From 2657ecf92e31c48ce33831311efd7e89f763bf75 Mon Sep 17 00:00:00 2001
From: partens <simon.parten@schroders.com>
Date: Thu, 25 Jul 2024 17:30:07 +0200
Subject: [PATCH] add tvar qdep

---
 .mill-version                             |  2 +-
 build.sc                                  |  4 +-
 vecxt/src/package.scala                   |  4 ++
 vecxt/src/tvar.scala                      | 54 +++++++++++++++++++++++
 vecxt/test/src/arrayExtensions.test.scala | 51 +++++++++++++++++++--
 5 files changed, 108 insertions(+), 7 deletions(-)
 create mode 100644 vecxt/src/package.scala
 create mode 100644 vecxt/src/tvar.scala

diff --git a/.mill-version b/.mill-version
index 12edb29..d5a2f50 100644
--- a/.mill-version
+++ b/.mill-version
@@ -1 +1 @@
-0.11.7
\ No newline at end of file
+0.11.10
\ No newline at end of file
diff --git a/build.sc b/build.sc
index f16065c..621e315 100644
--- a/build.sc
+++ b/build.sc
@@ -1,6 +1,6 @@
 
 import $ivy.`com.github.lolgab::mill-crossplatform::0.2.4`
-import $ivy.`io.github.quafadas::millSite::0.0.22`
+import $ivy.`io.github.quafadas::millSite::0.0.24`
 import $ivy.`de.tototec::de.tobiasroeser.mill.vcs.version::0.4.0`
 
 import de.tobiasroeser.mill.vcs.version._
@@ -41,7 +41,7 @@ trait Common extends ScalaModule  with PublishModule {
 val vecIncubatorFlag = Seq("""--add-modules=jdk.incubator.vector""")
 trait CommonJS extends ScalaJSModule {
   def scalaJSVersion = "1.15.0"
-
+  // def ivyDeps = super.ivyDeps() ++ Seq(ivy"com.raquo::ew::0.2.0")
   // def moduleKind = ModuleKind.
 }
 
diff --git a/vecxt/src/package.scala b/vecxt/src/package.scala
new file mode 100644
index 0000000..ecd1659
--- /dev/null
+++ b/vecxt/src/package.scala
@@ -0,0 +1,4 @@
+// package vecxt
+
+// export vecxt.rpt.tVar
+// export vecxt.rpt.qdep
\ No newline at end of file
diff --git a/vecxt/src/tvar.scala b/vecxt/src/tvar.scala
new file mode 100644
index 0000000..a512de7
--- /dev/null
+++ b/vecxt/src/tvar.scala
@@ -0,0 +1,54 @@
+package vecxt.rpt
+
+import narr.NArray
+import narr.native.Extensions.sort
+
+
+extension [N <: Int](thisVector: NArray[Double])
+
+    def qdep(alpha: Double, thatVector: NArray[Double]): Double =
+      val numYears = thisVector.length
+      val nte = numYears * (1.0 - alpha);
+
+      val fte = Math.floor(nte).toInt;
+
+      val order = Ordering.Double.TotalOrdering.reverse
+
+      val (_, originalPositionThis) = thisVector.asInstanceOf[NArray[Double]].toVector.zipWithIndex.sortBy(_._1)(using order).unzip
+      val (_, originalPositionThat) = thatVector.asInstanceOf[NArray[Double]].toVector.zipWithIndex.sortBy(_._1)(using order).unzip
+
+      val tailIdxThis = originalPositionThis.slice(0, fte).toSet
+      val tailIdxThat = originalPositionThat.slice(0, fte).toSet
+
+      val sharedTail = tailIdxThis.intersect(tailIdxThat).size
+      sharedTail.toDouble / nte
+    end qdep
+
+    def tVar(alpha: Double): Double =
+      val numYears = thisVector.length
+      val nte = numYears * (1.0 - alpha);
+      val fte = Math.floor(nte).toInt;
+      val sorted = thisVector.sort()
+      var i = 0
+      var tailSum = 0.0;
+      while i < fte do
+        tailSum += sorted(i);
+        i += 1;
+      end while
+      tailSum / fte.toDouble;
+    end tVar
+
+    def tVarIdx(alpha: Double): NArray[Boolean] =
+      val numYears = thisVector.length
+      val nte = numYears * (1.0 - alpha);
+      val fte = Math.floor(nte).toInt;
+      val sorted = thisVector.zipWithIndex.sortBy(_._1).map(_._2)
+      val idx = NArray.fill[Boolean](numYears)(false)
+      var i = 0
+      while i < fte do
+        idx(sorted(i)) = true;        
+        i = i + 1
+      end while
+      idx
+      
+    end tVarIdx
\ No newline at end of file
diff --git a/vecxt/test/src/arrayExtensions.test.scala b/vecxt/test/src/arrayExtensions.test.scala
index 3af51d2..131c513 100644
--- a/vecxt/test/src/arrayExtensions.test.scala
+++ b/vecxt/test/src/arrayExtensions.test.scala
@@ -19,6 +19,7 @@ package vecxt
 import narr.*
 import scala.util.chaining.*
 
+
 class ArrayExtensionSuite extends munit.FunSuite:
   import BoundsCheck.DoBoundsCheck.yes
 
@@ -157,9 +158,51 @@ class ArrayExtensionSuite extends munit.FunSuite:
     assertEqualsDouble(afterIndex.last, 3.0, 0.0001)
   }
 
-  // test("max element"){
-  //   val v2 = NArray[Double](3.0, 2.0, 4.0, 1.0)
-  //   assertEqualsDouble(v2.max, 4.0, 0.00001)
-  // }
+  test("tvar") {
+    import vecxt.rpt.tVar
+    val v1 = NArray.tabulate(100)(_.toDouble)
+    val tvar = v1.tVar(0.95)
+    assertEqualsDouble(tvar, 2, 0.0001)
+  }
+
+  test("qdep".only) {
+    import vecxt.rpt.qdep
+    val v1 = NArray.tabulate(100)(_.toDouble)
+    val v2 = v1 * 2
+    val qdep = v1.qdep(0.95, v2)
+    assertEqualsDouble(qdep, 1, 0.0001)
+
+    val v3 = v1.clone   
+    v3(1) = 100
+    assertEqualsDouble(v1.qdep(0.95, v3), 0.8, 0.0001)
+  }
+
+  test("tvar index".only) {
+    import vecxt.rpt.tVarIdx
+    val v1 = NArray.tabulate(100)(_.toDouble)
+    val tvar = v1.tVarIdx(0.95)
+    assertEquals(tvar.countTrue, 5)
+    for i <- 0 until 5 do      
+      assert(tvar(i))
+    end for
+    for(i <- 5 until 100) do
+      assert(!tvar(i))
+    end for
+  }
+
+  test("tvar idx 2".only) {
+    import vecxt.rpt.tVarIdx
+    val v1 = NArray.tabulate(100)(_.toDouble).reverse
+    val tvar = v1.tVarIdx(0.95)
+    assertEquals(tvar.countTrue, 5)
+    for i <- 0 until 95 do      
+      assert(!tvar(i))
+    end for
+    for(i <- 96 until 100) do
+      assert(tvar(i))
+    end for
+  }
+
+
 
 end ArrayExtensionSuite