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Tip revision: 37c59677e5859cb0f11261dc81693abb2af1536e authored by Valentin Churavy on 10 May 2018, 00:19:57 UTC
pass LLVM_DISABLE_ABI_BREAKING_CHECKS_ENFORCING=0
Tip revision: 37c5967
statistics.jl
# This file is a part of Julia. License is MIT: https://julialang.org/license

using Test, Random, LinearAlgebra

@testset "middle" begin
    @test middle(3) === 3.0
    @test middle(2, 3) === 2.5
    let x = ((realmax(1.0)/4)*3)
        @test middle(x, x) === x
    end
    @test middle(1:8) === 4.5
    @test middle([1:8;]) === 4.5

    # ensure type-correctness
    for T in [Bool,Int8,Int16,Int32,Int64,Int128,UInt8,UInt16,UInt32,UInt64,UInt128,Float16,Float32,Float64]
        @test middle(one(T)) === middle(one(T), one(T))
    end
end

@testset "median" begin
    @test median([1.]) === 1.
    @test median([1.,3]) === 2.
    @test median([1.,3,2]) === 2.

    @test median([1,3,2]) === 2.0
    @test median([1,3,2,4]) === 2.5

    @test median([0.0,Inf]) == Inf
    @test median([0.0,-Inf]) == -Inf
    @test median([0.,Inf,-Inf]) == 0.0
    @test median([1.,-1.,Inf,-Inf]) == 0.0
    @test isnan(median([-Inf,Inf]))

    X = [2 3 1 -1; 7 4 5 -4]
    @test all(median(X, dims=2) .== [1.5, 4.5])
    @test all(median(X, dims=1) .== [4.5 3.5 3.0 -2.5])
    @test X == [2 3 1 -1; 7 4 5 -4] # issue #17153

    @test_throws ArgumentError median([])
    @test isnan(median([NaN]))
    @test isnan(median([0.0,NaN]))
    @test isnan(median([NaN,0.0]))
    @test isequal(median([NaN 0.0; 1.2 4.5], dims=2), reshape([NaN; 2.85], 2, 1))

    @test median!([1 2 3 4]) == 2.5
    @test median!([1 2; 3 4]) == 2.5

    @test invoke(median, Tuple{AbstractVector}, 1:10) == median(1:10) == 5.5
end

@testset "mean" begin
    @test_throws ArgumentError mean(())
    @test mean((1,2,3)) === 2.
    @test mean([0]) === 0.
    @test mean([1.]) === 1.
    @test mean([1.,3]) == 2.
    @test mean([1,2,3]) == 2.
    @test mean([0 1 2; 4 5 6], dims=1) == [2.  3.  4.]
    @test mean([1 2 3; 4 5 6], dims=1) == [2.5 3.5 4.5]
    @test mean(i->i+1, 0:2) === 2.
    @test mean(isodd, [3]) === 1.
    @test mean(x->3x, (1,1)) === 3.

    @test isnan(mean([NaN]))
    @test isnan(mean([0.0,NaN]))
    @test isnan(mean([NaN,0.0]))

    @test isnan(mean([0.,Inf,-Inf]))
    @test isnan(mean([1.,-1.,Inf,-Inf]))
    @test isnan(mean([-Inf,Inf]))
    @test isequal(mean([NaN 0.0; 1.2 4.5], dims=2), reshape([NaN; 2.85], 2, 1))

    # Check that small types are accumulated using wider type
    for T in (Int8, UInt8)
        x = [typemax(T) typemax(T)]
        g = (v for v in x)
        @test mean(x) == mean(g) == typemax(T)
        @test mean(identity, x) == mean(identity, g) == typemax(T)
        @test mean(x, dims=2) == [typemax(T)]'
    end
end

