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511 lines
15 KiB
511 lines
15 KiB
#pragma once
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#include "types.h"
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#include "gc.h"
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#include <utility>
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#include <limits>
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#include <deque>
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#include <cmath>
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#undef max
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#undef min
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template <class T, template<typename ...> class VT>
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size_t count(const VT<T>& v) {
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return v.size;
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}
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template <class T>
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constexpr static size_t count(const T&) { return 1; }
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// TODO: Specializations for dt/str/none
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template<class T, template<typename ...> class VT>
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types::GetLongType<T>
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sum(const VT<T>& v) {
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types::GetLongType<T> ret = 0;
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for (auto _v : v)
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ret += _v;
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return ret;
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}
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template<class T, template<typename ...> class VT>
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//types::GetFPType<T>
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double avg(const VT<T>& v) {
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return (sum<T>(v) / static_cast<double>(v.size));
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}
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template<class T, template<typename ...> class VT, class Ret>
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void sqrt(const VT<T>& v, Ret& ret) {
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for (uint32_t i = 0; i < v.size; ++i)
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ret[i] = sqrt(v[i]);
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}
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template<class T, template<typename ...> class VT>
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VT<double> sqrt(const VT<T>& v) {
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VT<double> ret(v.size);
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sqrt(v, ret);
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return ret;
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}
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template <class T>
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T truncate(const T& v, const uint32_t precision) {
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auto multiplier = pow(10, precision);
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if (v >= std::numeric_limits<T>::max()/multiplier ||
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aq_fp_precision<T> <= precision)
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return v;
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else
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return round(v * multiplier)/multiplier;
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}
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template<class T, template<typename ...> class VT>
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VT<T> truncate(const VT<T>& v, const uint32_t precision) {
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if (aq_fp_precision<T> <= precision)
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return v.subvec_memcpy();
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auto multiplier = pow(10, precision);
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auto max_truncate = std::numeric_limits<T>::max()/multiplier;
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VT<T> ret(v.size);
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for (uint32_t i = 0; i < v.size; ++i) { // round or trunc??
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ret[i] = v[i] < max_truncate ? round(v[i] * multiplier)/multiplier : v[i];
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}
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return ret;
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}
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template <class T, template<typename ...> class VT>
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T max(const VT<T>& v) {
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T max_v = std::numeric_limits<T>::min();
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for (const auto& _v : v)
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max_v = max_v > _v ? max_v : _v;
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return max_v;
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}
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template <class T, template<typename ...> class VT>
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T min(const VT<T>& v) {
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T min_v = std::numeric_limits<T>::max();
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for (const auto& _v : v)
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min_v = min_v < _v ? min_v : _v;
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return min_v;
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}
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// simplify this using a template std::binary_function<T, T, bool> = std::less;
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template<class T, template<typename ...> class VT, class Ret>
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void mins(const VT<T>& arr, Ret& ret) {
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const uint32_t& len = arr.size;
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T min = std::numeric_limits<T>::max();
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for (int i = 0; i < len; ++i) {
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if (arr[i] < min)
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min = arr[i];
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ret[i] = min;
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}
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}
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template<class T, template<typename ...> class VT>
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decayed_t<VT, T> mins(const VT<T>& arr) {
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decayed_t<VT, T> ret(arr.size);
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mins(arr, ret);
