alglib 0.1.2 → 1.0.0

data/ext/correlation.i

@@ -1,24 +0,0 @@
-%{
-#include "correlation.h"
-#include "ialglib.h"
-%}
-
-// Complete wrapping and testing
-
-double pearsoncorrelation(const ap::real_1d_array& x,
-     const ap::real_1d_array& y,
-     int n);
-     
-%rename(spearmanrankcorrelation) wrap_spearmanrankcorrelation;
-%inline %{
-double wrap_spearmanrankcorrelation(const ap::real_1d_array& x,
-     const ap::real_1d_array& y,
-     int n) {
-     ap::real_1d_array x1,y1;
-     x1=x;
-     y1=y;
-     return spearmanrankcorrelation(x1,y1,n);
-     
-}
-%}
-

data/ext/logit.i

@@ -1,89 +0,0 @@
-%{
-#include "logit.h"
-%}
-/**
-* Logit
-*/
-
-%rename (LogitModel) logitmodel;
-%rename (LogitMcState) logitmcstate;
-%rename (MNLReport) mnlreport;
-struct logitmodel
-{
-    ap::real_1d_array w;
-};
-struct logitmcstate
-{
-    bool brackt;
-    bool stage1;
-    int infoc;
-    double dg;
-    double dgm;
-    double dginit;
-    double dgtest;
-    double dgx;
-    double dgxm;
-    double dgy;
-    double dgym;
-    double finit;
-    double ftest1;
-    double fm;
-    double fx;
-    double fxm;
-    double fy;
-    double fym;
-    double stx;
-    double sty;
-    double stmin;
-    double stmax;
-    double width;
-    double width1;
-    double xtrapf;
-};
-struct mnlreport
-{
-    int ngrad;
-    int nhess;
-};
-
-
-void mnltrainh(const ap::real_2d_array& xy,
-     int npoints,
-     int nvars,
-     int nclasses,
-     int& info,
-     logitmodel& lm,
-     mnlreport& rep);
-
-     
-%rename(mnlprocess) wrap_mnlprocess;
-%inline %{
-VALUE wrap_mnlprocess(logitmodel& lm,
-     const ap::real_1d_array& x) {
-     ap::real_1d_array y;
-//     y.setlength(lm.w(3));
-     mnlprocess(lm,x,y);
-     // std::cout << "Saliendo";
-     return real1d_to_array(&y);
-}
-%}
-     
-     
-     
-void mnlunpack(const logitmodel& lm,
-     ap::real_2d_array& a,
-     int& nvars,
-     int& nclasses);
-     
-void mnlpack(const ap::real_2d_array& a,
-     int nvars,
-     int nclasses,
-     logitmodel& lm);
-
-     
-void mnlserialize(const logitmodel& lm, ap::real_1d_array& ra, int& rlen);
-     
-void mnlcopy(const logitmodel& lm1, logitmodel& lm2);
-
-void mnlunserialize(const ap::real_1d_array& ra, logitmodel& lm);
-double mnlavgce(logitmodel& lm, const ap::real_2d_array& xy, int npoints);

data/lib/alglib/correlation.rb

@@ -1,26 +0,0 @@
-module Alglib
-    # Retrieves Pearson correlation for two arrays
-    def self.pearson_correlation(a,b)
-        raise ArgumentError "argument should be the same size" if a.size!=b.size
-        Alglib_ext.pearsoncorrelation(a,b,a.size)
-    end
-    # Retrieves Spearman ranked correlation for two arrays
-    # Equal to Pearson correlation for ranked data
-
-    def self.spearman_correlation(a,b)
-        raise ArgumentError "argument should be the same size" if a.size!=b.size
-        Alglib_ext.spearmanrankcorrelation(a,b,a.size)
-    end
-    # Retrieves significance for pearson correlation for one or two tails
-    # Returns a hash with keys :both, :left and :right
-    def self.pearson_correlation_significance(r,size)
-        out={}
-        out[:both], out[:left], out[:right] = Alglib_ext.pearsoncorrelationsignificance(r, size)
-        out
-    end
-    def self.spearman_correlation_significance(r,size)
-        out={}
-        out[:both], out[:left], out[:right] = Alglib_ext.spearmanrankcorrelationsignificance(r, size)
-        out
-    end
-end

data/lib/alglib/linearregression.rb

@@ -1,63 +0,0 @@
-module Alglib
-    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
-            }
-        end
-        
-    end
-end

data/lib/alglib/logit.rb

@@ -1,42 +0,0 @@
-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_correlation.rb

@@ -1,44 +0,0 @@
-$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
-$:.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

@@ -1,45 +0,0 @@
-$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
-$:.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

@@ -1,19 +0,0 @@
-$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
-$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../ext"))
-
-require "test/unit"
-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

@@ -1,43 +0,0 @@
-$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
-$:.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

@@ -1,27 +0,0 @@
-$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
-$:.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