alglib 0.1.1

data/lib/alglib/logit.rb

@@ -0,0 +1,42 @@
+module Alglib
+    class Logit
+        attr_reader :model, :cases, :ivars
+        # Creates a Logit object based on a Matrix
+        # EXAMPLE: 
+        #   require 'alglib'
+        #   matrix=Matrix[[2,3,4],[2,5,5],[1,5,3],[4,6,5]]
+        #   lr=Alglib::LinearRegression.build_from_matrix(matrix)
+        #     => #<Alglib::LinearRegression:0x7ffaf6c05dc0 @model=#<Alglib_ext::LinearModel:0x7ffaf6c05e60>, @cases=4, @report=#<Alglib_ext::LrReport:0x7ffaf6c05e10>, @ivars=2>
+        #     lr.coeffs
+        #     => [0.585714285714286, -0.0142857142857142]
+
+        def self.build_from_matrix(matrix)
+            raise "Argument should be a matrix" unless matrix.is_a? Matrix
+            cases=matrix.row_size
+            ivars=matrix.column_size-1
+            lm=Alglib_ext::LogitModel.new
+            lr=Alglib_ext::MNLReport.new
+            nclasses=matrix.column(matrix.column_size-1).to_a.uniq.size
+            am=matrix.to_alglib_matrix
+            Alglib_ext::mnltrainh(am,cases,ivars,nclasses,lm,lr)
+            self.new(lm,lr,cases,ivars,nclasses)
+        end
+        # Use with care...
+        def initialize(lm,lr,cases,ivars,nclasses)
+            @model=lm
+            @report=lr
+            @cases=cases
+            @ivars=ivars
+            @nclasses=nclasses
+        end
+        def process(vector)
+            Alglib_ext.mnlprocess(@model,vector)
+        end
+        def unpack
+            a2d=Alglib_ext::Real2dArray.new
+            Alglib_ext::mnlunpack(@model, a2d,@ivars,@nclasses);
+            Alglib.real2darray_to_array(a2d)
+        end
+
+    end
+end

data/test/test_alglib.rb

@@ -0,0 +1,52 @@
+$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
+$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../ext"))
+
+require "test/unit"
+begin
+    require 'statsample'
+    HAS_SS=true
+rescue
+    HAS_SS=false
+end
+
+if(HAS_GSL.nil?)
+begin
+    require 'rbgsl'
+    HAS_GSL=true
+rescue
+    HAS_GSL=false
+end
+end
+
+require "alglib"
+require 'matrix'
+class TestAlglib < Test::Unit::TestCase
+    def test_linear_regression
+        a=[1,3,2,4,3,5,4,6,5,7]
+        b=[3,3,4,4,5,5,6,6,4,4]
+        c=[11,22,30,40,50,65,78,79,99,100]
+        y=[3,4,5,6,7,8,9,10,20,30]
+        matrix=Matrix.columns([a,b,c,y])
+        lr=Alglib::LinearRegression.build_from_matrix(matrix)
+        assert_in_delta(0.695,lr.coeffs[0],0.001)
+        assert_in_delta(11.027,lr.constant,0.001)
+        assert_in_delta(1.785,lr.process([1,3,11]),0.001)
+  end
+  def test_array_to_real1darray
+      v=[1,2,3]
+      r1d=Alglib.array_to_real1darray(v)
+      assert_equal(3,r1d.size)
+      assert_equal(1,r1d[0])
+      assert_equal(2,r1d[1])
+      assert_equal(3,r1d[2])
+  end
+  def test_real2darray_to_array
+      m=Matrix[[0,3,4],[1,2,5],[3,5,6]]
+      v2=m.to_alglib_matrix
+      m2=Alglib.real2darray_to_array(v2)
+      assert_equal(3,m2.size)
+      assert_equal([0,3,4],m2[0])
+      assert_equal([1,2,5],m2[1])
+      assert_equal([3,5,6],m2[2])
+      end
+  end

