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Preserve eltype where possible for moments #688

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Preserve eltype where possible for moments #688

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b54b9fa
Preserve eltype where possible for moments
palday Apr 23, 2021
f85a002
rm extra newline
palday Apr 23, 2021
94d2656
simplify
palday Apr 26, 2021
56e0fff
get serious about promotion
palday Apr 26, 2021
40e7290
flatten
palday Apr 26, 2021
338eb05
even more type stable
palday Apr 26, 2021
f05e14f
Apply suggestions from code review
palday Apr 28, 2021
eb0e7c3
similar type stability
palday Apr 28, 2021
aacef2a
skewness and kurtosis
palday May 4, 2021
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24 changes: 8 additions & 16 deletions src/moments.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -225,8 +225,7 @@ end
##### General central moment
function _moment2(v::RealArray, m::Real; corrected=false)
n = length(v)
T = promote_type(eltype(v), typeof(m))
s = zero(T)
s = zero(eltype(v)) - zero(m)
for i = 1:n
@inbounds z = v[i] - m
s += z * z
Expand All @@ -236,8 +235,7 @@ end

function _moment2(v::RealArray, wv::AbstractWeights, m::Real; corrected=false)
n = length(v)
T = promote_type(eltype(v), eltype(wv), typeof(m))
s = zero(T)
s = zero(eltype(wv)) * (zero(eltype(v)) - zero(m))^2
for i = 1:n
@inbounds z = v[i] - m
@inbounds s += (z * z) * wv[i]
Expand All @@ -248,8 +246,7 @@ end

function _moment3(v::RealArray, m::Real)
n = length(v)
T = promote_type(eltype(v), typeof(m))
s = zero(T)
s = zero(eltype(v)) - zero(m)
for i = 1:n
@inbounds z = v[i] - m
s += z * z * z
Expand All @@ -259,8 +256,7 @@ end

function _moment3(v::RealArray, wv::AbstractWeights, m::Real)
n = length(v)
T = promote_type(eltype(v), eltype(wv), typeof(m))
s = zero(T)
s = zero(eltype(wv)) * (zero(eltype(v)) - zero(m))^2
for i = 1:n
@inbounds z = v[i] - m
@inbounds s += (z * z * z) * wv[i]
Expand All @@ -270,8 +266,7 @@ end

function _moment4(v::RealArray, m::Real)
n = length(v)
T = promote_type(eltype(v), typeof(m))
s = zero(T)
s = zero(eltype(v)) - zero(m)
for i = 1:n
@inbounds z = v[i] - m
s += abs2(z * z)
Expand All @@ -281,8 +276,7 @@ end

function _moment4(v::RealArray, wv::AbstractWeights, m::Real)
n = length(v)
T = promote_type(eltype(v), eltype(wv), typeof(m))
s = zero(T)
s = zero(eltype(wv)) * (zero(eltype(v)) - zero(m))^2
for i = 1:n
@inbounds z = v[i] - m
@inbounds s += abs2(z * z) * wv[i]
Expand All @@ -292,8 +286,7 @@ end

function _momentk(v::RealArray, k::Int, m::Real)
n = length(v)
T = promote_type(eltype(v), typeof(m))
s = zero(T)
s = zero(eltype(v)) - zero(m)
for i = 1:n
@inbounds z = v[i] - m
s += (z ^ k)
Expand All @@ -303,8 +296,7 @@ end

function _momentk(v::RealArray, k::Int, wv::AbstractWeights, m::Real)
n = length(v)
T = promote_type(eltype(v), eltype(wv), typeof(m))
s = zero(T)
s = zero(eltype(wv)) * (zero(eltype(v)) - zero(m))^2
for i = 1:n
@inbounds z = v[i] - m
@inbounds s += (z ^ k) * wv[i]
Expand Down