Bulk quantiles

Cargo.toml

@@ -20,8 +20,15 @@ noisy_float = "0.1.8"
 num-traits = "0.2"
 rand = "0.6"
 itertools = { version = "0.7.0", default-features = false }
+indexmap = "1.0"
 
 [dev-dependencies]
-quickcheck = "0.7"
+criterion = "0.2"
+quickcheck = { version = "0.8.1", default-features = false }
 ndarray-rand = "0.9"
 approx = "0.3"
+quickcheck_macros = "0.8"
+
+[[bench]]
+name = "sort"
+harness = false

benches/sort.rs

@@ -0,0 +1,67 @@
+extern crate criterion;
+extern crate ndarray;
+extern crate ndarray_stats;
+extern crate rand;
+
+use criterion::{
+    black_box, criterion_group, criterion_main, AxisScale, BatchSize, Criterion,
+    ParameterizedBenchmark, PlotConfiguration,
+};
+use ndarray::prelude::*;
+use ndarray_stats::Sort1dExt;
+use rand::prelude::*;
+
+fn get_from_sorted_mut(c: &mut Criterion) {
+    let lens = vec![10, 100, 1000, 10000];
+    let benchmark = ParameterizedBenchmark::new(
+        "get_from_sorted_mut",
+        |bencher, &len| {
+            let mut rng = StdRng::seed_from_u64(42);
+            let mut data: Vec<_> = (0..len).collect();
+            data.shuffle(&mut rng);
+            let indices: Vec<_> = (0..len).step_by(len / 10).collect();
+            bencher.iter_batched(
+                || Array1::from(data.clone()),
+                |mut arr| {
+                    for &i in &indices {
+                        black_box(arr.get_from_sorted_mut(i));
+                    }
+                },
+                BatchSize::SmallInput,
+            )
+        },
+        lens,
+    )
+    .plot_config(PlotConfiguration::default().summary_scale(AxisScale::Logarithmic));
+    c.bench("get_from_sorted_mut", benchmark);
+}
+
+fn get_many_from_sorted_mut(c: &mut Criterion) {
+    let lens = vec![10, 100, 1000, 10000];
+    let benchmark = ParameterizedBenchmark::new(
+        "get_many_from_sorted_mut",
+        |bencher, &len| {
+            let mut rng = StdRng::seed_from_u64(42);
+            let mut data: Vec<_> = (0..len).collect();
+            data.shuffle(&mut rng);
+            let indices: Vec<_> = (0..len).step_by(len / 10).collect();
+            bencher.iter_batched(
+                || Array1::from(data.clone()),
+                |mut arr| {
+                    black_box(arr.get_many_from_sorted_mut(&indices));
+                },
+                BatchSize::SmallInput,
+            )
+        },
+        lens,
+    )
+    .plot_config(PlotConfiguration::default().summary_scale(AxisScale::Logarithmic));
+    c.bench("get_many_from_sorted_mut", benchmark);
+}
+
+criterion_group! {
+    name = benches;
+    config = Criterion::default();
+    targets = get_from_sorted_mut, get_many_from_sorted_mut
+}
+criterion_main!(benches);

src/histogram/strategies.rs

@@ -24,6 +24,7 @@ use super::errors::BinsBuildError;
 use super::{Bins, Edges};
 use ndarray::prelude::*;
 use ndarray::Data;
+use noisy_float::types::n64;
 use num_traits::{FromPrimitive, NumOps, Zero};
 
 /// A trait implemented by all strategies to build [`Bins`]
@@ -334,8 +335,8 @@ where
         }
 
         let mut a_copy = a.to_owned();
-        let first_quartile = a_copy.quantile_mut::<Nearest>(0.25).unwrap();
-        let third_quartile = a_copy.quantile_mut::<Nearest>(0.75).unwrap();
+        let first_quartile = a_copy.quantile_mut(n64(0.25), &Nearest).unwrap();
+        let third_quartile = a_copy.quantile_mut(n64(0.75), &Nearest).unwrap();
         let iqr = third_quartile - first_quartile;
 
         let bin_width = FreedmanDiaconis::compute_bin_width(n_points, iqr);

src/lib.rs

@@ -25,6 +25,7 @@
 //! [`NumPy`]: https://docs.scipy.org/doc/numpy-1.14.1/reference/routines.statistics.html
 //! [`StatsBase.jl`]: https://juliastats.github.io/StatsBase.jl/latest/
 
+extern crate indexmap;
 extern crate itertools;
 extern crate ndarray;
 extern crate noisy_float;
@@ -33,6 +34,7 @@ extern crate rand;
 