data/test/test_correlation.rb

@@ -0,0 +1,44 @@
+$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
+$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../ext"))
+
+require "test/unit"
+begin
+    require 'statsample'
+    HAS_SS=true
+rescue
+    HAS_SS=false
+end
+
+if(HAS_GSL.nil?)
+begin
+    require 'rbgsl'
+    HAS_GSL=true
+rescue
+    HAS_GSL=false
+end
+end
+
+require "alglib"
+require 'matrix'
+class TestAlglibCorrelation < Test::Unit::TestCase
+  def test_correlation
+      a=[1,2,3,6,7,9,0,10]
+      b=[2,5,  7,8,4,8, 0,  5]
+
+      if(HAS_GSL)
+          a_gsl=GSL::Vector.alloc(a)
+          b_gsl=GSL::Vector.alloc(b)
+          corr_expected=GSL::Stats::correlation(a_gsl, b_gsl)
+          corr_alglib=Alglib.pearson_correlation(a,b)
+          assert_equal(corr_expected,corr_alglib)
+      end
+      if(HAS_SS)
+          va=a.to_vector(:scale)
+          vb=b.to_vector(:scale)
+          corr_expected=Statsample::Bivariate::spearman(va, vb)
+          corr_alglib=Alglib.spearman_correlation(a,b)
+          assert_in_delta(corr_expected,corr_alglib,0.001)
+      end
+  end
+
+end

data/test/test_correlationtest.rb

@@ -0,0 +1,45 @@
+$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
+$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../ext"))
+
+require "test/unit"
+begin
+    require 'statsample'
+    HAS_SS=true
+rescue
+    HAS_SS=false
+end
+
+if(HAS_GSL.nil?)
+begin
+    require 'rbgsl'
+    HAS_GSL=true
+rescue
+    HAS_GSL=false
+end
+end
+
+require "alglib"
+require 'matrix'
+class TestAlglibCorrelationTests < Test::Unit::TestCase
+    def test_pearson
+      a=[2,3,4,5,6,7,8,9 ,10,22,20]
+      b=[1,4,3,5,6,8,9,10,10,20,30]
+      r=Alglib.pearson_correlation(a,b)
+      t= Statsample::Bivariate.t_r(r, a.size)
+      out  = Alglib.pearson_correlation_significance(r, a.size)
+      assert_in_delta(out[:both], Statsample::Bivariate.prop_pearson(t,a.size), 0.0001)
+      assert_in_delta(out[:left], Statsample::Bivariate.prop_pearson(t, a.size,:left), 0.0001)
+      assert_in_delta(out[:right], Statsample::Bivariate.prop_pearson(t,a.size, :right), 0.0001)
+    end
+    def test_spearman
+      a=[2,3,4,5,6,7,8,9 ,10,22,20]
+      b=[1,4,3,5,6,8,9,10,10,20,30]
+      r=Alglib.spearman_correlation(a,b)
+      t= Statsample::Bivariate.t_r(r, a.size)
+      out  = Alglib.spearman_correlation_significance(r, a.size)
+      
+      assert_in_delta(out[:both], Statsample::Bivariate.prop_pearson(t,a.size), 0.0001)
+      assert_in_delta(out[:left], Statsample::Bivariate.prop_pearson(t, a.size,:left), 0.0001)
+      assert_in_delta(out[:right], Statsample::Bivariate.prop_pearson(t,a.size, :right), 0.0001)
+    end
+end

data/test/test_linreg.rb

@@ -0,0 +1,35 @@
+$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
+$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../ext"))
+
+require "test/unit"
+begin
+    require 'statsample'
+    HAS_SS=true
+rescue
+    HAS_SS=false
+end
+
+if(HAS_GSL.nil?)
+begin
+    require 'rbgsl'
+    HAS_GSL=true
+rescue
+    HAS_GSL=false
+end
+end
+
+require "alglib"
+require 'matrix'
+class TestAlglibLinreg < Test::Unit::TestCase
+    def test_linear_regression
+        a=[1,3,2,4,3,5,4,6,5,7]
+        b=[3,3,4,4,5,5,6,6,4,4]
+        c=[11,22,30,40,50,65,78,79,99,100]
+        y=[3,4,5,6,7,8,9,10,20,30]
+        matrix=Matrix.columns([a,b,c,y])
+        lr=Alglib::LinearRegression.build_from_matrix(matrix)
+        assert_in_delta(0.695,lr.coeffs[0],0.001)
+        assert_in_delta(11.027,lr.constant,0.001)
+        assert_in_delta(1.785,lr.process([1,3,11]),0.001)
+  end
+end

