monoid-statistics 1.1.2 → 1.1.3

raw patch · 4 files changed

+136/−26 lines, 4 filesdep ~vectorPVP ok

version bump matches the API change (PVP)

Dependency ranges changed: vector

API changes (from Hackage documentation)

Files

• Changelog.md +8/−0
• Data/Monoid/Statistics/Class.hs +46/−0
• Data/Monoid/Statistics/Numeric.hs +80/−24
• monoid-statistics.cabal +2/−2

@@ -1,3 +1,11 @@+# Changes in 1.1.3++- `Data` and `Storable` instances for `CountG`.++- `CalcNEvt` type class added and `CountW` accumulator for counting weighted+  events.++ # Changes in 1.1.2  - `Unbox` instances for `MeanNaive`, `WMeanNaive`, `WMeanKBN`.

@@ -27,10 +27,12 @@     -- * Ad-hoc type classes for select statistics     -- $adhoc   , CalcCount(..)+  , CalcNEvt(..)   , CalcMean(..)   , HasMean(..)   , CalcVariance(..)   , HasVariance(..)+    -- ** Deriving via   , CalcViaHas(..)     -- * Exception handling   , Partial(..)@@ -44,6 +46,8 @@ import           Control.Monad.Catch (MonadThrow(..)) import           Data.Data           (Typeable,Data) import           Data.Monoid+import           Data.Int+import           Data.Word import           Data.Vector.Unboxed          (Unbox) import           Data.Vector.Unboxed.Deriving (derivingUnbox) import qualified Data.Foldable       as F@@ -285,8 +289,50 @@   {-# MINIMAL (getVariance,getVarianceML) | (getStddev,getStddevML) #-}  +-- | Type class for accumulators that are used for event counting with+--   possibly weighted events. Those are mostly used as accumulators+--   in histograms.+class CalcNEvt a where+  -- | Calculate sum of events weights.+  calcEvtsW :: a -> Double+  -- | Calculate error estimate (1σ or 68% CL). All instances defined+  --   in library use normal approximation which breaks down for small+  --   number of events.+  calcEvtsWErr :: a -> Double+  -- | Calculate effective number of events which is defined as+  --   \[N=E(w)^2/\operatorname{Var}(w)\] or as number of events+  --   which will yield same estimate for mean variance is they all+  --   have same weight.+  calcEffNEvt :: a -> Double+  calcEffNEvt = calcEvtsW +instance CalcNEvt Int where+  calcEvtsW    = fromIntegral+  calcEvtsWErr = sqrt . calcEvtsW +instance CalcNEvt Int32 where+  calcEvtsW    = fromIntegral+  calcEvtsWErr = sqrt . calcEvtsW++instance CalcNEvt Int64 where+  calcEvtsW    = fromIntegral+  calcEvtsWErr = sqrt . calcEvtsW++instance CalcNEvt Word where+  calcEvtsW    = fromIntegral+  calcEvtsWErr = sqrt . calcEvtsW++instance CalcNEvt Word32 where+  calcEvtsW    = fromIntegral+  calcEvtsWErr = sqrt . calcEvtsW++instance CalcNEvt Word64 where+  calcEvtsW    = fromIntegral+  calcEvtsWErr = sqrt . calcEvtsW+++-- | Derive instances for 'CalcMean' and 'CalcVariance' from 'HasMean'+--   and 'HasVariance' instances. newtype CalcViaHas a = CalcViaHas a   deriving newtype (HasMean, HasVariance) 

