bio-statsample-timeseries 0.1.1
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- data/.document +5 -0
- data/.travis.yml +13 -0
- data/Gemfile +21 -0
- data/LICENSE.txt +20 -0
- data/README.md +47 -0
- data/README.rdoc +48 -0
- data/Rakefile +48 -0
- data/VERSION +1 -0
- data/bin/bio-statsample-timeseries +74 -0
- data/features/acf.feature +31 -0
- data/features/pacf.feature +42 -0
- data/features/step_definitions/bio-statsample-timeseries_steps.rb +0 -0
- data/features/step_definitions/step_definitions.rb +37 -0
- data/features/step_definitions/step_definitions_acf.rb +8 -0
- data/features/support/env.rb +15 -0
- data/lib/bio-statsample-timeseries.rb +16 -0
- data/lib/bio-statsample-timeseries/arima.rb +124 -0
- data/lib/bio-statsample-timeseries/statsample-timeseries.rb +2 -0
- data/lib/bio-statsample-timeseries/timeseries.rb +181 -0
- data/lib/bio-statsample-timeseries/timeseries/pacf.rb +100 -0
- data/test/fixtures/stock_data.csv +500 -0
- data/test/helper.rb +81 -0
- data/test/test_arima_simulators.rb +176 -0
- data/test/test_pacf.rb +52 -0
- data/test/test_tseries.rb +103 -0
- data/test/test_wald.rb +71 -0
- metadata +256 -0
data/.document
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data/.travis.yml
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language: ruby
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rvm:
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- 1.9.2
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- 1.9.3
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- 2.0.0
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- jruby-19mode # JRuby in 1.9 mode
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- rbx-19mode
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# - 1.8.7
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# - jruby-18mode # JRuby in 1.8 mode
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# - rbx-18mode
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# uncomment this line if your project needs to run something other than `rake`:
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# script: bundle exec rspec spec
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data/Gemfile
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source "http://rubygems.org"
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gem 'statsample', '=1.2.0'
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# Add dependencies required to use your gem here.
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# Example:
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gem "activesupport", "= 3.2.10"
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# Add dependencies to develop your gem here.
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# Include everything needed to run rake, tests, features, etc.
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group :development do
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gem "shoulda", ">= 0"
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gem "rdoc", "~> 3.12"
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gem "minitest", "~> 4.7.5"
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gem "cucumber", ">= 0"
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gem "bundler", "~> 1.3.5"
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gem "jeweler", "~> 1.8.4"
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gem "bio", ">= 1.4.2"
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gem "rdoc", "~> 3.12"
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gem 'mocha', '~> 0.14.0'
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end
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data/LICENSE.txt
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Copyright (c) 2013 Ankur Goel
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Permission is hereby granted, free of charge, to any person obtaining
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a copy of this software and associated documentation files (the
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"Software"), to deal in the Software without restriction, including
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without limitation the rights to use, copy, modify, merge, publish,
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distribute, sublicense, and/or sell copies of the Software, and to
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permit persons to whom the Software is furnished to do so, subject to
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the following conditions:
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The above copyright notice and this permission notice shall be
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included in all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
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LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
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OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
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WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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data/README.md
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# bio-statsample-timeseries
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[![Build Status](https://secure.travis-ci.org/AnkurGel/bioruby-statsample-timeseries.png)](http://travis-ci.org/ankurgel/bioruby-statsample-timeseries)
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Full description goes here
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Note: this software is under active development!
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## Installation
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```sh
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gem install bio-statsample-timeseries
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```
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## Usage
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```ruby
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require 'bio-statsample-timeseries'
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```
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The API doc is online. For more code examples see the test files in
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the source tree.
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## Project home page
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Information on the source tree, documentation, examples, issues and
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how to contribute, see
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http://github.com/ankurgel/bioruby-statsample-timeseries
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The BioRuby community is on IRC server: irc.freenode.org, channel: #bioruby.
