| 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 | |