data/test/test_logit.rb

@@ -0,0 +1,43 @@
+$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
+$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../ext"))
+
+require "test/unit"
+begin
+    require 'statsample'
+    HAS_SS=true
+rescue
+    HAS_SS=false
+end
+
+if(HAS_GSL.nil?)
+begin
+    require 'rbgsl'
+    HAS_GSL=true
+rescue
+    HAS_GSL=false
+end
+end
+
+require "alglib"
+require 'matrix'
+class TestAlglib < Test::Unit::TestCase
+  def test_logit
+        a=[1,2,3,4,5,6,7,8,9,10]
+        b=[0,0,1,0,0,0,1,1,1,1]
+        matrix=Matrix.columns([a,b])
+        lr=Alglib::Logit.build_from_matrix(matrix)
+  end
+  def atest_logit_1
+      ds=Statsample::CSV.read(File.dirname(__FILE__)+"/sample_logit.csv")
+      ds['female'].recode! {|c|
+          c=='female' ? 1: 0
+      }
+      constant=[1]*(ds.cases)
+      matrix=Matrix.columns([ds['female'].data,ds['hon'].data])
+      lr=Alglib::Logit.build_from_matrix(matrix)
+      lr.unpack
+      matrix=Matrix.columns([ds['math'].data, ds['female'].data,ds['read'].data, ds['hon'].data])
+      lr=Alglib::Logit.build_from_matrix(matrix)
+
+  end
+end

data/test/test_pca.rb

@@ -0,0 +1,27 @@
+$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
+$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../ext"))
+require "test/unit"
+require "alglib"
+require 'matrix'
+class TestAlglibPca < Test::Unit::TestCase
+  def test_pca
+    a=[10,20,30,40,50,60,70,80,90,100]
+    b=[1.2,2.3,3.4,4,5,6,7,8,9,10]
+    c=[6,8,3,6,8,2,3,9,10,1]
+    d=[61,82,31,62,86,21,33,99,101,12]
+    matrix=Matrix.columns([a,b,c,d])
+    input_2d_array=matrix.to_alglib_matrix
+    npoints=a.size
+    nvars=4
+    info=1
+    s2=Alglib_ext::Real1dArray.new
+    v=Alglib_ext::Real2dArray.new
+    a=Alglib_ext.pcabuildbasis(input_2d_array,npoints,nvars, s2,v)
+    comp=s2.to_a
+    sum=comp.inject{|a,val| a+val}
+    
+    new=comp.collect{|val| (4.0*val).quo(sum)}
+    p new
+    p v.to_2d_a
+  end
+end

