criterion/
kde.rs

1use crate::stats::univariate::kde::kernel::Gaussian;
2use crate::stats::univariate::kde::{Bandwidth, Kde};
3use crate::stats::univariate::Sample;
4
5pub fn sweep(
6    sample: &Sample<f64>,
7    npoints: usize,
8    range: Option<(f64, f64)>,
9) -> (Box<[f64]>, Box<[f64]>) {
10    let (xs, ys, _) = sweep_and_estimate(sample, npoints, range, sample[0]);
11    (xs, ys)
12}
13
14pub fn sweep_and_estimate(
15    sample: &Sample<f64>,
16    npoints: usize,
17    range: Option<(f64, f64)>,
18    point_to_estimate: f64,
19) -> (Box<[f64]>, Box<[f64]>, f64) {
20    let x_min = sample.min();
21    let x_max = sample.max();
22
23    let kde = Kde::new(sample, Gaussian, Bandwidth::Silverman);
24    let h = kde.bandwidth();
25
26    let (start, end) = match range {
27        Some((start, end)) => (start, end),
28        None => (x_min - 3. * h, x_max + 3. * h),
29    };
30
31    let mut xs: Vec<f64> = Vec::with_capacity(npoints);
32    let step_size = (end - start) / (npoints - 1) as f64;
33    for n in 0..npoints {
34        xs.push(start + (step_size * n as f64));
35    }
36
37    let ys = kde.map(&xs);
38    let point_estimate = kde.estimate(point_to_estimate);
39
40    (xs.into_boxed_slice(), ys, point_estimate)
41}