kscience/kmath
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Merge branch 'dev' into dev-0.3.2

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# Conflicts:
#	build.gradle.kts
#	gradle/wrapper/gradle-wrapper.properties
#	kmath-core/build.gradle.kts
#	kmath-tensors/build.gradle.kts
This commit is contained in:
Alexander Nozik 2023-06-11 09:10:31 +03:00
commit c0a7cff1d8
37 changed files with 873 additions and 218 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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@ -15,7 +15,7 @@
### 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.

5
README.md
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@ -2,7 +2,7 @@
[![DOI](https://zenodo.org/badge/129486382.svg)](https://zenodo.org/badge/latestdoi/129486382)
![Gradle build](https://github.com/SciProgCentre/kmath/workflows/Gradle%20build/badge.svg)
[![Maven Central](https://img.shields.io/maven-central/v/space.kscience/kmath-core.svg?label=Maven%20Central)](https://search.maven.org/search?q=g:%22space.kscience%22)
[![Space](https://img.shields.io/badge/dynamic/xml?color=orange&label=Space&query=//metadata/versioning/latest&url=https%3A%2F%2Fmaven.pkg.jetbrains.space%2Fmipt-npm%2Fp%2Fsci%2Fmaven%2Fspace%2Fkscience%2Fkmath-core%2Fmaven-metadata.xml)](https://maven.pkg.jetbrains.space/mipt-npm/p/sci/maven/space/kscience/)
[![Space](https://img.shields.io/badge/dynamic/xml?color=orange&label=Space&query=//metadata/versioning/latest&url=https%3A%2F%2Fmaven.pkg.jetbrains.space%2Fmipt-npm%2Fp%2Fsci%2Fmaven%2Fspace%2Fkscience%2Fkmath-core%2Fmaven-metadata.xml)](https://maven.pkg.jetbrains.space/spc/p/sci/maven/space/kscience/)
# KMath
@ -297,5 +297,4 @@ Gradle `6.0+` is required for multiplatform artifacts.
The project requires a lot of additional work. The most important thing we need is a feedback about what features are
required the most. Feel free to create feature requests. We are also welcome to code contributions, especially in issues
marked with
[waiting for a hero](https://github.com/mipt-npm/kmath/labels/waiting%20for%20a%20hero) label.
marked with [waiting for a hero](https://github.com/SciProgCentre/kmath/labels/waiting%20for%20a%20hero) label.

5
benchmarks/build.gradle.kts
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@ -29,6 +29,9 @@ kotlin {
all {
languageSettings {
progressiveMode = true
optIn("kotlin.contracts.ExperimentalContracts")
optIn("kotlin.ExperimentalUnsignedTypes")
optIn("space.kscience.kmath.UnstableKMathAPI")
}
}
@ -153,7 +156,7 @@ kotlin.sourceSets.all {
with(languageSettings) {
optIn("kotlin.contracts.ExperimentalContracts")
optIn("kotlin.ExperimentalUnsignedTypes")
optIn("space.kscience.kmath.misc.UnstableKMathAPI")
optIn("space.kscience.kmath.UnstableKMathAPI")
}
}

8
build.gradle.kts
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@ -15,7 +15,7 @@ allprojects {
}
group = "space.kscience"
version = "0.3.2-dev-"
version = "0.3.2-dev-1"
}
subprojects {
@ -66,10 +66,10 @@ ksciencePublish {
}
github("kmath", "SciProgCentre")
space(
if (findProperty("production") == "true" || !isInDevelopment) {
"https://maven.pkg.jetbrains.space/spc/p/sci/maven"
} else {
if (isInDevelopment) {
"https://maven.pkg.jetbrains.space/spc/p/sci/dev"
} else {
"https://maven.pkg.jetbrains.space/spc/p/sci/maven"
}
)
sonatype()

1
buildSrc/settings.gradle.kts
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@ -2,6 +2,7 @@
* Copyright 2018-2021 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.
*/
rootProject.name = "kmath"
enableFeaturePreview("TYPESAFE_PROJECT_ACCESSORS")

