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rewrite _momentX methods in more functional style #900

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rewrite _momentX methods in more functional style #900

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86 changes: 28 additions & 58 deletions src/moments.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -161,87 +161,57 @@ end

##### General central moment
function _moment2(v::AbstractArray{<:Real}, m::Real; corrected=false)
n = length(v)
s = 0.0
for i = 1:n
@inbounds z = v[i] - m
s += z * z
end
varcorrection(n, corrected) * s
s = sum(x->abs2(x-m), v, init=zero(m))
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I think we should use an improved init value if possible - in many cases the result of sum(...) won't be of the same type as zero(m).

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For instance, we could use

Suggested change
s = sum(x->abs2(x-m), v, init=zero(m))
init = (zero(eltype(v)) - zero(m))^2
s = sum(x->(x-m)^2, v; init=init)

return varcorrection(length(v), corrected) * s
end

function _moment2(v::AbstractArray{<:Real}, wv::AbstractWeights, m::Real; corrected=false)
n = length(v)
s = 0.0
for i = 1:n
@inbounds z = v[i] - m
@inbounds s += (z * z) * wv[i]
end

varcorrection(wv, corrected) * s
s = sum(i -> (@inbounds abs2(v[i] - m) * wv[i]), eachindex(v), init=zero(m))
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Similarly, I think we need a different init here. Additionally, @inbounds is unsafe here as i might not be an actual index of wv.

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Suggested change
s = sum(i -> (@inbounds abs2(v[i] - m) * wv[i]), eachindex(v), init=zero(m))
init = (zero(eltype(v)) - zero(m))^2 * zero(eltype(wv))
s = sum(i -> (v[i] - m)^2 * wv[i], eachindex(v, wv); init=init)

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@devmotion if v and wv do not have the same indices eachindex(v, wv) will throw and therefore it seems that @inbounds here should be safe. How about this:

Suggested change
s = sum(i -> (@inbounds abs2(v[i] - m) * wv[i]), eachindex(v), init=zero(m))
s = if isempty(v)
(zero(eltype(v)) - zero(m))^2*zero(eltype(wv))
elseif eachindex(v) == eachindex(wv)
sum(i -> (@inbounds (v[i] - m)^2 * wv[i]), eachindex(v, wv))
else
sum(i -> ((v_ - m)^2 * wv_) for (v_, wv_) in zip(v, wv))
end

return varcorrection(wv, corrected) * s
end

function _moment3(v::AbstractArray{<:Real}, m::Real)
n = length(v)
s = 0.0
for i = 1:n
@inbounds z = v[i] - m
s += z * z * z
end
s / n
s = sum(x->(x-m)^3, v, init=zero(m))
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Here as well.

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Suggested change
s = sum(x->(x-m)^3, v, init=zero(m))
init = (zero(eltype(v)) - zero(m))^3
s = sum(x->(x-m)^3, v; init=init)

return s/length(v)
end

function _moment3(v::AbstractArray{<:Real}, wv::AbstractWeights, m::Real)
n = length(v)
s = 0.0
for i = 1:n
@inbounds z = v[i] - m
@inbounds s += (z * z * z) * wv[i]
end
s / sum(wv)
s = sum(
i -> (@inbounds (z = (v[i] - m); z * z * z * wv[i])),
eachindex(v),
init=zero(m),
)
Comment on lines +179 to +183
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Same comments as above:

Suggested change
s = sum(
i -> (@inbounds (z = (v[i] - m); z * z * z * wv[i])),
eachindex(v),
init=zero(m),
)
init = (zero(eltype(v)) - zero(m))^3 * zero(eltype(wv))
s = sum(
i -> (v[i] - m)^3 * wv[i],
eachindex(v, wv);
init=init,
)

return s/sum(wv)
end

function _moment4(v::AbstractArray{<:Real}, m::Real)
n = length(v)
s = 0.0
for i = 1:n
@inbounds z = v[i] - m
s += abs2(z * z)
end
s / n
s = sum(x-> (z = x-m; abs2(z*z)), v, init=zero(m))
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Suggested change
s = sum(x-> (z = x-m; abs2(z*z)), v, init=zero(m))
init = (zero(eltype(v)) - zero(m))^4
s = sum(x->(x-m)^4, v; init=init)

return s/length(v)
end

function _moment4(v::AbstractArray{<:Real}, wv::AbstractWeights, m::Real)
n = length(v)
s = 0.0
for i = 1:n
@inbounds z = v[i] - m
@inbounds s += abs2(z * z) * wv[i]
end
s / sum(wv)
s = sum(
i -> (@inbounds (z = (v[i] - m); abs2(z * z) * wv[i])),
eachindex(v),
init=zero(m),
)
Comment on lines +193 to +197
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Suggested change
s = sum(
i -> (@inbounds (z = (v[i] - m); abs2(z * z) * wv[i])),
eachindex(v),
init=zero(m),
)
init = (zero(eltype(v)) - zero(m))^4 * zero(eltype(wv))
s = sum(
i -> (v[i] - m)^4 * wv[i],
eachindex(v, wv);
init=init,
)

return s/sum(wv)
end

function _momentk(v::AbstractArray{<:Real}, k::Int, m::Real)
n = length(v)
s = 0.0
for i = 1:n
@inbounds z = v[i] - m
s += (z ^ k)
end
s / n
s = sum(x -> (x - m)^k, v, init=zero(m))
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Suggested change
s = sum(x -> (x - m)^k, v, init=zero(m))
init = (zero(eltype(v)) - zero(m))^k
s = sum(x -> (x - m)^k, v; init=init)

return s/length(v)
end

function _momentk(v::AbstractArray{<:Real}, k::Int, wv::AbstractWeights, m::Real)
n = length(v)
s = 0.0
for i = 1:n
@inbounds z = v[i] - m
@inbounds s += (z ^ k) * wv[i]
end
s / sum(wv)
s = sum(
i -> (@inbounds (z = (v[i] - m); z^k * wv[i])),
eachindex(v),
init=zero(m),
)
Comment on lines +207 to +211
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Suggested change
s = sum(
i -> (@inbounds (z = (v[i] - m); z^k * wv[i])),
eachindex(v),
init=zero(m),
)
init = (zero(eltype(v)) - zero(m))^k * zero(eltype(wv))
s = sum(
i -> (v[i] - m)^k * wv[i],
eachindex(v, wv);
init=init,
)

return s/sum(wv)
end


"""
moment(v, k, [wv::AbstractWeights], m=mean(v))

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