alglib 0.1.2 → 1.0.0

data/ext/alglib/alglib_util.cpp

@@ -1,5 +1,6 @@
 #include "alglib_util.h"
 
+
 VALUE real1d_to_array(ap::real_1d_array *x) {
     VALUE ar=rb_ary_new2(x->gethighbound()-x->getlowbound());
     for(uint i=x->getlowbound();i<=x->gethighbound();i++) {
@@ -7,12 +8,3 @@ VALUE real1d_to_array(ap::real_1d_array *x) {
     }
     return ar;
 }
-
-void array_to_real1d(VALUE ary, ap::real_1d_array *x) {
-    x->setlength(RARRAY_LEN(ary));
-    //std::cout << "Largo:" << RARRAY_LEN(ary) << "\n";
-    for(long i=0;i<RARRAY_LEN(ary);i++) {
-      //  std::cout << "i:" << i << "=" <<  rb_num2dbl(RARRAY_PTR(ary)[i]) <<"\n";
-        x->operator()(i)=rb_num2dbl(RARRAY_PTR(ary)[i]);
-    }
-}

data/ext/alglib/alglib_util.h

@@ -4,11 +4,9 @@
 
 #include "ap.h"
 #include "linreg.h"
-#include "logit.h"
-
 #include "ruby.h"
 
 VALUE real1d_to_array(ap::real_1d_array *x);
-void array_to_real1d(VALUE ary, ap::real_1d_array *x);
+
 
 #endif

data/ext/alglib/ap.h

@@ -40,7 +40,7 @@ OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 #include <string>
 #include <cstring>
 #include <math.h>
-#include <cstdio>
+
 #ifdef __BORLANDC__
 #include <list.h>
 #include <vector.h>

data/ext/extconf.rb

@@ -1,7 +1,5 @@
 require 'mkmf'
-require 'fileutils'
-$CFLAGS+=" -DEBUG "
 $libs = append_library($libs, "supc++")
 $libs = append_library($libs, "stdc++")
 create_makefile("alglib_ext","alglib")
-FileUtils.mv("Makefile","Makefile.#{RUBY_VERSION}")
+

data/lib/alglib.rb

@@ -1,5 +1,3 @@
-$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../ext"))
-$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
 require 'alglib_ext'
 require 'matrix'
 class Matrix
@@ -14,58 +12,67 @@ class Matrix
         a_matrix
     end
 end
-require 'alglib_version'
-require 'alglib/linearregression'
-require 'alglib/logit'
-require 'alglib/correlation'
-
-module Alglib_ext
-  class Real1dArray
-    def to_a
-      Alglib_ext.real1d_to_array(self)
-    end
-  end
-  class Real2dArray
-    def to_2d_a
-      a=self
-      lr=a.getlowbound(1)
-      lc=a.getlowbound(2)
-      hr=a.gethighbound(1)
-      hc=a.gethighbound(2)
-      out=[]
-      (lr..hr).each{|x|
-        row=[]
-        (lc..hc).each{|y|
-            row[y]=a[x,y]
-        }
-        out[x]=row
-      }
-      out
-    end
-  end
-end
-
 module Alglib
-    
-    def self.array_to_real1darray(a)
-        v=Alglib_ext::Real1dArray.new
-        Alglib_ext.array_to_real1d(a,v)
-        v
-    end
-    
-    def self.real2darray_to_array(a)
-        lr=a.getlowbound(1)
-        lc=a.getlowbound(2)
-        hr=a.gethighbound(1)
-        hc=a.gethighbound(2)
-        out=[]
-        (lr..hr).each{|x|
-            row=[]
-            (lc..hc).each{|y|
-                row[y]=a[x,y]
+    VERSION = '1.0.0'
+    class LinearRegression
+        attr_reader :model, :cases, :ivars
+        # Creates a Linear Regression 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::LinearModel.new
+            lr=Alglib_ext::LrReport.new
+            am=matrix.to_alglib_matrix
+            Alglib_ext::lrbuild(am,cases,ivars,lm,lr)
+            self.new(lm,lr,cases,ivars)
+        end
+        # Use with care...
+        def initialize(lm,lr,cases,ivars)
+            @model=lm
+            @report=lr
+            @cases=cases
+            @ivars=ivars
+        end
+        # Constant value. a on
+        # y= a+b1x1+b2x2...
+        
+        def constant
+            v=Alglib_ext::Real1dArray.new
+            Alglib_ext::lrunpack(@model,v, @ivars);
+            Alglib_ext.real1d_to_array(v).slice(-1)
+        end
+        # Array with b coeffs.  
+        def coeffs
+            v=Alglib_ext::Real1dArray.new
+            Alglib_ext::lrunpack(@model,v, @ivars);
+            Alglib_ext.real1d_to_array(v)[0,v.size]
+        end
+        # Predict an y value based on an array of predictors.
+        def process(vector)
+            Alglib_ext::lrprocess(@model,vector);
+        end
+        # A wrapper for lm_report
+        def report
+            {:c=>@report.c,
+                :rmserror=>@report.rmserror,
+                :avgerror=>@report.avgerror,
+                :avgrelerror=>@report.avgrelerror,
+                :cvrmserror=>@report.cvrmserror,
+                :cvavgerror=>@report.cvavgerror,
+                :cvavgrelerror=>@report.cvavgrelerror,
+                :ncvdefects=>@report.ncvdefects,
+                :cvdefects=>@report.cvdefects
             }
-            out[x]=row
-        }
-        out
+        end
+        
     end
 end

data/test/test_alglib.rb

@@ -1,52 +1,16 @@
-$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
-$:.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
+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