@testset "var & std" begin
    # edge case: empty vector
    # iterable; this has to throw for type stability
    @test_throws ArgumentError var(())
    @test_throws ArgumentError var((); corrected=false)
    @test_throws ArgumentError var((); mean=2)
    @test_throws ArgumentError var((); mean=2, corrected=false)
    # reduction
    @test isnan(var(Int[]))
    @test isnan(var(Int[]; corrected=false))
    @test isnan(var(Int[]; mean=2))
    @test isnan(var(Int[]; mean=2, corrected=false))
    # reduction across dimensions
    @test isequal(var(Int[], dims=1), [NaN])
    @test isequal(var(Int[], dims=1; corrected=false), [NaN])
    @test isequal(var(Int[], dims=1; mean=[2]), [NaN])
    @test isequal(var(Int[], dims=1; mean=[2], corrected=false), [NaN])

    # edge case: one-element vector
    # iterable
    @test isnan(@inferred(var((1,))))
    @test var((1,); corrected=false) === 0.0
    @test var((1,); mean=2) === Inf
    @test var((1,); mean=2, corrected=false) === 1.0
    # reduction
    @test isnan(@inferred(var([1])))
    @test var([1]; corrected=false) === 0.0
    @test var([1]; mean=2) === Inf
    @test var([1]; mean=2, corrected=false) === 1.0
    # reduction across dimensions
    @test isequal(@inferred(var([1], dims=1)), [NaN])
    @test var([1], dims=1; corrected=false) ≈ [0.0]
    @test var([1], dims=1; mean=[2]) ≈ [Inf]
    @test var([1], dims=1; mean=[2], corrected=false) ≈ [1.0]

    @test var(1:8) == 6.
    @test varm(1:8,1) == varm(Vector(1:8),1)
    @test isnan(varm(1:1,1))
    @test isnan(var(1:1))
    @test isnan(var(1:-1))

    @test @inferred(var(1.0:8.0)) == 6.
    @test varm(1.0:8.0,1.0) == varm(Vector(1.0:8.0),1)
    @test isnan(varm(1.0:1.0,1.0))
    @test isnan(var(1.0:1.0))
    @test isnan(var(1.0:-1.0))

    @test @inferred(var(1.0f0:8.0f0)) === 6.f0
    @test varm(1.0f0:8.0f0,1.0f0) == varm(Vector(1.0f0:8.0f0),1)
    @test isnan(varm(1.0f0:1.0f0,1.0f0))
    @test isnan(var(1.0f0:1.0f0))
    @test isnan(var(1.0f0:-1.0f0))

    @test varm([1,2,3], 2) ≈ 1.
    @test var([1,2,3]) ≈ 1.
    @test var([1,2,3]; corrected=false) ≈ 2.0/3
    @test var([1,2,3]; mean=0) ≈ 7.
    @test var([1,2,3]; mean=0, corrected=false) ≈ 14.0/3

    @test varm((1,2,3), 2) ≈ 1.
    @test var((1,2,3)) ≈ 1.
    @test var((1,2,3); corrected=false) ≈ 2.0/3
    @test var((1,2,3); mean=0) ≈ 7.
    @test var((1,2,3); mean=0, corrected=false) ≈ 14.0/3
    @test_throws ArgumentError var((1,2,3); mean=())

    @test var([1 2 3 4 5; 6 7 8 9 10], dims=2) ≈ [2.5 2.5]'
    @test var([1 2 3 4 5; 6 7 8 9 10], dims=2; corrected=false) ≈ [2.0 2.0]'

    @test stdm([1,2,3], 2) ≈ 1.
    @test std([1,2,3]) ≈ 1.
    @test std([1,2,3]; corrected=false) ≈ sqrt(2.0/3)
    @test std([1,2,3]; mean=0) ≈ sqrt(7.0)
    @test std([1,2,3]; mean=0, corrected=false) ≈ sqrt(14.0/3)

    @test stdm([1.0,2,3], 2) ≈ 1.
    @test std([1.0,2,3]) ≈ 1.
    @test std([1.0,2,3]; corrected=false) ≈ sqrt(2.0/3)
    @test std([1.0,2,3]; mean=0) ≈ sqrt(7.0)
    @test std([1.0,2,3]; mean=0, corrected=false) ≈ sqrt(14.0/3)

