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Merge branch 'dev' into dev

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SPC-code 2023-05-09 20:32:46 +03:00 committed by GitHub
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18 changed files with 1067 additions and 110 deletions
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1
.gitignore vendored
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@ -4,6 +4,7 @@ out/
.idea/
.vscode/
.fleet/
# Avoid ignoring Gradle wrapper jar file (.jar files are usually ignored)

47
.space.kts
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@ -1,3 +1,48 @@
import kotlin.io.path.readText
val projectName = "kmath"
job("Build") {
gradlew("openjdk:11", "build")
//Perform only jvm tests
gradlew("spc.registry.jetbrains.space/p/sci/containers/kotlin-ci:1.0.3", "test", "jvmTest")
}
job("Publish") {
startOn {
gitPush { enabled = false }
}
container("spc.registry.jetbrains.space/p/sci/containers/kotlin-ci:1.0.3") {
env["SPACE_USER"] = "{{ project:space_user }}"
env["SPACE_TOKEN"] = "{{ project:space_token }}"
kotlinScript { api ->
val spaceUser = System.getenv("SPACE_USER")
val spaceToken = System.getenv("SPACE_TOKEN")
// write the version to the build directory
api.gradlew("version")
//read the version from build file
val version = java.nio.file.Path.of("build/project-version.txt").readText()
val revisionSuffix = if (version.endsWith("SNAPSHOT")) {
"-" + api.gitRevision().take(7)
} else {
""
}
api.space().projects.automation.deployments.start(
project = api.projectIdentifier(),
targetIdentifier = TargetIdentifier.Key(projectName),
version = version+revisionSuffix,
// automatically update deployment status based on the status of a job
syncWithAutomationJob = true
)
api.gradlew(
"publishAllPublicationsToSpaceRepository",
"-Ppublishing.space.user=\"$spaceUser\"",
"-Ppublishing.space.token=\"$spaceToken\"",
)
}
}
}

2
CHANGELOG.md
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@ -14,7 +14,7 @@
### Security
## 0.3.1-dev-RC - 2023-04-09
## 0.3.1 - 2023-04-09
### Added
- Wasm support for `memory`, `core`, `complex` and `functions` modules.

2
build.gradle.kts
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@ -15,7 +15,7 @@ allprojects {
}
group = "space.kscience"
version = "0.3.1-dev-RC"
version = "0.3.1"
}
subprojects {

3
kmath-ast/src/jsTest/kotlin/space/kscience/kmath/ast/utils.kt
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@ -3,8 +3,11 @@
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
*/
@file:OptIn(UnstableKMathAPI::class)
package space.kscience.kmath.ast
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.expressions.Expression
import space.kscience.kmath.expressions.MST
import space.kscience.kmath.expressions.Symbol

2
kmath-ast/src/jsTest/kotlin/space/kscience/kmath/wasm/TestWasmSpecific.kt
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@ -5,6 +5,7 @@
package space.kscience.kmath.wasm
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.expressions.MstExtendedField
import space.kscience.kmath.expressions.MstRing
import space.kscience.kmath.expressions.invoke
@ -15,6 +16,7 @@ import space.kscience.kmath.operations.invoke
import kotlin.test.Test
import kotlin.test.assertEquals
@OptIn(UnstableKMathAPI::class)
internal class TestWasmSpecific {
@Test
fun int() {

2
kmath-ast/src/jvmTest/kotlin/space/kscience/kmath/ast/utils.kt
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@ -5,6 +5,7 @@
package space.kscience.kmath.ast
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.expressions.Expression
import space.kscience.kmath.expressions.MST
import space.kscience.kmath.expressions.Symbol
@ -30,6 +31,7 @@ private object GenericAsmCompilerTestContext : CompilerTestContext {
asmCompile(algebra as Algebra<Double>, arguments)
}
@OptIn(UnstableKMathAPI::class)
private object PrimitiveAsmCompilerTestContext : CompilerTestContext {
override fun MST.compileToExpression(algebra: IntRing): Expression<Int> = asmCompileToExpression(algebra)
override fun MST.compile(algebra: IntRing, arguments: Map<Symbol, Int>): Int = asmCompile(algebra, arguments)

