forked from kscience/kmath
Merge branch 'feature/series' into dev
# Conflicts: # build.gradle.kts # kmath-commons/src/main/kotlin/space/kscience/kmath/commons/transform/Transformations.kt # kmath-core/build.gradle.kts # kmath-core/src/commonMain/kotlin/space/kscience/kmath/nd/AlgebraND.kt # kmath-core/src/commonMain/kotlin/space/kscience/kmath/nd/BufferAlgebraND.kt # kmath-core/src/commonMain/kotlin/space/kscience/kmath/nd/BufferND.kt # kmath-core/src/commonMain/kotlin/space/kscience/kmath/nd/ShapeIndices.kt # kmath-core/src/commonMain/kotlin/space/kscience/kmath/operations/BufferAlgebra.kt # kmath-core/src/commonMain/kotlin/space/kscience/kmath/operations/DoubleBufferOps.kt # kmath-core/src/commonMain/kotlin/space/kscience/kmath/structures/bufferExtensions.kt # kmath-histograms/src/jvmMain/kotlin/space/kscience/kmath/histogram/UnivariateHistogram.kt # kmath-stat/src/commonMain/kotlin/space/kscience/kmath/distributions/UniformDistribution.kt # kmath-stat/src/commonMain/kotlin/space/kscience/kmath/samplers/Sampler.kt # kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/BroadcastDoubleTensorAlgebra.kt # kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/BufferedTensor.kt # kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt # kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/internal/broadcastUtils.kt # kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/internal/linUtils.kt # kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/internal/tensorCastsUtils.kt # kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/internal/utils.kt # settings.gradle.kts
This commit is contained in:
commit
4d1137659b
@ -6,34 +6,75 @@
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package space.kscience.kmath.benchmarks
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package space.kscience.kmath.benchmarks
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import kotlinx.benchmark.Benchmark
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import kotlinx.benchmark.Benchmark
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import kotlinx.benchmark.Blackhole
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import kotlinx.benchmark.Scope
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import kotlinx.benchmark.Scope
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import kotlinx.benchmark.State
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import kotlinx.benchmark.State
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import space.kscience.kmath.complex.Complex
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import space.kscience.kmath.complex.Complex
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import space.kscience.kmath.complex.ComplexField
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import space.kscience.kmath.complex.complex
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import space.kscience.kmath.complex.complex
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import space.kscience.kmath.operations.invoke
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import space.kscience.kmath.structures.Buffer
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import space.kscience.kmath.structures.DoubleBuffer
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import space.kscience.kmath.structures.DoubleBuffer
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import space.kscience.kmath.structures.MutableBuffer
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import space.kscience.kmath.structures.getDouble
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import space.kscience.kmath.structures.permute
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@State(Scope.Benchmark)
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@State(Scope.Benchmark)
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internal class BufferBenchmark {
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internal class BufferBenchmark {
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@Benchmark
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fun genericDoubleBufferReadWrite() {
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val buffer = DoubleBuffer(size) { it.toDouble() }
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@Benchmark
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fun doubleArrayReadWrite(blackhole: Blackhole) {
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val buffer = DoubleArray(size) { it.toDouble() }
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var res = 0.0
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(0 until size).forEach {
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(0 until size).forEach {
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buffer[it]
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res += buffer[it]
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}
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}
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blackhole.consume(res)
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}
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}
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@Benchmark
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@Benchmark
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fun complexBufferReadWrite() {
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fun doubleBufferReadWrite(blackhole: Blackhole) {
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val buffer = MutableBuffer.complex(size / 2) { Complex(it.toDouble(), -it.toDouble()) }
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val buffer = DoubleBuffer(size) { it.toDouble() }
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var res = 0.0
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(0 until size / 2).forEach {
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(0 until size).forEach {
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buffer[it]
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res += buffer[it]
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}
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}
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blackhole.consume(res)
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}
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@Benchmark
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fun bufferViewReadWrite(blackhole: Blackhole) {
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val buffer = DoubleBuffer(size) { it.toDouble() }.permute(reversedIndices)
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var res = 0.0
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(0 until size).forEach {
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res += buffer[it]
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}
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blackhole.consume(res)
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}
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@Benchmark
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fun bufferViewReadWriteSpecialized(blackhole: Blackhole) {
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val buffer = DoubleBuffer(size) { it.toDouble() }.permute(reversedIndices)
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var res = 0.0
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(0 until size).forEach {
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res += buffer.getDouble(it)
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}
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blackhole.consume(res)
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}
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@Benchmark
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fun complexBufferReadWrite(blackhole: Blackhole) = ComplexField {
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val buffer = Buffer.complex(size / 2) { Complex(it.toDouble(), -it.toDouble()) }
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var res = zero
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(0 until size / 2).forEach {
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res += buffer[it]
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}
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blackhole.consume(res)
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}
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}
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private companion object {
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private companion object {
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private const val size = 100
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private const val size = 100
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private val reversedIndices = IntArray(size){it}.apply { reverse() }
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}
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}
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}
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}
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@ -12,16 +12,16 @@ import space.kscience.kmath.commons.optimization.CMOptimizer
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import space.kscience.kmath.distributions.NormalDistribution
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import space.kscience.kmath.distributions.NormalDistribution
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import space.kscience.kmath.expressions.chiSquaredExpression
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import space.kscience.kmath.expressions.chiSquaredExpression
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import space.kscience.kmath.expressions.symbol
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import space.kscience.kmath.expressions.symbol
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import space.kscience.kmath.operations.asIterable
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import space.kscience.kmath.operations.toList
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import space.kscience.kmath.optimization.FunctionOptimizationTarget
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import space.kscience.kmath.optimization.FunctionOptimizationTarget
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import space.kscience.kmath.optimization.optimizeWith
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import space.kscience.kmath.optimization.optimizeWith
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import space.kscience.kmath.optimization.resultPoint
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import space.kscience.kmath.optimization.resultPoint
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import space.kscience.kmath.optimization.resultValue
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import space.kscience.kmath.optimization.resultValue
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import space.kscience.kmath.random.RandomGenerator
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import space.kscience.kmath.real.DoubleVector
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import space.kscience.kmath.real.DoubleVector
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import space.kscience.kmath.real.map
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import space.kscience.kmath.real.map
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import space.kscience.kmath.real.step
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import space.kscience.kmath.real.step
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import space.kscience.kmath.stat.RandomGenerator
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import space.kscience.kmath.structures.asIterable
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|
import space.kscience.kmath.structures.toList
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import space.kscience.plotly.*
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import space.kscience.plotly.*
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import space.kscience.plotly.models.ScatterMode
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import space.kscience.plotly.models.ScatterMode
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import space.kscience.plotly.models.TraceValues
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import space.kscience.plotly.models.TraceValues
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@ -13,15 +13,15 @@ import space.kscience.kmath.distributions.NormalDistribution
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import space.kscience.kmath.expressions.Symbol
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import space.kscience.kmath.expressions.Symbol
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import space.kscience.kmath.expressions.binding
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import space.kscience.kmath.expressions.binding
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import space.kscience.kmath.expressions.symbol
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import space.kscience.kmath.expressions.symbol
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import space.kscience.kmath.operations.asIterable
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import space.kscience.kmath.operations.toList
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import space.kscience.kmath.optimization.QowOptimizer
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import space.kscience.kmath.optimization.QowOptimizer
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import space.kscience.kmath.optimization.chiSquaredOrNull
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import space.kscience.kmath.optimization.chiSquaredOrNull
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import space.kscience.kmath.optimization.fitWith
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import space.kscience.kmath.optimization.fitWith
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import space.kscience.kmath.optimization.resultPoint
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import space.kscience.kmath.optimization.resultPoint
