packages feed

online 0.3.0.0 → 0.4.0.0

raw patch · 6 files changed

+43/−70 lines, 6 filesdep −numhask-preludedep −protolude

Dependencies removed: numhask-prelude, protolude

Files

online.cabal view
@@ -1,11 +1,6 @@--- This file has been generated from package.yaml by hpack version 0.28.2.------ see: https://github.com/sol/hpack------ hash: 23ad67040f06c24d3eb357c48f10a503d156cb1d8cf9ded5a9f749d497c3f937-+cabal-version: 2.0 name:           online-version:        0.3.0.0+version:        0.4.0.0 synopsis:       online statistics description:    transformation of statistics to online algorithms category:       statistics@@ -17,34 +12,26 @@ license:        BSD3 license-file:   LICENSE build-type:     Simple-cabal-version:  >= 1.10-extra-source-files:-    stack.yaml  source-repository head   type: git   location: https://github.com/tonyday567/online  library+  exposed-modules:+      Online+      Online.Averages+      Online.Medians+      Online.Quantiles   hs-source-dirs:       src-  default-extensions: NegativeLiterals NoImplicitPrelude OverloadedStrings UnicodeSyntax   ghc-options: -Wall -Wcompat -Wincomplete-record-updates -Wincomplete-uni-patterns -Wredundant-constraints   build-depends:       base >=4.7 && <5     , foldl-    , numhask-prelude-    , protolude     , tdigest     , vector     , vector-algorithms-  exposed-modules:-      Online-      Online.Averages-      Online.Medians-      Online.Quantiles-  other-modules:-      Paths_online   default-language: Haskell2010  test-suite test@@ -52,12 +39,8 @@   main-is: test.hs   hs-source-dirs:       test-  default-extensions: NegativeLiterals NoImplicitPrelude OverloadedStrings UnicodeSyntax   build-depends:       base >=4.7 && <5     , doctest-    , protolude     , tasty-  other-modules:-      Paths_online   default-language: Haskell2010
src/Online/Averages.hs view
@@ -1,5 +1,4 @@ {-# LANGUAGE CPP #-}-{-# LANGUAGE NoImplicitPrelude #-}  -- | online statistics based on a moving average module Online.Averages@@ -21,7 +20,7 @@  import qualified Control.Foldl as L import Control.Foldl (Fold(..))-import NumHask.Prelude+import Prelude  -- | Most common statistics are averages. newtype Averager a b = Averager@@ -37,18 +36,16 @@   mappend = (<>)  -- | online takes a function and turns it into a `Control.Foldl.Fold` where the step is an incremental update of the (isomorphic) statistic.-online :: (Field b) => (a -> b) -> (b -> b) -> Fold a b+online :: (Fractional b) => (a -> b) -> (b -> b) -> Fold a b online f g = Fold step begin extract   where-    begin = Averager (zero, zero)-    step (Averager (s, c)) a = Averager (g $ s + f a, g $ c + one)+    begin = Averager (0, 0)+    step (Averager (s, c)) a = Averager (g $ s + f a, g $ c + 1)     extract (Averager (s, c)) = s / c {-# INLINABLE online #-}  -- $setup ----- >>> :set -XNoImplicitPrelude--- >>> import NumHask.Prelude -- >>> import qualified Control.Foldl as L -- >>> let n = 100 -- >>> let r = 0.9@@ -60,23 +57,23 @@ -- >>> L.fold (ma 1) [0..100] -- 50.0 ----- >>> L.fold (ma 1e-12) [0..100] ≈ 100--- True+-- >>> L.fold (ma 1e-12) [0..100]+-- 99.999999999999 -- -- >>> L.fold (ma 0.9) [0..100] -- 