src/stats.bend source

src/stats.bend on the hub · documented module

import Baseimport ./batch.bend as Batchimport ./numeric.bend as Numerictype Sample is Data:  Sample{x: F32, y: F32}# Centered sufficient statistics, combined with the parallel variance formula.# valid tracks non-finite input separately from arithmetic overflow.type Moments is Data:  NoSamples{}  Moments{n: Nat, mean_x: F32, mean_y: F32, xx: F32, xy: F32, valid: Bool}def singleton(row: Sample) -> Moments:  match row:    case Sample{+x, +y}:      Moments{1n, x, y, 0.0, 0.0, Numeric.is_finite(x) && Numeric.is_finite(y)}def merge(a: Moments, b: Moments) -> Moments:  match a b:    case NoSamples{} b:      b    case a NoSamples{}:      a    case Moments{+n1, +x1, +y1, xx1, xy1, v1} Moments{+n2, x2, y2, xx2, xy2, v2}:      +n = Nat.add(n1, n2)      +weight = F32.div(F32.from_nat(n2), F32.from_nat(n))      +cross_weight = F32.mul(F32.from_nat(n1), weight)      +dx = F32.sub(x2, x1)      +dy = F32.sub(y2, y1)      Moments{n,        F32.add(x1, F32.mul(dx, weight)),        F32.add(y1, F32.mul(dy, weight)),        F32.add(F32.add(xx1, xx2), F32.mul(F32.square(dx), cross_weight)),        F32.add(F32.add(xy1, xy2), F32.mul(F32.mul(dx, dy), cross_weight)),        v1 && v2}def moments(rows: Batch.Batch<Sample>) -> Moments:  Batch.fold(~Sample, ~Moments, ~singleton, ~merge, NoSamples{}, rows)