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Upgrade crates and fix clippy warnings

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This commit is contained in:
Anders Olsson
2021-04-26 09:12:05 +02:00
parent 08e0342a22
commit c0846609e3
6 changed files with 178 additions and 176 deletions
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4
Cargo.toml
View File

@@ -6,8 +6,8 @@ edition = "2018"
license = "MIT OR Apache-2.0"
[dependencies]
lapacke = "0.2"
ndarray = { version = "0.14", features = ["approx"] }
lapacke = "0.5"
ndarray = { version = "0.15", features = ["approx"] }
[dev-dependencies]
approx = "0.4"

4
src/kernel/affine.rs
View File

@@ -1,5 +1,3 @@
use std::iter::FromIterator;
use ndarray::prelude::*;
use super::Kernel;
@@ -36,7 +34,7 @@ impl Kernel for Affine {
}
fn k_diag(&self, ts: &[f64]) -> Array1<f64> {
let r = Array1::from_iter(ts.iter().map(|v| (v - self.t0).powi(2)));
let r: Array1<_> = ts.iter().map(|v| (v - self.t0).powi(2)).collect();
(r * self.var_slope) + self.var_offset
}

4
src/kernel/wiener.rs
View File

@@ -1,5 +1,3 @@
use std::iter::FromIterator;
use ndarray::prelude::*;
use super::Kernel;
@@ -32,7 +30,7 @@ impl Kernel for Wiener {
}
fn k_diag(&self, ts: &[f64]) -> Array1<f64> {
(Array1::from_iter(ts.iter().map(|v| v - self.t0)) * self.var) + self.var_t0
(ts.iter().map(|v| v - self.t0).collect::<Array1<_>>() * self.var) + self.var_t0
}
fn order(&self) -> usize {