91.00241448887785 ---ma :: (Field a) => a -> Fold a a-ma r = online identity (* r)+ma :: (Fractional a) => a -> Fold a a+ma r = online id (* r) {-# INLINABLE ma #-}  -- | absolute average-absma :: (Field a, Signed a) => a -> Fold a a+absma :: (Fractional a) => a -> Fold a a absma r = online abs (* r) {-# INLINABLE absma #-}  -- | average square-sqma :: (Field a) => a -> Fold a a+sqma :: (Fractional a) => a -> Fold a a sqma r = online (\x -> x * x) (* r) {-# INLINABLE sqma #-} @@ -95,20 +92,20 @@ -- -- >>> L.fold (std 0.99) [0..1000] -- 99.28328803164005-std :: (ExpField a) => a -> Fold a a-std r = (\s ss -> sqrt (ss - s ** (one+one))) <$> ma r <*> sqma r+std :: (Fractional a, Floating a) => a -> Fold a a+std r = (\s ss -> sqrt (ss - s ** 2)) <$> ma r <*> sqma r {-# INLINABLE std #-}  -- | the covariance of a tuple -- given an underlying central tendency fold-cov :: (Field a) => Fold a a -> Fold (a, a) a+cov :: (Num a) => Fold a a -> Fold (a, a) a cov m =   (\xy x' y' -> xy - x' * y') <$> L.premap (uncurry (*)) m <*> L.premap fst m <*>   L.premap snd m {-# INLINABLE cov #-}  -- | correlation of a tuple, specialised to Guassian-corrGauss :: (ExpField a) => a -> Fold (a, a) a+corrGauss :: (Floating a) => a -> Fold (a, a) a corrGauss r =   (\cov' stdx stdy -> cov' / (stdx * stdy)) <$> cov (ma r) <*>   L.premap fst (std r) <*>@@ -116,7 +113,7 @@ {-# INLINABLE corrGauss #-}  -- | a generalised version of correlation of a tuple-corr :: (Field a) => Fold a a -> Fold a a -> Fold (a, a) a+corr :: (Floating a) => Fold a a -> Fold a a -> Fold (a, a) a corr central deviation =   (\cov' stdx stdy -> cov' / (stdx * stdy)) <$> cov central <*>   L.premap fst deviation <*>@@ -125,7 +122,7 @@  -- | the beta in a simple linear regression of a tuple -- given an underlying central tendency fold-beta :: (Field a) => Fold a a -> Fold (a, a) a+beta :: (Fractional a) => Fold a a -> Fold (a, a) a beta m =   (\xy x' y' x2 -> (xy - x' * y') / (x2 - x' * x')) <$> L.premap (uncurry (*)) m <*>   L.premap fst m <*>@@ -134,7 +131,7 @@ {-# INLINABLE beta #-}  -- | the alpha of a tuple-alpha :: (Field a) => Fold a a -> Fold (a, a) a+alpha :: (Fractional a) => Fold a a -> Fold (a, a) a alpha m = (\y b x -> y - b * x) <$> L.premap fst m <*> beta m <*> L.premap snd m {-# INLINABLE alpha #-}
src/Online/Medians.hs view
@@ -16,7 +16,7 @@  import qualified Control.Foldl as L import Control.Foldl (Fold(..))-import Protolude+import Prelude  -- | A rough Median. -- The average absolute value of the stat is used to callibrate estimate drift towards the median@@ -56,8 +56,6 @@  -- $setup ----- >>> :set -XNoImplicitPrelude--- >>> import NumHask.Prelude -- >>> import qualified Control.Foldl as L -- >>> let n = 100 -- >>> let inc = 0.1@@ -69,12 +67,12 @@ -- 93.92822312742108 -- maL1 :: (Ord a, Fractional a) => a -> a -> a -> Fold a a-maL1 i d r = onlineL1 i d identity (* r)+maL1 i d r = onlineL1 i d id (* r) {-# INLINABLE maL1 #-}  -- | moving absolute deviation absmaL1 :: (Ord a, Fractional a) => a -> a -> a -> Fold a a-absmaL1 i d r = fst <$> onlineL1' i d identity (* r)+absmaL1 i d r = fst <$> onlineL1' i d id (* r) {-# INLINABLE absmaL1 #-}  -- | covariance of a tuple
