1 | use std::fmt; |
2 | |
3 | use crate::stats::Distribution; |
4 | |
5 | #[derive(Clone, Copy, Eq, Ord, PartialEq, PartialOrd, Deserialize, Serialize, Debug)] |
6 | pub enum Statistic { |
7 | Mean, |
8 | Median, |
9 | MedianAbsDev, |
10 | Slope, |
11 | StdDev, |
12 | Typical, |
13 | } |
14 | |
15 | impl fmt::Display for Statistic { |
16 | fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result { |
17 | match *self { |
18 | Statistic::Mean => f.pad("mean" ), |
19 | Statistic::Median => f.pad("median" ), |
20 | Statistic::MedianAbsDev => f.pad("MAD" ), |
21 | Statistic::Slope => f.pad("slope" ), |
22 | Statistic::StdDev => f.pad("SD" ), |
23 | Statistic::Typical => f.pad("typical" ), |
24 | } |
25 | } |
26 | } |
27 | |
28 | #[derive(Clone, PartialEq, Deserialize, Serialize, Debug)] |
29 | pub struct ConfidenceInterval { |
30 | pub confidence_level: f64, |
31 | pub lower_bound: f64, |
32 | pub upper_bound: f64, |
33 | } |
34 | |
35 | #[derive(Clone, PartialEq, Deserialize, Serialize, Debug)] |
36 | pub struct Estimate { |
37 | /// The confidence interval for this estimate |
38 | pub confidence_interval: ConfidenceInterval, |
39 | /// |
40 | pub point_estimate: f64, |
41 | /// The standard error of this estimate |
42 | pub standard_error: f64, |
43 | } |
44 | |
45 | pub fn build_estimates( |
46 | distributions: &Distributions, |
47 | points: &PointEstimates, |
48 | cl: f64, |
49 | ) -> Estimates { |
50 | let to_estimate = |point_estimate, distribution: &Distribution<f64>| { |
51 | let (lb, ub) = distribution.confidence_interval(cl); |
52 | |
53 | Estimate { |
54 | confidence_interval: ConfidenceInterval { |
55 | confidence_level: cl, |
56 | lower_bound: lb, |
57 | upper_bound: ub, |
58 | }, |
59 | point_estimate, |
60 | standard_error: distribution.std_dev(None), |
61 | } |
62 | }; |
63 | |
64 | Estimates { |
65 | mean: to_estimate(points.mean, &distributions.mean), |
66 | median: to_estimate(points.median, &distributions.median), |
67 | median_abs_dev: to_estimate(points.median_abs_dev, &distributions.median_abs_dev), |
68 | slope: None, |
69 | std_dev: to_estimate(points.std_dev, &distributions.std_dev), |
70 | } |
71 | } |
72 | |
73 | pub fn build_change_estimates( |
74 | distributions: &ChangeDistributions, |
75 | points: &ChangePointEstimates, |
76 | cl: f64, |
77 | ) -> ChangeEstimates { |
78 | let to_estimate = |point_estimate, distribution: &Distribution<f64>| { |
79 | let (lb, ub) = distribution.confidence_interval(cl); |
80 | |
81 | Estimate { |
82 | confidence_interval: ConfidenceInterval { |
83 | confidence_level: cl, |
84 | lower_bound: lb, |
85 | upper_bound: ub, |
86 | }, |
87 | point_estimate, |
88 | standard_error: distribution.std_dev(None), |
89 | } |
90 | }; |
91 | |
92 | ChangeEstimates { |
93 | mean: to_estimate(points.mean, &distributions.mean), |
94 | median: to_estimate(points.median, &distributions.median), |
95 | } |
96 | } |
97 | |
98 | pub struct PointEstimates { |
99 | pub mean: f64, |
100 | pub median: f64, |
101 | pub median_abs_dev: f64, |
102 | pub std_dev: f64, |
103 | } |
104 | |
105 | #[derive(Debug, Serialize, Deserialize, Clone)] |
106 | pub struct Estimates { |
107 | pub mean: Estimate, |
108 | pub median: Estimate, |
109 | pub median_abs_dev: Estimate, |
110 | pub slope: Option<Estimate>, |
111 | pub std_dev: Estimate, |
112 | } |
113 | impl Estimates { |
114 | pub fn typical(&self) -> &Estimate { |
115 | self.slope.as_ref().unwrap_or(&self.mean) |
116 | } |
117 | pub fn get(&self, stat: Statistic) -> Option<&Estimate> { |
118 | match stat { |
119 | Statistic::Mean => Some(&self.mean), |
120 | Statistic::Median => Some(&self.median), |
121 | Statistic::MedianAbsDev => Some(&self.median_abs_dev), |
122 | Statistic::Slope => self.slope.as_ref(), |
123 | Statistic::StdDev => Some(&self.std_dev), |
124 | Statistic::Typical => Some(self.typical()), |
125 | } |
126 | } |
127 | } |
128 | |
129 | pub struct Distributions { |
130 | pub mean: Distribution<f64>, |
131 | pub median: Distribution<f64>, |
132 | pub median_abs_dev: Distribution<f64>, |
133 | pub slope: Option<Distribution<f64>>, |
134 | pub std_dev: Distribution<f64>, |
135 | } |
136 | impl Distributions { |
137 | pub fn typical(&self) -> &Distribution<f64> { |
138 | self.slope.as_ref().unwrap_or(&self.mean) |
139 | } |
140 | pub fn get(&self, stat: Statistic) -> Option<&Distribution<f64>> { |
141 | match stat { |
142 | Statistic::Mean => Some(&self.mean), |
143 | Statistic::Median => Some(&self.median), |
144 | Statistic::MedianAbsDev => Some(&self.median_abs_dev), |
145 | Statistic::Slope => self.slope.as_ref(), |
146 | Statistic::StdDev => Some(&self.std_dev), |
147 | Statistic::Typical => Some(self.typical()), |
148 | } |
149 | } |
150 | } |
151 | |
152 | pub struct ChangePointEstimates { |
153 | pub mean: f64, |
154 | pub median: f64, |
155 | } |
156 | |
157 | #[derive(Debug, Serialize, Deserialize, Clone)] |
158 | pub struct ChangeEstimates { |
159 | pub mean: Estimate, |
160 | pub median: Estimate, |
161 | } |
162 | impl ChangeEstimates { |
163 | pub fn get(&self, stat: Statistic) -> &Estimate { |
164 | match stat { |
165 | Statistic::Mean => &self.mean, |
166 | Statistic::Median => &self.median, |
167 | _ => panic!("Unexpected statistic" ), |
168 | } |
169 | } |
170 | } |
171 | |
172 | pub struct ChangeDistributions { |
173 | pub mean: Distribution<f64>, |
174 | pub median: Distribution<f64>, |
175 | } |
176 | impl ChangeDistributions { |
177 | pub fn get(&self, stat: Statistic) -> &Distribution<f64> { |
178 | match stat { |
179 | Statistic::Mean => &self.mean, |
180 | Statistic::Median => &self.median, |
181 | _ => panic!("Unexpected statistic" ), |
182 | } |
183 | } |
184 | } |
185 | |