 #[cfg(test)]
 extern crate approx;
+extern crate core;
 #[cfg(test)]
 extern crate ndarray_rand;
 #[cfg(test)]

src/quantile/interpolate.rs

@@ -0,0 +1,138 @@
+//! Interpolation strategies.
+use noisy_float::types::N64;
+use num_traits::{Float, FromPrimitive, NumOps, ToPrimitive};
+
+fn float_quantile_index(q: N64, len: usize) -> N64 {
+    q * ((len - 1) as f64)
+}
+
+/// Returns the fraction that the quantile is between the lower and higher indices.
+///
+/// This ranges from 0, where the quantile exactly corresponds the lower index,
+/// to 1, where the quantile exactly corresponds to the higher index.
+fn float_quantile_index_fraction(q: N64, len: usize) -> N64 {
+    float_quantile_index(q, len).fract()
+}
+
+/// Returns the index of the value on the lower side of the quantile.
+pub(crate) fn lower_index(q: N64, len: usize) -> usize {
+    float_quantile_index(q, len).floor().to_usize().unwrap()
+}
+
+/// Returns the index of the value on the higher side of the quantile.
+pub(crate) fn higher_index(q: N64, len: usize) -> usize {
+    float_quantile_index(q, len).ceil().to_usize().unwrap()
+}
+
+/// Used to provide an interpolation strategy to [`quantile_axis_mut`].
+///
+/// [`quantile_axis_mut`]: ../trait.QuantileExt.html#tymethod.quantile_axis_mut
+pub trait Interpolate<T> {
+    /// Returns `true` iff the lower value is needed to compute the
+    /// interpolated value.
+    #[doc(hidden)]
+    fn needs_lower(q: N64, len: usize) -> bool;
+
+    /// Returns `true` iff the higher value is needed to compute the
+    /// interpolated value.
+    #[doc(hidden)]
+    fn needs_higher(q: N64, len: usize) -> bool;
+
+    /// Computes the interpolated value.
+    ///
+    /// **Panics** if `None` is provided for the lower value when it's needed
+    /// or if `None` is provided for the higher value when it's needed.
+    #[doc(hidden)]
+    fn interpolate(lower: Option<T>, higher: Option<T>, q: N64, len: usize) -> T;
+}
+
+/// Select the higher value.
+pub struct Higher;
+/// Select the lower value.
+pub struct Lower;
+/// Select the nearest value.
+pub struct Nearest;
+/// Select the midpoint of the two values (`(lower + higher) / 2`).
+pub struct Midpoint;
+/// Linearly interpolate between the two values
+/// (`lower + (higher - lower) * fraction`, where `fraction` is the
+/// fractional part of the index surrounded by `lower` and `higher`).
+pub struct Linear;
+
+impl<T> Interpolate<T> for Higher {
+    fn needs_lower(_q: N64, _len: usize) -> bool {
+        false
+    }
+    fn needs_higher(_q: N64, _len: usize) -> bool {
+        true
+    }
+    fn interpolate(_lower: Option<T>, higher: Option<T>, _q: N64, _len: usize) -> T {
+        higher.unwrap()
+    }
+}
+
+impl<T> Interpolate<T> for Lower {
+    fn needs_lower(_q: N64, _len: usize) -> bool {
+        true
+    }
+    fn needs_higher(_q: N64, _len: usize) -> bool {
+        false
+    }
+    fn interpolate(lower: Option<T>, _higher: Option<T>, _q: N64, _len: usize) -> T {
+        lower.unwrap()
+    }
+}
+
+impl<T> Interpolate<T> for Nearest {
+    fn needs_lower(q: N64, len: usize) -> bool {
+        float_quantile_index_fraction(q, len) < 0.5
+    }
+    fn needs_higher(q: N64, len: usize) -> bool {
+        !<Self as Interpolate<T>>::needs_lower(q, len)
+    }
+    fn interpolate(lower: Option<T>, higher: Option<T>, q: N64, len: usize) -> T {
+        if <Self as Interpolate<T>>::needs_lower(q, len) {
+            lower.unwrap()
+        } else {
+            higher.unwrap()
+        }
+    }
+}
+
+impl<T> Interpolate<T> for Midpoint
+where
+    T: NumOps + Clone + FromPrimitive,
+{
+    fn needs_lower(_q: N64, _len: usize) -> bool {
+        true
+    }
+    fn needs_higher(_q: N64, _len: usize) -> bool {
+        true
+    }
+    fn interpolate(lower: Option<T>, higher: Option<T>, _q: N64, _len: usize) -> T {
+        let denom = T::from_u8(2).unwrap();
+        let lower = lower.unwrap();
+        let higher = higher.unwrap();
+        lower.clone() + (higher.clone() - lower.clone()) / denom.clone()
+    }
+}
+
+impl<T> Interpolate<T> for Linear
+where
+    T: NumOps + Clone + FromPrimitive + ToPrimitive,
+{
+    fn needs_lower(_q: N64, _len: usize) -> bool {
+        true
+    }
+    fn needs_higher(_q: N64, _len: usize) -> bool {
+        true
+    }
+    fn interpolate(lower: Option<T>, higher: Option<T>, q: N64, len: usize) -> T {
+        let fraction = float_quantile_index_fraction(q, len).to_f64().unwrap();
+        let lower = lower.unwrap();
+        let higher = higher.unwrap();
+        let lower_f64 = lower.to_f64().unwrap();
+        let higher_f64 = higher.to_f64().unwrap();
+        lower.clone() + T::from_f64(fraction * (higher_f64 - lower_f64)).unwrap()
+    }
+}