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open Ast
(*
--# Coefficient of variation
--#
--# Compute sample sd divided by mean.
--#
--# @name cv
--# @param x :: Vector | List Numeric input.
--# @param na_rm :: Bool = false Remove NA values first.
--# @param weights :: Vector[Float] | List[Float] = NA Optional non-negative observation weights.
--# @return :: Number | Vector Computed result (scalar or vectorized).
--# @family stats
--# @export
*)
let has_na_rm named_args =
List.exists (fun (name, v) -> name = Some "na_rm" && match v with VBool true -> true | _ -> false) named_args
let strip_na_rm named_args =
List.filter (fun (name, _) -> name <> Some "na_rm") named_args |> List.map snd
let numeric_values ~label ~na_rm v =
let vals =
match v with
| VVector arr -> Ok (Array.to_list arr)
| VList items -> Ok (List.map snd items)
| VNA _ -> Error (Error.na_value_error ~na_rm:true label)
| _ -> Error (Error.type_error (Printf.sprintf "Function `%s` expects a numeric List or Vector." label))
in
match vals with
| Error e -> Error e
| Ok vals ->
let rec go acc = function
| [] -> Ok (List.rev acc)
| VInt n :: tl -> go (float_of_int n :: acc) tl
| VFloat f :: tl -> go (f :: acc) tl
| VNA _ :: tl when na_rm -> go acc tl
| VNA _ :: _ -> Error (Error.na_value_error ~na_rm:true label)
| _ -> Error (Error.type_error (Printf.sprintf "Function `%s` requires numeric values." label))
in
go [] vals
let quantile xs p =
let arr = Array.of_list xs in
let n = Array.length arr in
if n = 0 then None
else (
Array.sort compare arr;
let h = p *. float_of_int (n - 1) in
let lo = int_of_float (Float.floor h) in
let hi = min (lo + 1) (n - 1) in
let frac = h -. float_of_int lo in
Some (arr.(lo) +. frac *. (arr.(hi) -. arr.(lo))))
let mean xs =
let n = List.length xs in
if n = 0 then None else Some (List.fold_left ( +. ) 0.0 xs /. float_of_int n)
let vecf xs = VVector (Array.of_list (List.map (fun x -> VFloat x) xs))
let register env =
Env.add "cv" (make_builtin_named ~name:"cv" ~variadic:true 1 (fun named_args _ ->
let na_rm = has_na_rm named_args in
let weight_arg = Math_common.optional_named_arg "weights" named_args in
let args =
named_args
|> List.filter (fun (name, _) -> name <> Some "na_rm" && name <> Some "weights")
|> List.map snd
in
match args with
| [x] ->
(match weight_arg with
| Some weight_v ->
(match Math_utils.extract_numeric_array_with_weights ~label:"cv" ~na_rm x weight_v with
| Error e -> e
| Ok (xs, ws) ->
if Array.length xs < 2 then Error.value_error "Function `cv` requires at least 2 values."
else
(match (Math_utils.weighted_mean_array xs ws, Math_utils.weighted_variance_population xs ws) with
| Some m, Some v ->
if m = 0.0 then Error.value_error "Function `cv` undefined when mean is zero."
else VFloat ((Float.sqrt v) /. m)
| _ -> Error.make_error RuntimeError "Function `cv` internal error: weighted moments could not be computed."))
| None ->
(match numeric_values ~label:"cv" ~na_rm x with
| Error e -> e
| Ok xs ->
let n = List.length xs in
if n < 2 then Error.value_error "Function `cv` requires at least 2 values."
else
match mean xs with
| None -> Error.value_error "Function `cv` received empty input after filtering."
| Some m ->
if m = 0.0 then Error.value_error "Function `cv` undefined when mean is zero."
else
let s = Float.sqrt (List.fold_left (fun a v -> let d = v -. m in a +. d *. d) 0.0 xs /. float_of_int (n - 1)) in
VFloat (s /. m)))
| args -> Error.arity_error_named "cv" 1 (List.length args))) env