src/Online/Quantiles.hs view
@@ -20,7 +20,11 @@ import Data.TDigest.Postprocess (HistBin, histogram) import qualified Data.Vector.Algorithms.Heap as VHeap import qualified Data.Vector.Unboxed as VU-import NumHask.Prelude+import Prelude+import Control.Monad.ST (runST)+import Data.Maybe+import Data.Ord+import Data.Foldable  -- | a raw non-online tdigest fold tDigest :: L.Fold Double (TDigest 25)@@ -28,7 +32,7 @@   where     step x a = insert a x     begin = tdigest ([] :: [Double]) :: TDigest 25-    done = identity+    done = id  -- | non-online version tDigestQuantiles :: [Double] -> L.Fold Double [Double]@@ -36,7 +40,7 @@   where     step x a = insert a x     begin = tdigest ([] :: [Double]) :: TDigest 25-    done x = fromMaybe nan . (`quantile` compress x) <$> qs+    done x = fromMaybe (0/0) . (`quantile` compress x) <$> qs  -- | non-online version tDigestHist :: L.Fold Double (Maybe (NonEmpty HistBin))@@ -61,7 +65,7 @@   where     step x a = onlineInsert a x     begin = emptyOnlineTDigest r-    done x = fromMaybe nan . (`quantile` t) <$> qs+    done x = fromMaybe (0/0) . (`quantile` t) <$> qs       where         (OnlineTDigest t _ _) = onlineForceCompress x @@ -70,14 +74,14 @@   where     step x a = onlineInsert a x     begin = emptyOnlineTDigest r-    done x = fromMaybe nan (quantile 0.5 t)+    done x = fromMaybe (0/0) (quantile 0.5 t)       where         (OnlineTDigest t _ _) = onlineForceCompress x  onlineInsert' :: Double -> OnlineTDigest -> OnlineTDigest onlineInsert' x (OnlineTDigest td' n r) =   OnlineTDigest-    (insertCentroid (x, r ^^ (-(fromIntegral $ n + 1))) td')+    (insertCentroid (x, r ^^ (-(fromIntegral $ n + 1) :: Integer)) td')     (n + 1)     r @@ -98,8 +102,8 @@ onlineForceCompress (OnlineTDigest t n r) = OnlineTDigest t' 0 r   where     t' =-      NumHask.Prelude.foldl' (flip insertCentroid) emptyTDigest $-      (\(m, w) -> (m, w * (r ^^ fromIntegral n))) . fst <$> VU.toList centroids+      foldl' (flip insertCentroid) emptyTDigest $+      (\(m, w) -> (m, w * (r ^^ n))) . fst <$> VU.toList centroids     -- Centroids are shuffled based on space     centroids :: VU.Vector (Centroid, Double)     centroids =@@ -107,17 +111,16 @@         v <- toMVector t         -- sort by cumulative weight         VHeap.sortBy (comparing snd) v-        f <- VU.unsafeFreeze v-        pure f+        VU.unsafeFreeze v  onlineDigitize :: Double -> [Double] -> L.Fold Double Int onlineDigitize r qs = L.Fold step begin done   where     step (x, _) a = (onlineInsert a x, a)-    begin = (emptyOnlineTDigest r, nan)+    begin = (emptyOnlineTDigest r, 0/0)     done (x, l) = bucket' qs' l       where-        qs' = fromMaybe nan . (`quantile` t) <$> qs+        qs' = fromMaybe (0/0) . (`quantile` t) <$> qs         (OnlineTDigest t _ _) = onlineForceCompress x         bucket' xs l' =           L.fold L.sum $
− stack.yaml 
@@ -1,8 +0,0 @@-resolver: nightly-2018-06-02--packages:-  - .--extra-deps: []--# allow-newer: true
test/test.hs view
@@ -2,7 +2,7 @@  module Main where -import Protolude+import Prelude import Test.Tasty (TestTree, testGroup, defaultMain) import Test.DocTest