    @test std([1.0,2,3]; dims=1)[] ≈ 1.
    @test std([1.0,2,3]; dims=1, corrected=false)[] ≈ sqrt(2.0/3)
    @test std([1.0,2,3]; dims=1, mean=[0])[] ≈ sqrt(7.0)
    @test std([1.0,2,3]; dims=1, mean=[0], corrected=false)[] ≈ sqrt(14.0/3)

    @test stdm((1,2,3), 2) ≈ 1.
    @test std((1,2,3)) ≈ 1.
    @test std((1,2,3); corrected=false) ≈ sqrt(2.0/3)
    @test std((1,2,3); mean=0) ≈ sqrt(7.0)
    @test std((1,2,3); mean=0, corrected=false) ≈ sqrt(14.0/3)

    @test std([1 2 3 4 5; 6 7 8 9 10], dims=2) ≈ sqrt.([2.5 2.5]')
    @test std([1 2 3 4 5; 6 7 8 9 10], dims=2; corrected=false) ≈ sqrt.([2.0 2.0]')

    let A = ComplexF64[exp(i*im) for i in 1:10^4]
        @test varm(A, 0.) ≈ sum(map(abs2, A)) / (length(A) - 1)
        @test varm(A, mean(A)) ≈ var(A)
    end

    @test var([1//1, 2//1]) isa Rational{Int}
    @test var([1//1, 2//1], dims=1) isa Vector{Rational{Int}}

    @test std([1//1, 2//1]) isa Float64
    @test std([1//1, 2//1], dims=1) isa Vector{Float64}
end

function safe_cov(x, y, zm::Bool, cr::Bool)
    n = length(x)
    if !zm
        x = x .- mean(x)
        y = y .- mean(y)
    end
    dot(vec(x), vec(y)) / (n - Int(cr))
end
X = [1.0  5.0;
     2.0  4.0;
     3.0  6.0;
     4.0  2.0;
     5.0  1.0]
Y = [6.0  2.0;
     1.0  7.0;
     5.0  8.0;
     3.0  4.0;
     2.0  3.0]

@testset "covariance" begin
    for vd in [1, 2], zm in [true, false], cr in [true, false]
        # println("vd = $vd: zm = $zm, cr = $cr")
        if vd == 1
            k = size(X, 2)
            Cxx = zeros(k, k)
            Cxy = zeros(k, k)
            for i = 1:k, j = 1:k
                Cxx[i,j] = safe_cov(X[:,i], X[:,j], zm, cr)
                Cxy[i,j] = safe_cov(X[:,i], Y[:,j], zm, cr)
            end
            x1 = vec(X[:,1])
            y1 = vec(Y[:,1])
        else
            k = size(X, 1)
            Cxx = zeros(k, k)
            Cxy = zeros(k, k)
            for i = 1:k, j = 1:k
                Cxx[i,j] = safe_cov(X[i,:], X[j,:], zm, cr)
                Cxy[i,j] = safe_cov(X[i,:], Y[j,:], zm, cr)
            end
            x1 = vec(X[1,:])
            y1 = vec(Y[1,:])
        end

        c = zm ? Base.covm(x1, 0, corrected=cr) :
                 cov(x1, corrected=cr)
        @test isa(c, Float64)
        @test c ≈ Cxx[1,1]
        @inferred cov(x1, corrected=cr)

        @test cov(X) == Base.covm(X, mean(X, dims=1))
        C = zm ? Base.covm(X, 0, vd, corrected=cr) :
                 cov(X, dims=vd, corrected=cr)
        @test size(C) == (k, k)
        @test C ≈ Cxx
        @inferred cov(X, dims=vd, corrected=cr)

