accumulators 0.1.1 → 0.1.2
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- data/VERSION +1 -1
- data/accumulators.gemspec +4 -1
- data/lib/accumulators.rb +3 -0
- data/lib/accumulators/meanvariance.rb +44 -0
- data/spec/accumulators/count_spec.rb +0 -3
- data/spec/accumulators/mean_spec.rb +2 -7
- data/spec/accumulators/meanvariance_spec.rb +78 -0
- data/spec/spec_helper.rb +2 -0
- metadata +6 -3
data/VERSION
CHANGED
@@ -1 +1 @@
|
|
1
|
-
0.1.
|
1
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+
0.1.2
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data/accumulators.gemspec
CHANGED
@@ -5,7 +5,7 @@
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|
5
5
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|
6
6
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Gem::Specification.new do |s|
|
7
7
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s.name = %q{accumulators}
|
8
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-
s.version = "0.1.
|
8
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+
s.version = "0.1.2"
|
9
9
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|
10
10
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s.required_rubygems_version = Gem::Requirement.new(">= 0") if s.respond_to? :required_rubygems_version=
|
11
11
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s.authors = ["Gavin Heavyside"]
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@@ -33,8 +33,10 @@ Gem::Specification.new do |s|
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|
33
33
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"lib/accumulators.rb",
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34
34
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"lib/accumulators/count.rb",
|
35
35
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"lib/accumulators/mean.rb",
|
36
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+
"lib/accumulators/meanvariance.rb",
|
36
37
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"spec/accumulators/count_spec.rb",
|
37
38
|
"spec/accumulators/mean_spec.rb",
|
39
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+
"spec/accumulators/meanvariance_spec.rb",
|
38
40
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"spec/spec_helper.rb"
|
39
41
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]
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40
42
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s.homepage = %q{http://github.com/hgavin/accumulators}
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@@ -45,6 +47,7 @@ Gem::Specification.new do |s|
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45
47
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s.test_files = [
|
46
48
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"spec/accumulators/count_spec.rb",
|
47
49
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"spec/accumulators/mean_spec.rb",
|
50
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+
"spec/accumulators/meanvariance_spec.rb",
|
48
51
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"spec/spec_helper.rb"
|
49
52
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]
|
50
53
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|
data/lib/accumulators.rb
CHANGED
@@ -0,0 +1,44 @@
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1
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+
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2
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+
module Accumulators
|
3
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+
class MeanVariance
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4
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+
attr_reader :count, :mean, :sumsq
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5
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+
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6
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+
def initialize
|
7
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+
@count = 0
|
8
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+
@mean = 0.0
|
9
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+
@sumsq = 0.0
|
10
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+
end
|
11
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+
|
12
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+
def add(rhs)
|
13
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+
if rhs.is_a? Numeric
|
14
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+
@count += 1
|
15
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+
delta = rhs - @mean
|
16
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+
@mean += delta/@count
|
17
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+
@sumsq += delta * (rhs - @mean)
|
18
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+
elsif rhs.is_a? MeanVariance
|
19
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+
if rhs.count > 0
|
20
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+
newCount = @count + rhs.count
|
21
|
+
delta = rhs.mean - @mean
|
22
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+
|
23
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+
newMean = @mean + delta*rhs.count/newCount
|
24
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+
newSumsq = @sumsq + rhs.sumsq + delta*delta*@count*rhs.count/newCount
|
25
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+
|
26
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+
@count = newCount
|
27
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+
@mean = newMean
|
28
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+
@sumsq = newSumsq
|
29
|
+
end
|
30
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+
else
|
31
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+
raise ArgumentError
|
32
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+
end
|
33
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+
end
|
34
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+
|
35
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+
def variance
|
36
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+
@count > 1 ? (@sumsq / (@count)) : 0.0
|
37
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+
end
|
38
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+
|
39
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+
def stddev
|
40
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+
Math.sqrt(variance)
|
41
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+
end
|
42
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+
|
43
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+
end
|
44
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+
end
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@@ -1,9 +1,5 @@
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1
1
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require 'spec_helper'
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2
2
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3
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-
require 'accumulators/mean'
|
4
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-
|
5
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-
EPSILON = 0.00001
|
6
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-
|
7
3
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describe "Accumulators" do
|
8
4
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describe "Mean" do
|
9
5
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before :each do
|
@@ -16,9 +12,8 @@ describe "Accumulators" do
|
|
16
12
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end
|
17
13
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|
18
14
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it "returns count and mean of 0 before anything is added to it" do
|
19
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-
mean
|
20
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-
mean.