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return ret;
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}
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template<class T, template<typename ...> class VT, class Ret>
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void maxs(const VT<T>& arr, Ret& ret) {
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const uint32_t& len = arr.size;
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T max = std::numeric_limits<T>::min();
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for (int i = 0; i < len; ++i) {
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if (arr[i] > max)
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max = arr[i];
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ret[i] = max;
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}
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}
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template<class T, template<typename ...> class VT>
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decayed_t<VT, T> maxs(const VT<T>& arr) {
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decayed_t<VT, T> ret(arr.size);
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maxs(arr, ret);
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return ret;
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}
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template<class T, template<typename ...> class VT, class Ret>
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void minw(uint32_t w, const VT<T>& arr, Ret& ret) {
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const uint32_t& len = arr.size;
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std::deque<std::pair<T, uint32_t>> cache;
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for (int i = 0; i < len; ++i) {
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if (!cache.empty() && cache.front().second == i - w) cache.pop_front();
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while (!cache.empty() && cache.back().first > arr[i]) cache.pop_back();
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cache.push_back({ arr[i], i });
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ret[i] = cache.front().first;
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}
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}
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template<class T, template<typename ...> class VT>
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decayed_t<VT, T> minw(uint32_t w, const VT<T>& arr) {
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decayed_t<VT, T> ret(arr.size);
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minw(w, arr, ret);
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return ret;
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}
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template<class T, template<typename ...> class VT, class Ret>
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void maxw(uint32_t w, const VT<T>& arr, Ret& ret) {
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const uint32_t& len = arr.size;
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std::deque<std::pair<T, uint32_t>> cache;
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for (int i = 0; i < len; ++i) {
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if (!cache.empty() && cache.front().second == i - w) cache.pop_front();
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while (!cache.empty() && cache.back().first < arr[i]) cache.pop_back();
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cache.push_back({ arr[i], i });
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ret[i] = cache.front().first;
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}
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}
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template<class T, template<typename ...> class VT>
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inline decayed_t<VT, T> maxw(uint32_t w, const VT<T>& arr) {
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decayed_t<VT, T> ret(arr.size);
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maxw(w, arr, ret);
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return ret;
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}
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template<class T, template<typename ...> class VT, class Ret>
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void ratiow(uint32_t w, const VT<T>& arr, Ret& ret) {
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typedef std::decay_t<types::GetFPType<T>> FPType;
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uint32_t len = arr.size;
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if (arr.size <= w)
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len = 1;
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w = w > len ? len : w;
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ret[0] = 0;
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for (uint32_t i = 0; i < w; ++i)
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ret[i] = arr[i] / (FPType)arr[0];
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for (uint32_t i = w; i < arr.size; ++i)
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ret[i] = arr[i] / (FPType) arr[i - w];
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}
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template<class T, template<typename ...> class VT>
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inline decayed_t<VT, types::GetFPType<T>> ratiow(uint32_t w, const VT<T>& arr) {
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typedef std::decay_t<types::GetFPType<T>> FPType;
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decayed_t<VT, FPType> ret(arr.size);
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ratiow(w, arr, ret);
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return ret;
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}
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template<class T, template<typename ...> class VT>
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inline decayed_t<VT, types::GetFPType<T>> ratios(const VT<T>& arr) {
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return ratiow(1, arr);
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}
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template<class T, template<typename ...> class VT, class Ret>
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inline void ratios(const VT<T>& arr, Ret& ret) {
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return ratiow(1, arr, ret);
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}
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template<class T, template<typename ...> class VT, class Ret>
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void sums(const VT<T>& arr, Ret& ret) {
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const uint32_t& len = arr.size;
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uint32_t i = 0;
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if (len) ret[i++] = arr[0];