        @test cov(x1, y1) == Base.covm(x1, mean(x1), y1, mean(y1))
        c = zm ? Base.covm(x1, 0, y1, 0, corrected=cr) :
                 cov(x1, y1, corrected=cr)
        @test isa(c, Float64)
        @test c ≈ Cxy[1,1]
        @inferred cov(x1, y1, corrected=cr)

        if vd == 1
            @test cov(x1, Y) == Base.covm(x1, mean(x1), Y, mean(Y, dims=1))
        end
        C = zm ? Base.covm(x1, 0, Y, 0, vd, corrected=cr) :
                 cov(x1, Y, dims=vd, corrected=cr)
        @test size(C) == (1, k)
        @test vec(C) ≈ Cxy[1,:]
        @inferred cov(x1, Y, dims=vd, corrected=cr)

        if vd == 1
            @test cov(X, y1) == Base.covm(X, mean(X, dims=1), y1, mean(y1))
        end
        C = zm ? Base.covm(X, 0, y1, 0, vd, corrected=cr) :
                 cov(X, y1, dims=vd, corrected=cr)
        @test size(C) == (k, 1)
        @test vec(C) ≈ Cxy[:,1]
        @inferred cov(X, y1, dims=vd, corrected=cr)

        @test cov(X, Y) == Base.covm(X, mean(X, dims=1), Y, mean(Y, dims=1))
        C = zm ? Base.covm(X, 0, Y, 0, vd, corrected=cr) :
                 cov(X, Y, dims=vd, corrected=cr)
        @test size(C) == (k, k)
        @test C ≈ Cxy
        @inferred cov(X, Y, dims=vd, corrected=cr)
    end
end

function safe_cor(x, y, zm::Bool)
    if !zm
        x = x .- mean(x)
        y = y .- mean(y)
    end
    x = vec(x)
    y = vec(y)
    dot(x, y) / (sqrt(dot(x, x)) * sqrt(dot(y, y)))
end
@testset "correlation" begin
    for vd in [1, 2], zm in [true, false]
        # println("vd = $vd: zm = $zm")
        if vd == 1
            k = size(X, 2)
            Cxx = zeros(k, k)
            Cxy = zeros(k, k)
            for i = 1:k, j = 1:k
                Cxx[i,j] = safe_cor(X[:,i], X[:,j], zm)
                Cxy[i,j] = safe_cor(X[:,i], Y[:,j], zm)
            end
            x1 = vec(X[:,1])
            y1 = vec(Y[:,1])
        else
            k = size(X, 1)
            Cxx = zeros(k, k)
            Cxy = zeros(k, k)
            for i = 1:k, j = 1:k
                Cxx[i,j] = safe_cor(X[i,:], X[j,:], zm)
                Cxy[i,j] = safe_cor(X[i,:], Y[j,:], zm)
            end
            x1 = vec(X[1,:])
            y1 = vec(Y[1,:])
        end

        c = zm ? Base.corm(x1, 0) : cor(x1)
        @test isa(c, Float64)
        @test c ≈ Cxx[1,1]
        @inferred cor(x1)

        @test cor(X) == Base.corm(X, mean(X, dims=1))
        C = zm ? Base.corm(X, 0, vd) : cor(X, dims=vd)
        @test size(C) == (k, k)
        @test C ≈ Cxx
        @inferred cor(X, dims=vd)

        @test cor(x1, y1) == Base.corm(x1, mean(x1), y1, mean(y1))
        c = zm ? Base.corm(x1, 0, y1, 0) : cor(x1, y1)
        @test isa(c, Float64)
        @test c ≈ Cxy[1,1]
        @inferred cor(x1, y1)

        if vd == 1
            @test cor(x1, Y) == Base.corm(x1, mean(x1), Y, mean(Y, dims=1))
        end
        C = zm ? Base.corm(x1, 0, Y, 0, vd) : cor(x1, Y, dims=vd)
        @test size(C) == (1, k)
        @test vec(C) ≈ Cxy[1,:]
        @inferred cor(x1, Y, dims=vd)

        if vd == 1
            @test cor(X, y1) == Base.corm(X, mean(X, dims=1), y1, mean(y1))
        end
        C = zm ? Base.corm(X, 0, y1, 0, vd) : cor(X, y1, dims=vd)
        @test size(C) == (k, 1)
        @test vec(C) ≈ Cxy[:,1]
        @inferred cor(X, y1, dims=vd)

        @test cor(X, Y) == Base.corm(X, mean(X, dims=1), Y, mean(Y, dims=1))
        C = zm ? Base.corm(X, 0, Y, 0, vd) : cor(X, Y, dims=vd)
        @test size(C) == (k, k)
        @test C ≈ Cxy
        @inferred cor(X, Y, dims=vd)
    end