5
buildSrc/src/main/kotlin/space/kscience/kmath/benchmarks/addBenchmarkProperties.kt
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@ -5,9 +5,9 @@
package space.kscience.kmath.benchmarks
import kotlinx.benchmark.gradle.BenchmarksExtension
import com.fasterxml.jackson.module.kotlin.jacksonObjectMapper
import com.fasterxml.jackson.module.kotlin.readValue
import kotlinx.benchmark.gradle.BenchmarksExtension
import org.gradle.api.Project
import space.kscience.gradle.KScienceReadmeExtension
import java.time.LocalDateTime
@ -16,6 +16,7 @@ import java.time.format.DateTimeFormatter
import java.time.format.DateTimeFormatterBuilder
import java.time.format.SignStyle
import java.time.temporal.ChronoField.*
import java.util.*
private val ISO_DATE_TIME: DateTimeFormatter = DateTimeFormatterBuilder().run {
parseCaseInsensitive()
@ -52,7 +53,7 @@ fun Project.addBenchmarkProperties() {
rootProject.subprojects.forEach { p ->
p.extensions.findByType(KScienceReadmeExtension::class.java)?.run {
benchmarksProject.extensions.findByType(BenchmarksExtension::class.java)?.configurations?.forEach { cfg ->
property("benchmark${cfg.name.capitalize()}") {
property("benchmark${cfg.name.replaceFirstChar { if (it.isLowerCase()) it.titlecase(Locale.getDefault()) else it.toString() }}") {
val launches = benchmarksProject.buildDir.resolve("reports/benchmarks/${cfg.name}")
val resDirectory = launches.listFiles()?.maxByOrNull {

4
examples/build.gradle.kts
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@ -58,10 +58,10 @@ dependencies {
kotlin {
jvmToolchain(11)
sourceSets.all {
with(languageSettings) {
languageSettings {
optIn("kotlin.contracts.ExperimentalContracts")
optIn("kotlin.ExperimentalUnsignedTypes")
optIn("space.kscience.kmath.misc.UnstableKMathAPI")
optIn("space.kscience.kmath.UnstableKMathAPI")
}
}
}

91
examples/src/main/kotlin/space/kscience/kmath/expressions/autodiff.kt Normal file
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@ -0,0 +1,91 @@
/*
* 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.expressions
import space.kscience.kmath.UnstableKMathAPI
// Only kmath-core is needed.
// Let's declare some variables
val x by symbol
val y by symbol
val z by symbol
@OptIn(UnstableKMathAPI::class)
fun main() {
// Let's define some random expression.
val someExpression = Double.autodiff.differentiate {
// We bind variables `x` and `y` to the builder scope,
val x = bindSymbol(x)
val y = bindSymbol(y)
// Then we use the bindings to define expression `xy + x + y - 1`
x * y + x + y - 1
}
// Then we can evaluate it at any point ((-1, -1) in the case):
println(someExpression(x to -1.0, y to -1.0))
// >>> -2.0
// We can also construct its partial derivatives:
val dxExpression = someExpression.derivative(x) // ∂/∂x. Must be `y+1`
val dyExpression = someExpression.derivative(y) // ∂/∂y. Must be `x+1`
val dxdxExpression = someExpression.derivative(x, x) // ∂^2/∂x^2. Must be `0`
// We can evaluate them as well
println(dxExpression(x to 57.0, y to 6.0))
// >>> 7.0
println(dyExpression(x to -1.0, y to 179.0))
// >>> 0.0
println(dxdxExpression(x to 239.0, y to 30.0))
// >>> 0.0
// You can also provide extra arguments that obviously won't affect the result:
println(dxExpression(x to 57.0, y to 6.0, z to 42.0))
// >>> 7.0
println(dyExpression(x to -1.0, y to 179.0, z to 0.0))
// >>> 0.0
println(dxdxExpression(x to 239.0, y to 30.0, z to 100_000.0))
// >>> 0.0
// But in case you forgot to specify bound symbol's value, exception is thrown:
println( runCatching { someExpression(z to 4.0) } )
// >>> Failure(java.lang.IllegalStateException: Symbol 'x' is not supported in ...)
// The reason is that the expression is evaluated lazily,
// and each `bindSymbol` operation actually substitutes the provided symbol with the corresponding value.
// For example, let there be an expression
val simpleExpression = Double.autodiff.differentiate {
val x = bindSymbol(x)
x pow 2
}
// When you evaluate it via
simpleExpression(x to 1.0, y to 57.0, z to 179.0)
// lambda above has the context of map `{x: 1.0, y: 57.0, z: 179.0}`.
// When x is bound, you can think of it as substitution `x -> 1.0`.
// Other values are unused which does not make any problem to us.
// But in the case the corresponding value is not provided,
// we cannot bind the variable. Thus, exception is thrown.
// There is also a function `bindSymbolOrNull` that fixes the problem:
val fixedExpression = Double.autodiff.differentiate {
val x = bindSymbolOrNull(x) ?: const(8.0)
x pow -2
}
println(fixedExpression())
// >>> 0.015625
// It works!
// The expression provides a bunch of operations:
// 1. Constant bindings (via `const` and `number`).
// 2. Variable bindings (via `bindVariable`, `bindVariableOrNull`).
// 3. Arithmetic operations (via `+`, `-`, `*`, and `-`).
// 4. Exponentiation (via `pow` or `power`).
// 5. `exp` and `ln`.
// 6. Trigonometrical functions (`sin`, `cos`, `tan`, `cot`).
// 7. Inverse trigonometrical functions (`asin`, `acos`, `atan`, `acot`).
// 8. Hyperbolic functions and inverse hyperbolic functions.
}