metadata

@@ -0,0 +1,326 @@
+--- !ruby/object:Gem::Specification 
+name: alglib
+version: !ruby/object:Gem::Version 
+  version: 0.1.1
+platform: ruby
+authors: 
+- Claudio Bustos
+autorequire: 
+bindir: bin
+cert_chain: []
+
+date: 2009-10-06 00:00:00 -04:00
+default_executable: 
+dependencies: 
+- !ruby/object:Gem::Dependency 
+  name: hoe
+  type: :development
+  version_requirement: 
+  version_requirements: !ruby/object:Gem::Requirement 
+    requirements: 
+    - - ">="
+      - !ruby/object:Gem::Version 
+        version: 2.3.3
+    version: 
+description: ALGLIB - is a multilingual collection of algorithms designed to solve problems in the field of numeric analysis and data processing. ALGLIB is distributed under a 3-clause BSD license. This license is unrestrictive and allows using the package both in open and proprietary programs and even relicensing the code (if the new license doesn't conflict with the terms of the 3-clause BSD license).
+email: 
+- clbustos@gmail.com
+executables: []
+
+extensions: 
+- ext/extconf.rb
+extra_rdoc_files: 
+- History.txt
+- Manifest.txt
+- README.txt
+files: 
+- History.txt
+- Manifest.txt
+- README.txt
+- Rakefile
+- ext/Rakefile
+- ext/alglib.i
+- ext/alglib/airyf.cpp
+- ext/alglib/airyf.h
+- ext/alglib/alglib.cpp
+- ext/alglib/alglib_util.cpp
+- ext/alglib/alglib_util.h
+- ext/alglib/ap.cpp
+- ext/alglib/ap.english.html
+- ext/alglib/ap.h
+- ext/alglib/ap.russian.html
+- ext/alglib/apvt.h
+- ext/alglib/bdss.cpp
+- ext/alglib/bdss.h
+- ext/alglib/bdsvd.cpp
+- ext/alglib/bdsvd.h
+- ext/alglib/bessel.cpp
+- ext/alglib/bessel.h
+- ext/alglib/betaf.cpp
+- ext/alglib/betaf.h
+- ext/alglib/bidiagonal.cpp
+- ext/alglib/bidiagonal.h
+- ext/alglib/binomialdistr.cpp
+- ext/alglib/binomialdistr.h
+- ext/alglib/blas.cpp
+- ext/alglib/blas.h
+- ext/alglib/cblas.cpp
+- ext/alglib/cblas.h
+- ext/alglib/cdet.cpp
+- ext/alglib/cdet.h
+- ext/alglib/chebyshev.cpp
+- ext/alglib/chebyshev.h
+- ext/alglib/chisquaredistr.cpp
+- ext/alglib/chisquaredistr.h
+- ext/alglib/cholesky.cpp
+- ext/alglib/cholesky.h
+- ext/alglib/cinverse.cpp
+- ext/alglib/cinverse.h
+- ext/alglib/clu.cpp
+- ext/alglib/clu.h
+- ext/alglib/correlation.cpp
+- ext/alglib/correlation.h
+- ext/alglib/correlationtests.cpp
+- ext/alglib/correlationtests.h
+- ext/alglib/crcond.cpp
+- ext/alglib/crcond.h
+- ext/alglib/creflections.cpp
+- ext/alglib/creflections.h
+- ext/alglib/csolve.cpp
+- ext/alglib/csolve.h
+- ext/alglib/ctrinverse.cpp
+- ext/alglib/ctrinverse.h
+- ext/alglib/ctrlinsolve.cpp
+- ext/alglib/ctrlinsolve.h
+- ext/alglib/dawson.cpp
+- ext/alglib/dawson.h
+- ext/alglib/descriptivestatistics.cpp
+- ext/alglib/descriptivestatistics.h
+- ext/alglib/det.cpp
+- ext/alglib/det.h
+- ext/alglib/dforest.cpp
+- ext/alglib/dforest.h
+- ext/alglib/elliptic.cpp
+- ext/alglib/elliptic.h
