statistics 0.5.0.0 → 0.5.1.0

raw patch · 12 files changed

+52/−68 lines, 12 filesdep +primitivePVP: major bump suggested

API removals or changes: PVP suggests a major version bump

Dependencies added: primitive

API changes (from Hackage documentation)

Files

• LICENSE +1/−1
• Statistics/Autocorrelation.hs +1/−1
• Statistics/Function.hs +21/−23
• Statistics/KernelDensity.hs +2/−2
• Statistics/Math.hs +1/−1
• Statistics/Quantile.hs +1/−1
• Statistics/RandomVariate.hs +0/−6
• Statistics/Resampling.hs +12/−16
• Statistics/Resampling/Bootstrap.hs +2/−2
• Statistics/Sample.hs +1/−1
• Statistics/Sample/Powers.hs +7/−11
• statistics.cabal +3/−3

@@ -1,4 +1,4 @@-Copyright (c) 2009, Bryan O'Sullivan+Copyright (c) 2009, 2010 Bryan O'Sullivan All rights reserved.  Redistribution and use in source and binary forms, with or without

@@ -16,8 +16,8 @@     , autocorrelation     ) where -import qualified Data.Vector.Unboxed as U import Statistics.Sample (Sample, mean)+import qualified Data.Vector.Unboxed as U  -- | Compute the autocovariance of a sample, i.e. the covariance of -- the sample against a shifted version of itself.

@@ -1,7 +1,7 @@ {-# LANGUAGE Rank2Types, TypeOperators #-} -- | -- Module    : Statistics.Function--- Copyright : (c) 2009 Bryan O'Sullivan+-- Copyright : (c) 2009, 2010 Bryan O'Sullivan -- License   : BSD3 -- -- Maintainer  : bos@serpentine.com@@ -15,26 +15,26 @@       minMax     , sort     , partialSort+    , indexed     , indices-    -- * Array setup-    , createU-    , createIO+    -- * Vector setup+    , create     ) where  import Control.Exception (assert)-import Control.Monad.ST (ST, unsafeIOToST, unsafeSTToIO)+import Control.Monad.Primitive (PrimMonad) import Data.Vector.Algorithms.Combinators (apply)-import qualified Data.Vector.Unboxed as U import Data.Vector.Generic (unsafeFreeze)-import qualified Data.Vector.Unboxed.Mutable  as MU import qualified Data.Vector.Algorithms.Intro as I+import qualified Data.Vector.Unboxed as U+import qualified Data.Vector.Unboxed.Mutable  as MU --- | Sort an array.+-- | Sort a vector. sort :: (U.Unbox e, Ord e) => U.Vector e -> U.Vector e sort = apply I.sort {-# INLINE sort #-} --- | Partially sort an array, such that the least /k/ elements will be+-- | Partially sort a vector, such that the least /k/ elements will be -- at the front. partialSort :: (U.Unbox e, Ord e) =>                Int              -- ^ The number /k/ of least elements.@@ -43,36 +43,34 @@ partialSort k = apply (\a -> I.partialSort a k) {-# INLINE partialSort #-} --- | Return the indices of an array.+-- | Return the indices of a vector. indices :: (U.Unbox a) => U.Vector a -> U.Vector Int indices a = U.enumFromTo 0 (U.length a - 1) {-# INLINE indices #-} +-- | Zip a vector with its indices.+indexed :: U.Unbox e => U.Vector e -> U.Vector (Int,e)+indexed a = U.zip (indices a) a+{-# INLINE indexed #-}+ data MM = MM {-# UNPACK #-} !Double {-# UNPACK #-} !Double --- | Compute the minimum and maximum of an array in one pass.+-- | Compute the minimum and maximum of a vector in one pass. minMax :: U.Vector Double -> (Double , Double) minMax = fini . U.foldl go (MM (1/0) (-1/0))   where     go (MM lo hi) k = MM (min lo k) (max hi k)-    fini (MM lo hi) = (lo , hi)+    fini (MM lo hi) = (lo, hi) {-# INLINE minMax #-} --- | Create an array, using the given 'ST' action to populate each+-- | Create a vector, using the given action to populate each -- element.-createU :: (U.Unbox e) => forall s. Int -> (Int -> ST s e) -> ST s (U.Vector e)-createU size itemAt = assert (size >= 0) $+create :: (PrimMonad m, U.Unbox e) => Int -> (Int -> m e) -> m (U.Vector e)+create size itemAt = assert (size >= 0) $     MU.new size >>= loop 0   where     loop k arr | k >= size = unsafeFreeze arr                | otherwise = do r <- itemAt k                                 MU.write arr k r                                 loop (k+1) arr-{-# INLINE createU #-}---- | Create an array, using the given 'IO' action to populate each--- element.-createIO :: (U.Unbox e) => Int -> (Int -> IO e) -> IO (U.Vector e)-createIO size itemAt =-    unsafeSTToIO $ createU size (unsafeIOToST . itemAt)-{-# INLINE createIO #-}+{-# INLINE create #-}