2
gradle.properties
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@ -9,7 +9,7 @@ kotlin.native.ignoreDisabledTargets=true
org.gradle.configureondemand=true
org.gradle.jvmargs=-Xmx4096m
toolsVersion=0.14.6-kotlin-1.8.20
toolsVersion=0.14.8-kotlin-1.8.20
org.gradle.parallel=true

2
gradle/wrapper/gradle-wrapper.properties vendored
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@ -1,5 +1,5 @@
distributionBase=GRADLE_USER_HOME
distributionPath=wrapper/dists
distributionUrl=https\://services.gradle.org/distributions/gradle-8.1-bin.zip
distributionUrl=https\://services.gradle.org/distributions/gradle-8.1.1-bin.zip
zipStoreBase=GRADLE_USER_HOME
zipStorePath=wrapper/dists

2
kmath-ast/src/jsTest/kotlin/space/kscience/kmath/ast/utils.kt
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@ -3,6 +3,8 @@
* 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

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)

18
kmath-complex/build.gradle.kts
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@ -7,23 +7,7 @@ kscience {
js()
native()
wasm{
browser {
testTask {
useKarma {
this.webpackConfig.experiments.add("topLevelAwait")
useChromeHeadless()
useConfigDirectory(project.projectDir.resolve("karma.config.d").resolve("wasm"))
}
}
}
}
wasmTest{
dependencies {
implementation(kotlin("test"))
}
}
wasm()
dependencies {
api(projects.kmathCore)

557
kmath-core/api/kmath-core.api
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18
kmath-core/build.gradle.kts
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@ -6,23 +6,7 @@ kscience{
jvm()
js()
native()
wasm{
browser {
testTask {
useKarma {
this.webpackConfig.experiments.add("topLevelAwait")
useChromeHeadless()
useConfigDirectory(project.projectDir.resolve("karma.config.d").resolve("wasm"))
}
}
}
}
wasmTest{
dependencies {
implementation(kotlin("test"))
}
}
wasm()
dependencies {
api(projects.kmathMemory)

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-coroutines/src/commonMain/kotlin/space/kscience/kmath/streaming/BufferFlow.kt
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@ -7,6 +7,7 @@
package space.kscience.kmath.streaming
import kotlinx.coroutines.ExperimentalCoroutinesApi
import kotlinx.coroutines.FlowPreview
import kotlinx.coroutines.flow.Flow
import kotlinx.coroutines.flow.asFlow
@ -25,6 +26,7 @@ public fun <T> Buffer<T>.asFlow(): Flow<T> = iterator().asFlow()
/**
* Flat map a [Flow] of [Buffer] into continuous [Flow] of elements
*/
@OptIn(ExperimentalCoroutinesApi::class)
public fun <T> Flow<Buffer<T>>.spread(): Flow<T> = flatMapConcat { it.asFlow() }
/**

18
kmath-functions/build.gradle.kts
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@ -7,23 +7,9 @@ kscience{
js()
native()
wasm{
browser {
testTask {
useKarma {
this.webpackConfig.experiments.add("topLevelAwait")
useChromeHeadless()
useConfigDirectory(project.projectDir.resolve("karma.config.d").resolve("wasm"))
}
}
}
}
wasm()
wasmTest{
dependencies {
implementation(kotlin("test"))
}
}
dependencies {
api(projects.kmathCore)

4
kmath-geometry/src/commonTest/kotlin/space/kscience/kmath/geometry/RotationTest.kt
View File

@ -44,7 +44,9 @@ class RotationTest {
@Test
fun fromEuler() {
val q = Quaternion.fromEuler(0.1.radians, 0.2.radians, 0.3.radians, RotationOrder.ZXY)
assertBufferEquals(DoubleBuffer(0.9818562, 0.0342708, 0.1060205, 0.1534393), q)
val q1 = Quaternion.fromEuler(0.1.radians, 0.2.radians, 0.3.radians, RotationOrder.XYZ)
assertBufferEquals(DoubleBuffer(0.9818562, 0.0640713, 0.0911575, 0.1534393), q1)
}
}

