1 files changed, 184 insertions, 0 deletions
diff --git a/src/estimate.rs b/src/estimate.rs
new file mode 100755
index 0000000..8a79d27
--- /dev/null
+++ b/src/estimate.rs
@@ -0,0 +1,184 @@
+use std::fmt;
+
+use crate::stats::Distribution;
+
+#[derive(Clone, Copy, Eq, Ord, PartialEq, PartialOrd, Deserialize, Serialize, Debug)]
+pub enum Statistic {
+    Mean,
+    Median,
+    MedianAbsDev,
+    Slope,
+    StdDev,
+    Typical,
+}
+
+impl fmt::Display for Statistic {
+    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
+        match *self {
+            Statistic::Mean => f.pad("mean"),
+            Statistic::Median => f.pad("median"),
+            Statistic::MedianAbsDev => f.pad("MAD"),
+            Statistic::Slope => f.pad("slope"),
+            Statistic::StdDev => f.pad("SD"),
+            Statistic::Typical => f.pad("typical"),
+        }
+    }
+}
+
+#[derive(Clone, PartialEq, Deserialize, Serialize, Debug)]
+pub struct ConfidenceInterval {
+    pub confidence_level: f64,
+    pub lower_bound: f64,
+    pub upper_bound: f64,
+}
+
+#[derive(Clone, PartialEq, Deserialize, Serialize, Debug)]
+pub struct Estimate {
+    /// The confidence interval for this estimate
+    pub confidence_interval: ConfidenceInterval,
+    ///
+    pub point_estimate: f64,
+    /// The standard error of this estimate
+    pub standard_error: f64,
+}
+
+pub fn build_estimates(
+    distributions: &Distributions,
+    points: &PointEstimates,
+    cl: f64,
+) -> Estimates {
+    let to_estimate = |point_estimate, distribution: &Distribution<f64>| {
+        let (lb, ub) = distribution.confidence_interval(cl);
+
+        Estimate {
+            confidence_interval: ConfidenceInterval {
+                confidence_level: cl,
+                lower_bound: lb,
+                upper_bound: ub,
+            },
+            point_estimate,
+            standard_error: distribution.std_dev(None),
+        }
+    };
+
+    Estimates {
+        mean: to_estimate(points.mean, &distributions.mean),
+        median: to_estimate(points.median, &distributions.median),
+        median_abs_dev: to_estimate(points.median_abs_dev, &distributions.median_abs_dev),
+        slope: None,
+        std_dev: to_estimate(points.std_dev, &distributions.std_dev),
+    }
+}
+
+pub fn build_change_estimates(
+    distributions: &ChangeDistributions,
+    points: &ChangePointEstimates,
+    cl: f64,
+) -> ChangeEstimates {
+    let to_estimate = |point_estimate, distribution: &Distribution<f64>| {
+        let (lb, ub) = distribution.confidence_interval(cl);
+
+        Estimate {
+            confidence_interval: ConfidenceInterval {
+                confidence_level: cl,
+                lower_bound: lb,
+                upper_bound: ub,
+            },
+            point_estimate,
+            standard_error: distribution.std_dev(None),
+        }
+    };
+
+    ChangeEstimates {
+        mean: to_estimate(points.mean, &distributions.mean),
+        median: to_estimate(points.median, &distributions.median),
+    }
+}
+
+pub struct PointEstimates {
+    pub mean: f64,
+    pub median: f64,
+    pub median_abs_dev: f64,
+    pub std_dev: f64,
+}
+
+#[derive(Debug, Serialize, Deserialize, Clone)]
+pub struct Estimates {
+    pub mean: Estimate,
+    pub median: Estimate,
+    pub median_abs_dev: Estimate,
+    pub slope: Option<Estimate>,
+    pub std_dev: Estimate,
+}
+impl Estimates {
+    pub fn typical(&self) -> &Estimate {
+        self.slope.as_ref().unwrap_or(&self.mean)
+    }
+    pub fn get(&self, stat: Statistic) -> Option<&Estimate> {
+        match stat {
+            Statistic::Mean => Some(&self.mean),
+            Statistic::Median => Some(&self.median),
+            Statistic::MedianAbsDev => Some(&self.median_abs_dev),
+            Statistic::Slope => self.slope.as_ref(),
+            Statistic::StdDev => Some(&self.std_dev),
+            Statistic::Typical => Some(self.typical()),
+        }
+    }
+}
+
+pub struct Distributions {
+    pub mean: Distribution<f64>,
+    pub median: Distribution<f64>,
+    pub median_abs_dev: Distribution<f64>,
+    pub slope: Option<Distribution<f64>>,
+    pub std_dev: Distribution<f64>,
+}
+impl Distributions {
+    pub fn typical(&self) -> &Distribution<f64> {
+        self.slope.as_ref().unwrap_or(&self.mean)
+    }
+    pub fn get(&self, stat: Statistic) -> Option<&Distribution<f64>> {
+        match stat {
+            Statistic::Mean => Some(&self.mean),
+            Statistic::Median => Some(&self.median),
+            Statistic::MedianAbsDev => Some(&self.median_abs_dev),
+            Statistic::Slope => self.slope.as_ref(),
+            Statistic::StdDev => Some(&self.std_dev),
+            Statistic::Typical => Some(self.typical()),
+        }
+    }
+}
+
+pub struct ChangePointEstimates {
+    pub mean: f64,
+    pub median: f64,
+}
+
+#[derive(Debug, Serialize, Deserialize, Clone)]
+pub struct ChangeEstimates {
+    pub mean: Estimate,
+    pub median: Estimate,
+}
+impl ChangeEstimates {
+    pub fn get(&self, stat: Statistic) -> &Estimate {
+        match stat {
+            Statistic::Mean => &self.mean,
+            Statistic::Median => &self.median,
+            _ => panic!("Unexpected statistic"),
+        }
+    }
+}
+
+pub struct ChangeDistributions {
+    pub mean: Distribution<f64>,
+    pub median: Distribution<f64>,
+}
+impl ChangeDistributions {
+    pub fn get(&self, stat: Statistic) -> &Distribution<f64> {
+        match stat {
+            Statistic::Mean => &self.mean,
+            Statistic::Median => &self.median,
+            _ => panic!("Unexpected statistic"),
+        }
+    }
+}