alglib4 0.0.0 → 0.0.2

data/ext/alglib/alglib_statistics.cpp

@@ -0,0 +1,338 @@
+#include "alglib_statistics.h"
+
+// 1D array statistical functions
+Hash rb_samplemoments(Array x)
+{
+    Hash result;
+    auto a = ruby_array_to_real_1d_array(x);
+    double mean, variance, skewness, kurtosis;
+
+    alglib::samplemoments(a, x.size(), mean, variance, skewness, kurtosis, alglib::xdefault);
+
+    result["mean"] = mean;
+    result["variance"] = variance;
+    result["skewness"] = skewness;
+    result["kurtosis"] = kurtosis;
+
+    return result;
+}
+
+double rb_samplemean(Array x)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    return alglib::samplemean(a, x.size());
+}
+
+double rb_samplevariance(Array x)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    return alglib::samplevariance(a, x.size());
+}
+
+double rb_sampleskewness(Array x)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    return alglib::sampleskewness(a, x.size());
+}
+
+double rb_samplekurtosis(Array x)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    return alglib::samplekurtosis(a, x.size());
+}
+
+double rb_sampleadev(Array x)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    double adev;
+    alglib::sampleadev(a, x.size(), adev);
+    return adev;
+}
+
+double rb_samplemedian(Array x)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    double median;
+    alglib::samplemedian(a, x.size(), median);
+    return median;
+}
+
+double rb_samplepercentile(Array x, double p)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    double v;
+    alglib::samplepercentile(a, x.size(), p, v);
+    return v;
+}
+
+double rb_cov2(Array x, Array y)
+{
+    check_size(x, y);
+    auto a = ruby_array_to_real_1d_array(x);
+    auto b = ruby_array_to_real_1d_array(y);
+    return alglib::cov2(a, b, x.size());
+}
+
+double rb_pearsoncorr2(Array x, Array y)
+{
+    check_size(x, y);
+    auto a = ruby_array_to_real_1d_array(x);
+    auto b = ruby_array_to_real_1d_array(y);
+    return alglib::pearsoncorr2(a, b, x.size());
+}
+
+double rb_spearmancorr2(Array x, Array y)
+{
+    check_size(x, y);
+    auto a = ruby_array_to_real_1d_array(x);
+    auto b = ruby_array_to_real_1d_array(y);
+    return alglib::spearmancorr2(a, b, x.size());
+}
+
+// 2D array/matrix statistical functions
+
+// Covariance matrix
+Array rb_covm(Array x)
+{
+    auto a = ruby_array_to_real_2d_array(x);
+    int n = a.rows();
+    int m = a.cols();
+    alglib::real_2d_array c;
+    c.setlength(m, m);
+    alglib::covm(a, n, m, c, alglib::xdefault);
+    return real_2d_array_to_ruby_array(c);
+}
+
+Array rb_covm_with_size(Array x, int n, int m)
+{
+    auto a = ruby_array_to_real_2d_array(x);
+    alglib::real_2d_array c;
+    c.setlength(m, m);
+    alglib::covm(a, n, m, c, alglib::xdefault);
+    return real_2d_array_to_ruby_array(c);
+}
+
+// Pearson correlation matrix
+Array rb_pearsoncorrm(Array x)
+{
+    auto a = ruby_array_to_real_2d_array(x);
+    int n = a.rows();
+    int m = a.cols();
+    alglib::real_2d_array c;
+    c.setlength(m, m);
+    alglib::pearsoncorrm(a, n, m, c, alglib::xdefault);
+    return real_2d_array_to_ruby_array(c);
+}
+