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for (; i < len; ++i)
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ret[i] = ret[i - 1] + arr[i];
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}
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template<class T, template<typename ...> class VT>
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inline decayed_t<VT, types::GetLongType<T>> sums(const VT<T>& arr) {
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decayed_t<VT, types::GetLongType<T>> ret(arr.size);
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sums(arr, ret);
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return ret;
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}
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template<class T, template<typename ...> class VT, class Ret>
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void avgs(const VT<T>& arr, Ret& ret) {
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const uint32_t& len = arr.size;
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typedef types::GetFPType<types::GetLongType<T>> FPType;
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uint32_t i = 0;
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types::GetLongType<T> s;
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if (len) s = ret[i++] = arr[0];
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for (; i < len; ++i)
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ret[i] = (s += arr[i]) / (FPType)(i + 1);
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}
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template<class T, template<typename ...> class VT>
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inline decayed_t<VT, types::GetFPType<types::GetLongType<T>>> avgs(const VT<T>& arr) {
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typedef types::GetFPType<types::GetLongType<T>> FPType;
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decayed_t<VT, FPType> ret(arr.size);
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avgs(arr, ret);
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return ret;
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}
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template<class T, template<typename ...> class VT, class Ret>
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void sumw(uint32_t w, const VT<T>& arr, Ret& ret) {
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const uint32_t& len = arr.size;
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uint32_t i = 0;
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w = w > len ? len : w;
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if (len) ret[i++] = arr[0];
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for (; i < w; ++i)
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ret[i] = ret[i - 1] + arr[i];
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for (; i < len; ++i)
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ret[i] = ret[i - 1] + arr[i] - arr[i - w];
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}
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template<class T, template<typename ...> class VT>
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decayed_t<VT, types::GetLongType<T>> sumw(uint32_t w, const VT<T>& arr) {
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decayed_t<VT, types::GetLongType<T>> ret(arr.size);
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sumw(w, arr, ret);
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return ret;
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}
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template<class T, template<typename ...> class VT, class Ret>
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void avgw(uint32_t w, const VT<T>& arr, Ret& ret) {
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typedef types::GetFPType<types::GetLongType<T>> FPType;
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const uint32_t& len = arr.size;
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uint32_t i = 0;
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types::GetLongType<T> s{};
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w = w > len ? len : w;
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if (len) s = ret[i++] = arr[0];
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for (; i < w; ++i)
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ret[i] = (s += arr[i]) / (FPType)(i + 1);
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for (; i < len; ++i)
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ret[i] = ret[i - 1] + (arr[i] - arr[i - w]) / (FPType)w;
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}
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template<class T, template<typename ...> class VT>
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inline decayed_t<VT, types::GetFPType<types::GetLongType<T>>> avgw(uint32_t w, const VT<T>& arr) {
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typedef types::GetFPType<types::GetLongType<T>> FPType;
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const uint32_t& len = arr.size;
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decayed_t<VT, FPType> ret(len);
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avgw(w, arr, ret);
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return ret;
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}
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template<class T, template<typename ...> class VT, class Ret, bool sd = false>
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void varw(uint32_t w, const VT<T>& arr,
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Ret& ret) {
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using FPType = types::GetFPType<types::GetLongType<T>>;
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const uint32_t& len = arr.size;
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uint32_t i = 0;
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types::GetLongType<T> s{};
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w = w > len ? len : w;
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FPType EnX {}, MnX{};
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if (len) {
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s = arr[0];
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MnX = 0;
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EnX = arr[0];
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ret[i++] = 0;
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}
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for (; i < len; ++i){
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s += arr[i];
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FPType _EnX = s / (FPType)(i + 1);
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MnX += (arr[i] - EnX) * (arr[i] - _EnX);
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EnX = _EnX;
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ret[i] = MnX / (FPType)(i + 1);
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if constexpr(sd) ret[i-1] = sqrt(ret[i-1]);
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}
