accumulators 0.1.1 → 0.1.2

data/VERSION

@@ -1 +1 @@
-0.1.1
+0.1.2

data/accumulators.gemspec

@@ -5,7 +5,7 @@
 
 Gem::Specification.new do |s|
   s.name = %q{accumulators}
-  s.version = "0.1.1"
+  s.version = "0.1.2"
 
   s.required_rubygems_version = Gem::Requirement.new(">= 0") if s.respond_to? :required_rubygems_version=
   s.authors = ["Gavin Heavyside"]
@@ -33,8 +33,10 @@ Gem::Specification.new do |s|
     "lib/accumulators.rb",
     "lib/accumulators/count.rb",
     "lib/accumulators/mean.rb",
+    "lib/accumulators/meanvariance.rb",
     "spec/accumulators/count_spec.rb",
     "spec/accumulators/mean_spec.rb",
+    "spec/accumulators/meanvariance_spec.rb",
     "spec/spec_helper.rb"
   ]
   s.homepage = %q{http://github.com/hgavin/accumulators}
@@ -45,6 +47,7 @@ Gem::Specification.new do |s|
   s.test_files = [
     "spec/accumulators/count_spec.rb",
     "spec/accumulators/mean_spec.rb",
+    "spec/accumulators/meanvariance_spec.rb",
     "spec/spec_helper.rb"
   ]
 

data/lib/accumulators.rb

@@ -1,3 +1,6 @@
 module Accumulators
+  autoload :Count, "accumulators/count"
+  autoload :Mean, "accumulators/mean"
+  autoload :MeanVariance, "accumulators/meanvariance"
 end
 

data/lib/accumulators/meanvariance.rb

@@ -0,0 +1,44 @@
+
+module Accumulators
+  class MeanVariance
+    attr_reader :count, :mean, :sumsq
+
+    def initialize
+      @count = 0
+      @mean = 0.0
+      @sumsq = 0.0
+    end
+
+    def add(rhs)
+      if rhs.is_a? Numeric
+        @count += 1
+        delta = rhs - @mean
+        @mean += delta/@count
+        @sumsq += delta * (rhs - @mean)
+      elsif rhs.is_a? MeanVariance
+        if rhs.count > 0
+          newCount = @count + rhs.count
+          delta = rhs.mean - @mean
+
+          newMean = @mean + delta*rhs.count/newCount
+          newSumsq = @sumsq + rhs.sumsq + delta*delta*@count*rhs.count/newCount
+
+          @count = newCount
+          @mean = newMean
+          @sumsq = newSumsq
+        end
+      else
+        raise ArgumentError
+      end
+    end
+
+    def variance
+      @count > 1 ? (@sumsq / (@count)) : 0.0
+    end
+
+    def stddev
+      Math.sqrt(variance)
+    end
+
+  end
+end

data/spec/accumulators/count_spec.rb

@@ -1,8 +1,5 @@
 require 'spec_helper'
 
-require 'accumulators/count'
-
-
 describe "Accumulators" do
   describe "Count" do
     before :each do

data/spec/accumulators/mean_spec.rb

@@ -1,9 +1,5 @@
 require 'spec_helper'
 
-require 'accumulators/mean'
-
-EPSILON = 0.00001
-
 describe "Accumulators" do
   describe "Mean" do
     before :each do
@@ -16,9 +12,8 @@ describe "Accumulators" do
       end
 
       it "returns count and mean of 0 before anything is added to it" do
-        mean = Accumulators::Mean.new
-        mean.count.should == 0
-        mean.mean.should be_within(EPSILON).of(0.0)
+        @mean.count.should == 0
+        @mean.mean.should be_within(EPSILON).of(0.0)
       end
 