+Array rb_pearsoncorrm_with_size(Array x, int n, int m)
+{
+    auto a = ruby_array_to_real_2d_array(x);
+    alglib::real_2d_array c;
+    c.setlength(m, m);
+    alglib::pearsoncorrm(a, n, m, c, alglib::xdefault);
+    return real_2d_array_to_ruby_array(c);
+}
+
+// Spearman correlation matrix
+Array rb_spearmancorrm(Array x)
+{
+    auto a = ruby_array_to_real_2d_array(x);
+    int n = a.rows();
+    int m = a.cols();
+    alglib::real_2d_array c;
+    c.setlength(m, m);
+    alglib::spearmancorrm(a, n, m, c, alglib::xdefault);
+    return real_2d_array_to_ruby_array(c);
+}
+
+Array rb_spearmancorrm_with_size(Array x, int n, int m)
+{
+    auto a = ruby_array_to_real_2d_array(x);
+    alglib::real_2d_array c;
+    c.setlength(m, m);
+    alglib::spearmancorrm(a, n, m, c, alglib::xdefault);
+    return real_2d_array_to_ruby_array(c);
+}
+
+// Cross-covariance matrix
+Array rb_covm2(Array x, Array y)
+{
+    auto a = ruby_array_to_real_2d_array(x);
+    auto b = ruby_array_to_real_2d_array(y);
+    int n = a.rows();
+    int m1 = a.cols();
+    int m2 = b.cols();
+    alglib::real_2d_array c;
+    c.setlength(m1, m2);
+    alglib::covm2(a, b, n, m1, m2, c, alglib::xdefault);
+    return real_2d_array_to_ruby_array(c);
+}
+
+Array rb_covm2_with_size(Array x, Array y, int n, int m1, int m2)
+{
+    auto a = ruby_array_to_real_2d_array(x);
+    auto b = ruby_array_to_real_2d_array(y);
+    alglib::real_2d_array c;
+    c.setlength(m1, m2);
+    alglib::covm2(a, b, n, m1, m2, c, alglib::xdefault);
+    return real_2d_array_to_ruby_array(c);
+}
+
+// Pearson cross-correlation matrix
+Array rb_pearsoncorrm2(Array x, Array y)
+{
+    auto a = ruby_array_to_real_2d_array(x);
+    auto b = ruby_array_to_real_2d_array(y);
+    int n = a.rows();
+    int m1 = a.cols();
+    int m2 = b.cols();
+    alglib::real_2d_array c;
+    c.setlength(m1, m2);
+    alglib::pearsoncorrm2(a, b, n, m1, m2, c, alglib::xdefault);
+    return real_2d_array_to_ruby_array(c);
+}
+
+Array rb_pearsoncorrm2_with_size(Array x, Array y, int n, int m1, int m2)
+{
+    auto a = ruby_array_to_real_2d_array(x);
+    auto b = ruby_array_to_real_2d_array(y);
+    alglib::real_2d_array c;
+    c.setlength(m1, m2);
+    alglib::pearsoncorrm2(a, b, n, m1, m2, c, alglib::xdefault);
+    return real_2d_array_to_ruby_array(c);
+}
+
+// Spearman cross-correlation matrix
+Array rb_spearmancorrm2(Array x, Array y)
+{
+    auto a = ruby_array_to_real_2d_array(x);
+    auto b = ruby_array_to_real_2d_array(y);
+    int n = a.rows();
+    int m1 = a.cols();
+    int m2 = b.cols();
+    alglib::real_2d_array c;
+    c.setlength(m1, m2);
+    alglib::spearmancorrm2(a, b, n, m1, m2, c, alglib::xdefault);
+    return real_2d_array_to_ruby_array(c);
+}
+
+Array rb_spearmancorrm2_with_size(Array x, Array y, int n, int m1, int m2)
+{
+    auto a = ruby_array_to_real_2d_array(x);
+    auto b = ruby_array_to_real_2d_array(y);
+    alglib::real_2d_array c;
+    c.setlength(m1, m2);
+    alglib::spearmancorrm2(a, b, n, m1, m2, c, alglib::xdefault);
+    return real_2d_array_to_ruby_array(c);
+}
+
+Array rb_rankdata(Array xy)
+{
+    auto a = ruby_array_to_real_2d_array(xy);
+    int npoints = a.rows();
+    int nfeatures = a.cols();
