-- | -- Module : Numeric.Stats -- Copyright : (c) OleksandrZhabenko 2020 -- License : MIT -- Stability : Experimental -- Maintainer : olexandr543@yahoo.com -- -- A very basic descriptive statistics. Functions use a tail recursion approach to compute the values and are strict by an accumulator. {-# LANGUAGE BangPatterns, MagicHash #-} module Numeric.Stats where import GHC.Exts import GHC.Prim -- | Uses GHC unlifted types from @ghc-prim@ package. -- Similar code is here: Don Stewart. https://donsbot.wordpress.com/2008/05/06/write-haskell-as-fast-as-c-exploiting-strictness-laziness-and-recursion/ -- And here: http://fixpt.de/blog/2017-12-04-strictness-analysis-part-1.html -- And here: Michael Snoyman. https://www.fpcomplete.com/blog/2017/09/all-about-strictness/ -- mean2F :: [Float] -> Float# -> Int# -> Float mean2F ((F# !x):xs) !s1 !l1 = mean2F xs (plusFloat# s1 x) (l1 +# 1#) mean2F _ !s1 !l1 = case I# l1 of 0 -> error "Not defined for the third zero argument. " _ -> F# m where !m = divideFloat# s1 (int2Float# l1) -- | Uses GHC unlifted types from @ghc-prim@ package. -- Similar code is here: Don Stewart. https://donsbot.wordpress.com/2008/05/06/write-haskell-as-fast-as-c-exploiting-strictness-laziness-and-recursion/ -- And here: http://fixpt.de/blog/2017-12-04-strictness-analysis-part-1.html -- And here: Michael Snoyman. https://www.fpcomplete.com/blog/2017/09/all-about-strictness/ -- mean2D :: [Double] -> Double# -> Int# -> Double mean2D ((D# !x):xs) !s1 !l1 = mean2D xs (s1 +## x) (l1 +# 1#) mean2D _ !s1 !l1 = case I# l1 of 0 -> error "Not defined for the third zero argument. " _ -> D# m where !m = s1 /## int2Double# l1 -- | One-pass and tail-recursive realization for the pair of the mean and dispersion. Is vulnerable to the floating-point cancellation errors. -- Similar code is here: Don Stewart. https://donsbot.wordpress.com/2008/05/06/write-haskell-as-fast-as-c-exploiting-strictness-laziness-and-recursion/ -- And here: http://fixpt.de/blog/2017-12-04-strictness-analysis-part-1.html -- And here: Michael Snoyman. https://www.fpcomplete.com/blog/2017/09/all-about-strictness/ -- When using the needed, please, refer better to their variants. -- -- Among the 'meanWithDispersion', 'meanWithDisprsionF' and 'meanWithDispersionD' better to use the last one. meanWithDispersion :: (RealFrac a, Floating a) => [a] -> a -> a -> a -> a -> a -> (a,a) meanWithDispersion (!x:xs) !s1 !s2 !l1 m1 d = meanWithDispersion xs (s1 + x) (s2 + x*x) (l1 + 1) (m0 s1 l1 x) (m0 s2 l1 (x*x) - (m0 s1 l1 x)**2) where m0 !s3 !l2 !x = (s3 + x) / (l2 + 1) meanWithDispersion _ _ _ _ !m !d = (m,d) -- | Among the 'meanWithDispersion', 'meanWithDisprsionF' and 'meanWithDispersionD' better to use the last one. meanWithDispersionF :: [Float] -> Float# -> Float# -> Int# -> (Float,Float) meanWithDispersionF ((F# !x):xs) !s1 !s2 !l1 = meanWithDispersionF xs (plusFloat# s1 x) (plusFloat# s2 (timesFloat# x x)) (l1 +# 1#) meanWithDispersionF [] !s1 !s2 !l1 = (F# m, F# (minusFloat# (divideFloat# s2 (int2Float# l1)) (timesFloat# m m))) where !m = divideFloat# s1 (int2Float# l1) -- | Among the 'meanWithDispersion', 'meanWithDisprsionF' and 'meanWithDispersionD' better to use the last one. meanWithDispersionD :: [Double] -> Double# -> Double# -> Int# -> (Double,Double) meanWithDispersionD ((D# !x):xs) !s1 !s2 !l1 = meanWithDispersionD xs (s1 +## x) (s2 +## (x *## x)) (l1 +# 1#) meanWithDispersionD [] !s1 !s2 !l1 = (D# m, D# ((s2 /## int2Double# l1) -## (m *## m))) where !m = s1 /## int2Double# l1 -- | Uses 'mean2F' inside. meanF :: [Float] -> Float meanF xs = mean2F xs 0.0# 0# {-# INLINE meanF #-} meanD :: [Double] -> Double meanD xs = mean2D xs 0.0## 0# -- | Among the 'meanWithDisp', 'meanWithDispF2' and 'meanWithDispD2' better to use the last one. meanWithDisp :: (RealFrac a, Floating a) => [a] -> (a,a) meanWithDisp xs | null xs = error "Not defined for the empty list. " | otherwise = meanWithDispersion xs 0.0 0.0 0.0 0.0 0.0 {-# RULES "realfroc/float" meanWithDisp = meanWithDispF2 #-} {-# RULES "realfroc/double" meanWithDisp = meanWithDispD2 #-} {-# INLINE[2] meanWithDisp #-} -- | Among the 'meanWithDisp', 'meanWithDispF2' and 'meanWithDispD2' better to use the last one. meanWithDispF2 :: [Float] -> (Float,Float) meanWithDispF2 xs | null xs = error "Not defined for the empty list. " | otherwise = meanWithDispersionF xs 0.0# 0.0# 0# {-# INLINE meanWithDispF2 #-} -- | Among the 'meanWithDisp', 'meanWithDispF2' and 'meanWithDispD2' better to use the last one. meanWithDispD2 :: [Double] -> (Double,Double) meanWithDispD2 xs | null xs = error "Not defined for the empty list. " | otherwise = meanWithDispersionD xs 0.0## 0.0## 0# {-# INLINE meanWithDispD2 #-}