gini.go

package main

import (
	"errors"
	"fmt"
	"math/rand"
	"sort"
	"time"
)

func must(g float64, err error) float64 {
	if err != nil {
		panic(err)
	}
	return g
}

func main() {
	rand.Seed(time.Now().UnixNano())
	data := make([]float64, 1000000)
	for i := range data {
		data[i] = rand.NormFloat64()
		data[i] *= data[i]
	}
	fmt.Println("Gini:", must(Gini(data)))
}

func Gini(data []float64) (float64, error) {
	if len(data) < 2 {
		return 0, errors.New("len(data) must be larger than 2")
	}

	var sum float64
	for _, datum := range data {
		if datum < 0 {
			return 0, errors.New("data must have non-negative values")
		}
		sum += datum
	}
	sort.Sort(sort.Float64Slice(data))
	data[0] /= sum
	for i := 1; i < len(data); i++ {
		data[i] /= sum
		data[i] += data[i-1]
	}
	x := make([]float64, len(data))
	for i := range x {
		x[i] = float64(i+1) * 1.0 / float64(len(data))
	}

	y := data
	var prevX, prevY float64
	var S float64
	for i := range y {
		S += (x[i] - prevX) * (y[i] + prevY) / 2.0
		prevX = x[i]
		prevY = y[i]
	}

	return 1.0 - 2.0*S, nil
}