+    alglib::rankdata(a, npoints, nfeatures, alglib::xdefault);
+    return real_2d_array_to_ruby_array(a);
+}
+
+Array rb_rankdata_with_size(Array xy, int npoints, int nfeatures)
+{
+    auto a = ruby_array_to_real_2d_array(xy);
+    alglib::rankdata(a, npoints, nfeatures, alglib::xdefault);
+    return real_2d_array_to_ruby_array(a);
+}
+
+Array rb_rankdatacentered(Array xy)
+{
+    auto a = ruby_array_to_real_2d_array(xy);
+    int npoints = a.rows();
+    int nfeatures = a.cols();
+    alglib::rankdatacentered(a, npoints, nfeatures, alglib::xdefault);
+    return real_2d_array_to_ruby_array(a);
+}
+
+Array rb_rankdatacentered_with_size(Array xy, int npoints, int nfeatures)
+{
+    auto a = ruby_array_to_real_2d_array(xy);
+    alglib::rankdatacentered(a, npoints, nfeatures, alglib::xdefault);
+    return real_2d_array_to_ruby_array(a);
+}
+
+// Helper function to generic statistical tests
+template <typename Func, typename... Args>
+Hash perform_test(Func test, Args... args)
+{
+    Hash result;
+    double bothtails, lefttail, righttail;
+    test(args..., bothtails, lefttail, righttail, alglib::xdefault);
+    result["bothtails"] = bothtails;
+    result["lefttail"] = lefttail;
+    result["righttail"] = righttail;
+    return result;
+}
+
+Hash rb_pearsoncorrelationsignificance(double r, alglib::ae_int_t n)
+{
+    return perform_test(alglib::pearsoncorrelationsignificance, r, n);
+}
+
+Hash rb_spearmanrankcorrelationsignificance(double r, alglib::ae_int_t n)
+{
+    return perform_test(alglib::spearmanrankcorrelationsignificance, r, n);
+}
+
+Hash rb_jarqueberatest(Array x)
+{
+    Hash result;
+    auto a = ruby_array_to_real_1d_array(x);
+    double p;
+    alglib::jarqueberatest(a, x.size(), p);
+    result["p"] = p;
+    return result;
+}
+
+Hash rb_ftest(Array x, Array y)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    auto b = ruby_array_to_real_1d_array(y);
+    return perform_test(alglib::ftest, a, x.size(), b, y.size());
+}
+
+Hash rb_onesamplevariancetest(Array x, double variance)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    return perform_test(alglib::onesamplevariancetest, a, x.size(), variance);
+}
+
+Hash rb_wilcoxonsignedranktest(Array x, double e)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    return perform_test(alglib::wilcoxonsignedranktest, a, x.size(), e);
+}
+
+Hash rb_mannwhitneyutest(Array x, Array y)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    auto b = ruby_array_to_real_1d_array(y);
+    return perform_test(alglib::mannwhitneyutest, a, x.size(), b, y.size());
+}
+
+Hash rb_studentttest1(Array x, double mean)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    return perform_test(alglib::studentttest1, a, x.size(), mean);
+}
+
+Hash rb_studentttest2(Array x, Array y)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    auto b = ruby_array_to_real_1d_array(y);
+    return perform_test(alglib::studentttest2, a, x.size(), b, y.size());
+}
+
+Hash rb_unequalvariancettest(Array x, Array y)
+{
+    auto a = ruby_array_to_real_1d_array(x);
+    auto b = ruby_array_to_real_1d_array(y);
+    return perform_test(alglib::unequalvariancettest, a, x.size(), b, y.size());
+}

