127 lines
3.1 KiB
Rust
127 lines
3.1 KiB
Rust
#![no_std]
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extern crate conv;
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#[cfg(test)] extern crate rand;
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#[cfg(test)] #[macro_use] extern crate std;
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use conv::ApproxFrom;
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/// Represent an average value of a sequence of numbers.
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///
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/// The average is calculated iteratively, so the sequence of numbers can be an
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/// iterator.
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///
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/// ```
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/// use average::Average;
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///
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/// let a: Average = (1..6).map(|x| x as f64).collect();
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/// assert_eq!(a.avg(), 3.0);
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/// assert_eq!(a.var(), 2.5);
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/// ```
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#[derive(Debug, Clone)]
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pub struct Average {
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avg: f64,
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n: u64,
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v: f64,
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}
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impl Average {
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/// Create a new average.
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pub fn new() -> Average {
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Average { avg: 0., n: 0, v: 0. }
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}
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/// Add a number to the sequence of which the average is calculated.
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pub fn add(&mut self, x: f64) {
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self.n += 1;
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let prev_avg = self.avg;
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self.avg += (x - prev_avg) / f64::approx_from(self.n).unwrap();
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self.v += (x - prev_avg) * (x - self.avg);
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}
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/// Return the average of the sequence.
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pub fn avg(&self) -> f64 {
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self.avg
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}
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/// Return the number of elements in the sequence.
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pub fn len(&self) -> u64 {
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self.n
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}
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/// Calculate the unbiased sample variance of the sequence.
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pub fn var(&self) -> f64 {
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if self.n < 2 {
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return 0.;
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}
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self.v / f64::approx_from(self.n - 1).unwrap()
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}
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/// Calculate the standard error of the average of the sequence.
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pub fn err(&self) -> f64 {
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if self.n == 0 {
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return 0.;
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}
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(self.var() / f64::approx_from(self.n).unwrap()).sqrt()
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}
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}
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impl core::iter::FromIterator<f64> for Average {
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fn from_iter<T>(iter: T) -> Average
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where T: IntoIterator<Item=f64>
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{
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let mut a = Average::new();
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for i in iter {
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a.add(i);
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}
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a
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}
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}
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macro_rules! assert_almost_eq {
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($a:expr, $b:expr, $prec:expr) => (
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if ($a - $b).abs() > $prec {
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panic!(format!("assertion failed: `abs(left - right) < {:e}`, (left: `{}`, right: `{}`)", $prec, $a, $b));
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}
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);
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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use ::conv::ConvAsUtil;
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#[test]
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fn average_trivial() {
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let mut a = Average::new();
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assert_eq!(a.len(), 0);
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a.add(1.0);
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assert_eq!(a.avg(), 1.0);
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assert_eq!(a.len(), 1);
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assert_eq!(a.var(), 0.0);
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assert_eq!(a.err(), 0.0);
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}
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#[test]
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fn average_simple() {
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let a: Average = (1..6).map(|x| x.approx().unwrap()).collect();
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assert_eq!(a.avg(), 3.0);
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assert_eq!(a.len(), 5);
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assert_eq!(a.var(), 2.5);
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assert_almost_eq!(a.err(), f64::sqrt(0.5), 1e-16);
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}
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#[test]
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fn average_normal_distribution() {
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use rand::distributions::{Normal, IndependentSample};
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let normal = Normal::new(2.0, 3.0);
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let mut a = Average::new();
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for _ in 0..1000000 {
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a.add(normal.ind_sample(&mut ::rand::thread_rng()));
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}
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assert_almost_eq!(a.avg(), 2.0, 1e-2);
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assert_almost_eq!(a.var().sqrt(), 3.0, 1e-2);
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}
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}
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