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import space.kscience.kmath.random.RandomGenerator
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import space.kscience.kmath.real.map
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import space.kscience.kmath.real.map
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import space.kscience.kmath.real.step
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import space.kscience.kmath.real.step
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import space.kscience.kmath.stat.RandomGenerator
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import space.kscience.kmath.structures.asIterable
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import space.kscience.kmath.structures.toList
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import space.kscience.plotly.*
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import space.kscience.plotly.*
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import space.kscience.plotly.models.ScatterMode
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import space.kscience.plotly.models.ScatterMode
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import kotlin.math.abs
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import kotlin.math.abs
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@ -0,0 +1,47 @@
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package space.kscience.kmath.series
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import kotlinx.html.FlowContent
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import kotlinx.html.h1
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import space.kscience.kmath.operations.algebra
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import space.kscience.kmath.operations.bufferAlgebra
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import space.kscience.kmath.stat.ksComparisonStatistic
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import space.kscience.kmath.structures.Buffer
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import space.kscience.kmath.structures.slice
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import space.kscience.kmath.structures.toList
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import space.kscience.plotly.*
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import kotlin.math.PI
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fun main() = with(Double.algebra.bufferAlgebra.seriesAlgebra()) {
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fun FlowContent.plotSeries(buffer: Buffer<Double>) {
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val ls = buffer.labels
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plot {
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scatter {
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x.numbers = ls
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y.numbers = buffer.toList()
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}
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layout {
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xaxis {
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range(0.0..100.0)
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}
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}
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}
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}
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val s1 = series(100) { sin(2 * PI * it / 100) + 1.0 }
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val s2 = s1.slice(20U..50U).moveTo(40)
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val s3: Buffer<Double> = s1.zip(s2) { l, r -> l + r } //s1 + s2
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val s4 = ln(s3)
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val kmTest = ksComparisonStatistic(s1, s2)
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Plotly.page {
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h1 { +"This is my plot" }
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plotSeries(s1)
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plotSeries(s2)
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plotSeries(s4)
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}.makeFile()
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}
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@ -10,6 +10,7 @@ import kotlinx.coroutines.async
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import kotlinx.coroutines.runBlocking
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import kotlinx.coroutines.runBlocking
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import org.apache.commons.rng.sampling.distribution.BoxMullerNormalizedGaussianSampler
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import org.apache.commons.rng.sampling.distribution.BoxMullerNormalizedGaussianSampler
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import org.apache.commons.rng.simple.RandomSource
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import org.apache.commons.rng.simple.RandomSource
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import space.kscience.kmath.random.RandomGenerator
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import space.kscience.kmath.samplers.GaussianSampler
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import space.kscience.kmath.samplers.GaussianSampler
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import java.time.Duration
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import java.time.Duration
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import java.time.Instant
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import java.time.Instant
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@ -9,6 +9,7 @@ import kotlinx.coroutines.runBlocking
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import space.kscience.kmath.chains.Chain
|
import space.kscience.kmath.chains.Chain
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import space.kscience.kmath.chains.combineWithState
|
import space.kscience.kmath.chains.combineWithState
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import space.kscience.kmath.distributions.NormalDistribution
|
import space.kscience.kmath.distributions.NormalDistribution
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|
import space.kscience.kmath.random.RandomGenerator
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|
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private data class AveragingChainState(var num: Int = 0, var value: Double = 0.0)
|
private data class AveragingChainState(var num: Int = 0, var value: Double = 0.0)
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|
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|
@ -37,7 +37,7 @@ class StreamDoubleFieldND(override val shape: IntArray) : FieldND<Double, Double
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this@StreamDoubleFieldND.shape,
|
this@StreamDoubleFieldND.shape,
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shape
|
shape
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)
|
)
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this is BufferND && this.indices == this@StreamDoubleFieldND.strides -> this.buffer as DoubleBuffer
|
this is BufferND && this.shapeIndices == this@StreamDoubleFieldND.strides -> this.buffer as DoubleBuffer
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else -> DoubleBuffer(strides.linearSize) { offset -> get(strides.index(offset)) }
|
else -> DoubleBuffer(strides.linearSize) { offset -> get(strides.index(offset)) }
|
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}
|
}
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|
|
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|
@ -7,10 +7,11 @@ package space.kscience.kmath.commons.random
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|
|
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import kotlinx.coroutines.runBlocking
|
import kotlinx.coroutines.runBlocking
|
||||||
import space.kscience.kmath.misc.PerformancePitfall
|
import space.kscience.kmath.misc.PerformancePitfall
|
||||||
import space.kscience.kmath.samplers.GaussianSampler
|
|
||||||
import space.kscience.kmath.misc.toIntExact
|
import space.kscience.kmath.misc.toIntExact
|
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import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.stat.next
|
import space.kscience.kmath.samplers.GaussianSampler
|
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|
import space.kscience.kmath.samplers.next
|
||||||
|
|
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|
|
||||||
public class CMRandomGeneratorWrapper(
|
public class CMRandomGeneratorWrapper(
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public val factory: (IntArray) -> RandomGenerator,
|
public val factory: (IntArray) -> RandomGenerator,
|
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|
@ -13,11 +13,11 @@ import space.kscience.kmath.expressions.Symbol.Companion.x
|
|||||||
import space.kscience.kmath.expressions.Symbol.Companion.y
|
import space.kscience.kmath.expressions.Symbol.Companion.y
|
||||||
import space.kscience.kmath.expressions.chiSquaredExpression
|
import space.kscience.kmath.expressions.chiSquaredExpression
|
||||||
import space.kscience.kmath.expressions.symbol
|
import space.kscience.kmath.expressions.symbol
|
||||||
import space.kscience.kmath.operations.map
|
|
||||||
import space.kscience.kmath.optimization.*
|
import space.kscience.kmath.optimization.*
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.structures.DoubleBuffer
|
import space.kscience.kmath.structures.DoubleBuffer
|
||||||
import space.kscience.kmath.structures.asBuffer
|
import space.kscience.kmath.structures.asBuffer
|
||||||
|
import space.kscience.kmath.structures.map
|
||||||
import kotlin.math.pow
|
import kotlin.math.pow
|
||||||
import kotlin.test.Test
|
import kotlin.test.Test
|
||||||
|
|
||||||
|
@ -6,8 +6,8 @@
|
|||||||
package space.kscience.kmath.expressions
|
package space.kscience.kmath.expressions
|
||||||
|
|
||||||
import space.kscience.kmath.operations.ExtendedField
|
import space.kscience.kmath.operations.ExtendedField
|
||||||
import space.kscience.kmath.operations.asIterable
|
|
||||||
import space.kscience.kmath.structures.Buffer
|
import space.kscience.kmath.structures.Buffer
|
||||||
|
import space.kscience.kmath.structures.asIterable
|
||||||
import space.kscience.kmath.structures.indices
|
import space.kscience.kmath.structures.indices
|
||||||
import kotlin.jvm.JvmName
|
import kotlin.jvm.JvmName
|
||||||
|
|
||||||
|
@ -15,7 +15,7 @@ import kotlin.math.pow
|
|||||||
import kotlin.math.pow as kpow
|
import kotlin.math.pow as kpow
|
||||||
|
|
||||||
public class DoubleBufferND(
|
public class DoubleBufferND(
|
||||||
indexes: ShapeIndexer,
|
indexes: ShapeIndices,
|
||||||
override val buffer: DoubleBuffer,
|
override val buffer: DoubleBuffer,
|
||||||
) : MutableBufferND<Double>(indexes, buffer)
|
) : MutableBufferND<Double>(indexes, buffer)
|
||||||
|
|
||||||
@ -35,7 +35,7 @@ public sealed class DoubleFieldOpsND : BufferedFieldOpsND<Double, DoubleField>(D
|
|||||||
arg: DoubleBufferND,
|
arg: DoubleBufferND,
|
||||||
transform: (Double) -> Double,
|
transform: (Double) -> Double,
|
||||||
): DoubleBufferND {
|
): DoubleBufferND {
|
||||||
val indexes = arg.indices
|
val indexes = arg.shapeIndices
|
||||||
val array = arg.buffer.array
|
val array = arg.buffer.array
|
||||||
return DoubleBufferND(indexes, DoubleBuffer(indexes.linearSize) { transform(array[it]) })
|
return DoubleBufferND(indexes, DoubleBuffer(indexes.linearSize) { transform(array[it]) })
|
||||||
}
|
}
|
||||||
@ -45,8 +45,8 @@ public sealed class DoubleFieldOpsND : BufferedFieldOpsND<Double, DoubleField>(D
|
|||||||
r: DoubleBufferND,
|
r: DoubleBufferND,
|
||||||
block: (l: Double, r: Double) -> Double,
|
block: (l: Double, r: Double) -> Double,
|
||||||
): DoubleBufferND {
|
): DoubleBufferND {
|
||||||
require(l.indices == r.indices) { "Zip requires the same shapes, but found ${l.shape} on the left and ${r.shape} on the right" }
|
require(l.shapeIndices == r.shapeIndices) { "Zip requires the same shapes, but found ${l.shape} on the left and ${r.shape} on the right" }
|
||||||
val indexes = l.indices
|
val indexes = l.shapeIndices
|
||||||
val lArray = l.buffer.array
|
val lArray = l.buffer.array
|
||||||
val rArray = r.buffer.array
|
val rArray = r.buffer.array
|
||||||
return DoubleBufferND(indexes, DoubleBuffer(indexes.linearSize) { block(lArray[it], rArray[it]) })
|
return DoubleBufferND(indexes, DoubleBuffer(indexes.linearSize) { block(lArray[it], rArray[it]) })
|
||||||
|
@ -6,10 +6,10 @@
|
|||||||
package space.kscience.kmath.nd
|
package space.kscience.kmath.nd
|
||||||
|
|
||||||
import space.kscience.kmath.misc.PerformancePitfall
|
import space.kscience.kmath.misc.PerformancePitfall
|
||||||
import space.kscience.kmath.operations.asSequence
|
|
||||||
import space.kscience.kmath.structures.Buffer
|
import space.kscience.kmath.structures.Buffer
|
||||||
import space.kscience.kmath.structures.MutableBuffer
|
import space.kscience.kmath.structures.MutableBuffer
|
||||||
import space.kscience.kmath.structures.asMutableBuffer
|
import space.kscience.kmath.structures.asMutableBuffer
|
||||||
|
import space.kscience.kmath.structures.asSequence
|
||||||
import kotlin.jvm.JvmInline
|
import kotlin.jvm.JvmInline
|
||||||
|
|
||||||
/**
|
/**
|
||||||
|
@ -54,7 +54,7 @@ public interface StructureND<out T> : Featured<StructureFeature>, WithShape {
|
|||||||
* @return the lazy sequence of pairs of indices to values.
|
* @return the lazy sequence of pairs of indices to values.
|
||||||
*/
|
*/
|
||||||
@PerformancePitfall
|
@PerformancePitfall
|
||||||
public fun elements(): Sequence<Pair<IntArray, T>> = indices.asSequence().map { it to get(it) }
|
public fun elements(): Sequence<Pair<IntArray, T>> = shapeIndices.asSequence().map { it to get(it) }
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Feature is some additional structure information that allows to access it special properties or hints.
|
* Feature is some additional structure information that allows to access it special properties or hints.
