1 files changed, 80 insertions, 0 deletions
diff --git a/src/stats/univariate/percentiles.rs b/src/stats/univariate/percentiles.rs
new file mode 100755
index 0000000..be6bcf3
--- /dev/null
+++ b/src/stats/univariate/percentiles.rs
@@ -0,0 +1,80 @@
+use crate::stats::float::Float;
+use cast::{self, usize};
+
+/// A "view" into the percentiles of a sample
+pub struct Percentiles<A>(Box<[A]>)
+where
+    A: Float;
+
+// TODO(rust-lang/rfcs#735) move this `impl` into a private percentiles module
+impl<A> Percentiles<A>
+where
+    A: Float,
+    usize: cast::From<A, Output = Result<usize, cast::Error>>,
+{
+    /// Returns the percentile at `p`%
+    ///
+    /// Safety:
+    ///
+    /// - Make sure that `p` is in the range `[0, 100]`
+    unsafe fn at_unchecked(&self, p: A) -> A {
+        let _100 = A::cast(100);
+        debug_assert!(p >= A::cast(0) && p <= _100);
+        debug_assert!(self.0.len() > 0);
+        let len = self.0.len() - 1;
+
+        if p == _100 {
+            self.0[len]
+        } else {
+            let rank = (p / _100) * A::cast(len);
+            let integer = rank.floor();
+            let fraction = rank - integer;
+            let n = usize(integer).unwrap();
+            let &floor = self.0.get_unchecked(n);
+            let &ceiling = self.0.get_unchecked(n + 1);
+
+            floor + (ceiling - floor) * fraction
+        }
+    }
+
+    /// Returns the percentile at `p`%
+    ///
+    /// # Panics
+    ///
+    /// Panics if `p` is outside the closed `[0, 100]` range
+    pub fn at(&self, p: A) -> A {
+        let _0 = A::cast(0);
+        let _100 = A::cast(100);
+
+        assert!(p >= _0 && p <= _100);
+        assert!(self.0.len() > 0);
+
+        unsafe { self.at_unchecked(p) }
+    }
+
+    /// Returns the interquartile range
+    pub fn iqr(&self) -> A {
+        unsafe {
+            let q1 = self.at_unchecked(A::cast(25));
+            let q3 = self.at_unchecked(A::cast(75));
+
+            q3 - q1
+        }
+    }
+
+    /// Returns the 50th percentile
+    pub fn median(&self) -> A {
+        unsafe { self.at_unchecked(A::cast(50)) }
+    }
+
+    /// Returns the 25th, 50th and 75th percentiles
+    pub fn quartiles(&self) -> (A, A, A) {
+        unsafe {
+            (
+                self.at_unchecked(A::cast(25)),
+                self.at_unchecked(A::cast(50)),
+                self.at_unchecked(A::cast(75)),
+            )
+        }
+    }
+}