighted_avg: f64,
|
weighted_avg: f64,
|
||||||
|
|
||||||
/// Estimator of unweighted average and its variance.
|
/// Estimator of unweighted average and its variance.
|
||||||
unweighted_avg: Average,
|
unweighted_avg: AverageWithError,
|
||||||
}
|
}
|
||||||
|
|
||||||
impl WeightedAverage {
|
impl WeightedAverageWithError {
|
||||||
/// Create a new weighted and unweighted average estimator.
|
/// Create a new weighted and unweighted average estimator.
|
||||||
pub fn new() -> WeightedAverage {
|
pub fn new() -> WeightedAverageWithError {
|
||||||
WeightedAverage {
|
WeightedAverageWithError {
|
||||||
weight_sum: 0., weight_sum_sq: 0., weighted_avg: 0.,
|
weight_sum: 0., weight_sum_sq: 0., weighted_avg: 0.,
|
||||||
unweighted_avg: Average::new(),
|
unweighted_avg: AverageWithError::new(),
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
@ -134,20 +134,20 @@ impl WeightedAverage {
|
|||||||
/// ## Example
|
/// ## Example
|
||||||
///
|
///
|
||||||
/// ```
|
/// ```
|
||||||
/// use average::WeightedAverage;
|
/// use average::WeightedAverageWithError;
|
||||||
///
|
///
|
||||||
/// let weighted_sequence: &[(f64, f64)] = &[
|
/// let weighted_sequence: &[(f64, f64)] = &[
|
||||||
/// (1., 0.1), (2., 0.2), (3., 0.3), (4., 0.4), (5., 0.5),
|
/// (1., 0.1), (2., 0.2), (3., 0.3), (4., 0.4), (5., 0.5),
|
||||||
/// (6., 0.6), (7., 0.7), (8., 0.8), (9., 0.9)];
|
/// (6., 0.6), (7., 0.7), (8., 0.8), (9., 0.9)];
|
||||||
/// let (left, right) = weighted_sequence.split_at(3);
|
/// let (left, right) = weighted_sequence.split_at(3);
|
||||||
/// let avg_total: WeightedAverage = weighted_sequence.iter().map(|&x| x).collect();
|
/// let avg_total: WeightedAverageWithError = weighted_sequence.iter().map(|&x| x).collect();
|
||||||
/// let mut avg_left: WeightedAverage = left.iter().map(|&x| x).collect();
|
/// let mut avg_left: WeightedAverageWithError = left.iter().map(|&x| x).collect();
|
||||||
/// let avg_right: WeightedAverage = right.iter().map(|&x| x).collect();
|
/// let avg_right: WeightedAverageWithError = right.iter().map(|&x| x).collect();
|
||||||
/// avg_left.merge(&avg_right);
|
/// avg_left.merge(&avg_right);
|
||||||
/// assert!((avg_total.weighted_mean() - avg_left.weighted_mean()).abs() < 1e-15);
|
/// assert!((avg_total.weighted_mean() - avg_left.weighted_mean()).abs() < 1e-15);
|
||||||
/// assert!((avg_total.error() - avg_left.error()).abs() < 1e-15);
|
/// assert!((avg_total.error() - avg_left.error()).abs() < 1e-15);
|
||||||
/// ```
|
/// ```
|
||||||
pub fn merge(&mut self, other: &WeightedAverage) {
|
pub fn merge(&mut self, other: &WeightedAverageWithError) {
|
||||||
let total_weight_sum = self.weight_sum + other.weight_sum;
|
let total_weight_sum = self.weight_sum + other.weight_sum;
|
||||||
self.weighted_avg = (self.weight_sum * self.weighted_avg
|
self.weighted_avg = (self.weight_sum * self.weighted_avg
|
||||||
+ other.weight_sum * other.weighted_avg)
|
+ other.weight_sum * other.weighted_avg)
|
||||||
@ -159,17 +159,17 @@ impl WeightedAverage {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
impl core::default::Default for WeightedAverage {
|
impl core::default::Default for WeightedAverageWithError {
|
||||||
fn default() -> WeightedAverage {
|
fn default() -> WeightedAverageWithError {
|
||||||
WeightedAverage::new()
|
WeightedAverageWithError::new()
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
impl core::iter::FromIterator<(f64, f64)> for WeightedAverage {
|
impl core::iter::FromIterator<(f64, f64)> for WeightedAverageWithError {
|
||||||
fn from_iter<T>(iter: T) -> WeightedAverage
|
fn from_iter<T>(iter: T) -> WeightedAverageWithError
|
||||||