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## Cite
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If you use this software, please cite one of
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* [BioRuby: bioinformatics software for the Ruby programming language](http://dx.doi.org/10.1093/bioinformatics/btq475)
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* [Biogem: an effective tool-based approach for scaling up open source software development in bioinformatics](http://dx.doi.org/10.1093/bioinformatics/bts080)
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## Biogems.info
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This Biogem is published at [#bio-statsample-timeseries](http://biogems.info/index.html)
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## Copyright
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Copyright (c) 2013 Ankur Goel. See LICENSE.txt for further details.
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data/README.rdoc
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= bio-statsample-timeseries
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{<img
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src="https://secure.travis-ci.org/ankurgel/bioruby-statsample-timeseries.png"
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/>}[http://travis-ci.org/#!/ankurgel/bioruby-statsample-timeseries]
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Full description goes here
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Note: this software is under active development!
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== Installation
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gem install bio-statsample-timeseries
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== Usage
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== Developers
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To use the library
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require 'bio-statsample-timeseries'
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The API doc is online. For more code examples see also the test files in
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the source tree.
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== Project home page
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Information on the source tree, documentation, issues and how to contribute, see
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http://github.com/ankurgel/bioruby-statsample-timeseries
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The BioRuby community is on IRC server: irc.freenode.org, channel: #bioruby.
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== Cite
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+
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If you use this software, please cite one of
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* [BioRuby: bioinformatics software for the Ruby programming language](http://dx.doi.org/10.1093/bioinformatics/btq475)
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* [Biogem: an effective tool-based approach for scaling up open source software development in bioinformatics](http://dx.doi.org/10.1093/bioinformatics/bts080)
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== Biogems.info
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This Biogem is published at http://biogems.info/index.html#bio-statsample-timeseries
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== Copyright
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Copyright (c) 2013 Ankur Goel. See LICENSE.txt for further details.
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data/Rakefile
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# encoding: utf-8
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require 'rubygems'
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require 'bundler'
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begin
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Bundler.setup(:default, :development)
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rescue Bundler::BundlerError => e
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$stderr.puts e.message
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$stderr.puts "Run `bundle install` to install missing gems"
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exit e.status_code
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end
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require 'rake'
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require 'jeweler'
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Jeweler::Tasks.new do |gem|
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# gem is a Gem::Specification... see http://docs.rubygems.org/read/chapter/20 for more options
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gem.name = "bio-statsample-timeseries"
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gem.homepage = "http://github.com/ankurgel/bioruby-statsample-timeseries"
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gem.license = "MIT"
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gem.summary = %Q{TimeSeries modules for Statsample}
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gem.description = %Q{Statsample-timeseries is an extension to Statsample. It incorporates helpful timeseries functions and modules like ARMA, ARIMA, acf, pacf, lags etc.}
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gem.email = "ankurgel@gmail.com"
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gem.authors = ["Ankur Goel", "Claudio Bustos"]
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# dependencies defined in Gemfile
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end
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Jeweler::RubygemsDotOrgTasks.new
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require 'rake/testtask'
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Rake::TestTask.new(:test) do |test|
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test.libs << 'lib' << 'test'
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test.pattern = 'test/**/test_*.rb'
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test.verbose = true
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end
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require 'cucumber/rake/task'
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Cucumber::Rake::Task.new(:features)
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task :default => :test
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require 'rdoc/task'
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Rake::RDocTask.new do |rdoc|
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version = File.exist?('VERSION') ? File.read('VERSION') : ""