|
||||||
@ -71,7 +71,7 @@ public interface StructureND<out T> : Featured<StructureFeature>, WithShape {
|
|||||||
if (st1 === st2) return true
|
if (st1 === st2) return true
|
||||||
|
|
||||||
// fast comparison of buffers if possible
|
// fast comparison of buffers if possible
|
||||||
if (st1 is BufferND && st2 is BufferND && st1.indices == st2.indices)
|
if (st1 is BufferND && st2 is BufferND && st1.shapeIndices == st2.shapeIndices)
|
||||||
return Buffer.contentEquals(st1.buffer, st2.buffer)
|
return Buffer.contentEquals(st1.buffer, st2.buffer)
|
||||||
|
|
||||||
//element by element comparison if it could not be avoided
|
//element by element comparison if it could not be avoided
|
||||||
@ -87,7 +87,7 @@ public interface StructureND<out T> : Featured<StructureFeature>, WithShape {
|
|||||||
if (st1 === st2) return true
|
if (st1 === st2) return true
|
||||||
|
|
||||||
// fast comparison of buffers if possible
|
// fast comparison of buffers if possible
|
||||||
if (st1 is BufferND && st2 is BufferND && st1.indices == st2.indices)
|
if (st1 is BufferND && st2 is BufferND && st1.shapeIndices == st2.shapeIndices)
|
||||||
return Buffer.contentEquals(st1.buffer, st2.buffer)
|
return Buffer.contentEquals(st1.buffer, st2.buffer)
|
||||||
|
|
||||||
//element by element comparison if it could not be avoided
|
//element by element comparison if it could not be avoided
|
||||||
|
@ -5,7 +5,7 @@
|
|||||||
|
|
||||||
package space.kscience.kmath.structures
|
package space.kscience.kmath.structures
|
||||||
|
|
||||||
import space.kscience.kmath.operations.asSequence
|
import space.kscience.kmath.operations.WithSize
|
||||||
import kotlin.jvm.JvmInline
|
import kotlin.jvm.JvmInline
|
||||||
import kotlin.reflect.KClass
|
import kotlin.reflect.KClass
|
||||||
|
|
||||||
@ -50,11 +50,11 @@ public fun interface MutableBufferFactory<T> : BufferFactory<T> {
|
|||||||
*
|
*
|
||||||
* @param T the type of elements contained in the buffer.
|
* @param T the type of elements contained in the buffer.
|
||||||
*/
|
*/
|
||||||
public interface Buffer<out T> {
|
public interface Buffer<out T> : WithSize {
|
||||||
/**
|
/**
|
||||||
* The size of this buffer.
|
* The size of this buffer.
|
||||||
*/
|
*/
|
||||||
public val size: Int
|
override val size: Int
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Gets element at given index.
|
* Gets element at given index.
|
||||||
@ -64,7 +64,7 @@ public interface Buffer<out T> {
|
|||||||
/**
|
/**
|
||||||
* Iterates over all elements.
|
* Iterates over all elements.
|
||||||
*/
|
*/
|
||||||
public operator fun iterator(): Iterator<T>
|
public operator fun iterator(): Iterator<T> = indices.asSequence().map(::get).iterator()
|
||||||
|
|
||||||
override fun toString(): String
|
override fun toString(): String
|
||||||
|
|
||||||
@ -122,7 +122,14 @@ public interface Buffer<out T> {
|
|||||||
/**
|
/**
|
||||||
* Returns an [IntRange] of the valid indices for this [Buffer].
|
* Returns an [IntRange] of the valid indices for this [Buffer].
|
||||||
*/
|
*/
|
||||||
public val Buffer<*>.indices: IntRange get() = 0 until size
|
public val <T> Buffer<T>.indices: IntRange get() = 0 until size
|
||||||
|
|
||||||
|
public operator fun <T> Buffer<T>.get(index: UInt): T = get(index.toInt())
|
||||||
|
|
||||||
|
/**
|
||||||
|
* if index is in range of buffer, return the value. Otherwise, return null.
|
||||||
|
*/
|
||||||
|
public fun <T> Buffer<T>.getOrNull(index: Int): T? = if (index in indices) get(index) else null
|
||||||
|
|
||||||
public fun <T> Buffer<T>.first(): T {
|
public fun <T> Buffer<T>.first(): T {
|
||||||
require(size > 0) { "Can't get the first element of empty buffer" }
|
require(size > 0) { "Can't get the first element of empty buffer" }
|
||||||
|
@ -0,0 +1,148 @@
|
|||||||
|
package space.kscience.kmath.structures
|
||||||
|
|
||||||
|
import space.kscience.kmath.misc.UnstableKMathAPI
|
||||||
|
|
||||||
|
/**
|
||||||
|
* A buffer that wraps an original buffer
|
||||||
|
*/
|
||||||
|
public interface BufferView<T> : Buffer<T> {
|
||||||
|
public val origin: Buffer<T>
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Get the index in [origin] buffer from index in this buffer.
|
||||||
|
* Return -1 if element not present in the original buffer
|
||||||
|
* This method should be used internally to optimize non-boxing access.
|
||||||
|
*/
|
||||||
|
@UnstableKMathAPI
|
||||||
|
public fun originIndex(index: Int): Int
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* A zero-copy buffer that "sees" only part of original buffer. Slice can't go beyond original buffer borders.
|
||||||
|
*/
|
||||||
|
public class BufferSlice<T>(
|
||||||
|
override val origin: Buffer<T>,
|
||||||
|
public val offset: UInt = 0U,
|
||||||
|
override val size: Int,
|
||||||
|
) : BufferView<T> {
|
||||||
|
|
||||||
|
init {
|
||||||
|
require(size > 0) { "Size must be positive" }
|
||||||
|
require(offset + size.toUInt() <= origin.size.toUInt()) {
|
||||||
|
"End of buffer ${offset + size.toUInt()} is beyond the end of origin buffer size ${origin.size}"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
override fun get(index: Int): T = if (index >= size) {
|
||||||
|
throw IndexOutOfBoundsException("$index is out of ${0 until size} rage")
|
||||||
|
} else {
|
||||||
|
origin[index.toUInt() + offset]
|
||||||
|
}
|
||||||
|
|
||||||
|
override fun iterator(): Iterator<T> =
|
||||||
|
(offset until (offset + size.toUInt())).asSequence().map { origin[it] }.iterator()
|
||||||
|
|
||||||
|
@UnstableKMathAPI
|
||||||
|
override fun originIndex(index: Int): Int = if (index >= size) -1 else index - offset.toInt()
|
||||||
|
|
||||||
|
override fun toString(): String = "$origin[$offset..${offset + size.toUInt()}"
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* An expanded buffer that could include the whole initial buffer ot its part and fills all space beyond it borders with [defaultValue].
|
||||||
|
*
|
||||||
|
* The [offset] parameter shows the shift of expanded buffer start relative to origin start and could be both positive and negative.
|
||||||
|
*/
|
||||||
|
public class BufferExpanded<T>(
|
||||||
|
override val origin: Buffer<T>,
|
||||||
|
public val defaultValue: T,
|
||||||
|
public val offset: Int = 0,
|
||||||
|
override val size: Int = origin.size,
|
||||||
|
) : BufferView<T> {
|
||||||
|
|
||||||
|
init {
|
||||||
|
require(size > 0) { "Size must be positive" }
|
||||||
|
}
|
||||||
|
|
||||||
|
override fun get(index: Int): T = when (index) {
|
||||||
|
!in 0 until size -> throw IndexOutOfBoundsException("Index $index is not in $indices")
|
||||||
|
in -offset until origin.size - offset -> origin[index + offset]
|
||||||
|
else -> defaultValue
|
||||||
|
}
|
||||||
|
|
||||||
|
@UnstableKMathAPI
|
||||||
|
override fun originIndex(index: Int): Int = if (index in -offset until origin.size - offset) index + offset else -1
|
||||||
|
|
||||||
|
override fun toString(): String = "$origin[$offset..${offset + size}]"
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Zero-copy select a slice inside the original buffer
|
||||||
|
*/
|
||||||
|
public fun <T> Buffer<T>.slice(range: UIntRange): BufferView<T> = if (this is BufferSlice) {
|
||||||
|
BufferSlice(
|
||||||
|
origin,
|
||||||
|
this.offset + range.first,
|
||||||
|
(range.last - range.first).toInt() + 1
|
||||||
|
)
|
||||||
|
} else {
|
||||||
|
BufferSlice(
|
||||||
|
this,
|
||||||
|
range.first,
|
||||||
|
(range.last - range.first).toInt() + 1
|
||||||
|
)
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Resize original buffer to a given range using given [range], filling additional segments with [defaultValue].
|
||||||
|
* Range left border could be negative to designate adding new blank segment to the beginning of the buffer
|
||||||
|
*/
|
||||||
|
public fun <T> Buffer<T>.expand(
|
||||||
|
range: IntRange,
|
||||||
|
defaultValue: T,
|
||||||
|
): BufferView<T> = if (range.first >= 0 && range.last < size) {
|
||||||
|
BufferSlice(
|
||||||
|
this,
|
||||||
|
range.first.toUInt(),
|
||||||
|
(range.last - range.first) + 1
|
||||||
|
)
|
||||||
|
} else {
|
||||||
|
BufferExpanded(
|
||||||
|
this,
|
||||||
|
defaultValue,
|
||||||
|
range.first,
|
||||||
|
(range.last - range.first) + 1
|
||||||
|
)
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* A [BufferView] that overrides indexing of the original buffer
|
||||||
|
*/
|
||||||
|
public class PermutatedBuffer<T>(
|
||||||
|
override val origin: Buffer<T>,
|
||||||
|
private val permutations: IntArray,
|
||||||
|
) : BufferView<T> {
|
||||||
|
init {
|
||||||
|
permutations.forEach { index ->
|
||||||
|
if (index !in origin.indices) {
|
||||||
|
throw IndexOutOfBoundsException("Index $index is not in ${origin.indices}")
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
override val size: Int get() = permutations.size
|
||||||
|
|
||||||
|
override fun get(index: Int): T = origin[permutations[index]]
|
||||||
|
|
||||||
|
override fun iterator(): Iterator<T> = permutations.asSequence().map { origin[it] }.iterator()
|
||||||
|
|
||||||
|
@UnstableKMathAPI
|
||||||
|
override fun originIndex(index: Int): Int = if (index in permutations.indices) permutations[index] else -1
|
||||||
|
|
||||||
|
override fun toString(): String = Buffer.toString(this)
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Created a permuted view of given buffer using provided [indices]
|
||||||
|
*/
|
||||||
|
public fun <T> Buffer<T>.permute(indices: IntArray): PermutatedBuffer<T> = PermutatedBuffer(this, indices)
|
@ -14,7 +14,7 @@ import kotlin.jvm.JvmInline
|
|||||||
* @property array the underlying array.
|
* @property array the underlying array.