where T: IntoIterator<Item=(f64, f64)>
|
where T: IntoIterator<Item=(f64, f64)>
|
||||||
{
|
{
|
||||||
let mut a = WeightedAverage::new();
|
let mut a = WeightedAverageWithError::new();
|
||||||
for (i, w) in iter {
|
for (i, w) in iter {
|
||||||
a.add(i, w);
|
a.add(i, w);
|
||||||
}
|
}
|
||||||
@ -186,9 +186,9 @@ mod tests {
|
|||||||
let sequence: &[f64] = &[1., 2., 3., 4., 5., 6., 7., 8., 9.];
|
let sequence: &[f64] = &[1., 2., 3., 4., 5., 6., 7., 8., 9.];
|
||||||
for mid in 0..sequence.len() {
|
for mid in 0..sequence.len() {
|
||||||
let (left, right) = sequence.split_at(mid);
|
let (left, right) = sequence.split_at(mid);
|
||||||
let avg_total: WeightedAverage = sequence.iter().map(|x| (*x, 1.)).collect();
|
let avg_total: WeightedAverageWithError = sequence.iter().map(|x| (*x, 1.)).collect();
|
||||||
let mut avg_left: WeightedAverage = left.iter().map(|x| (*x, 1.)).collect();
|
let mut avg_left: WeightedAverageWithError = left.iter().map(|x| (*x, 1.)).collect();
|
||||||
let avg_right: WeightedAverage = right.iter().map(|x| (*x, 1.)).collect();
|
let avg_right: WeightedAverageWithError = right.iter().map(|x| (*x, 1.)).collect();
|
||||||
avg_left.merge(&avg_right);
|
avg_left.merge(&avg_right);
|
||||||
|
|
||||||
assert_eq!(avg_total.weight_sum, avg_left.weight_sum);
|
assert_eq!(avg_total.weight_sum, avg_left.weight_sum);
|
||||||
@ -209,9 +209,9 @@ mod tests {
|
|||||||
(6., 0.6), (7., 0.7), (8., 0.8), (9., 0.)];
|
(6., 0.6), (7., 0.7), (8., 0.8), (9., 0.)];
|
||||||
for mid in 0..sequence.len() {
|
for mid in 0..sequence.len() {
|
||||||
let (left, right) = sequence.split_at(mid);
|
let (left, right) = sequence.split_at(mid);
|
||||||
let avg_total: WeightedAverage = sequence.iter().map(|&(x, w)| (x, w)).collect();
|
let avg_total: WeightedAverageWithError = sequence.iter().map(|&(x, w)| (x, w)).collect();
|
||||||
let mut avg_left: WeightedAverage = left.iter().map(|&(x, w)| (x, w)).collect();
|
let mut avg_left: WeightedAverageWithError = left.iter().map(|&(x, w)| (x, w)).collect();
|
||||||
let avg_right: WeightedAverage = right.iter().map(|&(x, w)| (x, w)).collect();
|
let avg_right: WeightedAverageWithError = right.iter().map(|&(x, w)| (x, w)).collect();
|
||||||
avg_left.merge(&avg_right);
|
avg_left.merge(&avg_right);
|
||||||
assert_eq!(avg_total.unweighted_avg.len(), avg_left.unweighted_avg.len());
|
assert_eq!(avg_total.unweighted_avg.len(), avg_left.unweighted_avg.len());
|
||||||
assert_almost_eq!(avg_total.weight_sum, avg_left.weight_sum, 1e-15);
|
assert_almost_eq!(avg_total.weight_sum, avg_left.weight_sum, 1e-15);
|
||||||
|
@ -6,11 +6,11 @@ extern crate rand;
|
|||||||
|
|
||||||
use core::iter::Iterator;
|
use core::iter::Iterator;
|
||||||
|
|
||||||
use average::Average;
|
use average::AverageWithError;
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn trivial() {
|
fn trivial() {
|
||||||
let mut a = Average::new();
|
let mut a = AverageWithError::new();
|
||||||
assert_eq!(a.len(), 0);
|
assert_eq!(a.len(), 0);
|
||||||
a.add(1.0);
|
a.add(1.0);
|
||||||
assert_eq!(a.mean(), 1.0);
|
assert_eq!(a.mean(), 1.0);
|
||||||
@ -28,7 +28,7 @@ fn trivial() {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn simple() {
|
fn simple() {
|
||||||
let a: Average = (1..6).map(f64::from).collect();
|
let a: AverageWithError = (1..6).map(f64::from).collect();
|
||||||
assert_eq!(a.mean(), 3.0);
|
assert_eq!(a.mean(), 3.0);
|
||||||
assert_eq!(a.len(), 5);
|
assert_eq!(a.len(), 5);
|
||||||
assert_eq!(a.sample_variance(), 2.5);
|
assert_eq!(a.sample_variance(), 2.5);
|
||||||
@ -40,7 +40,7 @@ fn numerically_unstable() {
|
|||||||
// The naive algorithm fails for this example due to cancelation.