+- ext/alglib/estnorm.cpp
+- ext/alglib/estnorm.h
+- ext/alglib/expintegrals.cpp
+- ext/alglib/expintegrals.h
+- ext/alglib/faq.english.html
+- ext/alglib/faq.russian.html
+- ext/alglib/fdistr.cpp
+- ext/alglib/fdistr.h
+- ext/alglib/fresnel.cpp
+- ext/alglib/fresnel.h
+- ext/alglib/gammaf.cpp
+- ext/alglib/gammaf.h
+- ext/alglib/gqgengauss.cpp
+- ext/alglib/gqgengauss.h
+- ext/alglib/gqgenhermite.cpp
+- ext/alglib/gqgenhermite.h
+- ext/alglib/gqgenjacobi.cpp
+- ext/alglib/gqgenjacobi.h
+- ext/alglib/gqgenlaguerre.cpp
+- ext/alglib/gqgenlaguerre.h
+- ext/alglib/gqgenlegendre.cpp
+- ext/alglib/gqgenlegendre.h
+- ext/alglib/gqgenlobatto.cpp
+- ext/alglib/gqgenlobatto.h
+- ext/alglib/gqgenradau.cpp
+- ext/alglib/gqgenradau.h
+- ext/alglib/hbisinv.cpp
+- ext/alglib/hbisinv.h
+- ext/alglib/hblas.cpp
+- ext/alglib/hblas.h
+- ext/alglib/hcholesky.cpp
+- ext/alglib/hcholesky.h
+- ext/alglib/hermite.cpp
+- ext/alglib/hermite.h
+- ext/alglib/hessenberg.cpp
+- ext/alglib/hessenberg.h
+- ext/alglib/hevd.cpp
+- ext/alglib/hevd.h
+- ext/alglib/hsschur.cpp
+- ext/alglib/hsschur.h
+- ext/alglib/htridiagonal.cpp
+- ext/alglib/htridiagonal.h
+- ext/alglib/ialglib.cpp
+- ext/alglib/ialglib.h
+- ext/alglib/ibetaf.cpp
+- ext/alglib/ibetaf.h
+- ext/alglib/igammaf.cpp
+- ext/alglib/igammaf.h
+- ext/alglib/inv.cpp
+- ext/alglib/inv.h
+- ext/alglib/inverseupdate.cpp
+- ext/alglib/inverseupdate.h
+- ext/alglib/jacobianelliptic.cpp
+- ext/alglib/jacobianelliptic.h
+- ext/alglib/jarquebera.cpp
+- ext/alglib/jarquebera.h
+- ext/alglib/kmeans.cpp
+- ext/alglib/kmeans.h
+- ext/alglib/laguerre.cpp
+- ext/alglib/laguerre.h
+- ext/alglib/lbfgs.cpp
+- ext/alglib/lbfgs.h
+- ext/alglib/lda.cpp
+- ext/alglib/lda.h
+- ext/alglib/ldlt.cpp
+- ext/alglib/ldlt.h
+- ext/alglib/leastsquares.cpp
+- ext/alglib/leastsquares.h
+- ext/alglib/legendre.cpp
+- ext/alglib/legendre.h
+- ext/alglib/linreg.cpp
+- ext/alglib/linreg.h
+- ext/alglib/logit.cpp
+- ext/alglib/logit.h
+- ext/alglib/lq.cpp
+- ext/alglib/lq.h
+- ext/alglib/lu.cpp
+- ext/alglib/lu.h
+- ext/alglib/Makefile
+- ext/alglib/mannwhitneyu.cpp
+- ext/alglib/mannwhitneyu.h
+- ext/alglib/minlm.cpp
+- ext/alglib/minlm.h
+- ext/alglib/mlpbase.cpp
+- ext/alglib/mlpbase.h
+- ext/alglib/mlpe.cpp
+- ext/alglib/mlpe.h
+- ext/alglib/mlptrain.cpp
+- ext/alglib/mlptrain.h
+- ext/alglib/nearunityunit.cpp
+- ext/alglib/nearunityunit.h
+- ext/alglib/normaldistr.cpp
+- ext/alglib/normaldistr.h
+- ext/alglib/nsevd.cpp
+- ext/alglib/nsevd.h
+- ext/alglib/pca.cpp
+- ext/alglib/pca.h
+- ext/alglib/poissondistr.cpp
+- ext/alglib/poissondistr.h
+- ext/alglib/polinterpolation.cpp
+- ext/alglib/polinterpolation.h
+- ext/alglib/psif.cpp
+- ext/alglib/psif.h
+- ext/alglib/qr.cpp
+- ext/alglib/qr.h
+- ext/alglib/ratinterpolation.cpp
+- ext/alglib/ratinterpolation.h
+- ext/alglib/rcond.cpp
+- ext/alglib/rcond.h