893
kmath-core/api/kmath-core.api
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File diff suppressed because it is too large Load Diff

4
kmath-core/src/commonMain/kotlin/space/kscience/kmath/misc/collections.kt
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@ -9,7 +9,7 @@ package space.kscience.kmath.misc
* The same as [zipWithNext], but includes link between last and first element
*/
public inline fun <T, R> List<T>.zipWithNextCircular(transform: (a: T, b: T) -> R): List<R> {
if (isEmpty()) return emptyList()
if (size < 2) return emptyList()
return indices.map { i ->
if (i == size - 1) {
transform(last(), first())
@ -19,4 +19,4 @@ public inline fun <T, R> List<T>.zipWithNextCircular(transform: (a: T, b: T) ->
}
}
public fun <T> List<T>.zipWithNextCircular(): List<Pair<T,T>> = zipWithNextCircular { l, r -> l to r }
public fun <T> List<T>.zipWithNextCircular(): List<Pair<T, T>> = zipWithNextCircular { l, r -> l to r }

1
kmath-core/src/commonMain/kotlin/space/kscience/kmath/structures/bufferPrimitiveAccess.kt
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@ -5,7 +5,6 @@ import space.kscience.kmath.UnstableKMathAPI
/**
* Non-boxing access to primitive [Double]
*/
@UnstableKMathAPI
public fun Buffer<Double>.getDouble(index: Int): Double = if (this is BufferView) {
val originIndex = originIndex(index)

2
kmath-kotlingrad/src/test/kotlin/space/kscience/kmath/kotlingrad/AdaptingTests.kt
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@ -6,6 +6,7 @@
package space.kscience.kmath.kotlingrad
import ai.hypergraph.kotlingrad.api.*
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.asm.compileToExpression
import space.kscience.kmath.ast.parseMath
import space.kscience.kmath.expressions.MstNumericAlgebra
@ -17,6 +18,7 @@ import kotlin.test.assertEquals
import kotlin.test.assertTrue
import kotlin.test.fail
@OptIn(UnstableKMathAPI::class)
internal class AdaptingTests {
@Test
fun symbol() {

19
kmath-memory/api/kmath-memory.api
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@ -1,3 +1,14 @@
public abstract interface annotation class space/kscience/kmath/PerformancePitfall : java/lang/annotation/Annotation {
public abstract fun message ()Ljava/lang/String;
}
public abstract interface annotation class space/kscience/kmath/UnsafeKMathAPI : java/lang/annotation/Annotation {
public abstract fun message ()Ljava/lang/String;
}
public abstract interface annotation class space/kscience/kmath/UnstableKMathAPI : java/lang/annotation/Annotation {
}
public final class space/kscience/kmath/memory/ByteBufferMemory : space/kscience/kmath/memory/Memory {
public fun <init> (Ljava/nio/ByteBuffer;II)V
public synthetic fun <init> (Ljava/nio/ByteBuffer;IIILkotlin/jvm/internal/DefaultConstructorMarker;)V
@ -36,7 +47,8 @@ public final class space/kscience/kmath/memory/MemoryKt {
public static final fun write (Lspace/kscience/kmath/memory/Memory;Lkotlin/jvm/functions/Function1;)V
}
public abstract interface class space/kscience/kmath/memory/MemoryReader {
public abstract interface class space/kscience/kmath/memory/MemoryReader : java/lang/AutoCloseable {
public abstract fun close ()V
public abstract fun getMemory ()Lspace/kscience/kmath/memory/Memory;
public abstract fun readByte (I)B
public abstract fun readDouble (I)D
@ -44,7 +56,6 @@ public abstract interface class space/kscience/kmath/memory/MemoryReader {
public abstract fun readInt (I)I
public abstract fun readLong (I)J
public abstract fun readShort (I)S
public abstract fun release ()V
}
public abstract interface class space/kscience/kmath/memory/MemorySpec {
@ -59,9 +70,9 @@ public final class space/kscience/kmath/memory/MemorySpecKt {
public static final fun writeArray (Lspace/kscience/kmath/memory/MemoryWriter;Lspace/kscience/kmath/memory/MemorySpec;I[Ljava/lang/Object;)V
}
public abstract interface class space/kscience/kmath/memory/MemoryWriter {
public abstract interface class space/kscience/kmath/memory/MemoryWriter : java/lang/AutoCloseable {
public abstract fun close ()V
public abstract fun getMemory ()Lspace/kscience/kmath/memory/Memory;
public abstract fun release ()V
public abstract fun writeByte (IB)V
public abstract fun writeDouble (ID)V
public abstract fun writeFloat (IF)V