data/ext/alglib/alglib_statistics.h

@@ -0,0 +1,48 @@
+#include <rice/rice.hpp>
+#include <rice/stl.hpp>
+#include "statistics.h"
+#include "alglib_converters.h"
+#include "alglib_utils.h"
+
+using namespace Rice;
+
+Hash rb_samplemoments(Array x);
+double rb_samplemean(Array x);
+double rb_samplevariance(Array x);
+double rb_sampleskewness(Array x);
+double rb_samplekurtosis(Array x);
+double rb_sampleadev(Array x);
+double rb_samplemedian(Array x);
+double rb_samplepercentile(Array x, double p);
+double rb_cov2(Array x, Array y);
+double rb_pearsoncorr2(Array x, Array y);
+double rb_spearmancorr2(Array x, Array y);
+
+// 2D array/matrix statistical functions
+Array rb_covm(Array x);
+Array rb_covm_with_size(Array x, int n, int m);
+Array rb_pearsoncorrm(Array x);
+Array rb_pearsoncorrm_with_size(Array x, int n, int m);
+Array rb_spearmancorrm(Array x);
+Array rb_spearmancorrm_with_size(Array x, int n, int m);
+Array rb_covm2(Array x, Array y);
+Array rb_covm2_with_size(Array x, Array y, int n, int m1, int m2);
+Array rb_pearsoncorrm2(Array x, Array y);
+Array rb_pearsoncorrm2_with_size(Array x, Array y, int n, int m1, int m2);
+Array rb_spearmancorrm2(Array x, Array y);
+Array rb_spearmancorrm2_with_size(Array x, Array y, int n, int m1, int m2);
+Array rb_rankdata(Array xy);
+Array rb_rankdata_with_size(Array xy, int npoints, int nfeatures);
+Array rb_rankdatacentered(Array xy);
+Array rb_rankdatacentered_with_size(Array xy, int npoints, int nfeatures);
+
+Hash rb_pearsoncorrelationsignificance(double r, alglib::ae_int_t n);
+Hash rb_spearmanrankcorrelationsignificance(double r, alglib::ae_int_t n);
+Hash rb_jarqueberatest(Array x);
+Hash rb_ftest(Array x, Array y);
+Hash rb_onesamplevariancetest(Array x, double variance);
+Hash rb_wilcoxonsignedranktest(Array x, double e);
+Hash rb_mannwhitneyutest(Array x, Array y);
+Hash rb_studentttest1(Array x, double mean);
+Hash rb_studentttest2(Array x, Array y);
+Hash rb_unequalvariancettest(Array x, Array y);

data/lib/alglib/version.rb

@@ -1,3 +1,3 @@
 module Alglib
-  VERSION = '0.0.0'
+  VERSION = '0.0.2'
 end

metadata

@@ -1,13 +1,13 @@
 --- !ruby/object:Gem::Specification
 name: alglib4
 version: !ruby/object:Gem::Version
-  version: 0.0.0
+  version: 0.0.2
 platform: ruby
 authors:
 - kojix2
 bindir: bin
 cert_chain: []
-date: 2025-02-05 00:00:00.000000000 Z
+date: 1980-01-02 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rice
@@ -33,8 +33,17 @@ extra_rdoc_files: []
 files:
 - README.md
 - ext/alglib/alglib.cpp
-- ext/alglib/alglib_array_converters.cpp
-- ext/alglib/alglib_array_converters.h
+- ext/alglib/alglib.h
+- ext/alglib/alglib_alglibmisc.cpp
+- ext/alglib/alglib_alglibmisc.h
+- ext/alglib/alglib_converters.cpp
+- ext/alglib/alglib_converters.h
+- ext/alglib/alglib_dataanalysis.cpp
+- ext/alglib/alglib_dataanalysis.h
+- ext/alglib/alglib_specialfunctions.cpp
+- ext/alglib/alglib_specialfunctions.h
+- ext/alglib/alglib_statistics.cpp
+- ext/alglib/alglib_statistics.h
 - ext/alglib/alglib_utils.cpp
 - ext/alglib/alglib_utils.h
 - ext/alglib/alglibinternal.cpp
@@ -95,7 +104,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.6.2
+rubygems_version: 3.6.7
 specification_version: 4
 summary: ALGLIB for Ruby
 test_files: []