+- ext/alglib/reflections.cpp
+- ext/alglib/reflections.h
+- ext/alglib/rotations.cpp
+- ext/alglib/rotations.h
+- ext/alglib/rsolve.cpp
+- ext/alglib/rsolve.h
+- ext/alglib/sbisinv.cpp
+- ext/alglib/sbisinv.h
+- ext/alglib/sblas.cpp
+- ext/alglib/sblas.h
+- ext/alglib/schur.cpp
+- ext/alglib/schur.h
+- ext/alglib/sdet.cpp
+- ext/alglib/sdet.h
+- ext/alglib/sevd.cpp
+- ext/alglib/sevd.h
+- ext/alglib/sinverse.cpp
+- ext/alglib/sinverse.h
+- ext/alglib/spddet.cpp
+- ext/alglib/spddet.h
+- ext/alglib/spdgevd.cpp
+- ext/alglib/spdgevd.h
+- ext/alglib/spdinverse.cpp
+- ext/alglib/spdinverse.h
+- ext/alglib/spdrcond.cpp
+- ext/alglib/spdrcond.h
+- ext/alglib/spdsolve.cpp
+- ext/alglib/spdsolve.h
+- ext/alglib/spline2d.cpp
+- ext/alglib/spline2d.h
+- ext/alglib/spline3.cpp
+- ext/alglib/spline3.h
+- ext/alglib/srcond.cpp
+- ext/alglib/srcond.h
+- ext/alglib/ssolve.cpp
+- ext/alglib/ssolve.h
+- ext/alglib/stdafx.h
+- ext/alglib/stest.cpp
+- ext/alglib/stest.h
+- ext/alglib/studenttdistr.cpp
+- ext/alglib/studenttdistr.h
+- ext/alglib/studentttests.cpp
+- ext/alglib/studentttests.h
+- ext/alglib/svd.cpp
+- ext/alglib/svd.h
+- ext/alglib/tdbisinv.cpp
+- ext/alglib/tdbisinv.h
+- ext/alglib/tdevd.cpp
+- ext/alglib/tdevd.h
+- ext/alglib/tridiagonal.cpp
+- ext/alglib/tridiagonal.h
+- ext/alglib/trigintegrals.cpp
+- ext/alglib/trigintegrals.h
+- ext/alglib/trinverse.cpp
+- ext/alglib/trinverse.h
+- ext/alglib/trlinsolve.cpp
+- ext/alglib/trlinsolve.h
+- ext/alglib/tsort.cpp
+- ext/alglib/tsort.h
+- ext/alglib/variancetests.cpp
+- ext/alglib/variancetests.h
+- ext/alglib/wsr.cpp
+- ext/alglib/wsr.h
+- ext/ap.i
+- ext/correlation.i
+- ext/extconf.rb
+- ext/logit.i
+- lib/alglib.rb
+- lib/alglib/correlation.rb
+- lib/alglib/linearregression.rb
+- lib/alglib/logit.rb
+- test/test_alglib.rb
+- test/test_correlation.rb
+- test/test_correlationtest.rb
+- test/test_linreg.rb
+- test/test_logit.rb
+has_rdoc: true
+homepage: http://rubyforge.org/projects/ruby-statsample/
+licenses: []
+
+post_install_message: 
+rdoc_options: 
+- --main
+- README.txt
+require_paths: 
+- lib
+- ext
+required_ruby_version: !ruby/object:Gem::Requirement 
+  requirements: 
+  - - ">="
+    - !ruby/object:Gem::Version 
+      version: "0"
+  version: 
+required_rubygems_version: !ruby/object:Gem::Requirement 
+  requirements: 
+  - - ">="
+    - !ruby/object:Gem::Version 
+      version: "0"
+  version: 
+requirements: []
+
+rubyforge_project: ruby-statsample
+rubygems_version: 1.3.5
+signing_key: 
+specification_version: 3
+summary: ALGLIB - is a multilingual collection of algorithms designed to solve problems in the field of numeric analysis and data processing
+test_files: 
+- test/test_correlation.rb
+- test/test_correlationtest.rb
+- test/test_alglib.rb
+- test/test_pca.rb
+- test/test_logit.rb
+- test/test_linreg.rb