8000 Issue/655: Standard deviation and variance by allmywatts · Pull Request #753 · rust-ndarray/ndarray · GitHub
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Issue/655: Standard deviation and variance #753

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26cdba3
Issue/655: Standard deviation and variance
allmywatts Nov 11, 2019
0c8662d
Use `var` in var_axis
Dec 9, 2019
c2eeb25
Merge pull request #1 from LukeMathWalker/varstd
allmywatts Jan 20, 2020
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Use var in var_axis
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LukeMathWalker committed Dec 9, 2019
commit 0c8662d0b2813e34ee6f53eab179a7170d5db3da
24 changes: 6 additions & 18 deletions src/numeric/impl_numeric.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -235,25 +235,13 @@ where
A: Float + FromPrimitive,
D: RemoveAxis,
{
let zero = A::from_usize(0).expect("Converting 0 to `A` must not fail.");
let n = A::from_usize(self.len_of(axis)).expect("Converting length to `A` must not fail.");
assert!(
!(ddof < zero || ddof > n),
"`ddof` must not be less than zero or greater than the length of \
the axis",
);
let dof = n - ddof;
let mut mean = Array::<A, _>::zeros(self.dim.remove_axis(axis));
let mut sum_sq = Array::<A, _>::zeros(self.dim.remove_axis(axis));
for (i, subview) in self.axis_iter(axis).enumerate() {
let count = A::from_usize(i + 1).expect("Converting index to `A` must not fail.");
azip!((mean in &mut mean, sum_sq in &mut sum_sq, &x in &subview) {
let delta = x - *mean;
*mean = *mean + delta / count;
*sum_sq = (x - *mean).mul_add(delta, *sum_sq);
let mut output = Array::zeros(self.dim.remove_axis(axis));
Zip::from(output.view_mut())
.and(self.lanes(axis))
.apply(|o, l| {
*o = l.var(ddof);
});
}
sum_sq.mapv_into(|s| s / dof)
output
}

/// Return standard deviation along `axis`.
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0