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const float rw = 1.f / (float)w;
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s *= rw;
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for (; i < len; ++i){
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const auto dw = arr[i] - arr[i - w - 1];
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const auto sw = arr[i] + arr[i - w - 1];
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const auto dex = dw * rw;
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ret[i] = ret[i-1] - dex*(s + s + dex - sw);
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if constexpr(sd) ret[i-1] = sqrt(ret[i-1]);
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s += dex;
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}
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if constexpr(sd)
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if(i)
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ret[i-1] = sqrt(ret[i-1]);
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}
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template<class T, template<typename ...> class VT, bool sd = false>
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inline decayed_t<VT, types::GetFPType<types::GetLongType<T>>> varw(uint32_t w, const VT<T>& arr) {
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using FPType = types::GetFPType<types::GetLongType<T>>;
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decayed_t<VT, FPType> ret(arr.size);
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varw<T, VT, decayed_t<VT, types::GetFPType<types::GetLongType<T>>>, sd>(w, arr, ret);
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return ret;
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}
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template<class T, template<typename ...> class VT>
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types::GetFPType<types::GetLongType<decays<T>>> var(const VT<T>& arr) {
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typedef types::GetFPType<types::GetLongType<decays<T>>> FPType;
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const uint32_t& len = arr.size;
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uint32_t i = 0;
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types::GetLongType<T> s{0};
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types::GetLongType<T> ssq{0};
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if (len) {
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s = arr[0];
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ssq = arr[0] * arr[0];
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}
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for (; i < len; ++i){
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s += arr[i];
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ssq += arr[i] * arr[i];
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}
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return (ssq - s * s / (FPType)(len + 1)) / (FPType)(len + 1);
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}
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template<class T, template<typename ...> class VT, class Ret, bool sd = false>
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void vars(const VT<T>& arr, Ret& ret) {
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typedef types::GetFPType<types::GetLongType<T>> FPType;
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const uint32_t& len = arr.size;
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uint32_t i = 0;
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types::GetLongType<T> s{};
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FPType MnX{};
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FPType EnX {};
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if (len) {
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s = arr[0];
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MnX = 0;
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EnX = arr[0];
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ret[i++] = 0;
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}
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for (; i < len; ++i){
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s += arr[i];
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FPType _EnX = s / (FPType)(i + 1);
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MnX += (arr[i] - EnX) * (arr[i] - _EnX);
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printf("%d %ld ", arr[i], MnX);
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EnX = _EnX;
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ret[i] = MnX / (FPType)(i + 1);
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if constexpr(sd) ret[i] = sqrt(ret[i]);
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}
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}
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template<class T, template<typename ...> class VT, bool sd = false>
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inline decayed_t<VT, types::GetFPType<types::GetLongType<T>>> vars(const VT<T>& arr) {
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typedef types::GetFPType<types::GetLongType<T>> FPType;
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decayed_t<VT, FPType> ret(arr.size);
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vars<T, VT, decayed_t<VT, types::GetFPType<types::GetLongType<T>>>, sd>(arr, ret);
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return ret;
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}
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template<class T, template<typename ...> class VT,
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class T2, template<typename ...> class VT2
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>
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auto corr(const VT<T>& x, const VT2<T2>&y) {
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typedef types::Coercion<decays<T>, decays<T2>> InnerType;
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typedef types::GetLongType<InnerType> LongType;
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typedef types::GetFPType<LongType> FPType;
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// assert(x.size == y.size);
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const uint32_t& len = x.size;
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LongType sx{0}, sy{0}, sxy{0}, sx2{0}, sy2{0};
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for (uint32_t i = 0; i < len; ++i){
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sx += x[i];
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sx2 += x[i] * x[i];
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sy += y[i];
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sxy += x[i] * y[i];
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sy2 += y[i] * y[i];
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}
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return (len*sxy - FPType(sx*sy))
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/
