Weighted var (#55)

* Move summary statistic tests outside

* Add weighted variance and standard deviation

* Add tests

* Add axis versions

* Add tests for axis versions

* ddof expect and doc

* Fmt

* Add benches

Author: nilgoyette

Cargo.toml

@@ -36,3 +36,7 @@ num-bigint = "0.2.2"
 [[bench]]
 name = "sort"
 harness = false
+
+[[bench]]
+name = "summary_statistics"
+harness = false

benches/summary_statistics.rs

@@ -0,0 +1,37 @@
+use criterion::{
+    black_box, criterion_group, criterion_main, AxisScale, BatchSize, Criterion,
+    ParameterizedBenchmark, PlotConfiguration,
+};
+use ndarray::prelude::*;
+use ndarray_rand::RandomExt;
+use ndarray_stats::SummaryStatisticsExt;
+use rand::distributions::Uniform;
+
+fn weighted_std(c: &mut Criterion) {
+    let lens = vec![10, 100, 1000, 10000];
+    let benchmark = ParameterizedBenchmark::new(
+        "weighted_std",
+        |bencher, &len| {
+            let data = Array::random(len, Uniform::new(0.0, 1.0));
+            let mut weights = Array::random(len, Uniform::new(0.0, 1.0));
+            weights /= weights.sum();
+            bencher.iter_batched(
+                || data.clone(),
+                |arr| {
+                    black_box(arr.weighted_std(&weights, 0.0).unwrap());
+                },
+                BatchSize::SmallInput,
+            )
+        },
+        lens,
+    )
+    .plot_config(PlotConfiguration::default().summary_scale(AxisScale::Logarithmic));
+    c.bench("weighted_std", benchmark);
+}
+
+criterion_group! {
+    name = benches;
+    config = Criterion::default();
+    targets = weighted_std
+}
+criterion_main!(benches);