312
src/math.rs
View File

@@ -13,310 +13,310 @@ pub fn erfc(x: f64) -> f64 {
/// Polynomial coefficients for a numerator of `erf_impl`
/// in the interval [1e-10, 0.5].
const ERF_IMPL_AN: &[f64] = &[
0.00337916709551257388990745,
-0.00073695653048167948530905,
-0.374732337392919607868241,
0.0817442448733587196071743,
-0.0421089319936548595203468,
0.0070165709512095756344528,
-0.00495091255982435110337458,
0.000871646599037922480317225,
0.003_379_167_095_512_573_7,
-0.000_736_956_530_481_679_5,
-0.374_732_337_392_919_6,
0.081_744_244_873_358_73,
-0.042_108_931_993_654_86,
0.007_016_570_951_209_575,
-0.004_950_912_559_824_351,
0.000_871_646_599_037_922_5,
];
/// Polynomial coefficients for a denominator of `erf_impl`
/// in the interval [1e-10, 0.5]
const ERF_IMPL_AD: &[f64] = &[
1.0,
-0.218088218087924645390535,
0.412542972725442099083918,
-0.0841891147873106755410271,
0.0655338856400241519690695,
-0.0120019604454941768171266,
0.00408165558926174048329689,
-0.000615900721557769691924509,
-0.218_088_218_087_924_64,
0.412_542_972_725_442_1,
-0.084_189_114_787_310_67,
0.065_533_885_640_024_16,
-0.012_001_960_445_494_177,
0.004_081_655_589_261_74,
-0.000_615_900_721_557_769_7,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [0.5, 0.75].
const ERF_IMPL_BN: &[f64] = &[
-0.0361790390718262471360258,
0.292251883444882683221149,
0.281447041797604512774415,
0.125610208862766947294894,
0.0274135028268930549240776,
0.00250839672168065762786937,
-0.036_179_039_071_826_25,
0.292_251_883_444_882_7,
0.281_447_041_797_604_5,
0.125_610_208_862_766_94,
0.027_413_502_826_893_053,
0.002_508_396_721_680_657_5,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [0.5, 0.75].
const ERF_IMPL_BD: &[f64] = &[
1.0,
1.8545005897903486499845,
1.43575803037831418074962,
0.582827658753036572454135,
0.124810476932949746447682,
0.0113724176546353285778481,
1.854_500_589_790_348_6,
1.435_758_030_378_314_2,
0.582_827_658_753_036_5,
0.124_810_476_932_949_75,
0.011_372_417_654_635_328,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [0.75, 1.25].
const ERF_IMPL_CN: &[f64] = &[
-0.0397876892611136856954425,
0.153165212467878293257683,
0.191260295600936245503129,
0.10276327061989304213645,
0.029637090615738836726027,
0.0046093486780275489468812,
0.000307607820348680180548455,
-0.039_787_689_261_113_69,
0.153_165_212_467_878_3,
0.191_260_295_600_936_24,
0.102_763_270_619_893_04,
0.029_637_090_615_738_836,
0.004_609_348_678_027_549,
0.000_307_607_820_348_680_2,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [0.75, 1.25].
const ERF_IMPL_CD: &[f64] = &[
1.0,
1.95520072987627704987886,
1.64762317199384860109595,
0.768238607022126250082483,
0.209793185936509782784315,
0.0319569316899913392596356,
0.00213363160895785378615014,
1.955_200_729_876_277,
1.647_623_171_993_848_6,
0.768_238_607_022_126_2,
0.209_793_185_936_509_78,
0.031_956_931_689_991_336,
0.002_133_631_608_957_853_7,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [1.25, 2.25].
const ERF_IMPL_DN: &[f64] = &[
-0.0300838560557949717328341,
0.0538578829844454508530552,
0.0726211541651914182692959,
0.0367628469888049348429018,
0.00964629015572527529605267,
0.00133453480075291076745275,
0.778087599782504251917881e-4,
-0.030_083_856_055_794_972,
0.053_857_882_984_445_45,
0.072_621_154_165_191_42,
0.036_762_846_988_804_936,
0.009_646_290_155_725_275,
0.001_334_534_800_752_910_7,
7.780_875_997_825_043e-5,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [1.25, 2.25].
const ERF_IMPL_DD: &[f64] = &[
1.0,
1.75967098147167528287343,
1.32883571437961120556307,
0.552528596508757581287907,
0.133793056941332861912279,
0.0179509645176280768640766,
0.00104712440019937356634038,
-0.106640381820357337177643e-7,
1.759_670_981_471_675_3,
1.328_835_714_379_611_2,
0.552_528_596_508_757_6,
0.133_793_056_941_332_87,
0.017_950_964_517_628_076,
0.001_047_124_400_199_373_6,
-1.066_403_818_203_573_4e-8,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [2.25, 3.5].
const ERF_IMPL_EN: &[f64] = &[
-0.0117907570137227847827732,
0.014262132090538809896674,
0.0202234435902960820020765,
0.00930668299990432009042239,
0.00213357802422065994322516,
0.00025022987386460102395382,
0.120534912219588189822126e-4,
-0.011_790_757_013_722_784,
0.014_262_132_090_538_81,
0.020_223_443_590_296_084,
0.009_306_682_999_904_321,
0.002_133_578_024_220_66,
0.000_250_229_873_864_601_05,
1.205_349_122_195_881_9e-5,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [2.25, 3.5].
const ERF_IMPL_ED: &[f64] = &[
1.0,
1.50376225203620482047419,
0.965397786204462896346934,
0.339265230476796681555511,
0.0689740649541569716897427,
0.00771060262491768307365526,
0.000371421101531069302990367,
1.503_762_252_036_204_8,
0.965_397_786_204_462_9,
0.339_265_230_476_796_7,
0.068_974_064_954_156_98,
0.007_710_602_624_917_683,
0.000_371_421_101_531_069_3,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [3.5, 5.25].
const ERF_IMPL_FN: &[f64] = &[
-0.00546954795538729307482955,
0.00404190278731707110245394,
0.0054963369553161170521356,
0.00212616472603945399437862,
0.000394984014495083900689956,
0.365565477064442377259271e-4,
0.135485897109932323253786e-5,
-0.005_469_547_955_387_293,
0.004_041_902_787_317_071,
0.005_496_336_955_316_117,
0.002_126_164_726_039_454,
0.000_394_984_014_495_083_9,
3.655_654_770_644_424e-5,
1.354_858_971_099_323_2e-6,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [3.5, 5.25].
const ERF_IMPL_FD: &[f64] = &[
1.0,
1.21019697773630784832251,
0.620914668221143886601045,
0.173038430661142762569515,
0.0276550813773432047594539,
0.00240625974424309709745382,
0.891811817251336577241006e-4,
-0.465528836283382684461025e-11,
1.210_196_977_736_307_7,
0.620_914_668_221_143_9,
0.173_038_430_661_142_77,
0.027_655_081_377_343_203,
0.002_406_259_744_243_097_3,
8.918_118_172_513_365e-5,
-4.655_288_362_833_827e-12,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [5.25, 8].
const ERF_IMPL_GN: &[f64] = &[
-0.00270722535905778347999196,
0.0013187563425029400461378,
0.00119925933261002333923989,
0.00027849619811344664248235,
0.267822988218331849989363e-4,
