28 lines
813 B
ReasonML
28 lines
813 B
ReasonML
[@bs.val] [@bs.module "science"] [@bs.scope "stats"]
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external variance: array(float) => float = "variance";
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[@bs.val] [@bs.module "science"] [@bs.scope "stats"]
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external iqr: array(float) => float = "iqr";
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let len = x => E.A.length(x) |> float_of_int;
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let nrd0 = x => {
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let hi = Js_math.sqrt(variance(x));
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let lo = Js_math.minMany_float([|hi, iqr(x) /. 1.34|]);
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let e = Js_math.abs_float(x[1]);
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let lo' =
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switch (lo, hi, e) {
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| (lo, hi, e) when !Js.Float.isNaN(lo) => lo
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| (lo, hi, e) when !Js.Float.isNaN(hi) => hi
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| (lo, hi, e) when !Js.Float.isNaN(e) => e
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| _ => 1.0
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};
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0.9 *. lo' *. Js_math.pow_float(len(x), -0.2);
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};
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let nrd = x => {
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let h = iqr(x) /. 1.34;
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1.06
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*. Js_math.min_float(Js_math.sqrt(variance(x)), h)
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*. Js_math.pow_float(len(x), (-1.0) /. 5.0);
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}; |