|
||||||
*/
|
*/
|
||||||
@JvmInline
|
@JvmInline
|
||||||
public value class DoubleBuffer(public val array: DoubleArray) : MutableBuffer<Double> {
|
public value class DoubleBuffer(public val array: DoubleArray) : PrimitiveBuffer<Double> {
|
||||||
override val size: Int get() = array.size
|
override val size: Int get() = array.size
|
||||||
|
|
||||||
override operator fun get(index: Int): Double = array[index]
|
override operator fun get(index: Int): Double = array[index]
|
||||||
|
@ -14,7 +14,7 @@ import kotlin.jvm.JvmInline
|
|||||||
* @author Iaroslav Postovalov
|
* @author Iaroslav Postovalov
|
||||||
*/
|
*/
|
||||||
@JvmInline
|
@JvmInline
|
||||||
public value class FloatBuffer(public val array: FloatArray) : MutableBuffer<Float> {
|
public value class FloatBuffer(public val array: FloatArray) : PrimitiveBuffer<Float> {
|
||||||
override val size: Int get() = array.size
|
override val size: Int get() = array.size
|
||||||
|
|
||||||
override operator fun get(index: Int): Float = array[index]
|
override operator fun get(index: Int): Float = array[index]
|
||||||
|
@ -13,7 +13,7 @@ import kotlin.jvm.JvmInline
|
|||||||
* @property array the underlying array.
|
* @property array the underlying array.
|
||||||
*/
|
*/
|
||||||
@JvmInline
|
@JvmInline
|
||||||
public value class IntBuffer(public val array: IntArray) : MutableBuffer<Int> {
|
public value class IntBuffer(public val array: IntArray) : PrimitiveBuffer<Int> {
|
||||||
override val size: Int get() = array.size
|
override val size: Int get() = array.size
|
||||||
|
|
||||||
override operator fun get(index: Int): Int = array[index]
|
override operator fun get(index: Int): Int = array[index]
|
||||||
|
@ -13,7 +13,7 @@ import kotlin.jvm.JvmInline
|
|||||||
* @property array the underlying array.
|
* @property array the underlying array.
|
||||||
*/
|
*/
|
||||||
@JvmInline
|
@JvmInline
|
||||||
public value class LongBuffer(public val array: LongArray) : MutableBuffer<Long> {
|
public value class LongBuffer(public val array: LongArray) : PrimitiveBuffer<Long> {
|
||||||
override val size: Int get() = array.size
|
override val size: Int get() = array.size
|
||||||
|
|
||||||
override operator fun get(index: Int): Long = array[index]
|
override operator fun get(index: Int): Long = array[index]
|
||||||
|
@ -95,3 +95,6 @@ public interface MutableBuffer<T> : Buffer<T> {
|
|||||||
auto(T::class, size, initializer)
|
auto(T::class, size, initializer)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
public sealed interface PrimitiveBuffer<T>: MutableBuffer<T>
|
@ -0,0 +1,38 @@
|
|||||||
|
package space.kscience.kmath.structures
|
||||||
|
|
||||||
|
import space.kscience.kmath.misc.UnstableKMathAPI
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Non-boxing access to primitive [Double]
|
||||||
|
*/
|
||||||
|
|
||||||
|
@UnstableKMathAPI
|
||||||
|
public fun Buffer<Double>.getDouble(index: Int): Double = if (this is BufferView) {
|
||||||
|
val originIndex = originIndex(index)
|
||||||
|
if( originIndex>=0) {
|
||||||
|
origin.getDouble(originIndex)
|
||||||
|
} else {
|
||||||
|
get(index)
|
||||||
|
}
|
||||||
|
} else if (this is DoubleBuffer) {
|
||||||
|
array[index]
|
||||||
|
} else {
|
||||||
|
get(index)
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Non-boxing access to primitive [Int]
|
||||||
|
*/
|
||||||
|
@UnstableKMathAPI
|
||||||
|
public fun Buffer<Int>.getInt(index: Int): Int = if (this is BufferView) {
|
||||||
|
val originIndex = originIndex(index)
|
||||||
|
if( originIndex>=0) {
|
||||||
|
origin.getInt(originIndex)
|
||||||
|
} else {
|
||||||
|
get(index)
|
||||||
|
}
|
||||||
|
} else if (this is IntBuffer) {
|
||||||
|
array[index]
|
||||||
|
} else {
|
||||||
|
get(index)
|
||||||
|
}
|
@ -0,0 +1,27 @@
|
|||||||
|
package space.kscience.kmath.structures
|
||||||
|
|
||||||
|
import kotlin.test.Test
|
||||||
|
import kotlin.test.assertEquals
|
||||||
|
import kotlin.test.assertFails
|
||||||
|
|
||||||
|
internal class BufferExpandedTest {
|
||||||
|
private val buffer = (0..100).toList().asBuffer()
|
||||||
|
|
||||||
|
@Test
|
||||||
|
fun shrink(){
|
||||||
|
val view = buffer.slice(20U..30U)
|
||||||
|
assertEquals(20, view[0])
|
||||||
|
assertEquals(30, view[10])
|
||||||
|
assertFails { view[11] }
|
||||||
|
}
|
||||||
|
|
||||||
|
@Test
|
||||||
|
fun expandNegative(){
|
||||||
|
val view: BufferView<Int> = buffer.expand(-20..113,0)
|
||||||
|
assertEquals(0,view[4])
|
||||||
|
assertEquals(0,view[123])
|
||||||
|
assertEquals(100, view[120])
|
||||||
|
assertFails { view[-2] }
|
||||||
|
assertFails { view[134] }
|
||||||
|
}
|
||||||
|
}
|
@ -7,7 +7,7 @@ package space.kscience.kmath.streaming
|
|||||||
|
|
||||||
import kotlinx.coroutines.flow.*
|
import kotlinx.coroutines.flow.*
|
||||||
import kotlinx.coroutines.runBlocking
|
import kotlinx.coroutines.runBlocking
|
||||||
import space.kscience.kmath.operations.asSequence
|
import space.kscience.kmath.structures.asSequence
|
||||||
import kotlin.test.Test
|
import kotlin.test.Test
|
||||||
import kotlin.test.assertEquals
|
import kotlin.test.assertEquals
|
||||||
|
|
||||||
|
@ -13,9 +13,9 @@ import space.kscience.kmath.misc.PerformancePitfall
|
|||||||
import space.kscience.kmath.misc.UnstableKMathAPI
|
import space.kscience.kmath.misc.UnstableKMathAPI
|
||||||
import space.kscience.kmath.operations.DoubleField
|
import space.kscience.kmath.operations.DoubleField
|
||||||
import space.kscience.kmath.operations.algebra
|
import space.kscience.kmath.operations.algebra
|
||||||
import space.kscience.kmath.operations.asIterable
|
|
||||||
import space.kscience.kmath.structures.Buffer
|
import space.kscience.kmath.structures.Buffer
|
||||||
import space.kscience.kmath.structures.DoubleBuffer
|
import space.kscience.kmath.structures.DoubleBuffer
|
||||||
|
import space.kscience.kmath.structures.asIterable
|
||||||
import kotlin.math.pow
|
import kotlin.math.pow
|
||||||
|
|
||||||
/*
|
/*
|
||||||
|
@ -13,8 +13,8 @@ import space.kscience.kmath.structures.DoubleBuffer
|
|||||||
* Map one [BufferND] using function without indices.
|
* Map one [BufferND] using function without indices.
|
||||||
*/
|
*/
|
||||||
public inline fun BufferND<Double>.mapInline(crossinline transform: DoubleField.(Double) -> Double): BufferND<Double> {
|
public inline fun BufferND<Double>.mapInline(crossinline transform: DoubleField.(Double) -> Double): BufferND<Double> {
|
||||||
val array = DoubleArray(indices.linearSize) { offset -> DoubleField.transform(buffer[offset]) }
|
val array = DoubleArray(shapeIndices.linearSize) { offset -> DoubleField.transform(buffer[offset]) }
|
||||||
return BufferND(indices, DoubleBuffer(array))
|
return BufferND(shapeIndices, DoubleBuffer(array))
|
||||||
}
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
|
@ -5,10 +5,10 @@
|
|||||||
|
|
||||||
package space.kscience.kmath.integration
|
package space.kscience.kmath.integration
|
||||||
|
|
||||||
import space.kscience.kmath.operations.map
|
|
||||||
import space.kscience.kmath.structures.Buffer
|
import space.kscience.kmath.structures.Buffer
|
||||||
import space.kscience.kmath.structures.DoubleBuffer
|
import space.kscience.kmath.structures.DoubleBuffer
|
||||||
import space.kscience.kmath.structures.asBuffer
|
import space.kscience.kmath.structures.asBuffer
|
||||||
|
import space.kscience.kmath.structures.map
|
||||||
import kotlin.jvm.Synchronized
|
import kotlin.jvm.Synchronized
|
||||||
import kotlin.math.ulp
|
import kotlin.math.ulp
|
||||||
import kotlin.native.concurrent.ThreadLocal
|
import kotlin.native.concurrent.ThreadLocal
|
||||||
|
@ -12,10 +12,14 @@ import space.kscience.kmath.interpolation.SplineInterpolator
|
|||||||
import space.kscience.kmath.interpolation.interpolatePolynomials
|
import space.kscience.kmath.interpolation.interpolatePolynomials
|
||||||
import space.kscience.kmath.misc.PerformancePitfall
|
import space.kscience.kmath.misc.PerformancePitfall
|
||||||
import space.kscience.kmath.misc.UnstableKMathAPI
|
import space.kscience.kmath.misc.UnstableKMathAPI
|
||||||
import space.kscience.kmath.operations.*
|
import space.kscience.kmath.operations.DoubleField
|
||||||
|
import space.kscience.kmath.operations.Field
|
||||||
|
import space.kscience.kmath.operations.invoke
|
||||||
|
import space.kscience.kmath.operations.sum
|
||||||
import space.kscience.kmath.structures.Buffer
|
import space.kscience.kmath.structures.Buffer
|
||||||
import space.kscience.kmath.structures.DoubleBuffer
|
import space.kscience.kmath.structures.DoubleBuffer
|
||||||
import space.kscience.kmath.structures.MutableBufferFactory
|
import space.kscience.kmath.structures.MutableBufferFactory
|
||||||
|
import space.kscience.kmath.structures.map
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Compute analytical indefinite integral of this [PiecewisePolynomial], keeping all intervals intact
|
* Compute analytical indefinite integral of this [PiecewisePolynomial], keeping all intervals intact
|
||||||
|
@ -5,7 +5,8 @@
|
|||||||
|
|
||||||
package space.kscience.kmath.geometry
|
package space.kscience.kmath.geometry
|
||||||
|
|
||||||
import space.kscience.kmath.operations.toList
|
|
||||||
|
import space.kscience.kmath.structures.toList
|
||||||
import kotlin.test.Test
|
import kotlin.test.Test
|
||||||
import kotlin.test.assertEquals
|
import kotlin.test.assertEquals
|
||||||
|
|
||||||
|
@ -5,7 +5,7 @@
|
|||||||
|
|
||||||
package space.kscience.kmath.geometry
|
package space.kscience.kmath.geometry
|
||||||
|
|
||||||
import space.kscience.kmath.operations.toList
|
import space.kscience.kmath.structures.toList
|
||||||
import kotlin.test.Test
|
import kotlin.test.Test
|
||||||
import kotlin.test.assertEquals
|
import kotlin.test.assertEquals
|
||||||
|
|
||||||
|
@ -21,9 +21,9 @@ import space.kscience.kmath.expressions.MST
|
|||||||
import space.kscience.kmath.expressions.MstRing
|
import space.kscience.kmath.expressions.MstRing
|
||||||
import space.kscience.kmath.misc.PerformancePitfall
|
import space.kscience.kmath.misc.PerformancePitfall
|
||||||
import space.kscience.kmath.nd.Structure2D
|
import space.kscience.kmath.nd.Structure2D
|
||||||
import space.kscience.kmath.operations.asSequence
|
|
||||||
import space.kscience.kmath.operations.invoke
|
import space.kscience.kmath.operations.invoke
|
||||||
import space.kscience.kmath.structures.Buffer
|
import space.kscience.kmath.structures.Buffer
|
||||||
|
import space.kscience.kmath.structures.asSequence
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* A function for conversion of number to MST for pretty print
|
* A function for conversion of number to MST for pretty print
|
||||||
|
@ -6,8 +6,8 @@
|
|||||||
package space.kscience.kmath.distributions
|
package space.kscience.kmath.distributions
|
||||||
|
|
||||||
import space.kscience.kmath.chains.Chain
|
import space.kscience.kmath.chains.Chain
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.stat.Sampler
|
import space.kscience.kmath.samplers.Sampler
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* A distribution of typed objects.