|
// The naive algorithm fails for this example due to cancelation.
|
||||||
let big = 1e9;
|
let big = 1e9;
|
||||||
let sample = &[big + 4., big + 7., big + 13., big + 16.];
|
let sample = &[big + 4., big + 7., big + 13., big + 16.];
|
||||||
let a: Average = sample.iter().map(|x| *x).collect();
|
let a: AverageWithError = sample.iter().map(|x| *x).collect();
|
||||||
assert_eq!(a.sample_variance(), 30.);
|
assert_eq!(a.sample_variance(), 30.);
|
||||||
}
|
}
|
||||||
|
|
||||||
@ -48,7 +48,7 @@ fn numerically_unstable() {
|
|||||||
fn normal_distribution() {
|
fn normal_distribution() {
|
||||||
use rand::distributions::{Normal, IndependentSample};
|
use rand::distributions::{Normal, IndependentSample};
|
||||||
let normal = Normal::new(2.0, 3.0);
|
let normal = Normal::new(2.0, 3.0);
|
||||||
let mut a = Average::new();
|
let mut a = AverageWithError::new();
|
||||||
for _ in 0..1_000_000 {
|
for _ in 0..1_000_000 {
|
||||||
a.add(normal.ind_sample(&mut ::rand::thread_rng()));
|
a.add(normal.ind_sample(&mut ::rand::thread_rng()));
|
||||||
}
|
}
|
||||||
|
@ -19,7 +19,7 @@ fn initialize_vec(size: usize) -> Vec<f64> {
|
|||||||
#[test]
|
#[test]
|
||||||
fn average_vs_streaming_stats_small() {
|
fn average_vs_streaming_stats_small() {
|
||||||
let values = initialize_vec(100);
|
let values = initialize_vec(100);
|
||||||
let a: average::Average = values.iter().map(|x| *x).collect();
|
let a: average::AverageWithError = values.iter().map(|x| *x).collect();
|
||||||
let b: stats::OnlineStats = values.iter().map(|x| *x).collect();
|
let b: stats::OnlineStats = values.iter().map(|x| *x).collect();
|
||||||
assert_almost_eq!(a.mean(), b.mean(), 1e-16);
|
assert_almost_eq!(a.mean(), b.mean(), 1e-16);
|
||||||
assert_almost_eq!(a.population_variance(), b.variance(), 1e-16);
|
assert_almost_eq!(a.population_variance(), b.variance(), 1e-16);
|
||||||
@ -28,7 +28,7 @@ fn average_vs_streaming_stats_small() {
|
|||||||
#[test]
|
#[test]
|
||||||
fn average_vs_streaming_stats_large() {
|
fn average_vs_streaming_stats_large() {
|
||||||
let values = initialize_vec(1_000_000);
|
let values = initialize_vec(1_000_000);
|
||||||
let a: average::Average = values.iter().map(|x| *x).collect();
|
let a: average::AverageWithError = values.iter().map(|x| *x).collect();
|
||||||
let b: stats::OnlineStats = values.iter().map(|x| *x).collect();
|
let b: stats::OnlineStats = values.iter().map(|x| *x).collect();
|
||||||
assert_almost_eq!(a.mean(), b.mean(), 1e-16);
|
assert_almost_eq!(a.mean(), b.mean(), 1e-16);
|
||||||
assert_almost_eq!(a.population_variance(), b.variance(), 1e-13);
|
assert_almost_eq!(a.population_variance(), b.variance(), 1e-13);