    @test cor(repeat(1:17, 1, 17))[2] <= 1.0
    @test cor(1:17, 1:17) <= 1.0
    @test cor(1:17, 18:34) <= 1.0
    let tmp = range(1, stop=85, length=100)
        tmp2 = Vector(tmp)
        @test cor(tmp, tmp) <= 1.0
        @test cor(tmp, tmp2) <= 1.0
    end
end

@testset "quantile" begin
    @test quantile([1,2,3,4],0.5) == 2.5
    @test quantile([1,2,3,4],[0.5]) == [2.5]
    @test quantile([1., 3],[.25,.5,.75])[2] == median([1., 3])
    @test quantile(100.0:-1.0:0.0, 0.0:0.1:1.0) == 0.0:10.0:100.0
    @test quantile(0.0:100.0, 0.0:0.1:1.0, sorted=true) == 0.0:10.0:100.0
    @test quantile(100f0:-1f0:0.0, 0.0:0.1:1.0) == 0f0:10f0:100f0
    @test quantile([Inf,Inf],0.5) == Inf
    @test quantile([-Inf,1],0.5) == -Inf
    @test quantile([0,1],1e-18) == 1e-18
    @test quantile([1, 2, 3, 4],[]) == []
    @test quantile([1, 2, 3, 4], (0.5,)) == (2.5,)
    @test quantile([4, 9, 1, 5, 7, 8, 2, 3, 5, 17, 11], (0.1, 0.2, 0.4, 0.9)) == (2.0, 3.0, 5.0, 11.0)
    @test quantile([1, 2, 3, 4], ()) == ()
end

# StatsBase issue 164
let y = [0.40003674665581906, 0.4085630862624367, 0.41662034698690303, 0.41662034698690303, 0.42189053966652057, 0.42189053966652057, 0.42553514344518345, 0.43985732442991354]
    @test issorted(quantile(y, range(0.01, stop=0.99, length=17)))
end

@testset "variance of complex arrays (#13309)" begin
    z = rand(ComplexF64, 10)
    @test var(z) ≈ invoke(var, Tuple{Any}, z) ≈ cov(z) ≈ var(z,dims=1)[1] ≈ sum(abs2, z .- mean(z))/9
    @test isa(var(z), Float64)
    @test isa(invoke(var, Tuple{Any}, z), Float64)
    @test isa(cov(z), Float64)
    @test isa(var(z,dims=1), Vector{Float64})
    @test varm(z, 0.0) ≈ invoke(varm, Tuple{Any,Float64}, z, 0.0) ≈ sum(abs2, z)/9
    @test isa(varm(z, 0.0), Float64)
    @test isa(invoke(varm, Tuple{Any,Float64}, z, 0.0), Float64)
    @test cor(z) === 1.0
    v = varm([1.0+2.0im], 0; corrected = false)
    @test v ≈ 5
    @test isa(v, Float64)
end

@testset "cov and cor of complex arrays (issue #21093)" begin
    x = [2.7 - 3.3im, 0.9 + 5.4im, 0.1 + 0.2im, -1.7 - 5.8im, 1.1 + 1.9im]
    y = [-1.7 - 1.6im, -0.2 + 6.5im, 0.8 - 10.0im, 9.1 - 3.4im, 2.7 - 5.5im]
    @test cov(x, y) ≈ 4.8365 - 12.119im
    @test cov(y, x) ≈ 4.8365 + 12.119im
    @test cov(x, reshape(y, :, 1)) ≈ reshape([4.8365 - 12.119im], 1, 1)
    @test cov(reshape(x, :, 1), y) ≈ reshape([4.8365 - 12.119im], 1, 1)
    @test cov(reshape(x, :, 1), reshape(y, :, 1)) ≈ reshape([4.8365 - 12.119im], 1, 1)
    @test cov([x y]) ≈ [21.779 4.8365-12.119im;
                        4.8365+12.119im 54.548]
    @test cor(x, y) ≈ 0.14032104449218274 - 0.35160772008699703im
    @test cor(y, x) ≈ 0.14032104449218274 + 0.35160772008699703im
    @test cor(x, reshape(y, :, 1)) ≈ reshape([0.14032104449218274 - 0.35160772008699703im], 1, 1)
    @test cor(reshape(x, :, 1), y) ≈ reshape([0.14032104449218274 - 0.35160772008699703im], 1, 1)
    @test cor(reshape(x, :, 1), reshape(y, :, 1)) ≈ reshape([0.14032104449218274 - 0.35160772008699703im], 1, 1)
    @test cor([x y]) ≈ [1.0                                          0.14032104449218274-0.35160772008699703im
                        0.14032104449218274+0.35160772008699703im  1.0]
end