|
* A distribution of typed objects.
|
||||||
|
@ -7,7 +7,7 @@ package space.kscience.kmath.distributions
|
|||||||
|
|
||||||
import space.kscience.kmath.chains.Chain
|
import space.kscience.kmath.chains.Chain
|
||||||
import space.kscience.kmath.chains.SimpleChain
|
import space.kscience.kmath.chains.SimpleChain
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* A multivariate distribution that takes a map of parameters.
|
* A multivariate distribution that takes a map of parameters.
|
||||||
|
@ -6,11 +6,11 @@
|
|||||||
package space.kscience.kmath.distributions
|
package space.kscience.kmath.distributions
|
||||||
|
|
||||||
import space.kscience.kmath.chains.Chain
|
import space.kscience.kmath.chains.Chain
|
||||||
import space.kscience.kmath.internal.InternalErf
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.samplers.GaussianSampler
|
import space.kscience.kmath.samplers.GaussianSampler
|
||||||
|
import space.kscience.kmath.samplers.InternalErf
|
||||||
import space.kscience.kmath.samplers.NormalizedGaussianSampler
|
import space.kscience.kmath.samplers.NormalizedGaussianSampler
|
||||||
import space.kscience.kmath.samplers.ZigguratNormalizedGaussianSampler
|
import space.kscience.kmath.samplers.ZigguratNormalizedGaussianSampler
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
|
||||||
import kotlin.math.*
|
import kotlin.math.*
|
||||||
|
|
||||||
/**
|
/**
|
||||||
|
@ -3,7 +3,7 @@
|
|||||||
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
|
* 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.stat
|
package space.kscience.kmath.random
|
||||||
|
|
||||||
import kotlinx.coroutines.*
|
import kotlinx.coroutines.*
|
||||||
import kotlin.contracts.InvocationKind
|
import kotlin.contracts.InvocationKind
|
||||||
@ -22,6 +22,10 @@ public class MCScope(
|
|||||||
public val random: RandomGenerator,
|
public val random: RandomGenerator,
|
||||||
)
|
)
|
||||||
|
|
||||||
|
public fun MCScope.asCoroutineScope(): CoroutineScope = object : CoroutineScope {
|
||||||
|
override val coroutineContext: CoroutineContext get() = this@asCoroutineScope.coroutineContext
|
||||||
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Launches a supervised Monte-Carlo scope
|
* Launches a supervised Monte-Carlo scope
|
||||||
*/
|
*/
|
@ -3,7 +3,7 @@
|
|||||||
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
|
* 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.stat
|
package space.kscience.kmath.random
|
||||||
|
|
||||||
import space.kscience.kmath.chains.BlockingDoubleChain
|
import space.kscience.kmath.chains.BlockingDoubleChain
|
||||||
import space.kscience.kmath.chains.Chain
|
import space.kscience.kmath.chains.Chain
|
@ -3,7 +3,7 @@
|
|||||||
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
|
* 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.stat
|
package space.kscience.kmath.random
|
||||||
|
|
||||||
import space.kscience.kmath.structures.DoubleBuffer
|
import space.kscience.kmath.structures.DoubleBuffer
|
||||||
import kotlin.random.Random
|
import kotlin.random.Random
|
@ -6,8 +6,7 @@
|
|||||||
package space.kscience.kmath.samplers
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import space.kscience.kmath.chains.BlockingDoubleChain
|
import space.kscience.kmath.chains.BlockingDoubleChain
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.stat.Sampler
|
|
||||||
import space.kscience.kmath.structures.DoubleBuffer
|
import space.kscience.kmath.structures.DoubleBuffer
|
||||||
import kotlin.math.ln
|
import kotlin.math.ln
|
||||||
import kotlin.math.pow
|
import kotlin.math.pow
|
||||||
@ -67,7 +66,7 @@ public class AhrensDieterExponentialSampler(public val mean: Double) : Sampler<D
|
|||||||
var qi = 0.0
|
var qi = 0.0
|
||||||
|
|
||||||
DoubleArray(16) { i ->
|
DoubleArray(16) { i ->
|
||||||
qi += ln2.pow(i + 1.0) / space.kscience.kmath.internal.InternalUtils.factorial(i + 1)
|
qi += ln2.pow(i + 1.0) / InternalUtils.factorial(i + 1)
|
||||||
qi
|
qi
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@ -6,10 +6,8 @@
|
|||||||
package space.kscience.kmath.samplers
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import space.kscience.kmath.chains.Chain
|
import space.kscience.kmath.chains.Chain
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.stat.Sampler
|
import space.kscience.kmath.random.chain
|
||||||
import space.kscience.kmath.stat.chain
|
|
||||||
import space.kscience.kmath.stat.next
|
|
||||||
import kotlin.math.*
|
import kotlin.math.*
|
||||||
|
|
||||||
/**
|
/**
|
||||||
@ -25,14 +23,14 @@ import kotlin.math.*
|
|||||||
*/
|
*/
|
||||||
public class AhrensDieterMarsagliaTsangGammaSampler private constructor(
|
public class AhrensDieterMarsagliaTsangGammaSampler private constructor(
|
||||||
alpha: Double,
|
alpha: Double,
|
||||||
theta: Double
|
theta: Double,
|
||||||
) : Sampler<Double> {
|
) : Sampler<Double> {
|
||||||
private val delegate: BaseGammaSampler =
|
private val delegate: BaseGammaSampler =
|
||||||
if (alpha < 1) AhrensDieterGammaSampler(alpha, theta) else MarsagliaTsangGammaSampler(alpha, theta)
|
if (alpha < 1) AhrensDieterGammaSampler(alpha, theta) else MarsagliaTsangGammaSampler(alpha, theta)
|
||||||
|
|
||||||
private abstract class BaseGammaSampler internal constructor(
|
private abstract class BaseGammaSampler internal constructor(
|
||||||
protected val alpha: Double,
|
protected val alpha: Double,
|
||||||
protected val theta: Double
|
protected val theta: Double,
|
||||||
) : Sampler<Double> {
|
) : Sampler<Double> {
|
||||||
init {
|
init {
|
||||||
require(alpha > 0) { "alpha is not strictly positive: $alpha" }
|
require(alpha > 0) { "alpha is not strictly positive: $alpha" }
|
||||||
@ -119,7 +117,7 @@ public class AhrensDieterMarsagliaTsangGammaSampler private constructor(
|
|||||||
public companion object {
|
public companion object {
|
||||||
public fun of(
|
public fun of(
|
||||||
alpha: Double,
|
alpha: Double,
|
||||||
theta: Double
|
theta: Double,
|
||||||
): Sampler<Double> = AhrensDieterMarsagliaTsangGammaSampler(alpha, theta)
|
): Sampler<Double> = AhrensDieterMarsagliaTsangGammaSampler(alpha, theta)
|
||||||
}
|
}
|
||||||
}
|
}
|
@ -6,10 +6,8 @@
|
|||||||
package space.kscience.kmath.samplers
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import space.kscience.kmath.chains.Chain
|
import space.kscience.kmath.chains.Chain
|
||||||
import space.kscience.kmath.internal.InternalUtils
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.chain
|
||||||
import space.kscience.kmath.stat.Sampler
|
|
||||||
import space.kscience.kmath.stat.chain
|
|
||||||
import kotlin.math.ceil
|
import kotlin.math.ceil
|
||||||
import kotlin.math.max
|
import kotlin.math.max
|
||||||
import kotlin.math.min
|
import kotlin.math.min
|
||||||
|
@ -6,7 +6,7 @@
|
|||||||
package space.kscience.kmath.samplers
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import space.kscience.kmath.chains.BlockingDoubleChain
|
import space.kscience.kmath.chains.BlockingDoubleChain
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.structures.DoubleBuffer
|
import space.kscience.kmath.structures.DoubleBuffer
|
||||||
import kotlin.math.*
|
import kotlin.math.*
|
||||||
|
|
||||||
|
@ -7,7 +7,7 @@ package space.kscience.kmath.samplers
|
|||||||
|
|
||||||
import space.kscience.kmath.chains.BlockingDoubleChain
|
import space.kscience.kmath.chains.BlockingDoubleChain
|
||||||
import space.kscience.kmath.chains.map
|
import space.kscience.kmath.chains.map
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Sampling from a Gaussian distribution with given mean and standard deviation.