18
kmath-stat/src/commonMain/kotlin/space/kscience/kmath/distributions/NormalDistribution.kt
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@ -6,6 +6,7 @@
package space.kscience.kmath.distributions
import space.kscience.kmath.chains.Chain
import space.kscience.kmath.operations.DoubleField.pow
import space.kscience.kmath.random.RandomGenerator
import space.kscience.kmath.samplers.GaussianSampler
import space.kscience.kmath.samplers.InternalErf
@ -34,8 +35,23 @@ public class NormalDistribution(public val sampler: GaussianSampler) : Distribut
}
}
private companion object {
public companion object {
private val SQRT2 = sqrt(2.0)
/**
* Zelen & Severo approximation for the standard normal CDF.
* The error upper boundary by 7.5 * 10e-8.
*/
public fun zSNormalCDF(x: Double): Double {
val t = 1 / (1 + 0.2316419 * abs(x))
val sum = 0.319381530 * t -
0.356563782 * t.pow(2) +
1.781477937 * t.pow(3) -
1.821255978 * t.pow(4) +
1.330274429 * t.pow(5)
val temp = sum * exp(-abs(x).pow(2) / 2) / (2 * PI).pow(0.5)
return if (x >= 0) 1 - temp else temp
}
}
}

15
kmath-stat/src/commonMain/kotlin/space/kscience/kmath/series/SeriesAlgebra.kt
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@ -191,7 +191,7 @@ public open class SeriesAlgebra<T, out A : Ring<T>, out BA : BufferAlgebra<T, A>
crossinline operation: A.(left: T, right: T) -> T,
): Series<T> {
val newRange = offsetIndices.intersect(other.offsetIndices)
return seriesByOffset(startOffset = newRange.first, size = newRange.last - newRange.first) { offset ->
return seriesByOffset(startOffset = newRange.first, size = newRange.last + 1 - newRange.first) { offset ->
elementAlgebra.operation(
getByOffset(offset),
other.getByOffset(offset)
@ -199,12 +199,25 @@ public open class SeriesAlgebra<T, out A : Ring<T>, out BA : BufferAlgebra<T, A>
}
}
/**
* Zip buffer with itself, but shifted
* */
public inline fun Buffer<T>.zipWithShift(
shift: Int = 1,
crossinline operation: A.(left: T, right: T) -> T
): Buffer<T> {
val shifted = this.moveBy(shift)
return zip(shifted, operation)
}
override fun Buffer<T>.unaryMinus(): Buffer<T> = map { -it }
override fun add(left: Buffer<T>, right: Buffer<T>): Series<T> = left.zip(right) { l, r -> l + r }
override fun multiply(left: Buffer<T>, right: Buffer<T>): Buffer<T> = left.zip(right) { l, r -> l * r }
public fun Buffer<T>.difference(shift: Int=1): Buffer<T> = this.zipWithShift(shift) {l, r -> r - l}
public companion object
}

