module Main where
import Control.Monad.ST (runST)
import Criterion.Main
import qualified Statistics.Sample as S
import Statistics.Transform
import System.Random.MWC
import qualified Data.Vector.Unboxed as U
import Control.Foldl as F
import Control.Foldl.Statistics
-- Test sample
sample :: U.Vector Double
sample = runST $ flip uniformVector 10000 =<< create
absSample = U.map abs sample
-- Weighted test sample
sampleW :: U.Vector (Double,Double)
sampleW = U.zip sample (U.reverse sample)
m = F.fold mean (U.toList sample)
mw = F.fold meanWeighted (U.toList sampleW)
main :: IO ()
main = defaultMain
[ bgroup "Statistics of location"
[ bgroup "mean"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold mean (U.toList vec)) sample
, bench "Statistics.Sample" $ nf S.mean sample
]
, bgroup "meanWeighted"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold meanWeighted (U.toList vec)) sampleW
, bench "Statistics.Sample" $ nf S.meanWeighted sampleW
]
, bgroup "welfordMean"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold welfordMean (U.toList vec)) sample
, bench "Statistics.Sample" $ nf S.welfordMean sample
]
, bgroup "harmonicMean"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold harmonicMean (U.toList vec)) sample
, bench "Statistics.Sample" $ nf S.harmonicMean sample
]
, bgroup "geometricMean"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold geometricMean (U.toList vec)) absSample
, bench "Statistics.Sample" $ nf S.geometricMean absSample
]
]
, bgroup "Single-pass functions"
[ bgroup "fastVariance"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold fastVariance (U.toList vec)) sample
, bench "Statistics.Sample" $ nf S.fastVariance sample
]
, bgroup "fastVarianceUnbiased"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold fastVarianceUnbiased (U.toList vec)) sample
, bench "Statistics.Sample" $ nf S.fastVarianceUnbiased sample
]
, bgroup "fastStdDev"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold fastStdDev (U.toList vec)) sample
, bench "Statistics.Sample" $ nf S.fastStdDev sample
]
]
, bgroup "Functions requiring the mean"
[ bgroup "variance"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold (variance m) (U.toList vec)) sample
, bench "C.F.S(comp mean)" $ nf (\vec -> F.fold (variance (F.fold mean (U.toList vec))) (U.toList vec)) sample
, bench "Statistics.Sample" $ nf S.variance sample
]
, bgroup "varianceUnbiased"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold (varianceUnbiased m) (U.toList vec)) sample
, bench "C.F.S(comp mean)" $ nf (\vec -> F.fold (varianceUnbiased (F.fold mean (U.toList vec))) (U.toList vec)) sample
, bench "Statistics.Sample" $ nf S.varianceUnbiased sample
]
, bgroup "stdDev"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold (stdDev m) (U.toList vec)) sample
, bench "C.F.S(comp mean)" $ nf (\vec -> F.fold (stdDev (F.fold mean (U.toList vec))) (U.toList vec)) sample
, bench "Statistics.Sample" $ nf S.stdDev sample
]
, bgroup "varianceWeighted"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold (varianceWeighted m) (U.toList vec)) sampleW
, bench "C.F.S(comp mean)" $ nf (\vec -> F.fold (varianceWeighted (F.fold meanWeighted (U.toList vec))) (U.toList vec)) sampleW
, bench "Statistics.Sample" $ nf S.varianceWeighted sampleW
]
]
, bgroup "Functions over central moments"
[ bgroup "skewness"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold (skewness m) (U.toList vec)) sample
, bench "C.F.S(comp mean)" $ nf (\vec -> F.fold (skewness (F.fold mean (U.toList vec))) (U.toList vec)) sample
, bench "Statistics.Sample" $ nf S.skewness sample
]
, bgroup "kurtosis"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold (kurtosis m) (U.toList vec)) sample
, bench "C.F.S(comp mean)" $ nf (\vec -> F.fold (kurtosis (F.fold mean (U.toList vec))) (U.toList vec)) sample
, bench "Statistics.Sample" $ nf S.kurtosis sample
]
, bgroup "centralMoment 2"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold (centralMoment 2 m) (U.toList vec)) sample
, bench "C.F.S(comp mean)" $ nf (\vec -> F.fold (centralMoment 2 (F.fold mean (U.toList vec))) (U.toList vec)) sample
, bench "Statistics.Sample" $ nf (S.centralMoment 2) sample
]
, bgroup "centralMoment 3"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold (centralMoment 3 m) (U.toList vec)) sample
, bench "C.F.S(comp mean)" $ nf (\vec -> F.fold (centralMoment 3 (F.fold mean (U.toList vec))) (U.toList vec)) sample
, bench "Statistics.Sample" $ nf (S.centralMoment 3) sample
]
, bgroup "centralMoment 4"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold (centralMoment 4 m) (U.toList vec)) sample
, bench "C.F.S(comp mean)" $ nf (\vec -> F.fold (centralMoment 4 (F.fold mean (U.toList vec))) (U.toList vec)) sample
, bench "Statistics.Sample" $ nf (S.centralMoment 4) sample
]
, bgroup "centralMoment 7"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold (centralMoment 7 m) (U.toList vec)) sample
, bench "C.F.S(comp mean)" $ nf (\vec -> F.fold (centralMoment 7 (F.fold mean (U.toList vec))) (U.toList vec)) sample
, bench "Statistics.Sample" $ nf (S.centralMoment 7) sample
]
, bgroup "centralMoments 4 9"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold (centralMoments 4 9 m) (U.toList vec)) sample
, bench "C.F.S(comp mean)" $ nf (\vec -> F.fold (centralMoments 4 9 (F.fold mean (U.toList vec))) (U.toList vec)) sample
, bench "Statistics.Sample" $ nf (S.centralMoments 4 9) sample
]
, bgroup "centralMoments' 4 9"
[ bench "C.F.Statistics" $ nf (\vec -> F.fold (centralMoments' 4 9 m) (U.toList vec)) sample
, bench "C.F.S(comp mean)" $ nf (\vec -> F.fold (centralMoments' 4 9 (F.fold mean (U.toList vec))) (U.toList vec)) sample
]
]
]