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rdoc.rdoc_dir = 'rdoc'
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rdoc.title = "bio-statsample-timeseries #{version}"
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rdoc.rdoc_files.include('README*')
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rdoc.rdoc_files.include('lib/**/*.rb')
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end
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data/VERSION
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0.1.1
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#!/usr/bin/env ruby
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#
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# BioRuby bio-statsample-timeseries Plugin BioStatsampleTimeseries
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# Author:: Ankur Goel
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# Copyright:: 2013
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USAGE = "Describe bio-statsample-timeseries"
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if ARGV.size == 0
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print USAGE
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end
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require 'bio-statsample-timeseries'
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require 'optparse'
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# Uncomment when using the bio-logger
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# require 'bio-logger'
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# Bio::Log::CLI.logger('stderr')
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# Bio::Log::CLI.trace('info')
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options = {:example_switch=>false,:show_help=>false}
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opts = OptionParser.new do |o|
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o.banner = "Usage: #{File.basename($0)} [options] reponame\ne.g. #{File.basename($0)} the-perfect-gem"
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o.on('--example_parameter [EXAMPLE_PARAMETER]', 'TODO: put a description for the PARAMETER') do |example_parameter|
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# TODO: your logic here, below an example
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options[:example_parameter] = 'this is a parameter'
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end
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o.separator ""
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o.on("--switch-example", 'TODO: put a description for the SWITCH') do
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# TODO: your logic here, below an example
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self[:example_switch] = true
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end
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# Uncomment the following when using the bio-logger
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# o.separator ""
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# o.on("--logger filename",String,"Log to file (default stderr)") do | name |
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# Bio::Log::CLI.logger(name)
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# end
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#
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# o.on("--trace options",String,"Set log level (default INFO, see bio-logger)") do | s |
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# Bio::Log::CLI.trace(s)
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# end
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#
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# o.on("-q", "--quiet", "Run quietly") do |q|
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# Bio::Log::CLI.trace('error')
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# end
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#
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# o.on("-v", "--verbose", "Run verbosely") do |v|
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# Bio::Log::CLI.trace('info')
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# end
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#
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# o.on("--debug", "Show debug messages") do |v|
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# Bio::Log::CLI.trace('debug')
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# end
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o.separator ""
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o.on_tail('-h', '--help', 'display this help and exit') do
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options[:show_help] = true
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end
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end
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begin
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opts.parse!(ARGV)
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# Uncomment the following when using the bio-logger
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# Bio::Log::CLI.configure('bio-statsample-timeseries')
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# TODO: your code here
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# use options for your logic
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rescue OptionParser::InvalidOption => e
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options[:invalid_argument] = e.message
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end
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Feature: ACF
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As a statistician
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So that I can evaluate autocorrelation of a series
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I want to evaluate acf
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Background: a timeseries
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Given the following values in a timeseries:
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| timeseries |
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| 10 20 30 40 50 60 70 80 90 100 |
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| 110 120 130 140 150 160 170 180 190 200 |
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Scenario: cross-check acf for 10 lags
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When I provide 10 lags for acf
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And I calculate acf
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Then I should get 11 values in resultant acf