0.923043672315028197865066e-6,
-0.002_707_225_359_057_783_7,
0.001_318_756_342_502_94,
0.001_199_259_332_610_023_3,
0.000_278_496_198_113_446_64,
2.678_229_882_183_318_6e-5,
9.230_436_723_150_282e-7,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [5.25, 8].
const ERF_IMPL_GD: &[f64] = &[
1.0,
0.814632808543141591118279,
0.268901665856299542168425,
0.0449877216103041118694989,
0.00381759663320248459168994,
0.000131571897888596914350697,
0.404815359675764138445257e-11,
0.814_632_808_543_141_6,
0.268_901_665_856_299_54,
0.044_987_721_610_304_114,
0.003_817_596_633_202_484_7,
0.000_131_571_897_888_596_92,
4.048_153_596_757_641e-12,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [8, 11.5].
const ERF_IMPL_HN: &[f64] = &[
-0.00109946720691742196814323,
0.000406425442750422675169153,
0.000274499489416900707787024,
0.465293770646659383436343e-4,
0.320955425395767463401993e-5,
0.778286018145020892261936e-7,
-0.001_099_467_206_917_422,
0.000_406_425_442_750_422_67,
0.000_274_499_489_416_900_7,
4.652_937_706_466_594e-5,
3.209_554_253_957_674_6e-6,
7.782_860_181_450_209e-8,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [8, 11.5].
const ERF_IMPL_HD: &[f64] = &[
1.0,
0.588173710611846046373373,
0.139363331289409746077541,
0.0166329340417083678763028,
0.00100023921310234908642639,
0.24254837521587225125068e-4,
0.588_173_710_611_846_1,
0.139_363_331_289_409_75,
0.016_632_934_041_708_368,
0.001_000_239_213_102_349_1,
2.425_483_752_158_722_4e-5,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [11.5, 17].
const ERF_IMPL_IN: &[f64] = &[
-0.00056907993601094962855594,
0.000169498540373762264416984,
0.518472354581100890120501e-4,
0.382819312231928859704678e-5,
0.824989931281894431781794e-7,
-0.000_569_079_936_010_949_6,
0.000_169_498_540_373_762_25,
5.184_723_545_811_009e-5,
3.828_193_122_319_288_5e-6,
8.249_899_312_818_944e-8,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [11.5, 17].
const ERF_IMPL_ID: &[f64] = &[
1.0,
0.339637250051139347430323,
0.043472647870310663055044,
0.00248549335224637114641629,
0.535633305337152900549536e-4,
-0.117490944405459578783846e-12,
0.339_637_250_051_139_37,
0.043_472_647_870_310_66,
0.002_485_493_352_246_371,
5.356_333_053_371_529e-5,
-1.174_909_444_054_595_8e-13,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [17, 24].
const ERF_IMPL_JN: &[f64] = &[
-0.000241313599483991337479091,
0.574224975202501512365975e-4,
0.115998962927383778460557e-4,
0.581762134402593739370875e-6,
0.853971555085673614607418e-8,
-0.000_241_313_599_483_991_34,
5.742_249_752_025_015e-5,
1.159_989_629_273_837_7e-5,
5.817_621_344_025_938e-7,
8.539_715_550_856_736e-9,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [17, 24].
const ERF_IMPL_JD: &[f64] = &[
1.0,
0.233044138299687841018015,
0.0204186940546440312625597,
0.000797185647564398289151125,
0.117019281670172327758019e-4,
0.233_044_138_299_687_84,
0.020_418_694_054_644_03,
0.000_797_185_647_564_398_3,
1.170_192_816_701_723_2e-5,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [24, 38].
const ERF_IMPL_KN: &[f64] = &[
-0.000146674699277760365803642,
0.162666552112280519955647e-4,
0.269116248509165239294897e-5,
0.979584479468091935086972e-7,
0.101994647625723465722285e-8,
-0.000_146_674_699_277_760_36,
1.626_665_521_122_805_3e-5,
2.691_162_485_091_652_3e-6,
9.795_844_794_680_92e-8,
1.019_946_476_257_234_6e-9,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [24, 38].
const ERF_IMPL_KD: &[f64] = &[
1.0,
0.165907812944847226546036,
0.0103361716191505884359634,
0.000286593026373868366935721,
0.298401570840900340874568e-5,
0.165_907_812_944_847_22,
0.010_336_171_619_150_588,
0.000_286_593_026_373_868_4,
2.984_015_708_409_003_4e-6,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [38, 60].
const ERF_IMPL_LN: &[f64] = &[
-0.583905797629771786720406e-4,
0.412510325105496173512992e-5,
0.431790922420250949096906e-6,
0.993365155590013193345569e-8,
0.653480510020104699270084e-10,
-5.839_057_976_297_718e-5,
4.125_103_251_054_962e-6,
4.317_909_224_202_509_4e-7,
9.933_651_555_900_132e-9,
6.534_805_100_201_047e-11,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [38, 60].
const ERF_IMPL_LD: &[f64] = &[
1.0,
0.105077086072039915406159,
0.00414278428675475620830226,
0.726338754644523769144108e-4,
0.477818471047398785369849e-6,
0.105_077_086_072_039_92,
0.004_142_784_286_754_756,
7.263_387_546_445_238e-5,
4.778_184_710_473_988e-7,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [60, 85].
const ERF_IMPL_MN: &[f64] = &[
-0.196457797609229579459841e-4,
0.157243887666800692441195e-5,
0.543902511192700878690335e-7,
0.317472492369117710852685e-9,
-1.964_577_976_092_295_8e-5,
1.572_438_876_668_007e-6,
5.439_025_111_927_009e-8,
3.174_724_923_691_177e-10,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [60, 85].
const ERF_IMPL_MD: &[f64] = &[
1.0,
0.052803989240957632204885,
0.000926876069151753290378112,
0.541011723226630257077328e-5,
0.535093845803642394908747e-15,
0.052_803_989_240_957_63,
0.000_926_876_069_151_753_3,
5.410_117_232_266_303e-6,
5.350_938_458_036_424e-16,
];
/// Polynomial coefficients for a numerator in `erf_impl`
/// in the interval [85, 110].
const ERF_IMPL_NN: &[f64] = &[
-0.789224703978722689089794e-5,
0.622088451660986955124162e-6,
0.145728445676882396797184e-7,
0.603715505542715364529243e-10,
-7.892_247_039_787_227e-6,
6.220_884_516_609_87e-7,
1.457_284_456_768_824e-8,
6.037_155_055_427_153e-11,
];
/// Polynomial coefficients for a denominator in `erf_impl`
/// in the interval [85, 110].
const ERF_IMPL_ND: &[f64] = &[
1.0,
0.0375328846356293715248719,
0.000467919535974625308126054,
0.193847039275845656900547e-5,
0.037_532_884_635_629_37,
0.000_467_919_535_974_625_3,
1.938_470_392_758_456_5e-6,
];
/// `erf_impl` computes the error function at `z`.
@@ -334,7 +334,7 @@ fn erf_impl(z: f64, inv: bool) -> f64 {
let result = if z < 0.5 {
if z < 1e-10 {
z * 1.125 + z * 0.003379167095512573896158903121545171688
z * 1.125 + z * 0.003_379_167_095_512_573_7
} else {
z * 1.125 + z * polynomial(z, ERF_IMPL_AN) / polynomial(z, ERF_IMPL_AD)
}