     end

data/spec/accumulators/meanvariance_spec.rb

@@ -0,0 +1,78 @@
+require 'spec_helper'
+
+
+describe "Accumulators" do
+  describe "MeanVariance" do
+    before :each do
+      @meanvar = Accumulators::MeanVariance.new
+    end
+
+    context "Creation" do
+      it "can be created" do
+        lambda{ Accumulators::MeanVariance.new }.should_not raise_error
+      end
+
+      it "returns count,mean,var of 0,0.0,0.0 before anything is added" do
+        @meanvar.count.should == 0
+        @meanvar.mean.should be_within(EPSILON).of(0.0)
+        @meanvar.variance.should be_within(EPSILON).of(0.0)
+      end
+    end
+
+    context "adding numbers or distributions" do
+      it "allows integers to be added" do
+        lambda{ @meanvar.add 5 }.should_not raise_error
+      end
+
+      it "allows floats to be added" do
+        lambda{ @meanvar.add 5.5 }.should_not raise_error
+      end
+
+      it "allows other MeanVar distributions to be added" do
+        lambda{ @meanvar.add Accumulators::MeanVariance.new }.should_not raise_error
+      end
+
+      it "raises an ArgumentError if a string is added" do
+        lambda{ @meanvar.add "1.5" }.should raise_error(ArgumentError)
+      end
+
+      it "raises an ArgumentError if a Mean accumulator is added" do
+        lambda{ @meanvar.add Accumulators::Mean.new }.should raise_error(ArgumentError)
+      end
+    end
+
+    context "correctness of calcs when adding numbers" do
+      it "should calculate the mean and variance correctly for a set of numbers" do
+        vals = []
+        1000.times do
+          vals << rand * 10000
+          @meanvar.add vals.last
+        end
+
+        @meanvar.count.should == vals.size
+        @meanvar.mean.should be_within(EPSILON).of(vals.reduce(:+)/vals.size)
+        @meanvar.variance.should be_within(EPSILON).of(vals.map{|v| (v - @meanvar.mean)**2}.reduce(:+) / vals.size)
+      end
+    end
+
+    context "correctness of calcs when adding MeanVariance accumulators" do
+      it "should combine two MeanVariances correctly" do
+        vals = []
+        mv2 = Accumulators::MeanVariance.new
+        500.times do
+          vals << rand * 10000
+          @meanvar.add vals.last
+          vals << rand * 1000
+          mv2.add vals.last
+        end
+
+        @meanvar.add(mv2)
+
+        @meanvar.count.should == vals.size
+        @meanvar.mean.should be_within(EPSILON).of(vals.reduce(:+)/vals.size)
+        @meanvar.variance.should be_within(EPSILON).of(vals.map{|v| (v - @meanvar.mean)**2}.reduce(:+) / vals.size)
+      end
+    end
+
+  end
+end

data/spec/spec_helper.rb

@@ -7,6 +7,8 @@ require 'accumulators'
 # in ./support/ and its subdirectories.
 Dir["#{File.dirname(__FILE__)}/support/**/*.rb"].each {|f| require f}
 
+EPSILON = 0.00001
+
 RSpec.configure do |config|
   
 end

metadata

@@ -5,8 +5,8 @@ version: !ruby/object:Gem::Version
   segments: 
   - 0
   - 1
-  - 1
-  version: 0.1.1
+  - 2
+  version: 0.1.2
 platform: ruby
 authors: 
 - Gavin Heavyside
@@ -101,8 +101,10 @@ files:
 - lib/accumulators.rb
 - lib/accumulators/count.rb
 - lib/accumulators/mean.rb
+- lib/accumulators/meanvariance.rb
 - spec/accumulators/count_spec.rb
 - spec/accumulators/mean_spec.rb
+- spec/accumulators/meanvariance_spec.rb
 - spec/spec_helper.rb
 has_rdoc: true
 homepage: http://github.com/hgavin/accumulators
@@ -118,7 +120,7 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements: 
   - - ">="
     - !ruby/object:Gem::Version 
-      hash: 3832926264692213424
+      hash: 1520470741894311647
       segments: 
       - 0
       version: "0"
@@ -140,4 +142,5 @@ summary: Statiscal accumulators for Ruby
 test_files: 
 - spec/accumulators/count_spec.rb
 - spec/accumulators/mean_spec.rb
+- spec/accumulators/meanvariance_spec.rb
 - spec/spec_helper.rb