nushell/crates/nu-command/src/math/variance.rs

use crate::math::utils::run_with_function;
use nu_engine::command_prelude::*;

#[derive(Clone)]
pub struct SubCommand;

impl Command for SubCommand {
    fn name(&self) -> &str {
        "math variance"
    }

    fn signature(&self) -> Signature {
        Signature::build("math variance")
            .input_output_types(vec![
                (Type::List(Box::new(Type::Number)), Type::Number),
                (Type::Table(vec![]), Type::Record(vec![])),
                (Type::Record(vec![]), Type::Record(vec![])),
            ])
            .switch(
                "sample",
                "calculate sample variance (i.e. using N-1 as the denominator)",
                Some('s'),
            )
            .allow_variants_without_examples(true)
            .category(Category::Math)
    }

    fn usage(&self) -> &str {
        "Returns the variance of a list of numbers or of each column in a table."
    }

    fn search_terms(&self) -> Vec<&str> {
        vec!["deviation", "dispersion", "variation", "statistics"]
    }

    fn run(
        &self,
        engine_state: &EngineState,
        stack: &mut Stack,
        call: &Call,
        input: PipelineData,
    ) -> Result<PipelineData, ShellError> {
        let sample = call.has_flag(engine_state, stack, "sample")?;
        run_with_function(call, input, compute_variance(sample))
    }

    fn examples(&self) -> Vec<Example> {
        vec![
            Example {
                description: "Get the variance of a list of numbers",
                example: "[1 2 3 4 5] | math variance",
                result: Some(Value::test_float(2.0)),
            },
            Example {
                description: "Get the sample variance of a list of numbers",
                example: "[1 2 3 4 5] | math variance --sample",
                result: Some(Value::test_float(2.5)),
            },
            Example {
                description: "Compute the variance of each column in a table",
                example: "[[a b]; [1 2] [3 4]] | math variance",
                result: Some(Value::test_record(record! {
                    "a" => Value::test_int(1),
                    "b" => Value::test_int(1),
                })),
            },
        ]
    }
}

fn sum_of_squares(values: &[Value], span: Span) -> Result<Value, ShellError> {
    let n = Value::int(values.len() as i64, span);
    let mut sum_x = Value::int(0, span);
    let mut sum_x2 = Value::int(0, span);
    for value in values {
        let v = match &value {
            Value::Int { .. } | Value::Float { .. } => Ok(value),
            Value::Error { error, .. } => Err(*error.clone()),
            _ => Err(ShellError::UnsupportedInput {
                msg: "Attempted to compute the sum of squares of a non-int, non-float value"
                    .to_string(),
                input: "value originates from here".into(),
                msg_span: span,
                input_span: value.span(),
            }),
        }?;
        let v_squared = &v.mul(span, v, span)?;
        sum_x2 = sum_x2.add(span, v_squared, span)?;
        sum_x = sum_x.add(span, v, span)?;
    }

    let sum_x_squared = sum_x.mul(span, &sum_x, span)?;
    let sum_x_squared_div_n = sum_x_squared.div(span, &n, span)?;

    let ss = sum_x2.sub(span, &sum_x_squared_div_n, span)?;

    Ok(ss)
}

pub fn compute_variance(
    sample: bool,
) -> impl Fn(&[Value], Span, Span) -> Result<Value, ShellError> {
    move |values: &[Value], span: Span, head: Span| {
        let n = if sample {
            values.len() - 1
        } else {
            values.len()
        };
        // sum_of_squares() needs the span of the original value, not the call head.
        let ss = sum_of_squares(values, span)?;
        let n = Value::int(n as i64, head);
        ss.div(head, &n, head)
    }
}

#[cfg(test)]
mod test {
    use super::*;

    #[test]
    fn test_examples() {
        use crate::test_examples;

        test_examples(SubCommand {})
    }
}