|
* Sampling from a Gaussian distribution with given mean and standard deviation.
|
||||||
@ -21,7 +21,7 @@ import space.kscience.kmath.stat.RandomGenerator
|
|||||||
public class GaussianSampler(
|
public class GaussianSampler(
|
||||||
public val mean: Double,
|
public val mean: Double,
|
||||||
public val standardDeviation: Double,
|
public val standardDeviation: Double,
|
||||||
private val normalized: NormalizedGaussianSampler = BoxMullerSampler
|
private val normalized: NormalizedGaussianSampler = BoxMullerSampler,
|
||||||
) : BlockingDoubleSampler {
|
) : BlockingDoubleSampler {
|
||||||
|
|
||||||
init {
|
init {
|
||||||
|
@ -3,7 +3,7 @@
|
|||||||
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
|
* 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.internal
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import kotlin.math.abs
|
import kotlin.math.abs
|
||||||
|
|
@ -3,7 +3,7 @@
|
|||||||
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
|
* 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.internal
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import kotlin.math.*
|
import kotlin.math.*
|
||||||
|
|
@ -3,7 +3,7 @@
|
|||||||
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
|
* 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.internal
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import kotlin.math.ln
|
import kotlin.math.ln
|
||||||
import kotlin.math.min
|
import kotlin.math.min
|
@ -6,8 +6,7 @@
|
|||||||
package space.kscience.kmath.samplers
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import space.kscience.kmath.chains.BlockingIntChain
|
import space.kscience.kmath.chains.BlockingIntChain
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.stat.Sampler
|
|
||||||
import space.kscience.kmath.structures.IntBuffer
|
import space.kscience.kmath.structures.IntBuffer
|
||||||
import kotlin.math.exp
|
import kotlin.math.exp
|
||||||
|
|
||||||
|
@ -6,7 +6,7 @@
|
|||||||
package space.kscience.kmath.samplers
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import space.kscience.kmath.chains.BlockingDoubleChain
|
import space.kscience.kmath.chains.BlockingDoubleChain
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.structures.DoubleBuffer
|
import space.kscience.kmath.structures.DoubleBuffer
|
||||||
import kotlin.math.ln
|
import kotlin.math.ln
|
||||||
import kotlin.math.sqrt
|
import kotlin.math.sqrt
|
||||||
|
@ -6,10 +6,9 @@
|
|||||||
package space.kscience.kmath.samplers
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import space.kscience.kmath.chains.BlockingDoubleChain
|
import space.kscience.kmath.chains.BlockingDoubleChain
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.stat.Sampler
|
|
||||||
|
|
||||||
public interface BlockingDoubleSampler: Sampler<Double>{
|
public interface BlockingDoubleSampler : Sampler<Double> {
|
||||||
override fun sample(generator: RandomGenerator): BlockingDoubleChain
|
override fun sample(generator: RandomGenerator): BlockingDoubleChain
|
||||||
}
|
}
|
||||||
|
|
||||||
@ -18,6 +17,6 @@ public interface BlockingDoubleSampler: Sampler<Double>{
|
|||||||
* Marker interface for a sampler that generates values from an N(0,1)
|
* Marker interface for a sampler that generates values from an N(0,1)
|
||||||
* [Gaussian distribution](https://en.wikipedia.org/wiki/Normal_distribution).
|
* [Gaussian distribution](https://en.wikipedia.org/wiki/Normal_distribution).
|
||||||
*/
|
*/
|
||||||
public fun interface NormalizedGaussianSampler : BlockingDoubleSampler{
|
public fun interface NormalizedGaussianSampler : BlockingDoubleSampler {
|
||||||
public companion object
|
public companion object
|
||||||
}
|
}
|
||||||
|
@ -6,10 +6,8 @@
|
|||||||
package space.kscience.kmath.samplers
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import space.kscience.kmath.chains.BlockingIntChain
|
import space.kscience.kmath.chains.BlockingIntChain
|
||||||
import space.kscience.kmath.internal.InternalUtils
|
|
||||||
import space.kscience.kmath.misc.toIntExact
|
import space.kscience.kmath.misc.toIntExact
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.stat.Sampler
|
|
||||||
import space.kscience.kmath.structures.IntBuffer
|
import space.kscience.kmath.structures.IntBuffer
|
||||||
import kotlin.math.*
|
import kotlin.math.*
|
||||||
|
|
||||||
|
@ -3,7 +3,7 @@
|
|||||||
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
|
* 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.stat
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import space.kscience.kmath.chains.Chain
|
import space.kscience.kmath.chains.Chain
|
||||||
import space.kscience.kmath.chains.ConstantChain
|
import space.kscience.kmath.chains.ConstantChain
|
||||||
@ -12,6 +12,7 @@ import space.kscience.kmath.chains.zip
|
|||||||
import space.kscience.kmath.operations.Group
|
import space.kscience.kmath.operations.Group
|
||||||
import space.kscience.kmath.operations.ScaleOperations
|
import space.kscience.kmath.operations.ScaleOperations
|
||||||
import space.kscience.kmath.operations.invoke
|
import space.kscience.kmath.operations.invoke
|
||||||
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Implements [Sampler] by sampling only certain [value].
|
* Implements [Sampler] by sampling only certain [value].
|
@ -6,8 +6,7 @@
|
|||||||
package space.kscience.kmath.samplers
|
package space.kscience.kmath.samplers
|
||||||
|
|
||||||
import space.kscience.kmath.chains.BlockingDoubleChain
|
import space.kscience.kmath.chains.BlockingDoubleChain
|
||||||
import space.kscience.kmath.misc.toIntExact
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.stat.RandomGenerator
|
|
||||||
import space.kscience.kmath.structures.DoubleBuffer
|
import space.kscience.kmath.structures.DoubleBuffer
|
||||||
import kotlin.math.*
|
import kotlin.math.*
|
||||||
|
|
||||||
|
@ -0,0 +1,193 @@
|
|||||||
|
package space.kscience.kmath.series
|
||||||
|
|
||||||
|
import space.kscience.kmath.operations.BufferAlgebra
|
||||||
|
import space.kscience.kmath.operations.Ring
|
||||||
|
import space.kscience.kmath.operations.RingOps
|
||||||
|
import space.kscience.kmath.stat.StatisticalAlgebra
|
||||||
|
import space.kscience.kmath.structures.Buffer
|
||||||
|
import space.kscience.kmath.structures.BufferView
|
||||||
|
import kotlin.math.max
|
||||||
|
import kotlin.math.min
|
||||||
|
|
||||||
|
@PublishedApi
|
||||||
|
internal fun IntRange.intersect(other: IntRange): IntRange =
|
||||||
|
max(first, other.first)..min(last, other.last)
|
||||||
|
|
||||||
|
@PublishedApi
|
||||||
|
internal val IntRange.size: Int
|
||||||
|
get() = last - first + 1
|
||||||
|
|
||||||
|
@PublishedApi
|
||||||
|
internal operator fun IntRange.contains(other: IntRange): Boolean = (other.first in this) && (other.last in this)
|
||||||
|
|
||||||
|
//TODO add permutation sort
|
||||||
|
//TODO check rank statistics
|
||||||
|
|
||||||
|
|
||||||
|
public interface Series<T> : Buffer<T> {
|
||||||
|
public val origin: Buffer<T>
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Absolute position of start of this [Series] in [SeriesAlgebra]
|
||||||
|
*/
|
||||||
|
public val position: Int
|
||||||
|
}
|
||||||
|
|
||||||
|
public val <T> Series<T>.absoluteIndices: IntRange get() = position until position + size
|
||||||
|
|
||||||
|
/**
|
||||||
|
* A [BufferView] with index offset (both positive and negative) and possible size change
|
||||||
|
*/
|
||||||
|
private class OffsetBufer<T>(
|
||||||
|
override val origin: Buffer<T>,
|
||||||
|
override val position: Int,
|
||||||
|
override val size: Int = origin.size,
|
||||||
|
) : Series<T>, Buffer<T> by origin {
|
||||||
|
|
||||||
|
init {
|
||||||
|
require(size > 0) { "Size must be positive" }
|
||||||
|
require(size <= origin.size) { "Slice size is larger than the original buffer" }
|
||||||
|
}
|
||||||
|
|
||||||
|
override fun toString(): String = "$origin-->${position}"
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* A scope to operation on series
|
||||||
|
*/
|
||||||
|
public class SeriesAlgebra<T, out A : Ring<T>, out BA : BufferAlgebra<T, A>, L>(
|
||||||
|
override val bufferAlgebra: BA,
|
||||||
|
private val labelResolver: (Int) -> L,
|
||||||
|
) : RingOps<Buffer<T>>, StatisticalAlgebra<T, A, BA> {
|
||||||
|
|
||||||
|
public val Buffer<T>.indices: IntRange
|
||||||
|
get() = if (this is Series) {
|
||||||
|
absoluteIndices
|
||||||
|
} else {
|
||||||
|
0 until size
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Get the value by absolute index in the series algebra or return null if index is out of range
|
||||||
|
*/
|
||||||
|
public fun Buffer<T>.getAbsoluteOrNull(index: Int): T? = when {
|
||||||
|
index !in indices -> null
|
||||||
|
this is Series -> origin[index - position]
|
||||||
|
else -> get(index)
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Get the value by absolute index in the series algebra or throw [IndexOutOfBoundsException] if index is out of range
|
||||||
|
*/
|
||||||
|
public fun Buffer<T>.getAbsolute(index: Int): T =
|
||||||
|
getAbsoluteOrNull(index) ?: throw IndexOutOfBoundsException("Index $index is not in $indices")
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Create an offset series with index starting point at [index]
|
||||||
|
*/
|
||||||
|
public fun Buffer<T>.moveTo(index: Int): Series<T> = if (this is Series) {
|
||||||
|
OffsetBufer(origin, index, size)
|
||||||
|
} else {
|
||||||
|
OffsetBufer(this, index, size)
|
||||||
|
}
|
||||||
|
|
||||||
|
public val Buffer<T>.offset: Int get() = if (this is Series) position else 0
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Build a new series
|
||||||
|
*/
|
||||||
|
public fun series(size: Int, fromIndex: Int = 0, block: A.(label: L) -> T): Series<T> {
|
||||||
|
return bufferFactory(size) {
|
||||||
|
val index = it + fromIndex
|
||||||
|
elementAlgebra.block(labelResolver(index))
|
||||||
|
}.moveTo(fromIndex)
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Get a label buffer for given buffer.