@@ -1,15 +1,21 @@-{-# LANGUAGE BangPatterns          #-}-{-# LANGUAGE DeriveDataTypeable    #-}-{-# LANGUAGE DeriveFoldable        #-}-{-# LANGUAGE DeriveGeneric         #-}-{-# LANGUAGE DeriveTraversable     #-}-{-# LANGUAGE FlexibleContexts      #-}-{-# LANGUAGE FlexibleInstances     #-}-{-# LANGUAGE MultiParamTypeClasses #-}-{-# LANGUAGE ScopedTypeVariables   #-}-{-# LANGUAGE TemplateHaskell       #-}-{-# LANGUAGE TypeFamilies          #-}-{-# LANGUAGE ViewPatterns          #-}+{-# LANGUAGE BangPatterns               #-}+{-# LANGUAGE DeriveAnyClass             #-}+{-# LANGUAGE DeriveDataTypeable         #-}+{-# LANGUAGE DeriveFoldable             #-}+{-# LANGUAGE DeriveGeneric              #-}+{-# LANGUAGE DeriveTraversable          #-}+{-# LANGUAGE DerivingStrategies         #-}+{-# LANGUAGE DerivingVia                #-}+{-# LANGUAGE FlexibleContexts           #-}+{-# LANGUAGE FlexibleInstances          #-}+{-# LANGUAGE GeneralizedNewtypeDeriving #-}+{-# LANGUAGE MultiParamTypeClasses      #-}+{-# LANGUAGE ScopedTypeVariables        #-}+{-# LANGUAGE StandaloneDeriving         #-}+{-# LANGUAGE TemplateHaskell            #-}+{-# LANGUAGE TypeFamilies               #-}+{-# LANGUAGE TypeOperators              #-}+{-# LANGUAGE ViewPatterns               #-} -- | -- Monoids for calculating various statistics in constant space module Data.Monoid.Statistics.Numeric (@@ -55,6 +61,10 @@ import Data.Data                    (Typeable,Data) import Data.Vector.Unboxed          (Unbox) import Data.Vector.Unboxed.Deriving (derivingUnbox)+import qualified Data.Vector.Unboxed          as VU+import qualified Data.Vector.Generic          as VG+import qualified Data.Vector.Generic.Mutable  as VGM+import Foreign.Storable             (Storable) import Numeric.Sum import GHC.Generics                 (Generic) @@ -67,7 +77,8 @@  -- | Calculate number of elements in the sample. newtype CountG a = CountG { calcCountN :: a }-                  deriving (Show,Eq,Ord,Typeable)+  deriving stock   (Show,Eq,Ord,Data)+  deriving newtype (Storable)  type Count = CountG Int @@ -90,8 +101,43 @@ instance CalcCount (CountG Int) where   calcCount = calcCountN +instance Real a => CalcNEvt (CountG a) where+  calcEvtsW    = realToFrac . calcCountN+  calcEvtsWErr = sqrt . calcEvtsW+  {-# INLINE calcEvtsW    #-}+  {-# INLINE calcEvtsWErr #-} +---------------------------------------------------------------- +-- | Accumulator type for counting weighted events. Weights are+--   presumed to be independent and follow same distribution \[W\].+--   In this case sum of weights follows compound Poisson+--   distribution. Its expectation could be then estimated as+--   \[\sum_iw_i\] and variance as \[\sum_iw_i^2\].+--+--   Main use of this data type is as accumulator in histograms which+--   count weighted events.+data CountW = CountW+  !Double -- Sum of weights+  !Double -- Sum of weight squares+  deriving stock (Show,Eq,Generic)++instance Semigroup CountW where+  CountW wA w2A <> CountW wB w2B = CountW (wA+wB) (w2A+w2B)+  {-# INLINE (<>) #-}+instance Monoid CountW where+  mempty = CountW 0 0++instance Real a => StatMonoid CountW a where+  addValue (CountW w w2) a = CountW (w + x) (w2 + x*x)+    where+      x = realToFrac a++instance CalcNEvt CountW where+  calcEvtsW    (CountW w _ ) = w+  calcEvtsWErr (CountW _ w2) = sqrt w2+  calcEffNEvt  (CountW w w2) = w * w / w2+ ----------------------------------------------------------------  -- | Type alias for currently recommended algorithms for calculation@@ -116,7 +162,7 @@ --   numbers loses precision and genrally use 'MeanKBN' is --   recommended. data MeanNaive = MeanNaive !Int !Double-             deriving (Show,Eq,Typeable,Data,Generic)+  deriving stock (Show,Eq,Data,Generic)  asMeanNaive :: MeanNaive -> MeanNaive asMeanNaive = id@@ -150,7 +196,7 @@ --   doing more operations. This means that it's usually possible to --   compute sum (and therefore mean) within 1 ulp. data MeanKBN = MeanKBN !Int {-# UNPACK #-} !KBNSum-             deriving (Show,Eq,Typeable,Data,Generic)+  deriving stock (Show,Eq,Data,Generic)  asMeanKBN :: MeanKBN -> MeanKBN asMeanKBN = id@@ -182,7 +228,7 @@ data WMeanNaive = WMeanNaive   !Double  -- Weight   !Double  -- Weighted sum-  deriving (Show,Eq,Typeable,Data,Generic)+  deriving stock (Show,Eq,Data,Generic)  asWMeanNaive :: WMeanNaive -> WMeanNaive asWMeanNaive = id@@ -215,7 +261,7 @@ data WMeanKBN = WMeanKBN   {-# UNPACK #-} !KBNSum  -- Weight   {-# UNPACK #-} !KBNSum  -- Weighted sum-  deriving (Show,Eq,Typeable,Data,Generic)+  deriving stock (Show,Eq,Data,Generic)  asWMeanKBN :: WMeanKBN -> WMeanKBN asWMeanKBN = id@@ -260,7 +306,7 @@ data Variance = Variance {-# UNPACK #-} !Int    --  Number of elements in the sample                          {-# UNPACK #-} !Double -- Current sum of elements of sample                          {-# UNPACK #-} !Double -- Current sum of squares of deviations from current mean-                deriving (Show,Eq,Typeable)+  deriving stock (Show,Eq,Typeable)  -- | Type restricted 'id ' asVariance :: Variance -> Variance@@ -316,7 +362,7 @@  -- | Calculate minimum of sample newtype Min a = Min { calcMin :: Maybe a }-              deriving (Show,Eq,Ord,Typeable,Data,Generic)+  deriving stock (Show,Eq,Ord,Data,Generic)  instance Ord a => Semigroup (Min a) where   Min (Just a) <> Min (Just b) = Min (Just $! min a b)@@ -335,7 +381,7 @@  -- | Calculate maximum of sample newtype Max a = Max { calcMax :: Maybe a }-              deriving (Show,Eq,Ord,Typeable,Data,Generic)+  deriving stock (Show,Eq,Ord,Data,Generic)  instance Ord a => Semigroup (Max a) where   Max (Just a) <> Max (Just b) = Max (Just $! max a b)@@ -355,7 +401,7 @@ -- | Calculate minimum of sample of Doubles. For empty sample returns NaN. Any --   NaN encountered will be ignored. newtype MinD = MinD { calcMinD :: Double }-              deriving (Show,Typeable,Data,Generic)+  deriving stock (Show,Data,Generic)  instance Eq MinD where   MinD a == MinD b@@ -381,7 +427,7 @@ -- | Calculate maximum of sample. For empty sample returns NaN. Any --   NaN encountered will be ignored. newtype MaxD = MaxD { calcMaxD :: Double }-              deriving (Show,Typeable,Data,Generic)+  deriving stock (Show,Data,Generic)  instance Eq MaxD where   MaxD a == MaxD b@@ -408,7 +454,7 @@ data BinomAcc = BinomAcc { binomAccSuccess :: !Int                          , binomAccTotal   :: !Int                          }-  deriving (Show,Eq,Ord,Typeable,Data,Generic)+  deriving stock (Show,Eq,Ord,Data,Generic)  -- | Type restricted 'id' asBinomAcc :: BinomAcc -> BinomAcc@@ -428,7 +474,7 @@  -- | Value @a@ weighted by weight @w@ data Weighted w a = Weighted w a-              deriving (Show,Eq,Ord,Typeable,Data,Generic,Functor,Foldable,Traversable)+  deriving stock (Show,Eq,Ord,Data,Generic,Functor,Foldable,Traversable)   @@ -495,6 +541,16 @@   [| \(BinomAcc k n) -> (k,n) |]   [| \(k,n) -> BinomAcc k n   |] +instance VU.IsoUnbox CountW (Double,Double) where+  toURepr (CountW w w2) = (w,w2)+  fromURepr (w,w2) = CountW w w2+  {-# INLINE toURepr   #-}+  {-# INLINE fromURepr #-}+newtype instance VU.MVector s CountW = MV_CountW (VU.MVector s (Double,Double))+newtype instance VU.Vector    CountW = V_CountW  (VU.Vector    (Double,Double))+deriving via (CountW `VU.As` (Double,Double)) instance VGM.MVector VU.MVector CountW+deriving via (CountW `VU.As` (Double,Double)) instance VG.Vector   VU.Vector  CountW+instance VU.Unbox CountW  -- $references --

@@ -1,5 +1,5 @@ Name:           monoid-statistics-Version:        1.1.2+Version:        1.1.3 Cabal-Version:  >= 1.10 License:        BSD3 License-File:   LICENSE@@ -40,7 +40,7 @@   --   Build-Depends:    base            >=4.12  && <5                   , exceptions      >=0.10-                  , vector          >=0.11 && <1+                  , vector          >=0.13 && <1                   , vector-th-unbox >=0.2.1.6                   , math-functions  >=0.3   --