metadata

@@ -1,12 +1,7 @@
 --- !ruby/object:Gem::Specification 
 name: alglib
 version: !ruby/object:Gem::Version 
-  prerelease: false
-  segments: 
-  - 0
-  - 1
-  - 2
-  version: 0.1.2
+  version: 1.0.0
 platform: ruby
 authors: 
 - Claudio Bustos
@@ -14,51 +9,19 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2010-03-22 00:00:00 -03:00
+date: 2009-08-03 00:00:00 -04:00
 default_executable: 
 dependencies: 
-- !ruby/object:Gem::Dependency 
-  name: rubyforge
-  prerelease: false
-  requirement: &id001 !ruby/object:Gem::Requirement 
-    requirements: 
-    - - ">="
-      - !ruby/object:Gem::Version 
-        segments: 
-        - 2
-        - 0
-        - 4
-        version: 2.0.4
-  type: :development
-  version_requirements: *id001
-- !ruby/object:Gem::Dependency 
-  name: gemcutter
-  prerelease: false
-  requirement: &id002 !ruby/object:Gem::Requirement 
-    requirements: 
-    - - ">="
-      - !ruby/object:Gem::Version 
-        segments: 
-        - 0
-        - 5
-        - 0
-        version: 0.5.0
-  type: :development
-  version_requirements: *id002
 - !ruby/object:Gem::Dependency 
   name: hoe
-  prerelease: false
-  requirement: &id003 !ruby/object:Gem::Requirement 
+  type: :development
+  version_requirement: 
+  version_requirements: !ruby/object:Gem::Requirement 
     requirements: 
     - - ">="
       - !ruby/object:Gem::Version 
-        segments: 
-        - 2
-        - 5
-        - 1
-        version: 2.5.1
-  type: :development
-  version_requirements: *id003
+        version: 2.3.2
+    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
@@ -311,19 +274,9 @@ files:
 - 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: []
@@ -339,27 +292,20 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements: 
   - - ">="
     - !ruby/object:Gem::Version 
-      segments: 
-      - 0
       version: "0"
+  version: 
 required_rubygems_version: !ruby/object:Gem::Requirement 
   requirements: 
   - - ">="
     - !ruby/object:Gem::Version 
-      segments: 
-      - 0
       version: "0"
+  version: 
 requirements: []
 
 rubyforge_project: ruby-statsample
-rubygems_version: 1.3.6
+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

data/ext/ap.i

@@ -1,97 +0,0 @@
-%typemap(in) ap::real_1d_array {
-    $1 = new ap::real_1d_array();
-    $1->setlength(RARRAY_LEN($input));
-    for(long i=0;i<RARRAY_LEN($input);i++) {
-        $1->operator()(i)=rb_num2dbl(RARRAY_PTR($input)[i]);
-    }
-}
-
-
-%apply  ap::real_1d_array {ap::real_1d_array const &};
-
-namespace ap {
-/********************************************************************
-Template of a dynamical one-dimensional array
-********************************************************************/
-template<class T, bool Aligned = false>
-class template_1d_array
-{
-public:
-    template_1d_array(); 
-    ~template_1d_array();
-    template_1d_array(const template_1d_array &rhs);
-    %extend {
-        T __getitem__(int i) {
-            return $self->operator()(i);
-        };
-        T __setitem__(int i, T v) { 
-            return $self->operator()(i)=v;
-        };
-        int size() { 
-            return $self->gethighbound()-$self->getlowbound()+1;
-        }
-    }
-    
-    void setbounds( int iLow, int iHigh );
-    void setlength(int iLen);
-    void setcontent( int iLow, int iHigh, const T *pContent );
-    T* getcontent();
-    int getlowbound(int iBoundNum = 0);
-    int gethighbound(int iBoundNum = 0);
-};
-
-template<class T, bool Aligned = false>
-class template_2d_array
-{
-public:
-    template_2d_array();
-
-    ~template_2d_array();
-
-    template_2d_array(const template_2d_array &rhs);
-    T& operator()(int i1, int i2);
-    
-    void setbounds( int iLow1, int iHigh1, int iLow2, int iHigh2 );
-
-    void setlength(int iLen1, int iLen2);
-
-    void setcontent( int iLow1, int iHigh1, int iLow2, int iHigh2, const T *pContent );
-
-    int getlowbound(int iBoundNum) const;
-
-    int gethighbound(int iBoundNum) const;
-    
-    %extend {
-    double __getitem__(int x,int y) {
-        return $self->operator()(x,y);
-    }
-    void __setitem__(int x,int y, T val) {
-        $self->operator()(x,y)=val;
-    }
-
-}
-    
-};
-
-
-
-typedef template_1d_array<int>          integer_1d_array;
-typedef template_1d_array<double,true>  real_1d_array;
-typedef template_1d_array<complex>      complex_1d_array;
-typedef template_1d_array<bool>         boolean_1d_array;
-
-typedef template_2d_array<int>          integer_2d_array;
-typedef template_2d_array<double,true>  real_2d_array;
-typedef template_2d_array<complex>      complex_2d_array;
-typedef template_2d_array<bool>         boolean_2d_array;
-
-%template(Integer1dArray) template_1d_array<int>;
-%template(Real1dArray) template_1d_array<double,true>;
-%template(Boolean1dArray) template_1d_array<bool>;
-%template(Integer2dArray) template_2d_array<int>;
-%template(Real2dArray) template_2d_array<double,true>;
-};
-
-
-VALUE real1d_to_array(ap::real_1d_array *x);
-void array_to_real1d(VALUE ary, ap::real_1d_array *x);