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And I should see "1.0, 0.85, 0.7015037593984963, 0.556015037593985, 0.4150375939849624, 0.2800751879699248, 0.15263157894736842, 0.034210526315789476, -0.07368421052631578, -0.16954887218045114, -0.2518796992481203" as complete series
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|
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Scenario: cross-check acf for 5 lags
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When I provide 5 lags for acf
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And I calculate acf
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Then I should get 6 values in resultant acf
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And I should see "1.0, 0.85, 0.7015037593984963, 0.556015037593985, 0.4150375939849624, 0.2800751879699248" as complete series
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Scenario: first value should be 1.0
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When I provide 2 lags for acf
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And I calculate acf
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Then I should get 3 values in resultant acf
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And I should see 1.0 as first value
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Feature: PACF
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As a statistician
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So that I can quickly evaluate partial autocorrelation of a series
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I want to evaluate pacf
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Background: a timeseries
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Given the following values in a timeseries:
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| timeseries |
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| 10 20 30 40 50 60 70 80 90 100 |
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| 110 120 130 140 150 160 170 180 190 200 |
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Scenario: check pacf for 10 lags with unbiased
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When I provide 10 lags for pacf
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When I provide yw yule walker as method
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Then I should get Array as resultant output
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Then I should get 11 values in resultant pacf
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|
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Scenario: check pacf for 5 lags with mle
|
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When I provide 5 lags for pacf
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When I provide mle yule walker as method
|
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Then I should get Array as resultant output
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Then I should get 6 values in resultant pacf
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|
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Scenario: check first value of pacf
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When I provide 5 lags for pacf
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When I provide yw yule walker as method
|
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Then I should get Array as resultant output
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And I should see 1.0 as first value
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Scenario: check all values in pacf for 5 lags with mle
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When I provide 5 lags for pacf
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When I provide mle yule walker as method
|
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Then I should get Array as resultant output
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|
+
And I should see "1.0, 0.85, -0.07566212829370711, -0.07635069706072706, -0.07698628638512295, -0.07747034005560738" as complete series
|
37
|
+
|
38
|
+
Scenario: check all values in pacf for 5 lags with unbiased
|
39
|
+
When I provide 5 lags for pacf
|
40
|
+
When I provide yw yule walker as method
|
41
|
+
Then I should get Array as resultant output
|
42
|
+
And I should see "1.0, 0.8947368421052632, -0.10582010582010604, -0.11350188273265083, -0.12357534824820737, -0.13686534216335522" as complete series
|
File without changes
|
@@ -0,0 +1,37 @@
|
|
1
|
+
require 'statsample'
|
2
|
+
include Statsample::TimeSeries
|
3
|
+
|
4
|
+
Given /^the following values in a timeseries:$/ do |series|
|
5
|
+
arr = []
|
6
|
+
series.hashes.each do |sequence|
|
7
|
+
arr += sequence['timeseries'].split(' ').map(&:to_i).to_ts
|
8
|
+
end
|
9
|
+
@timeseries = arr.to_ts
|
10
|
+
end
|
11
|
+
|
12
|
+
When /^I provide (\d+) lags for p?acf$/ do |lags|
|
13
|
+
@lags = lags.to_i
|
14
|
+
end
|
15
|
+
|
16
|
+
When /^I provide (\w+) yule walker as method$/ do |method|
|
17
|
+
@method = method
|
18
|
+
end
|
19
|
+
|
20
|
+
Then /^I should get (\w+) as resultant output$/ do |klass|
|
21
|
+
@result = @timeseries.pacf(@lags, @method)
|
22
|
+
assert_equal @result.class.to_s, klass
|
23
|
+
end
|
24
|
+
|
25
|
+
Then /^I should get (\w+) values in resultant p?acf$/ do |values_count|
|
26
|
+
assert_equal @result.size, values_count.to_i
|
27
|
+
end
|
28
|
+
|
29
|
+
And /^I should see (\d+\.\d) as first value$/ do |first_value|
|
30
|
+
assert_equal @result.first, first_value.to_f
|
31
|
+
end
|
32
|
+
|
33
|
+
And /^I should see \"(.+)\" as complete series$/ do |series|
|
34
|
+
series = series.split(',').map(&:to_f)
|
35
|
+
assert_equal @result, series
|
36
|
+
end
|
37
|
+
|
@@ -0,0 +1,15 @@
|
|
1
|
+
require 'bundler'
|
2
|
+
begin
|
3
|
+
Bundler.setup(:default, :development)
|
4
|
+
rescue Bundler::BundlerError => e
|
5
|
+
$stderr.puts e.message
|
6
|
+
$stderr.puts "Run `bundle install` to install missing gems"
|
7
|
+
exit e.status_code
|
8
|
+
end
|
9
|
+
|
10
|
+
$LOAD_PATH.unshift(File.dirname(__FILE__) + '/../../lib')
|
11
|
+
require 'bio-statsample-timeseries'
|
12
|
+
|
13
|
+
require 'test/unit/assertions'
|
14
|
+
|
15
|
+
World(Test::Unit::Assertions)
|
@@ -0,0 +1,16 @@
|
|
1
|
+
# Please require your code below, respecting the naming conventions in the
|
2
|
+
# bioruby directory tree.
|
3
|
+
#
|
4
|
+
# For example, say you have a plugin named bio-plugin, the only uncommented
|
5
|
+
# line in this file would be
|
6
|
+
#
|
7
|
+
# require 'bio/bio-plugin/plugin'
|
8
|
+
#
|
9
|
+
# In this file only require other files. Avoid other source code.
|
10
|
+
|
11
|
+
require 'bio-statsample-timeseries/statsample-timeseries.rb'
|
12
|
+
require 'statsample'
|
13
|
+
require_relative 'bio-statsample-timeseries/timeseries.rb'
|
14
|
+
require_relative 'bio-statsample-timeseries/arima.rb'
|
15
|
+
|
16
|
+
|