|
21
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-
mean.mean.should be_within(EPSILON).of(0.0)
|
15
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+
@mean.count.should == 0
|
16
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+
@mean.mean.should be_within(EPSILON).of(0.0)
|
22
17
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end
|
23
18
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|
24
19
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end
|
@@ -0,0 +1,78 @@
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1
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+
require 'spec_helper'
|
2
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+
|
3
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+
|
4
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+
describe "Accumulators" do
|
5
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+
describe "MeanVariance" do
|
6
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+
before :each do
|
7
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+
@meanvar = Accumulators::MeanVariance.new
|
8
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+
end
|
9
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+
|
10
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+
context "Creation" do
|
11
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it "can be created" do
|
12
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+
lambda{ Accumulators::MeanVariance.new }.should_not raise_error
|
13
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+
end
|
14
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+
|
15
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+
it "returns count,mean,var of 0,0.0,0.0 before anything is added" do
|
16
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+
@meanvar.count.should == 0
|
17
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+
@meanvar.mean.should be_within(EPSILON).of(0.0)
|
18
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+
@meanvar.variance.should be_within(EPSILON).of(0.0)
|
19
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+
end
|
20
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+
end
|
21
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+
|
22
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+
context "adding numbers or distributions" do
|
23
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+
it "allows integers to be added" do
|
24
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+
lambda{ @meanvar.add 5 }.should_not raise_error
|
25
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+
end
|
26
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+
|
27
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+
it "allows floats to be added" do
|
28
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+
lambda{ @meanvar.add 5.5 }.should_not raise_error
|
29
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+
end
|
30
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+
|
31
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+
it "allows other MeanVar distributions to be added" do
|
32
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+
lambda{ @meanvar.add Accumulators::MeanVariance.new }.should_not raise_error
|
33
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+
end
|
34
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+
|
35
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+
it "raises an ArgumentError if a string is added" do
|
36
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+
lambda{ @meanvar.add "1.5" }.should raise_error(ArgumentError)
|
37
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+
end
|
38
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+
|
39
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+
it "raises an ArgumentError if a Mean accumulator is added" do
|
40
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+
lambda{ @meanvar.add Accumulators::Mean.new }.should raise_error(ArgumentError)
|
41
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+
end
|
42
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+
end
|
43
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+
|
44
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+
context "correctness of calcs when adding numbers" do
|
45
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+
it "should calculate the mean and variance correctly for a set of numbers" do
|
46
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+
vals = []
|
47
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+
1000.times do
|
48
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+
vals << rand * 10000
|
49
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+
@meanvar.add vals.last
|
50
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+
end
|
51
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+
|
52
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+
@meanvar.count.should == vals.size
|
53
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+
@meanvar.mean.should be_within(EPSILON).of(vals.reduce(:+)/vals.size)
|
54
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+
@meanvar.variance.should be_within(EPSILON).of(vals.map{|v| (v - @meanvar.mean)**2}.reduce(:+) / vals.size)
|
55
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+
end
|
56
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+
end
|
57
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+
|
58
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+
context "correctness of calcs when adding MeanVariance accumulators" do
|
59
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+
it "should combine two MeanVariances correctly" do
|
60
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+
vals = []
|
61
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+
mv2 = Accumulators::MeanVariance.new
|
62
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+
500.times do
|
63
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+
vals << rand * 10000
|
64
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+
@meanvar.add vals.last
|
65
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+
vals << rand * 1000
|
66
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+
mv2.add vals.last
|
67
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+
end
|
68
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+
|
69
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+
@meanvar.add(mv2)
|
70
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+
|
71
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+
@meanvar.count.should == vals.size
|
72
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+
@meanvar.mean.should be_within(EPSILON).of(vals.reduce(:+)/vals.size)
|
73
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+
@meanvar.variance.should be_within(EPSILON).of(vals.map{|v| (v - @meanvar.mean)**2}.reduce(:+) / vals.size)
|
74
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+
end
|
75
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+
end
|
76
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+
|
77
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+
end
|
78
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+
end
|
data/spec/spec_helper.rb
CHANGED
metadata
CHANGED
@@ -5,8 +5,8 @@ version: !ruby/object:Gem::Version
|
|
5
5
|
segments:
|
6
6
|
- 0
|
7
7
|
- 1
|
8
|
-
-
|
9
|
-
version: 0.1.
|
8
|
+
- 2
|
9
|
+
version: 0.1.2
|
10
10
|
platform: ruby
|
11
11
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authors:
|
12
12
|
- Gavin Heavyside
|
@@ -101,8 +101,10 @@ files:
|
|
101
101
|
- lib/accumulators.rb
|
102
102
|
- lib/accumulators/count.rb
|
103
103
|
- lib/accumulators/mean.rb
|
104
|
+
- lib/accumulators/meanvariance.rb
|
104
105
|
- spec/accumulators/count_spec.rb
|
105
106
|
- spec/accumulators/mean_spec.rb
|
107
|
+
- spec/accumulators/meanvariance_spec.rb
|
106
108
|
- spec/spec_helper.rb
|
107
109
|
has_rdoc: true
|
108
110
|
homepage: http://github.com/hgavin/accumulators
|
@@ -118,7 +120,7 @@ required_ruby_version: !ruby/object:Gem::Requirement
|
|
118
120
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requirements:
|
119
121
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- - ">="
|
120
122
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- !ruby/object:Gem::Version
|
121
|
-
hash:
|
123
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+
hash: 1520470741894311647
|
122
124
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segments:
|
123
125
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- 0
|
124
126
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version: "0"
|
@@ -140,4 +142,5 @@ summary: Statiscal accumulators for Ruby
|
|
140
142
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test_files:
|
141
143
|
- spec/accumulators/count_spec.rb
|
142
144
|
- spec/accumulators/mean_spec.rb
|
145
|
+
- spec/accumulators/meanvariance_spec.rb
|
143
146
|
- spec/spec_helper.rb
|