@@ -37,11 +37,11 @@     , simplePDF     ) where -import qualified Data.Vector.Unboxed as U+import Statistics.Constants (m_1_sqrt_2, m_2_sqrt_pi) import Statistics.Function (minMax) import Statistics.Sample (stdDev)-import Statistics.Constants (m_1_sqrt_2, m_2_sqrt_pi) import Statistics.Types (Sample)+import qualified Data.Vector.Unboxed as U  -- | Points from the range of a 'Sample'. newtype Points = Points {

@@ -26,12 +26,12 @@     -- $references     ) where -import qualified Data.Vector.Unboxed as U import Data.Vector.Unboxed ((!)) import Data.Word (Word64) import Statistics.Constants (m_sqrt_2_pi) import Statistics.Distribution (cumulative) import Statistics.Distribution.Normal (standard)+import qualified Data.Vector.Unboxed as U  data C = C {-# UNPACK #-} !Double {-# UNPACK #-} !Double {-# UNPACK #-} !Double 

@@ -38,11 +38,11 @@     ) where  import Control.Exception (assert)-import qualified Data.Vector.Unboxed as U import Data.Vector.Unboxed ((!)) import Statistics.Constants (m_epsilon) import Statistics.Function (partialSort) import Statistics.Types (Sample)+import qualified Data.Vector.Unboxed as U  -- | O(/n/ log /n/). Estimate the /k/th /q/-quantile of a sample, -- using the weighted average method.

@@ -1,6 +0,0 @@-module Statistics.RandomVariate-    (-      module System.Random.MWC-    ) where--import System.Random.MWC

@@ -1,6 +1,6 @@ -- | -- Module    : Statistics.Resampling--- Copyright : (c) 2009 Bryan O'Sullivan+-- Copyright : (c) 2009, 2010 Bryan O'Sullivan -- License   : BSD3 -- -- Maintainer  : bos@serpentine.com@@ -16,16 +16,16 @@     , resample     ) where -import Control.Monad (forM_)-import Control.Monad.ST (ST)-import qualified Data.Vector.Unboxed as U-import qualified Data.Vector.Unboxed.Mutable as MU-import Data.Vector.Unboxed ((!))-import Data.Vector.Generic (unsafeFreeze)+import Control.Monad (forM_, liftM)+import Control.Monad.Primitive (PrimMonad, PrimState) import Data.Vector.Algorithms.Intro (sort)-import Statistics.Function (createU, indices)-import System.Random.MWC (Gen, uniform)+import Data.Vector.Generic (unsafeFreeze)+import Data.Vector.Unboxed ((!))+import Statistics.Function (create, indexed, indices) import Statistics.Types (Estimator, Sample)+import System.Random.MWC (Gen, uniform)+import qualified Data.Vector.Unboxed as U+import qualified Data.Vector.Unboxed.Mutable as MU  -- | A resample drawn randomly, with replacement, from a set of data -- points.  Distinct from a normal array to make it harder for your@@ -36,16 +36,16 @@  -- | Resample a data set repeatedly, with replacement, computing each -- estimate over the resampled data.-resample :: Gen s -> [Estimator] -> Int -> Sample -> ST s [Resample]+resample :: (PrimMonad m) => Gen (PrimState m) -> [Estimator] -> Int -> Sample -> m [Resample] resample gen ests numResamples samples = do   results <- mapM (const (MU.new numResamples)) $ ests   loop 0 (zip ests results)   mapM_ sort results-  mapM (fmap Resample . unsafeFreeze) results+  mapM (liftM Resample . unsafeFreeze) results  where   loop k ers | k >= numResamples = return ()              | otherwise = do-    re <- createU n $ \_ -> do+    re <- create n $ \_ -> do             r <- uniform gen             return (samples ! (abs r `mod` n))     forM_ ers $ \(est,arr) ->@@ -59,10 +59,6 @@ jackknife est sample = U.map f . indices $ sample     where f i = est (dropAt i sample) {-# INLINE jackknife #-}---- Reimplementation of indexed-indexed :: U.Unbox e => U.Vector e -> U.Vector (Int,e)-indexed a = U.zip (U.enumFromN 0 (U.length a)) a  -- | Drop the /k/th element of a vector. dropAt :: U.Unbox e => Int -> U.Vector e -> U.Vector e

