tests

Author: joshday

src/stats/stats.jl

@@ -15,9 +15,9 @@ end
 
 #-----------------------------------------------------------------------# Variance
 """
-    Variance(; weight=EqualWeight())
+    Variance(T = Float64; weight=EqualWeight())
 
-Univariate variance.
+Univariate variance, tracked as type `T`.
 
 # Example
 
@@ -26,19 +26,21 @@ Univariate variance.
     var(o)
     std(o)
 """
-mutable struct Variance{W} <: OnlineStat{Number}
-    σ2::Float64
-    μ::Float64
+mutable struct Variance{T, W} <: OnlineStat{Number}
+    σ2::T
+    μ::T
     weight::W
     n::Int
 end
-Variance(;weight = EqualWeight()) = Variance(0.0, 0.0, weight, 0)
+function Variance(T::Type{<:Number} = Float64; weight = EqualWeight()) 
+    Variance(zero(T), zero(T), weight, 0)
+end
 Base.copy(o::Variance) = Variance(o.σ2, o.μ, o.weight, o.n)
-function _fit!(o::Variance, x)
+function _fit!(o::Variance{T}, x) where {T}
     μ = o.μ
-    γ = o.weight(o.n += 1)
-    o.μ = smooth(o.μ, x, γ)
-    o.σ2 = smooth(o.σ2, (x - o.μ) * (x - μ), γ)
+    γ = T(o.weight(o.n += 1))
+    o.μ = smooth(o.μ, T(x), γ)
+    o.σ2 = smooth(o.σ2, (T(x) - o.μ) * (T(x) - μ), γ)
 end
 function _merge!(o::Variance, o2::Variance)
     γ = o2.n / (o.n += o2.n)
@@ -713,13 +715,9 @@ end
 
 #-----------------------------------------------------------------------# Mean
 """
-    Mean(; weight=EqualWeight())
-
-Track a univariate mean.
-
-# Update
+    Mean(T = Float64; weight=EqualWeight())
 
-``μ = (1 - γ) * μ + γ * x``
+Track a univariate mean, stored as type `T`.
 
 # Example
 
@@ -730,7 +728,7 @@ mutable struct Mean{T,W} <: OnlineStat{Number}
     weight::W
     n::Int
 end
-Mean(T::Type = Float64; weight = EqualWeight()) = Mean(zero(T), weight, 0)
+Mean(T::Type{<:Number} = Float64; weight = EqualWeight()) = Mean(zero(T), weight, 0)
 _fit!(o::Mean{T}, x) where {T} = (o.μ = smooth(o.μ, x, T(o.weight(o.n += 1))))
 function _merge!(o::Mean, o2::Mean)
     o.n += o2.n

test/runtests.jl

@@ -1,8 +1,6 @@
-module OnlineStatsTests
-
 using OnlineStats, Test, Statistics, Random, LinearAlgebra, Dates
 O = OnlineStats
-import StatsBase: countmap, fit, Histogram
+import StatsBase: countmap, fit, Histogram, sample
 import DataStructures: OrderedDict, SortedDict
 
 const y = randn(1000)
@@ -49,6 +47,7 @@ function test_merge(o, y1, y2, compare = ≈; kw...)
     @test nobs(o) == nobs(o2) == nrows(y1) + nrows(y2)
 end
 
+# @test compare(fo(fit!(o,y)), fy(y))
 function test_exact(o, y, fo, fy::Function, compare = ≈; kw...)
     fit!(o, y)
     for (v1, v2) in zip(fo(o), fy(y))
@@ -58,6 +57,8 @@ function test_exact(o, y, fo, fy::Function, compare = ≈; kw...)
     end
     @test nobs(o) == nrows(y)
 end
+
+# @test compare(fo(fit!(o,y )), fy)
 function test_exact(o, y, fo, fy, compare = ≈; kw...)
     fit!(o, y)
     for (v1, v2) in zip(fo(o), fy)
@@ -73,6 +74,17 @@ nrows(m::AbstractMatrix) = size(m, 1)
 nrows(t::Tuple) = length(t[2])
 nrows(y::Base.Iterators.Zip2) = length(y)
 
+function testfit(o::OnlineStat, y, val, compare = ≈)
+    @test nobs(o) == nobs(o)
+    @test compare(value(fit!(o, y)), val)
+end
+
+function testmerge(o::OnlineStat, y, compare = ≈; n=10)
+    for i in 1:n 
+        a = sample(y, floor(Int, length(y)/2); replace=false)
+        b = sample(y, floor(Int, length(y)/2); replace=false)
+    end
+end
 
 #-----------------------------------------------------------------------# utils
 println("\n\n")
@@ -395,6 +407,7 @@ end
     @inferred Mean()
     @inferred Mean(Complex{Float64})
     test_exact(Mean(), y, mean, mean)
+    test_exact(Mean(BigFloat), big.(y), mean, mean, ≈, atol=1e-16)
     test_exact(Mean(Complex{Float64}), y + y2*im, mean, mean)
     test_merge(Mean(), y, y2)
 end
@@ -609,5 +622,3 @@ end
 end
 
 include("test_kahan.jl")
-
-end #module