import Control.Monad.ST (runST) import Criterion.Main import Data.Complex import Statistics.Sample import Statistics.Transform import Statistics.Correlation.Pearson import System.Random.MWC import qualified Data.Vector.Unboxed as U -- Test sample sample :: U.Vector Double sample = runST $ flip uniformVector 10000 =<< create -- Weighted test sample sampleW :: U.Vector (Double,Double) sampleW = U.zip sample (U.reverse sample) -- Comlex vector for FFT tests sampleC :: U.Vector (Complex Double) sampleC = U.zipWith (:+) sample (U.reverse sample) -- Simple benchmark for functions from Statistics.Sample main :: IO () main = defaultMain [ bgroup "sample" [ bench "range" $ nf (\x -> range x) sample -- Mean , bench "mean" $ nf (\x -> mean x) sample , bench "meanWeighted" $ nf (\x -> meanWeighted x) sampleW , bench "harmonicMean" $ nf (\x -> harmonicMean x) sample , bench "geometricMean" $ nf (\x -> geometricMean x) sample -- Variance , bench "variance" $ nf (\x -> variance x) sample , bench "varianceUnbiased" $ nf (\x -> varianceUnbiased x) sample , bench "varianceWeighted" $ nf (\x -> varianceWeighted x) sampleW -- Correlation , bench "pearson" $ nf (\x -> pearson (U.reverse sample) x) sample , bench "pearson'" $ nf (\x -> pearson' (U.reverse sample) x) sample , bench "pearsonFast" $ nf (\x -> pearsonFast (U.reverse sample) x) sample -- Other , bench "stdDev" $ nf (\x -> stdDev x) sample , bench "skewness" $ nf (\x -> skewness x) sample , bench "kurtosis" $ nf (\x -> kurtosis x) sample -- Central moments , bench "C.M. 2" $ nf (\x -> centralMoment 2 x) sample , bench "C.M. 3" $ nf (\x -> centralMoment 3 x) sample , bench "C.M. 4" $ nf (\x -> centralMoment 4 x) sample , bench "C.M. 5" $ nf (\x -> centralMoment 5 x) sample ] , bgroup "FFT" [ bgroup "fft" [ bench (show n) $ whnf fft (U.take n sampleC) | n <- fftSizes ] , bgroup "ifft" [ bench (show n) $ whnf ifft (U.take n sampleC) | n <- fftSizes ] , bgroup "dct" [ bench (show n) $ whnf dct (U.take n sample) | n <- fftSizes ] , bgroup "dct_" [ bench (show n) $ whnf dct_ (U.take n sampleC) | n <- fftSizes ] , bgroup "idct" [ bench (show n) $ whnf idct (U.take n sample) | n <- fftSizes ] , bgroup "idct_" [ bench (show n) $ whnf idct_ (U.take n sampleC) | n <- fftSizes ] ] ] fftSizes :: [Int] fftSizes = [32,128,512,2048]