data/ext/alglib/alglib_array_converters.cpp

@@ -1,86 +0,0 @@
-#include "alglib_array_converters.h"
-
-alglib::real_1d_array ruby_array_to_real_1d_array(Array ruby_array)
-{
-    alglib::real_1d_array real_array;
-    real_array.setlength(ruby_array.size());
-    for (size_t i = 0; i < ruby_array.size(); i++)
-    {
-        real_array[i] = detail::From_Ruby<double>().convert(ruby_array[i].value());
-    }
-    return real_array;
-}
-
-alglib::integer_1d_array ruby_array_to_integer_1d_array(Array ruby_array)
-{
-    alglib::integer_1d_array integer_array;
-    integer_array.setlength(ruby_array.size());
-    for (size_t i = 0; i < ruby_array.size(); i++)
-    {
-        integer_array[i] = detail::From_Ruby<int>().convert(ruby_array[i].value());
-    }
-    return integer_array;
-}
-
-Array real_1d_array_to_ruby_array(const alglib::real_1d_array &arr)
-{
-    Array ruby_array;
-    for (int i = 0; i < arr.length(); ++i)
-    {
-        ruby_array.push(arr[i]);
-    }
-    return ruby_array;
-}
-
-Array integer_1d_array_to_ruby_array(const alglib::integer_1d_array &arr)
-{
-    Array ruby_array;
-    for (int i = 0; i < arr.length(); ++i)
-    {
-        ruby_array.push(arr[i]);
-    }
-    return ruby_array;
-}
-
-alglib::real_2d_array ruby_array_to_real_2d_array(Array ruby_array)
-{
-    if (ruby_array.size() == 0)
-    {
-        throw std::invalid_argument("Input array is empty");
-    }
-
-    int rows = ruby_array.size();
-    int cols = detail::From_Ruby<Array>().convert(ruby_array.call("first")).size();
-
-    alglib::real_2d_array real_array;
-    real_array.setlength(rows, cols);
-
-    for (int i = 0; i < rows; ++i)
-    {
-        Array row = detail::From_Ruby<Array>().convert(ruby_array[i].value());
-        if (row.size() != cols)
-        {
-            throw std::invalid_argument("All rows must have the same size");
-        }
-        for (int j = 0; j < cols; ++j)
-        {
-            real_array[i][j] = detail::From_Ruby<double>().convert(row[j].value());
-        }
-    }
-    return real_array;
-}
-
-Array real_2d_array_to_ruby_array(const alglib::real_2d_array &real_array)
-{
-    Array result;
-    for (int i = 0; i < real_array.rows(); i++)
-    {
-        Array row;
-        for (int j = 0; j < real_array.cols(); j++)
-        {
-            row.push(real_array[i][j]);
-        }
-        result.push(row);
-    }
-    return result;
-}

data/ext/alglib/alglib_array_converters.h

@@ -1,15 +0,0 @@
-#include <rice/rice.hpp>
-#include <rice/stl.hpp>
-#include "ap.h"
-
-using namespace Rice;
-
-extern "C"
-{
-  alglib::real_1d_array ruby_array_to_real_1d_array(Array ruby_array);
-  alglib::integer_1d_array ruby_array_to_integer_1d_array(Array ruby_array);
-  alglib::real_2d_array ruby_array_to_real_2d_array(Array ruby_array);
-  Array real_1d_array_to_ruby_array(const alglib::real_1d_array &arr);
-  Array real_2d_array_to_ruby_array(const alglib::real_2d_array &real_array);
-  Array integer_1d_array_to_ruby_array(const alglib::integer_1d_array &arr);
-}