82
kmath-stat/src/commonMain/kotlin/space/kscience/kmath/series/VarianceRatioTest.kt Normal file
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@ -0,0 +1,82 @@
/*
* Copyright 2018-2023 KMath contributors.
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
*/
package space.kscience.kmath.series
import space.kscience.kmath.distributions.NormalDistribution
import space.kscience.kmath.operations.DoubleField.pow
import space.kscience.kmath.operations.fold
import kotlin.math.absoluteValue
/**
* Container class for Variance Ratio Test result:
* ratio itself, corresponding Z-score, also it's p-value
*/
public data class VarianceRatioTestResult(
val varianceRatio: Double = 1.0,
val zScore: Double = 0.0,
val pValue: Double = 0.5,
)
/**
* Calculates the Z-statistic and the p-value for the Lo and MacKinlay's Variance Ratio test (1987)
* under Homoscedastic or Heteroscedstic assumptions
* with two-sided p-value test
* https://ssrn.com/abstract=346975
*
* @author https://github.com/mrFendel
*/
public fun SeriesAlgebra<Double, *, *, *>.varianceRatioTest(
series: Series<Double>,
shift: Int,
homoscedastic: Boolean = true,
): VarianceRatioTestResult {
require(shift > 1) { "Shift must be greater than one" }
require(shift < series.size) { "Shift must be smaller than sample size" }
val sum = { x: Double, y: Double -> x + y }
val mean = series.fold(0.0, sum) / series.size
val demeanedSquares = series.map { (it - mean).pow(2) }
val variance = demeanedSquares.fold(0.0, sum)
if (variance == 0.0) return VarianceRatioTestResult()
var seriesAgg = series
for (i in 1..<shift) {
seriesAgg = seriesAgg.zip(series.moveTo(i)) { v1, v2 -> v1 + v2 }
}
val demeanedSquaresAgg = seriesAgg.map { (it - shift * mean).pow(2) }
val varianceAgg = demeanedSquaresAgg.fold(0.0, sum)
val varianceRatio =
varianceAgg * (series.size.toDouble() - 1) / variance / (series.size.toDouble() - shift.toDouble() + 1) / (1 - shift.toDouble() / series.size.toDouble()) / shift.toDouble()
// calculating asymptotic variance
val phi = if (homoscedastic) { // under homoscedastic null hypothesis
2 * (2 * shift - 1.0) * (shift - 1.0) / (3 * shift * series.size)
} else { // under heteroscedastic null hypothesis
var accumulator = 0.0
for (j in 1..<shift) {
val temp = demeanedSquares
val delta = series.size * temp.zipWithShift(j) { v1, v2 -> v1 * v2 }.fold(0.0, sum) / variance.pow(2)
accumulator += delta * 4 * (shift - j).toDouble().pow(2) / shift.toDouble().pow(2)
}
accumulator
}
val zScore = (varianceRatio - 1) / phi.pow(0.5)
val pValue = 2 * (1 - NormalDistribution.zSNormalCDF(zScore.absoluteValue))
return VarianceRatioTestResult(varianceRatio, zScore, pValue)
}

72
kmath-stat/src/commonTest/kotlin/space/kscience/kmath/series/TestVarianceRatioTest.kt Normal file
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@ -0,0 +1,72 @@
/*
* Copyright 2018-2023 KMath contributors.
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
*/
package space.kscience.kmath.series
import space.kscience.kmath.operations.algebra
import space.kscience.kmath.operations.bufferAlgebra
import kotlin.math.PI
import kotlin.test.Test
import kotlin.test.assertEquals
class TestVarianceRatioTest {
@Test
fun monotonicData() {
with(Double.algebra.bufferAlgebra.seriesAlgebra()) {
val monotonicData = series(10) { it * 1.0 }
val resultHomo = varianceRatioTest(monotonicData, 2, homoscedastic = true)
assertEquals(1.818181, resultHomo.varianceRatio, 1e-6)
// homoscedastic zScore
assertEquals(2.587318, resultHomo.zScore, 1e-6)
assertEquals(.0096, resultHomo.pValue, 1e-4)
val resultHetero = varianceRatioTest(monotonicData, 2, homoscedastic = false)
// heteroscedastic zScore
assertEquals(0.819424, resultHetero.zScore, 1e-6)
assertEquals(.4125, resultHetero.pValue, 1e-4)
}
}
@Test
fun volatileData() {
with(Double.algebra.bufferAlgebra.seriesAlgebra()) {
val volatileData = series(10) { sin(PI * it + PI/2) + 1.0}
val resultHomo = varianceRatioTest(volatileData, 2)
assertEquals(0.0, resultHomo.varianceRatio, 1e-6)
// homoscedastic zScore
assertEquals(-3.162277, resultHomo.zScore, 1e-6)
assertEquals(.0015, resultHomo.pValue, 1e-4)
val resultHetero = varianceRatioTest(volatileData, 2, homoscedastic = false)
// heteroscedastic zScore
assertEquals(-1.0540925, resultHetero.zScore, 1e-6)
assertEquals(.2918, resultHetero.pValue, 1e-4)
}
}
@Test
fun negativeData() {
with(Double.algebra.bufferAlgebra.seriesAlgebra()) {
val negativeData = series(10) { sin(it * 1.2)}
val resultHomo = varianceRatioTest(negativeData, 3)
assertEquals(1.240031, resultHomo.varianceRatio, 1e-6)
// homoscedastic zScore
assertEquals(0.509183, resultHomo.zScore, 1e-6)
val resultHetero = varianceRatioTest(negativeData, 3, homoscedastic = false)
// heteroscedastic zScore
assertEquals(0.209202, resultHetero.zScore, 1e-6)
}
}
@Test
fun zeroVolatility() {
with(Double.algebra.bufferAlgebra.seriesAlgebra()) {
val zeroVolData = series(10) { 0.0 }
val result = varianceRatioTest(zeroVolData, 4)
assertEquals(1.0, result.varianceRatio, 1e-6)
assertEquals(0.0, result.zScore, 1e-6)
assertEquals(0.5, result.pValue, 1e-4)
}
}
}