|
||||||
|
*/
|
||||||
|
public val Buffer<T>.labels: List<L> get() = indices.map(labelResolver)
|
||||||
|
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Try to resolve element by label and return null if element with a given label is not found
|
||||||
|
*/
|
||||||
|
public operator fun Buffer<T>.get(label: L): T? {
|
||||||
|
val index = labels.indexOf(label)
|
||||||
|
if (index == -1) return null
|
||||||
|
return getAbsolute(index + offset)
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Map a series to another series of the same size
|
||||||
|
*/
|
||||||
|
public inline fun Buffer<T>.map(crossinline transform: A.(T) -> T): Series<T> {
|
||||||
|
val buf = bufferFactory(size) {
|
||||||
|
elementAlgebra.transform(getAbsolute(it))
|
||||||
|
}
|
||||||
|
return buf.moveTo(indices.first)
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Map series to another series of the same size with label
|
||||||
|
*/
|
||||||
|
public inline fun Buffer<T>.mapWithLabel(crossinline transform: A.(arg: T, label: L) -> T): Series<T> {
|
||||||
|
val labels = labels
|
||||||
|
val buf = bufferFactory(size) {
|
||||||
|
elementAlgebra.transform(getAbsolute(it), labels[it])
|
||||||
|
}
|
||||||
|
return buf.moveTo(indices.first)
|
||||||
|
}
|
||||||
|
|
||||||
|
public inline fun <R> Buffer<T>.fold(initial: R, operation: A.(acc: R, T) -> R): R {
|
||||||
|
var accumulator = initial
|
||||||
|
for (index in this.indices) accumulator = elementAlgebra.operation(accumulator, getAbsolute(index))
|
||||||
|
return accumulator
|
||||||
|
}
|
||||||
|
|
||||||
|
public inline fun <R> Buffer<T>.foldWithLabel(initial: R, operation: A.(acc: R, arg: T, label: L) -> R): R {
|
||||||
|
val labels = labels
|
||||||
|
var accumulator = initial
|
||||||
|
for (index in this.indices) accumulator =
|
||||||
|
elementAlgebra.operation(accumulator, getAbsolute(index), labels[index])
|
||||||
|
return accumulator
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Zip two buffers in the range whe they overlap
|
||||||
|
*/
|
||||||
|
public inline fun Buffer<T>.zip(
|
||||||
|
other: Buffer<T>,
|
||||||
|
crossinline operation: A.(left: T, right: T) -> T,
|
||||||
|
): Series<T> {
|
||||||
|
val newRange = indices.intersect(other.indices)
|
||||||
|
return bufferFactory(newRange.size) {
|
||||||
|
elementAlgebra.operation(
|
||||||
|
getAbsolute(it),
|
||||||
|
other.getAbsolute(it)
|
||||||
|
)
|
||||||
|
}.moveTo(newRange.first)
|
||||||
|
}
|
||||||
|
|
||||||
|
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 <T, A : Ring<T>, BA : BufferAlgebra<T, A>, L> BA.seriesAlgebra(labels: Iterable<L>): SeriesAlgebra<T, A, BA, L> {
|
||||||
|
val l = labels.toList()
|
||||||
|
return SeriesAlgebra(this) {
|
||||||
|
if (it in l.indices) l[it] else error("Index $it is outside of labels range ${l.indices}")
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
public fun <T, A : Ring<T>, BA : BufferAlgebra<T, A>, L> BA.seriesAlgebra(labelGenerator: (Int) -> L): SeriesAlgebra<T, A, BA, L> =
|
||||||
|
SeriesAlgebra(this, labelGenerator)
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Create a series algebra using offset as a label
|
||||||
|
*/
|
||||||
|
public fun <T, A : Ring<T>, BA : BufferAlgebra<T, A>> BA.seriesAlgebra(): SeriesAlgebra<T, A, BA, Int> =
|
||||||
|
SeriesAlgebra(this) { it }
|
@ -0,0 +1,97 @@
|
|||||||
|
package space.kscience.kmath.series
|
||||||
|
|
||||||
|
import space.kscience.kmath.operations.BufferAlgebra
|
||||||
|
import space.kscience.kmath.operations.ExponentialOperations
|
||||||
|
import space.kscience.kmath.operations.PowerOperations
|
||||||
|
import space.kscience.kmath.operations.TrigonometricOperations
|
||||||
|
import space.kscience.kmath.structures.Buffer
|
||||||
|
|
||||||
|
|
||||||
|
//trigonometric
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.sin(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : TrigonometricOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.sin(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.cos(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : TrigonometricOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.cos(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.tan(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : TrigonometricOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.tan(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.asin(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : TrigonometricOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.asin(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.acos(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : TrigonometricOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.acos(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.atan(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : TrigonometricOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.atan(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
|
||||||
|
//exponential
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.exp(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : ExponentialOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.exp(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.ln(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : ExponentialOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.ln(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.sinh(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : ExponentialOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.sinh(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.cosh(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : ExponentialOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.cosh(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.tanh(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : ExponentialOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.tanh(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.asinh(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : ExponentialOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.asinh(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.acosh(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : ExponentialOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.acosh(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.atanh(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : ExponentialOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.atanh(arg).moveTo(arg.offset)
|
||||||
|
|
||||||
|
|
||||||
|
//power
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.power(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
pow: Number,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : PowerOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.power(arg, pow).moveTo(arg.offset)
|
||||||
|
|
||||||
|
public fun <T, BA> SeriesAlgebra<T, *, BA, *>.sqrt(
|
||||||
|
arg: Buffer<T>,
|
||||||
|
): Series<T> where BA : BufferAlgebra<T, *>, BA : PowerOperations<Buffer<T>> =
|
||||||
|
bufferAlgebra.sqrt(arg).moveTo(arg.offset)
|
@ -45,8 +45,10 @@ public class Mean<T>(
|
|||||||
public companion object {
|
public companion object {
|
||||||
@Deprecated("Use Double.mean instead")
|
@Deprecated("Use Double.mean instead")
|
||||||
public val double: Mean<Double> = Mean(DoubleField) { sum, count -> sum / count }
|
public val double: Mean<Double> = Mean(DoubleField) { sum, count -> sum / count }
|
||||||
|
|
||||||
@Deprecated("Use Int.mean instead")
|
@Deprecated("Use Int.mean instead")
|
||||||
public val int: Mean<Int> = Mean(IntRing) { sum, count -> sum / count }
|
public val int: Mean<Int> = Mean(IntRing) { sum, count -> sum / count }
|
||||||
|
|
||||||
@Deprecated("Use Long.mean instead")
|
@Deprecated("Use Long.mean instead")
|
||||||
public val long: Mean<Long> = Mean(LongRing) { sum, count -> sum / count }
|
public val long: Mean<Long> = Mean(LongRing) { sum, count -> sum / count }
|
||||||
|
|
||||||
@ -60,6 +62,6 @@ public class Mean<T>(
|
|||||||
//TODO replace with optimized version which respects overflow
|
//TODO replace with optimized version which respects overflow
|
||||||
public val Double.Companion.mean: Mean<Double> get() = Mean(DoubleField) { sum, count -> sum / count }
|
public val Double.Companion.mean: Mean<Double> get() = Mean(DoubleField) { sum, count -> sum / count }
|
||||||
public val Int.Companion.mean: Mean<Int> get() = Mean(IntRing) { sum, count -> sum / count }
|
public val Int.Companion.mean: Mean<Int> get() = Mean(IntRing) { sum, count -> sum / count }
|
||||||
public val Long.Companion.mean: Mean<Long> get() = Mean(LongRing) { sum, count -> sum / count }
|
public val Long.Companion.mean: Mean<Long> get() = Mean(LongRing) { sum, count -> sum / count }
|
||||||
|
|
||||||
|
|
||||||
|
@ -5,8 +5,8 @@
|
|||||||
|
|
||||||
package space.kscience.kmath.stat
|
package space.kscience.kmath.stat
|
||||||
|
|
||||||
import space.kscience.kmath.operations.asSequence
