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moments.rs
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moments.rs
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use core::iter::Iterator;
use average::{assert_almost_eq, Merge, Moments4};
#[test]
fn trivial() {
let mut a = Moments4::new();
assert_eq!(a.len(), 0);
assert_eq!(a.central_moment(1), 0.0);
#[cfg(any(feature = "std", feature = "libm"))]
assert_eq!(a.standardized_moment(2), 1.0);
a.add(1.0);
assert_eq!(a.len(), 1);
assert_eq!(a.mean(), 1.0);
assert_eq!(a.central_moment(0), 1.0);
assert_eq!(a.central_moment(1), 0.0);
assert_eq!(a.central_moment(2), 0.0);
assert_eq!(a.central_moment(3), 0.0);
a.add(1.0);
assert_eq!(a.len(), 2);
assert_eq!(a.mean(), 1.0);
assert_eq!(a.central_moment(0), 1.0);
assert_eq!(a.central_moment(1), 0.0);
assert_eq!(a.central_moment(2), 0.0);
assert_eq!(a.central_moment(3), 0.0);
}
#[test]
fn simple() {
let mut a: Moments4 = (1..6).map(f64::from).collect();
assert_eq!(a.len(), 5);
assert_eq!(a.mean(), 3.0);
assert_eq!(a.central_moment(0), 1.0);
assert_eq!(a.central_moment(1), 0.0);
// variance
assert_eq!(a.central_moment(2), 2.0);
#[cfg(any(feature = "std", feature = "libm"))]
{
assert_eq!(a.standardized_moment(0), 5.0);
assert_eq!(a.standardized_moment(1), 0.0);
assert_eq!(a.standardized_moment(2), 1.0);
assert_almost_eq!(a.sample_skewness(), 0.0, 1e-15);
assert_almost_eq!(a.standardized_moment(3), 0.0, 1e-15);
}
a.add(1.0);
#[cfg(any(feature = "std", feature = "libm"))]
{
// skewness
assert_almost_eq!(a.standardized_moment(3), 0.2795084971874741, 1e-15);
// kurtosis
assert_almost_eq!(a.standardized_moment(4), -1.365 + 3.0, 1e-14);
}
}
#[test]
fn simple_extend() {
let mut a = Moments4::new();
a.extend((1..6).map(f64::from));
assert_eq!(a.len(), 5);
assert_eq!(a.mean(), 3.0);
assert_eq!(a.central_moment(0), 1.0);
assert_eq!(a.central_moment(1), 0.0);
// variance
assert_eq!(a.central_moment(2), 2.0);
#[cfg(any(feature = "std", feature = "libm"))]
{
assert_eq!(a.standardized_moment(0), 5.0);
assert_eq!(a.standardized_moment(1), 0.0);
assert_eq!(a.standardized_moment(2), 1.0);
assert_almost_eq!(a.sample_skewness(), 0.0, 1e-15);
assert_almost_eq!(a.standardized_moment(3), 0.0, 1e-15);
}
a.add(1.0);
#[cfg(any(feature = "std", feature = "libm"))]
{
// skewness
assert_almost_eq!(a.standardized_moment(3), 0.2795084971874741, 1e-15);
// kurtosis
assert_almost_eq!(a.standardized_moment(4), -1.365 + 3.0, 1e-14);
}
}
#[cfg(feature = "serde1")]
#[test]
fn simple_serde() {
let a: Moments4 = (1..6).map(f64::from).collect();
let b = serde_json::to_string(&a).unwrap();
assert_eq!(
&b,
"{\"n\":5,\"avg\":3.0,\"m\":[10.0,1.7763568394002505e-15,34.00000000000001]}"
);
let mut c: Moments4 = serde_json::from_str(&b).unwrap();
assert_eq!(c.len(), 5);
assert_eq!(c.mean(), 3.0);
assert_eq!(c.central_moment(0), 1.0);
assert_eq!(c.central_moment(1), 0.0);
// variance
assert_eq!(c.central_moment(2), 2.0);
#[cfg(any(feature = "std", feature = "libm"))]
{
assert_eq!(c.standardized_moment(0), 5.0);
assert_eq!(c.standardized_moment(1), 0.0);
assert_eq!(c.standardized_moment(2), 1.0);
assert_almost_eq!(c.sample_skewness(), 0.0, 1e-15);
assert_almost_eq!(c.standardized_moment(3), 0.0, 1e-15);
}
c.add(1.0);
#[cfg(any(feature = "std", feature = "libm"))]
{
// skewness
assert_almost_eq!(c.standardized_moment(3), 0.2795084971874741, 1e-15);
// kurtosis
assert_almost_eq!(c.standardized_moment(4), -1.365 + 3.0, 1e-14);
}
}
#[test]
fn merge() {
let sequence: &[f64] = &[1., 2., 3., -4., 5.1, 6.3, 7.3, -8., 9., 1.];
for mid in 0..sequence.len() {
let (left, right) = sequence.split_at(mid);
let avg_total: Moments4 = sequence.iter().collect();
let mut avg_left: Moments4 = left.iter().collect();
let avg_right: Moments4 = right.iter().collect();
avg_left.merge(&avg_right);
assert_eq!(avg_total.len(), avg_left.len());
assert_almost_eq!(avg_total.mean(), avg_left.mean(), 1e-14);
assert_almost_eq!(
avg_total.central_moment(2),
avg_left.central_moment(2),
1e-14
);
assert_almost_eq!(
avg_total.central_moment(3),
avg_left.central_moment(3),
1e-13
);
assert_almost_eq!(
avg_total.central_moment(4),
avg_left.central_moment(4),
1e-12
);
}
}
#[test]
fn merge_empty() {
let mut left = Moments4::new();
let right = Moments4::new();
left.merge(&right);
assert_eq!(left.len(), 0);
left.add(1.);
left.add(1.);
left.add(1.);
left.add(1.);
assert_eq!(left.mean(), 1.);
assert_eq!(left.central_moment(2), 0.);
assert_eq!(left.central_moment(3), 0.);
assert_eq!(left.central_moment(4), 0.);
}