1 files changed, 72 insertions, 0 deletions
diff --git a/src/stats/univariate/mod.rs b/src/stats/univariate/mod.rs
new file mode 100755
index 0000000..8dfb5f8
--- /dev/null
+++ b/src/stats/univariate/mod.rs
@@ -0,0 +1,72 @@
+//! Univariate analysis
+
+mod bootstrap;
+mod percentiles;
+mod resamples;
+mod sample;
+
+pub mod kde;
+pub mod mixed;
+pub mod outliers;
+
+use crate::stats::float::Float;
+use crate::stats::tuple::{Tuple, TupledDistributionsBuilder};
+use rayon::prelude::*;
+use std::cmp;
+
+use self::resamples::Resamples;
+
+pub use self::percentiles::Percentiles;
+pub use self::sample::Sample;
+
+/// Performs a two-sample bootstrap
+///
+/// - Multithreaded
+/// - Time: `O(nresamples)`
+/// - Memory: `O(nresamples)`
+#[cfg_attr(feature = "cargo-clippy", allow(clippy::cast_lossless))]
+pub fn bootstrap<A, B, T, S>(
+    a: &Sample<A>,
+    b: &Sample<B>,
+    nresamples: usize,
+    statistic: S,
+) -> T::Distributions
+where
+    A: Float,
+    B: Float,
+    S: Fn(&Sample<A>, &Sample<B>) -> T + Sync,
+    T: Tuple + Send,
+    T::Distributions: Send,
+    T::Builder: Send,
+{
+    let nresamples_sqrt = (nresamples as f64).sqrt().ceil() as usize;
+    let per_chunk = (nresamples + nresamples_sqrt - 1) / nresamples_sqrt;
+
+    (0..nresamples_sqrt)
+        .into_par_iter()
+        .map_init(
+            || (Resamples::new(a), Resamples::new(b)),
+            |(a_resamples, b_resamples), i| {
+                let start = i * per_chunk;
+                let end = cmp::min((i + 1) * per_chunk, nresamples);
+                let a_resample = a_resamples.next();
+
+                let mut sub_distributions: T::Builder =
+                    TupledDistributionsBuilder::new(end - start);
+
+                for _ in start..end {
+                    let b_resample = b_resamples.next();
+                    sub_distributions.push(statistic(a_resample, b_resample));
+                }
+                sub_distributions
+            },
+        )
+        .reduce(
+            || T::Builder::new(0),
+            |mut a, mut b| {
+                a.extend(&mut b);
+                a
+            },
+        )
+        .complete()
+}