diff --git a/Cargo.lock b/Cargo.lock index e23b50e..6de6517 100644 --- a/Cargo.lock +++ b/Cargo.lock @@ -2,12 +2,6 @@ # It is not intended for manual editing. version = 4 -[[package]] -name = "adler2" -version = "2.0.1" -source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "320119579fcad9c21884f5c4861d16174d0e06250625266f50fe6898340abefa" - [[package]] name = "aho-corasick" version = "1.1.4" @@ -17,15 +11,6 @@ dependencies = [ "memchr", ] -[[package]] -name = "android_system_properties" -version = "0.1.5" -source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "819e7219dbd41043ac279b19830f2efc897156490d7fd6ea916720117ee66311" -dependencies = [ - "libc", -] - [[package]] name = "anes" version = "0.1.6" @@ -59,24 +44,6 @@ version = "1.5.0" source = "registry+https://github.com/rust-lang/crates.io-index" checksum = "c08606f8c3cbf4ce6ec8e28fb0014a2c086708fe954eaa885384a6165172e7e8" -[[package]] -name = "base16ct" -version = "0.2.0" -source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "4c7f02d4ea65f2c1853089ffd8d2787bdbc63de2f0d29dedbcf8ccdfa0ccd4cf" - 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"zerovec-derive", -] - -[[package]] -name = "zerovec-derive" -version = "0.11.3" -source = "registry+https://github.com/rust-lang/crates.io-index" -checksum = "625dc425cab0dca6dc3c3319506e6593dcb08a9f387ea3b284dbd52a92c40555" -dependencies = [ - "proc-macro2", - "quote", - "syn", -] - [[package]] name = "zmij" version = "1.0.21" diff --git a/crates/ci-core/Cargo.toml b/crates/ci-core/Cargo.toml index b8312b1..73902ad 100644 --- a/crates/ci-core/Cargo.toml +++ b/crates/ci-core/Cargo.toml @@ -17,15 +17,9 @@ ndarray = { workspace = true } statrs = { workspace = true } ordered-float = "5.3.0" rand = "0.9" +nalgebra = "0.33" -[target.'cfg(target_os = "linux")'.dependencies] -ndarray-linalg = { version = "0.18.1", features = ["openblas-system"] } -[target.'cfg(target_os = "macos")'.dependencies] -ndarray-linalg = { version = "0.18.1", features = ["openblas-system"] } - -[target.'cfg(windows)'.dependencies] -ndarray-linalg = { version = "0.18.1", features = ["intel-mkl-static"] } [dev-dependencies] criterion = { workspace = true } diff --git a/crates/ci-core/src/ci_tests/mod.rs b/crates/ci-core/src/ci_tests/mod.rs index 9cae276..2242363 100644 --- a/crates/ci-core/src/ci_tests/mod.rs +++ b/crates/ci-core/src/ci_tests/mod.rs @@ -1,10 +1,10 @@ -mod chi_squared; -mod cressie_read; -mod freeman_tukey; -mod log_likelihood; -mod modified_likelihood; -mod pearson_correlation; -mod pearson_equivalence; +pub mod chi_squared; +pub mod cressie_read; +pub mod freeman_tukey; +pub mod log_likelihood; +pub mod modified_likelihood; +pub mod pearson_correlation; +pub mod pearson_equivalence; use chi_squared::ChiSquared; use cressie_read::CressieRead; @@ -30,7 +30,7 @@ pub fn register_all_tests(registry: &mut Registry) { .expect("Failed to register Modified Likelihood Test!"); registry - .add_to_registry("pearson_correlation", PearsonCorrelation::new(true, 0.05)) + .add_to_registry("pearson_correlation", PearsonCorrelation::new(false, 0.05)) .expect("Failed to register Pearson Correlation test!"); registry diff --git a/crates/ci-core/src/ci_tests/pearson_correlation.rs b/crates/ci-core/src/ci_tests/pearson_correlation.rs index 57b9b4f..de61668 100644 --- a/crates/ci-core/src/ci_tests/pearson_correlation.rs +++ b/crates/ci-core/src/ci_tests/pearson_correlation.rs @@ -1,7 +1,7 @@ use crate::strategy::{CITest, CITestDataType, TestResult}; use anyhow::{ensure, Context}; use ndarray::{Array1, Array2, ArrayView1}; -use ndarray_linalg::LeastSquaresSvd; +use nalgebra::{DMatrix, DVector}; use statrs::distribution::{ContinuousCDF, StudentsT}; use statrs::statistics::Statistics; @@ -45,38 +45,40 @@ impl CITest for PearsonCorrelation { /// /// - If `boolean=true`: `TestResult::Boolean(p_value >= SIGNIFICANCE_LEVEL)` /// - If `boolean=false`: `TestResult::PValue(p_value, coefficient)` - fn run_test( - &self, - x_values: Array1, - y_values: Array1, - z: Array2, - ) -> anyhow::Result { - if z.is_empty() { - let (coefficient, p_value) = pearsonr(&x_values.view(), &y_values.view())?; - Ok(wrap_result( - self.boolean, - p_value, - coefficient, - self.significance_level, - )) - } else { - // Use linear regression to compute residuals and test independence on it. - let x_coefficient = z.view().least_squares(&x_values.view())?.solution; - - let y_coefficient = z.view().least_squares(&y_values.view())?.solution; - - let residual_x = x_values - z.dot(&x_coefficient); - let residual_y = y_values - z.dot(&y_coefficient); - - let (coefficient, p_value) = pearsonr(&residual_x.view(), &residual_y.view())?; - Ok(wrap_result( - self.boolean, - p_value, - coefficient, - self.significance_level, - )) - } + fn run_test( + &self, + x_values: Array1, + y_values: Array1, + z: Array2, +) -> anyhow::Result { + if z.is_empty() { + let (coefficient, p_value) = pearsonr(&x_values.view(), &y_values.view())?; + Ok(wrap_result(self.boolean, p_value, coefficient, self.significance_level)) + } else { + // Convert ndarrays into DMatrix and DVector + let z_na = DMatrix::from_row_iterator(z.nrows(), z.ncols(), z.iter().cloned()); + let x_na = DVector::from_iterator(x_values.len(), x_values.iter().cloned()); + let y_na = DVector::from_iterator(y_values.len(), y_values.iter().cloned()); + + // Least square computation + let svd = z_na.svd(true, true); + let x_coefficient = svd.solve(&x_na, 1e-10) + .map_err(|e| anyhow::anyhow!("least squares failed for x: {e}"))?; + let y_coefficient = svd.solve(&y_na, 1e-10) + .map_err(|e| anyhow::anyhow!("least squares failed for y: {e}"))?; + + // Convert nalgebra resuult into ndarray + let x_coef_nd = Array1::from_vec(x_coefficient.iter().cloned().collect()); + let y_coef_nd = Array1::from_vec(y_coefficient.iter().cloned().collect()); + + // Compute residuals + let residual_x = x_values - z.dot(&x_coef_nd); + let residual_y = y_values - z.dot(&y_coef_nd); + + let (coefficient, p_value) = pearsonr(&residual_x.view(), &residual_y.view())?; + Ok(wrap_result(self.boolean, p_value, coefficient, self.significance_level)) } +} fn data_types(&self) -> &'static [CITestDataType] { &[CITestDataType::Continuous] diff --git a/crates/ci-core/src/lib.rs b/crates/ci-core/src/lib.rs index 3294e97..abc87ef 100644 --- a/crates/ci-core/src/lib.rs +++ b/crates/ci-core/src/lib.rs @@ -1,4 +1,4 @@ -mod ci_tests; +pub mod ci_tests; pub mod registry; pub mod strategy; pub mod utils; diff --git a/crates/ci-js/Cargo.toml b/crates/ci-js/Cargo.toml index 694d7ab..16ad7d0 100644 --- a/crates/ci-js/Cargo.toml +++ b/crates/ci-js/Cargo.toml @@ -7,11 +7,17 @@ license = "" description = "wasm-pack bindings for Conditional Independence Testing" repository = "" +[lib] +crate-type = ["cdylib"] + [dependencies] -ci_core = { path = "../ci-core" } +ci_core = { path = "../ci_core"} +wasm-bindgen = "0.2" +js-sys = "0.3" +ndarray = {workspace = true} [lints] workspace = true -[lib] -crate-type = ["cdylib"] +[profile.release] +opt-level = "s" \ No newline at end of file diff --git a/crates/ci-js/src/lib.rs b/crates/ci-js/src/lib.rs index 8b13789..2d6e87b 100644 --- a/crates/ci-js/src/lib.rs +++ b/crates/ci-js/src/lib.rs @@ -1 +1,57 @@ +use ci_core::strategy::TestResult; +use ndarray::{Array1, Array2}; +use js_sys::{Float64Array, Array}; +use wasm_bindgen::prelude::*; +#[wasm_bindgen] +pub struct JSCITest {} + +#[wasm_bindgen] +impl JSCITest { + #[wasm_bindgen(js_name = "run_test")] + pub fn run_test( + &self, + z_flat: &Float64Array, + z_rows: usize, + z_cols: usize, + x: &Float64Array, + y: &Float64Array, + boolean: bool, + significance_level: f64, + ) -> Result { + //Converting Float64Array -> Vec -> ndarray + let z_vec: Vec = z_flat.to_vec(); + let x_vec: Vec = x.to_vec(); + let y_vec: Vec = y.to_vec(); + + let z: Array2 = Array2::from_shape_vec((z_rows, z_cols), z_vec) + .map_err(|e| JsValue::from_str(&e.to_string()))?; + let x: Array1 = Array1::from_vec(x_vec); + let y: Array1 = Array1::from_vec(y_vec); + + let test = PearsonCorrelation::new(&boolean, &significance_level); + + let result = test + .run_test(x, y, z) + .map_err(|e| JsError::new(&e.to_string()))?; + + match result { + TestResult::Boolean(b) => Ok(JsValue::from_bool(b)), + TestResult::PValue(p_value, coefficient) => { + let array = Array::new(); + array.push(&JsValue::from_f64(p_value)); + array.push(&JsValue::from_f64(coefficient)); + Ok(array.into()) + } + + TestResult::Statistic(p_value, statistic, dof) => { + let array = Array::new(); + array.push(&JsValue::from_f64(p_value)); + array.push(&JsValue::from_f64(statistic)); + array.push(&JsValue::from_f64(dof as f64)); + Ok(array.into())} + + } + + } +} diff --git a/crates/ci-js/src/test.js b/crates/ci-js/src/test.js new file mode 100644 index 0000000..adc8cc9 --- /dev/null +++ b/crates/ci-js/src/test.js @@ -0,0 +1,14 @@ +const response = await fetch("http://localhost:3000/tests/pearson_correlation", { + method: "POST", + headers: { "Content-Type": "application/json" }, + body: JSON.stringify({ + x: [1.0, 2.0, 3.0, 4.0, 5.0], + y: [1.0, 2.0, 3.0, 4.0, 5.0], + z: [], + boolean: false, + significance_level: 0.05 + }) +}); + +const result = await response.json(); +console.log(result); \ No newline at end of file