6
kmath-jafama/build.gradle.kts
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@ -20,8 +20,4 @@ readme {
feature("jafama-double", "src/main/kotlin/space/kscience/kmath/jafama/") {
"Double ExtendedField implementations based on Jafama"
}
}
kotlin.sourceSets.all {
languageSettings.optIn("space.kscience.kmath.misc.UnstableKMathAPI")
}
}

4
kmath-jupyter/build.gradle.kts
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@ -14,10 +14,6 @@ readme {
maturity = space.kscience.gradle.Maturity.PROTOTYPE
}
kotlin.sourceSets.all {
languageSettings.optIn("space.kscience.kmath.misc.UnstableKMathAPI")
}
tasks.processJupyterApiResources {
libraryProducers = listOf("space.kscience.kmath.jupyter.KMathJupyter")
}

2
kmath-kotlingrad/build.gradle.kts
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@ -5,7 +5,7 @@ plugins {
kotlin.sourceSets
.filter { it.name.contains("test", true) }
.map(org.jetbrains.kotlin.gradle.plugin.KotlinSourceSet::languageSettings)
.forEach { it.optIn("space.kscience.kmath.misc.UnstableKMathAPI") }
.forEach { it.optIn("space.kscience.kmath.UnstableKMathAPI") }
description = "Kotlin∇ integration module"

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-memory/build.gradle.kts
View File

@ -6,23 +6,7 @@ kscience {
jvm()
js()
native()
wasm{
browser {
testTask {
useKarma {
this.webpackConfig.experiments.add("topLevelAwait")
useChromeHeadless()
useConfigDirectory(project.projectDir.resolve("karma.config.d").resolve("wasm"))
}
}
}
}
wasmTest{
dependencies {
implementation(kotlin("test"))
}
}
wasm()
}
readme {

3
kmath-optimization/build.gradle.kts
View File

@ -9,9 +9,6 @@ kscience{
}
kotlin.sourceSets {
all {
languageSettings.optIn("space.kscience.kmath.misc.UnstableKMathAPI")
}
commonMain {
dependencies {

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
View File

@ -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)
}
}
}

7
kmath-tensors/build.gradle.kts
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@ -14,13 +14,6 @@ kscience{
}
kotlin.sourceSets {
all {
languageSettings.optIn("space.kscience.kmath.UnstableKMathAPI")
}
filter { it.name.contains("test", true) }
.map(org.jetbrains.kotlin.gradle.plugin.KotlinSourceSet::languageSettings)
.forEach { it.optIn("space.kscience.kmath.PerformancePitfall") }
commonMain {
dependencies {

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

32
test-utils/api/test-utils.api Normal file
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@ -0,0 +1,32 @@
public final class space/kscience/kmath/testutils/AssertsKt {
public static final fun assertBufferEquals (Lspace/kscience/kmath/structures/Buffer;Lspace/kscience/kmath/structures/Buffer;D)V
public static synthetic fun assertBufferEquals$default (Lspace/kscience/kmath/structures/Buffer;Lspace/kscience/kmath/structures/Buffer;DILjava/lang/Object;)V
}
public final class space/kscience/kmath/testutils/BufferEqualityKt {
public static final fun contentEquals-2c9zdjM ([D[D)Z
public static final fun contentEqualsArray ([D[D)Z
public static final fun contentEqualsBuffer ([D[D)Z
}
public final class space/kscience/kmath/testutils/FieldVerifier : space/kscience/kmath/testutils/RingVerifier {
public fun <init> (Lspace/kscience/kmath/operations/Field;Ljava/lang/Object;Ljava/lang/Object;Ljava/lang/Object;Ljava/lang/Number;)V
public fun verify ()V
}
public class space/kscience/kmath/testutils/RingVerifier : space/kscience/kmath/testutils/SpaceVerifier {
public fun <init> (Lspace/kscience/kmath/operations/Ring;Ljava/lang/Object;Ljava/lang/Object;Ljava/lang/Object;Ljava/lang/Number;)V
public fun verify ()V
}
public class space/kscience/kmath/testutils/SpaceVerifier : space/kscience/kmath/testutils/AlgebraicVerifier {
public fun <init> (Lspace/kscience/kmath/operations/Ring;Ljava/lang/Object;Ljava/lang/Object;Ljava/lang/Object;Ljava/lang/Number;)V
public final fun getA ()Ljava/lang/Object;
public synthetic fun getAlgebra ()Lspace/kscience/kmath/operations/Algebra;
public fun getAlgebra ()Lspace/kscience/kmath/operations/Ring;
public final fun getB ()Ljava/lang/Object;
public final fun getC ()Ljava/lang/Object;
public final fun getX ()Ljava/lang/Number;
public fun verify ()V
}