|
||||||
|
@ -4,11 +4,11 @@ extern crate core;
|
|||||||
|
|
||||||
use core::iter::Iterator;
|
use core::iter::Iterator;
|
||||||
|
|
||||||
use average::WeightedAverage;
|
use average::WeightedAverageWithError;
|
||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn trivial() {
|
fn trivial() {
|
||||||
let mut a = WeightedAverage::new();
|
let mut a = WeightedAverageWithError::new();
|
||||||
assert_eq!(a.len(), 0);
|
assert_eq!(a.len(), 0);
|
||||||
assert_eq!(a.sum_weights(), 0.);
|
assert_eq!(a.sum_weights(), 0.);
|
||||||
assert_eq!(a.sum_weights_sq(), 0.);
|
assert_eq!(a.sum_weights_sq(), 0.);
|
||||||
@ -32,7 +32,7 @@ fn trivial() {
|
|||||||
|
|
||||||
#[test]
|
#[test]
|
||||||
fn simple() {
|
fn simple() {
|
||||||
let a: WeightedAverage = (1..6).map(|x| (f64::from(x), 1.0)).collect();
|
let a: WeightedAverageWithError = (1..6).map(|x| (f64::from(x), 1.0)).collect();
|
||||||
assert_eq!(a.len(), 5);
|
assert_eq!(a.len(), 5);
|
||||||
assert_eq!(a.weighted_mean(), 3.0);
|
assert_eq!(a.weighted_mean(), 3.0);
|
||||||
assert_eq!(a.unweighted_mean(), 3.0);
|
assert_eq!(a.unweighted_mean(), 3.0);
|
||||||
@ -46,7 +46,7 @@ fn reference() {
|
|||||||
// Example from http://www.analyticalgroup.com/download/WEIGHTED_MEAN.pdf.
|
// Example from http://www.analyticalgroup.com/download/WEIGHTED_MEAN.pdf.
|
||||||
let values = &[5., 5., 4., 4., 3., 4., 3., 2., 2., 1.];
|
let values = &[5., 5., 4., 4., 3., 4., 3., 2., 2., 1.];
|
||||||
let weights = &[1.23, 2.12, 1.23, 0.32, 1.53, 0.59, 0.94, 0.94, 0.84, 0.73];
|
let weights = &[1.23, 2.12, 1.23, 0.32, 1.53, 0.59, 0.94, 0.94, 0.84, 0.73];
|
||||||
let a: WeightedAverage = values.iter().zip(weights.iter())
|
let a: WeightedAverageWithError = values.iter().zip(weights.iter())
|
||||||
.map(|(x, w)| (*x, *w)).collect();
|
.map(|(x, w)| (*x, *w)).collect();
|
||||||
assert_almost_eq!(a.weighted_mean(), 3.53486, 1e-5);
|
assert_almost_eq!(a.weighted_mean(), 3.53486, 1e-5);
|
||||||
assert_almost_eq!(a.sample_variance(), 1.7889, 1e-4);
|
assert_almost_eq!(a.sample_variance(), 1.7889, 1e-4);
|
||||||
@ -60,7 +60,7 @@ fn reference() {
|
|||||||
fn error_corner_case() {
|
fn error_corner_case() {
|
||||||
let values = &[1., 2.];
|
let values = &[1., 2.];
|
||||||
let weights = &[0.5, 0.5];
|
let weights = &[0.5, 0.5];
|
||||||
let a: WeightedAverage = values.iter().zip(weights.iter())
|
let a: WeightedAverageWithError = values.iter().zip(weights.iter())
|
||||||
.map(|(x, w)| (*x, *w)).collect();
|
.map(|(x, w)| (*x, *w)).collect();
|
||||||
assert_eq!(a.error(), 0.5);
|
assert_eq!(a.error(), 0.5);
|
||||||
}
|
}
|
||||||
|
Loading…
x
Reference in New Issue
Block a user