@@ -18,13 +18,13 @@     ) where  import Control.Exception (assert)-import qualified Data.Vector.Unboxed as U import Data.Vector.Unboxed ((!))-import Statistics.Distribution.Normal import Statistics.Distribution (cumulative, quantile)+import Statistics.Distribution.Normal import Statistics.Resampling (Resample(..), jackknife) import Statistics.Sample (mean) import Statistics.Types (Estimator, Sample)+import qualified Data.Vector.Unboxed as U  -- | A point and interval estimate computed via an 'Estimator'. data Estimate = Estimate {

@@ -50,9 +50,9 @@     -- $references     ) where -import qualified Data.Vector.Unboxed as U import Statistics.Function (minMax) import Statistics.Types (Sample,WeightedSample)+import qualified Data.Vector.Unboxed as U   range :: Sample -> Double

@@ -1,7 +1,7 @@ {-# LANGUAGE BangPatterns, TypeOperators #-} -- | -- Module    : Statistics.Sample.Powers--- Copyright : (c) 2009 Bryan O'Sullivan+-- Copyright : (c) 2009, 2010 Bryan O'Sullivan -- License   : BSD3 -- -- Maintainer  : bos@serpentine.com@@ -47,16 +47,16 @@     -- $references     ) where -import Control.Monad.ST (unsafeSTToIO)-import qualified Data.Vector.Unboxed as U-import qualified Data.Vector.Unboxed.Mutable as MU import Data.Vector.Generic (unsafeFreeze) import Data.Vector.Unboxed ((!)) import Prelude hiding (sum)+import Statistics.Function (indexed) import Statistics.Internal (inlinePerformIO) import Statistics.Math (choose) import Statistics.Types (Sample) import System.IO.Unsafe (unsafePerformIO)+import qualified Data.Vector.Unboxed as U+import qualified Data.Vector.Unboxed.Mutable as MU  newtype Powers = Powers (U.Vector Double)     deriving (Eq, Show)@@ -81,14 +81,14 @@        -> Powers powers k     | k < 2     = error "Statistics.Sample.powers: too few powers"-    | otherwise = fini . U.foldl go (unsafePerformIO . unsafeSTToIO $ create)+    | otherwise = fini . U.foldl go (unsafePerformIO $ create)   where-    go ms x = inlinePerformIO . unsafeSTToIO $ loop 0 1+    go ms x = inlinePerformIO $ loop 0 1         where loop !i !xk | i == l = return ms                           | otherwise = do                 MU.read ms i >>= MU.write ms i . (+ xk)                 loop (i+1) (xk*x)-    fini = Powers . unsafePerformIO . unsafeSTToIO . unsafeFreeze+    fini = Powers . unsafePerformIO . unsafeFreeze     create = MU.new l >>= fill 0         where fill !i ms | i == l    = return ms                          | otherwise = MU.write ms i 0 >> fill (i+1) ms@@ -99,10 +99,6 @@ order :: Powers -> Int order (Powers pa) = U.length pa - 1 {-# INLINE order #-}---- Reimplementation of indexed-indexed :: U.Unbox e => U.Vector e -> U.Vector (Int,e)-indexed a = U.zip (U.enumFromN 0 (U.length a)) a  -- | Compute the /k/th central moment of a 'Sample'.  The central -- moment is also known as the moment about the mean.

@@ -1,5 +1,5 @@ name:           statistics-version:        0.5.0.0+version:        0.5.1.0 synopsis:       A library of statistical types, data, and functions description:   This library provides a number of common functions and types useful@@ -22,7 +22,7 @@ homepage:       http://darcs.serpentine.com/statistics author:         Bryan O'Sullivan <bos@serpentine.com> maintainer:     Bryan O'Sullivan <bos@serpentine.com>-copyright:      2009 Bryan O'Sullivan+copyright:      2009, 2010 Bryan O'Sullivan category:       Math, Statistics build-type:     Simple cabal-version:  >= 1.2@@ -44,7 +44,6 @@     Statistics.KernelDensity     Statistics.Math     Statistics.Quantile-    Statistics.RandomVariate     Statistics.Resampling     Statistics.Resampling.Bootstrap     Statistics.Sample@@ -56,6 +55,7 @@     base < 5,     erf,     mwc-random >= 0.5.0.0,+    primitive,     time,     vector >= 0.5,     vector-algorithms >= 0.3