8
kmath-viktor/api/kmath-viktor.api
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@ -29,7 +29,7 @@ public class space/kscience/kmath/viktor/ViktorFieldND : space/kscience/kmath/vi
public synthetic fun getOne ()Ljava/lang/Object;
public synthetic fun getOne ()Lspace/kscience/kmath/nd/StructureND;
public fun getOne ()Lspace/kscience/kmath/viktor/ViktorStructureND;
public fun getShape ()[I
public fun getShape-IIYLAfE ()[I
public synthetic fun getZero ()Ljava/lang/Object;
public synthetic fun getZero ()Lspace/kscience/kmath/nd/StructureND;
public fun getZero ()Lspace/kscience/kmath/viktor/ViktorStructureND;
@ -85,8 +85,8 @@ public class space/kscience/kmath/viktor/ViktorFieldOpsND : space/kscience/kmath
public fun sin (Lspace/kscience/kmath/nd/StructureND;)Lspace/kscience/kmath/viktor/ViktorStructureND;
public synthetic fun sinh (Ljava/lang/Object;)Ljava/lang/Object;
public fun sinh (Lspace/kscience/kmath/nd/StructureND;)Lspace/kscience/kmath/viktor/ViktorStructureND;
public synthetic fun structureND ([ILkotlin/jvm/functions/Function2;)Lspace/kscience/kmath/nd/StructureND;
public fun structureND ([ILkotlin/jvm/functions/Function2;)Lspace/kscience/kmath/viktor/ViktorStructureND;
public synthetic fun structureND-qL90JFI ([ILkotlin/jvm/functions/Function2;)Lspace/kscience/kmath/nd/StructureND;
public fun structureND-qL90JFI ([ILkotlin/jvm/functions/Function2;)Lspace/kscience/kmath/viktor/ViktorStructureND;
public synthetic fun tan (Ljava/lang/Object;)Ljava/lang/Object;
public fun tan (Lspace/kscience/kmath/nd/StructureND;)Lspace/kscience/kmath/viktor/ViktorStructureND;
public synthetic fun times (Ljava/lang/Object;Ljava/lang/Number;)Ljava/lang/Object;
@ -112,7 +112,7 @@ public final class space/kscience/kmath/viktor/ViktorStructureND : space/kscienc
public fun get ([I)Ljava/lang/Double;
public synthetic fun get ([I)Ljava/lang/Object;
public final fun getF64Buffer ()Lorg/jetbrains/bio/viktor/F64Array;
public fun getShape ()[I
public fun getShape-IIYLAfE ()[I
public fun set ([ID)V
public synthetic fun set ([ILjava/lang/Object;)V
}

4
test-utils/README.md Normal file
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@ -0,0 +1,4 @@
# Module test-utils