6
src/model/binary.rs
View File

@@ -6,6 +6,12 @@ use crate::kernel::Kernel;
use crate::observation::*;
use crate::storage::Storage;
/*
trait BinaryObeservation: Observation {
fn new(storage: &mut Storage, elems: &[(usize, f64)], t: f64, margin: f64) -> Self;
}
*/
pub enum BinaryModelObservation {
Probit,
Logit,

24
src/utils.rs
View File

@@ -20,20 +20,20 @@ const CS: [f64; 14] = [
];
const RS: [f64; 5] = [
1.2753666447299659525,
5.019049726784267463450,
6.1602098531096305441,
7.409740605964741794425,
2.9788656263939928886,
1.275_366_644_729_965_9,
5.019_049_726_784_267,
6.160_209_853_109_631,
7.409_740_605_964_742,
2.978_865_626_393_993,
];
const QS: [f64; 6] = [
2.260528520767326969592,
9.3960340162350541504,
12.048951927855129036034,
17.081440747466004316,
9.608965327192787870698,
3.3690752069827527677,
2.260_528_520_767_327,
9.396_034_016_235_054,
12.048_951_927_855_128,
17.081_440_747_466_004,
9.608_965_327_192_788,
3.369_075_206_982_752_8,
];
/// Normal cumulative density function.
@@ -59,7 +59,7 @@ pub fn logphi(z: f64) -> (f64, f64) {
(res, dres)
} else if z < -11.3137 {
// Second case: z very small.
let mut num = 0.5641895835477550741;
let mut num = 0.564_189_583_547_755_1;
for r in &RS {
num = -z * num / SQRT_2 + r;