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(sqrt(
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(len*sx2 - FPType(sx*sx)) * (len*sy2 - FPType(sy*sy))
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)
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);
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}
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void pow(auto x, auto y, auto& z) {
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z = pow(x, y);
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}
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template<class T, template<typename ...> class VT>
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inline types::GetFPType<types::GetLongType<decays<T>>> stddev(const VT<T>& arr) {
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return sqrt(var(arr));
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}
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template<class T, template<typename ...> class VT>
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inline decayed_t<VT, types::GetFPType<types::GetLongType<T>>> stddevs(const VT<T>& arr) {
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return vars<T, VT, true>(arr);
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}
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template<class T, template<typename ...> class VT>
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inline decayed_t<VT, types::GetFPType<types::GetLongType<T>>> stddevw(uint32_t w, const VT<T>& arr) {
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return varw<T, VT, true>(w, arr);
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}
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template<class T, template<typename ...> class VT, class Ret>
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inline auto stddevs(const VT<T>& arr, Ret& ret) {
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return vars<T, VT, Ret, true>(arr, ret);
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}
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template<class T, template<typename ...> class VT, class Ret>
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inline auto stddevw(uint32_t w, const VT<T>& arr, Ret& ret) {
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return varw<T, VT, Ret, true>(w, arr, ret);
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}
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// use getSignedType
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template<class T, template<typename ...> class VT, class Ret>
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void deltas(const VT<T>& arr, Ret& ret) {
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const uint32_t& len = arr.size;
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uint32_t i = 0;
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if (len) ret[i++] = 0;
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for (; i < len; ++i)
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ret[i] = arr[i] - arr[i - 1];
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}
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template<class T, template<typename ...> class VT>
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inline decayed_t<VT, T> deltas(const VT<T>& arr) {
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decayed_t<VT, T> ret(arr.size);
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deltas(arr, ret);
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return ret;
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}
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template<class T, template<typename ...> class VT, class Ret>
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void prev(const VT<T>& arr, Ret& ret) {
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const uint32_t& len = arr.size;
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uint32_t i = 0;
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if (len) ret[i++] = arr[0];
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for (; i < len; ++i)
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ret[i] = arr[i - 1];
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}
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template<class T, template<typename ...> class VT>
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inline decayed_t<VT, T> prev(const VT<T>& arr) {
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decayed_t<VT, T> ret(arr.size);
|
|
prev(arr, ret);
|
|
return ret;
|
|
}
|
|
|
|
template<class T, template<typename ...> class VT, class Ret>
|
|
void aggnext(const VT<T>& arr, Ret& ret) {
|
|
const uint32_t& len = arr.size;
|
|
uint32_t i = 1;
|
|
for (; i < len; ++i)
|
|
ret[i - 1] = arr[i];
|
|
if (len > 0) ret[len - 1] = arr[len - 1];
|
|
}
|
|
|
|
template<class T, template<typename ...> class VT>
|
|
inline decayed_t<VT, T> aggnext(const VT<T>& arr) {
|
|
decayed_t<VT, T> ret(arr.size);
|
|
aggnext(arr, ret);
|
|
return ret;
|
|
}
|
|
|
|
template<class T, template<typename ...> class VT>
|
|
T last(const VT<T>& arr) {
|
|
if (!arr.size) return 0;
|
|
return arr[arr.size - 1];
|
|
}
|
|
|
|
template<class T, template<typename ...> class VT>
|
|
T first(const VT<T>& arr) {
|
|
if (!arr.size) return 0;
|
|
return arr[0];
|
|
}
|
|
|
|
#define __DEFAULT_AGGREGATE_FUNCTION__(NAME, RET) \
|
|
template <class T> constexpr T NAME(const T& v) { return RET; }
|
|
|
|
// non-aggreation count. E.g. SELECT COUNT(col) from table;
|
|
template <class T> constexpr T count(const T&) { return 1; }
|
|
template <class T> constexpr T var(const T&) { return 0; }
|
|
template <class T> constexpr T vars(const T&) { return 0; }
|
|
template <class T> constexpr T varw(uint32_t, const T&) { return 0; }
|
|
template <class T> constexpr T stddev(const T&) { return 0; }
|
|
template <class T> constexpr T stddevs(const T&) { return 0; }
|
|
template <class T> constexpr T stddevw(uint32_t, const T&) { return 0; }
|
|
template <class T> constexpr T max(const T& v) { return v; }
|
|
template <class T> constexpr T min(const T& v) { return v; }
|
|
template <class T> constexpr T avg(const T& v) { return v; }
|
|
template <class T> constexpr T sum(const T& v) { return v; }
|
|
template <class T> constexpr T maxw(uint32_t, const T& v) { return v; }
|
|
template <class T> constexpr T minw(uint32_t, const T& v) { return v; }
|
|
template <class T> constexpr T avgw(uint32_t, const T& v) { return v; }
|
|
template <class T> constexpr T sumw(uint32_t, const T& v) { return v; }
|
|
template <class T> constexpr T ratiow(uint32_t, const T&) { return 1; }
|
|
template <class T> constexpr T maxs(const T& v) { return v; }
|
|
template <class T> constexpr T mins(const T& v) { return v; }
|
|
template <class T> constexpr T avgs(const T& v) { return v; }
|
|
template <class T> constexpr T sums(const T& v) { return v; }
|
|
template <class T> constexpr T last(const T& v) { return v; }
|
|
template <class T> constexpr T prev(const T& v) { return v; }
|
|
template <class T> constexpr T aggnext(const T& v) { return v; }
|
|
template <class T> constexpr T daltas(const T&) { return 0; }
|
|
template <class T> constexpr T ratios(const T&) { return 1; }
|