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src/uniformity/uncorrelation.rs
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57
src/uniformity/uncorrelation.rs
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use statrs::distribution::{Normal, ContinuousCDF};
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use crate::Onod;
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impl Onod {
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/// UnCorrelation randomness test
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/// Computes the Pearson correlation between the sequence and its shifted version, returning a p-value.
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pub fn un_correlation(input: &[u8]) -> f64 {
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let samples = input.iter().map(|&x| x as i32).collect::<Vec<i32>>();
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if samples.len() < 2 {
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return 0.0; // Default to perfect randomness for insufficient data
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}
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// Convert samples to f64 for correlation computation
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let samples_a: Vec<f64> = samples.iter().map(|&x| x as f64).collect();
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// Create a shifted version of the sequence
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let mut samples_b = vec![0.0; samples.len()];
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samples_b[0] = samples_a[samples.len() - 1]; // Wrap around
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for i in 1..samples.len() {
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samples_b[i] = samples_a[i - 1];
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}
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// Calculate mean of both sequences
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let mean_a = samples_a.iter().sum::<f64>() / samples_a.len() as f64;
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let mean_b = samples_b.iter().sum::<f64>() / samples_b.len() as f64;
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// Compute Pearson correlation coefficient
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let mut numerator = 0.0;
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let mut denominator_a = 0.0;
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let mut denominator_b = 0.0;
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for i in 0..samples.len() {
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let diff_a = samples_a[i] - mean_a;
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let diff_b = samples_b[i] - mean_b;
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numerator += diff_a * diff_b;
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denominator_a += diff_a.powi(2);
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denominator_b += diff_b.powi(2);
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}
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let correlation = numerator / (denominator_a.sqrt() * denominator_b.sqrt());
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// Calculate p-value for null hypothesis of zero correlation
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let n = samples.len() as f64;
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let t_stat = correlation * ((n - 2.0) / (1.0 - correlation.powi(2))).sqrt();
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// Use t-distribution approximation for large n
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let normal_dist = Normal::new(0.0, 1.0).expect("Failed to create Normal distribution");
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let p_value = 2.0 * (1.0 - normal_dist.cdf(t_stat.abs()));
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p_value
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}
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}
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