Upgrade crates and fix clippy warnings

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

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@@ -1,5 +1,3 @@
use std::iter::FromIterator;
use ndarray::prelude::*; use ndarray::prelude::*;
use super::Kernel; use super::Kernel;
@@ -36,7 +34,7 @@ impl Kernel for Affine {
} }
fn k_diag(&self, ts: &[f64]) -> Array1<f64> { 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 (r * self.var_slope) + self.var_offset
} }

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

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

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

View File

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