feat(cpp/datascience): CPU stats + MCMC primitives
Nuevo dominio cpp/functions/datascience con primitivas puras CPU para post- proceso de samples Monte Carlo y diagnostico de cadenas MCMC. Diseñadas como gemelas CPU de los kernels GPU (rng pareja con gpu_rng_glsl, MH 1D/ND con mc_metropolis_hastings_gpu) para validar numericamente y para datasets pequeños donde el dispatch GPU no compensa. - rng: xoshiro256++ con uniform / normal (Box-Muller) / below (Lemire) / categorical. Determinista bit-exacto dado seed. - stats_summary: sum (Kahan), mean, var/std (Welford one-pass), min, max, quantile / percentile (R type-7). - autocorr: r(k), ACF, tau_int (Sokal) — diagnostico ACF y ESS. - rhat_ess: Gelman-Rubin clasico y split + ESS basico (multi-chain). - beta_dist: lgamma (Lanczos), beta_pdf, beta_cdf (continued fraction), beta_quantile, mean/var/std — para inferencia Beta-Binomial. - drawdown: max_dd absoluto/pct + underwater series para sesiones simuladas y backtests. - samples_to_grid_2d: binning 2D CPU para alimentar heatmap_cpp_viz / contour_cpp_viz desde samples (x[], y[]). - metropolis_hastings: MH 1D y ND con target log-pdf como std::function (no normalizada). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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#include "datascience/stats_summary.h"
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#include <algorithm>
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#include <cmath>
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#include <cstring>
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#include <vector>
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namespace fn::ds {
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double stats_sum(const double* data, std::size_t n) {
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if (n == 0 || data == nullptr) return 0.0;
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// Kahan summation — coste despreciable, evita drift en sumas grandes.
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double s = 0.0, c = 0.0;
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for (std::size_t i = 0; i < n; ++i) {
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double y = data[i] - c;
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double t = s + y;
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c = (t - s) - y;
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s = t;
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}
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return s;
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}
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double stats_mean(const double* data, std::size_t n) {
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if (n == 0) return 0.0;
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return stats_sum(data, n) / static_cast<double>(n);
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}
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double stats_min(const double* data, std::size_t n) {
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if (n == 0 || data == nullptr) return 0.0;
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double m = data[0];
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for (std::size_t i = 1; i < n; ++i) if (data[i] < m) m = data[i];
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return m;
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}
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double stats_max(const double* data, std::size_t n) {
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if (n == 0 || data == nullptr) return 0.0;
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double m = data[0];
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for (std::size_t i = 1; i < n; ++i) if (data[i] > m) m = data[i];
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return m;
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}
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double stats_variance(const double* data, std::size_t n, bool sample) {
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if (n == 0 || data == nullptr) return 0.0;
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if (sample && n < 2) return 0.0;
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// Welford one-pass.
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double mean = 0.0;
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double M2 = 0.0;
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for (std::size_t i = 0; i < n; ++i) {
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double x = data[i];
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double delta = x - mean;
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mean += delta / static_cast<double>(i + 1);
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double delta2 = x - mean;
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M2 += delta * delta2;
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}
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double denom = sample ? static_cast<double>(n - 1) : static_cast<double>(n);
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return M2 / denom;
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}
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double stats_std(const double* data, std::size_t n, bool sample) {
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return std::sqrt(stats_variance(data, n, sample));
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}
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void stats_sort(const double* data, std::size_t n, double* out) {
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if (n == 0 || out == nullptr) return;
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if (out != data && data != nullptr) {
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std::memcpy(out, data, n * sizeof(double));
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}
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std::sort(out, out + n);
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}
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double stats_quantile_sorted(const double* sorted, std::size_t n, double p) {
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if (n == 0 || sorted == nullptr) return 0.0;
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if (p <= 0.0) return sorted[0];
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if (p >= 1.0) return sorted[n - 1];
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// R type-7: h = (n-1) * p; result = sorted[floor(h)] + (h - floor(h)) *
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// (sorted[floor(h)+1] - sorted[floor(h)])
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double h = (static_cast<double>(n) - 1.0) * p;
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std::size_t lo = static_cast<std::size_t>(std::floor(h));
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std::size_t hi = lo + 1;
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if (hi >= n) hi = n - 1;
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double frac = h - static_cast<double>(lo);
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return sorted[lo] + frac * (sorted[hi] - sorted[lo]);
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}
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double stats_quantile(const double* data, std::size_t n, double p) {
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if (n == 0) return 0.0;
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std::vector<double> tmp(n);
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stats_sort(data, n, tmp.data());
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return stats_quantile_sorted(tmp.data(), n, p);
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}
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double stats_percentile(const double* data, std::size_t n, double pct) {
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return stats_quantile(data, n, pct * 0.01);
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}
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} // namespace fn::ds
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