@testset "Issue #17153 and PR #17154" begin
    a = rand(10,10)
    b = copy(a)
    x = median(a, dims=1)
    @test b == a
    x = median(a, dims=2)
    @test b == a
    x = mean(a, dims=1)
    @test b == a
    x = mean(a, dims=2)
    @test b == a
    x = var(a, dims=1)
    @test b == a
    x = var(a, dims=2)
    @test b == a
    x = std(a, dims=1)
    @test b == a
    x = std(a, dims=2)
    @test b == a
end

# dimensional correctness
isdefined(Main, :TestHelpers) || @eval Main include("TestHelpers.jl")
using .Main.TestHelpers: Furlong
@testset "Unitful elements" begin
    r = Furlong(1):Furlong(1):Furlong(2)
    a = Vector(r)
    @test sum(r) == sum(a) == Furlong(3)
    @test cumsum(r) == Furlong.([1,3])
    @test mean(r) == mean(a) == median(a) == median(r) == Furlong(1.5)
    @test var(r) == var(a) == Furlong{2}(0.5)
    @test std(r) == std(a) == Furlong{1}(sqrt(0.5))

    # Issue #21786
    A = [Furlong{1}(rand(-5:5)) for i in 1:2, j in 1:2]
    @test mean(mean(A, dims=1), dims=2)[1] === mean(A)
    @test var(A, dims=1)[1] === var(A[:, 1])
    @test std(A, dims=1)[1] === std(A[:, 1])
end

# Issue #22901
@testset "var and quantile of Any arrays" begin
    x = Any[1, 2, 4, 10]
    y = Any[1, 2, 4, 10//1]
    @test var(x) === 16.25
    @test var(y) === 65//4
    @test std(x) === sqrt(16.25)
    @test quantile(x, 0.5)  === 3.0
    @test quantile(x, 1//2) === 3//1
end

@testset "Promotion in covzm. Issue #8080" begin
    A = [1 -1 -1; -1 1 1; -1 1 -1; 1 -1 -1; 1 -1 1]
    @test Base.covzm(A) - mean(A, dims=1)'*mean(A, dims=1)*size(A, 1)/(size(A, 1) - 1) ≈ cov(A)
    A = [1//1 -1 -1; -1 1 1; -1 1 -1; 1 -1 -1; 1 -1 1]
    @test (A'A - size(A, 1)*Base.mean(A, dims=1)'*Base.mean(A, dims=1))/4 == cov(A)
end

@testset "Mean along dimension of empty array" begin
    a0  = zeros(0)
    a00 = zeros(0, 0)
    a01 = zeros(0, 1)
    a10 = zeros(1, 0)
    @test isequal(mean(a0, dims=1)      , fill(NaN, 1))
    @test isequal(mean(a00, dims=(1, 2)), fill(NaN, 1, 1))
    @test isequal(mean(a01, dims=1)     , fill(NaN, 1, 1))
    @test isequal(mean(a10, dims=2)     , fill(NaN, 1, 1))
end

@testset "cov/var/std of Vector{Vector}" begin
    x = [[2,4,6],[4,6,8]]
    @test var(x) ≈ vec(var([x[1] x[2]], dims=2))
    @test std(x) ≈ vec(std([x[1] x[2]], dims=2))
    @test cov(x) ≈ cov([x[1] x[2]], dims=2)
end
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