|
|
||||||
import space.kscience.kmath.structures.Buffer
|
import space.kscience.kmath.structures.Buffer
|
||||||
|
import space.kscience.kmath.structures.asSequence
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Non-composable median
|
* Non-composable median
|
||||||
|
@ -0,0 +1,35 @@
|
|||||||
|
package space.kscience.kmath.stat
|
||||||
|
|
||||||
|
import space.kscience.kmath.structures.Buffer
|
||||||
|
import space.kscience.kmath.structures.asIterable
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Rank statistics
|
||||||
|
*/
|
||||||
|
public class Rank<T : Comparable<T>> : BlockingStatistic<T, IntArray> {
|
||||||
|
override fun evaluateBlocking(data: Buffer<T>): IntArray = Companion.evaluate(data)
|
||||||
|
|
||||||
|
public companion object {
|
||||||
|
public fun <T : Comparable<T>> evaluate(data: Buffer<T>): IntArray {
|
||||||
|
// https://www.geeksforgeeks.org/rank-elements-array/
|
||||||
|
val permutations = ArrayList<Pair<T, Int>>(data.size)
|
||||||
|
data.asIterable().mapIndexedTo(permutations) { i, v -> v to i }
|
||||||
|
permutations.sortBy { it.first }
|
||||||
|
var rank = 1
|
||||||
|
var i = 0
|
||||||
|
val r = IntArray(data.size)
|
||||||
|
while (i < data.size) {
|
||||||
|
var j = i
|
||||||
|
while (j < data.size - 1 && permutations[j].first == permutations[j + 1]) ++j
|
||||||
|
val n = j - i + 1
|
||||||
|
(0 until n).map { k ->
|
||||||
|
val idx = permutations[i + k].second
|
||||||
|
r[idx] = rank + ((n - 1) * 0.5f).toInt()
|
||||||
|
}
|
||||||
|
rank += n
|
||||||
|
i += n
|
||||||
|
}
|
||||||
|
return r
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
@ -0,0 +1,68 @@
|
|||||||
|
package space.kscience.kmath.stat
|
||||||
|
|
||||||
|
import space.kscience.kmath.misc.UnstableKMathAPI
|
||||||
|
import space.kscience.kmath.operations.*
|
||||||
|
import space.kscience.kmath.structures.Buffer
|
||||||
|
import space.kscience.kmath.structures.BufferFactory
|
||||||
|
import space.kscience.kmath.structures.asIterable
|
||||||
|
import space.kscience.kmath.structures.sorted
|
||||||
|
|
||||||
|
public interface StatisticalAlgebra<T, out A : Algebra<T>, out BA : BufferAlgebra<T, A>> : Algebra<Buffer<T>> {
|
||||||
|
public val bufferAlgebra: BA
|
||||||
|
public val elementAlgebra: A get() = bufferAlgebra.elementAlgebra
|
||||||
|
public val bufferFactory: BufferFactory<T> get() = bufferAlgebra.bufferFactory
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Compute [empirical CDF function](https://en.wikipedia.org/wiki/Empirical_distribution_function)
|
||||||
|
*/
|
||||||
|
public fun <T : Comparable<T>> StatisticalAlgebra<T, *, *>.ecdf(buffer: Buffer<T>): (T) -> Double = { arg ->
|
||||||
|
buffer.asIterable().count { it < arg }.toDouble() / buffer.size
|
||||||
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Resulting value of kolmogorov-smirnov two-sample statistic
|
||||||
|
*/
|
||||||
|
@UnstableKMathAPI
|
||||||
|
public data class KMComparisonResult<T : Comparable<T>>(val n: Int, val m: Int, val value: T)
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Kolmogorov-Smirnov sample comparison test
|
||||||
|
* Implementation copied from https://commons.apache.org/proper/commons-math/javadocs/api-3.6.1/index.html?org/apache/commons/math3/stat/inference/KolmogorovSmirnovTest.html
|
||||||
|
*/
|
||||||
|
@UnstableKMathAPI
|
||||||
|
public fun <T : Comparable<T>, A, BA : BufferAlgebra<T, A>> StatisticalAlgebra<T, A, BA>.ksComparisonStatistic(
|
||||||
|
x: Buffer<T>,
|
||||||
|
y: Buffer<T>,
|
||||||
|
): KMComparisonResult<T> where A : Group<T>, A : NumericAlgebra<T> = elementAlgebra.invoke {
|
||||||
|
// Copy and sort the sample arrays
|
||||||
|
val sx = x.sorted()
|
||||||
|
val sy = y.sorted()
|
||||||
|
val n = sx.size
|
||||||
|
val m = sy.size
|
||||||
|
|
||||||
|
var rankX = 0
|
||||||
|
var rankY = 0
|
||||||
|
var curD: T = zero
|
||||||
|
|
||||||
|
// Find the max difference between cdf_x and cdf_y
|
||||||
|
var supD: T = zero
|
||||||
|
do {
|
||||||
|
val z = if (sx[rankX] <= sy[rankY]) sx[rankX] else sy[rankY]
|
||||||
|
while (rankX < n && sx[rankX].compareTo(z) == 0) {
|
||||||
|
rankX += 1
|
||||||
|
curD += number(m)
|
||||||
|
}
|
||||||
|
|
||||||
|
while (rankY < m && sy[rankY].compareTo(z) == 0) {
|
||||||
|
rankY += 1
|
||||||
|
curD -= number(n)
|
||||||
|
}
|
||||||
|
|
||||||
|
when {
|
||||||
|
curD > supD -> supD = curD
|
||||||
|
-curD > supD -> supD = -curD
|
||||||
|
}
|
||||||
|
} while (rankX < n && rankY < m)
|
||||||
|
return KMComparisonResult(n, m, supD)
|
||||||
|
}
|
@ -7,13 +7,17 @@ package space.kscience.kmath.stat
|
|||||||
|
|
||||||
import org.apache.commons.rng.UniformRandomProvider
|
import org.apache.commons.rng.UniformRandomProvider
|
||||||
import org.apache.commons.rng.simple.RandomSource
|
import org.apache.commons.rng.simple.RandomSource
|
||||||
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Implements [RandomGenerator] by delegating all operations to [RandomSource].
|
* Implements [RandomGenerator] by delegating all operations to [RandomSource].
|
||||||
*
|
*
|
||||||
* @property source the underlying [RandomSource] object.
|
* @property source the underlying [RandomSource] object.
|
||||||
*/
|
*/
|
||||||
public class RandomSourceGenerator internal constructor(public val source: RandomSource, seed: Long?) : RandomGenerator {
|
public class RandomSourceGenerator internal constructor(
|
||||||
|
public val source: RandomSource,
|
||||||
|
seed: Long?,
|
||||||
|
) : RandomGenerator {
|
||||||
internal val random: UniformRandomProvider = seed?.let { RandomSource.create(source, seed) }
|
internal val random: UniformRandomProvider = seed?.let { RandomSource.create(source, seed) }
|
||||||
?: RandomSource.create(source)
|
?: RandomSource.create(source)
|
||||||
|
|
||||||
|
@ -8,6 +8,7 @@ package space.kscience.kmath.stat
|
|||||||
import kotlinx.coroutines.runBlocking
|
import kotlinx.coroutines.runBlocking
|
||||||
import org.junit.jupiter.api.Assertions
|
import org.junit.jupiter.api.Assertions
|
||||||
import org.junit.jupiter.api.Test
|
import org.junit.jupiter.api.Test
|
||||||
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
import space.kscience.kmath.samplers.GaussianSampler
|
import space.kscience.kmath.samplers.GaussianSampler
|
||||||
|
|
||||||
internal class CommonsDistributionsTest {
|
internal class CommonsDistributionsTest {
|
||||||
|
@ -6,20 +6,22 @@
|
|||||||
package space.kscience.kmath.stat
|
package space.kscience.kmath.stat
|
||||||
|
|
||||||
import kotlinx.coroutines.*
|
import kotlinx.coroutines.*
|
||||||
|
import space.kscience.kmath.random.launch
|
||||||
|
import space.kscience.kmath.random.mcScope
|
||||||
import java.util.*
|
import java.util.*
|
||||||
import kotlin.test.Test
|
import kotlin.test.Test
|
||||||
import kotlin.test.assertEquals
|
import kotlin.test.assertEquals
|
||||||
|
|
||||||
data class RandomResult(val branch: String, val order: Int, val value: Int)
|
data class RandomResult(val branch: String, val order: Int, val value: Int)
|
||||||
|
|
||||||
typealias ATest = suspend CoroutineScope.() -> Set<RandomResult>
|
internal typealias ATest = suspend () -> Set<RandomResult>
|
||||||
|
|
||||||
class MCScopeTest {
|
internal class MCScopeTest {
|
||||||
val simpleTest: ATest = {
|
val simpleTest: ATest = {
|
||||||
mcScope(1111) {
|
mcScope(1111) {
|
||||||
val res = Collections.synchronizedSet(HashSet<RandomResult>())
|
val res = Collections.synchronizedSet(HashSet<RandomResult>())
|
||||||
|
|
||||||
launch {
|
launch{
|
||||||
//println(random)
|
//println(random)
|
||||||
repeat(10) {
|
repeat(10) {
|
||||||
delay(10)
|
delay(10)
|
||||||
|
@ -6,6 +6,10 @@
|
|||||||
package space.kscience.kmath.stat
|
package space.kscience.kmath.stat
|
||||||
|
|
||||||
import kotlinx.coroutines.runBlocking
|
import kotlinx.coroutines.runBlocking
|
||||||
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
|
import space.kscience.kmath.random.chain
|
||||||
|
import space.kscience.kmath.samplers.Sampler
|
||||||
|
import space.kscience.kmath.samplers.sampleBuffer
|
||||||
import kotlin.test.Test
|
import kotlin.test.Test
|
||||||
|
|
||||||
class SamplerTest {
|
class SamplerTest {
|
||||||
|
@ -9,6 +9,8 @@ import kotlinx.coroutines.flow.first
|
|||||||
import kotlinx.coroutines.flow.last
|
import kotlinx.coroutines.flow.last
|
||||||
import kotlinx.coroutines.flow.take
|
import kotlinx.coroutines.flow.take
|
||||||
import kotlinx.coroutines.runBlocking
|
import kotlinx.coroutines.runBlocking
|
||||||
|
import space.kscience.kmath.random.RandomGenerator
|
||||||
|
import space.kscience.kmath.random.chain
|
||||||
import space.kscience.kmath.streaming.chunked
|
import space.kscience.kmath.streaming.chunked
|
||||||
import kotlin.test.Test
|
import kotlin.test.Test
|
||||||
import kotlin.test.assertEquals
|
import kotlin.test.assertEquals
|
||||||
|
Loading…
Reference in New Issue
Block a user