correlation_x_y 0.0.0

checksums.yaml

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+SHA256:
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+  data.tar.gz: ef5d8798a215ad54b5487463fafcdf6035b2fb6049f0d955eb7a35899c19f949
+SHA512:
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data/lib/check.rb

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+# frozen_string_literal: true
+
+# check the data input
+module Check
+  def self.valid?(data)
+    raise ArgumentError, 'Data class must be array' unless data.is_a?(Array)
+    raise ArgumentError, 'Must be array of integers or floats' if data.any?(String)
+
+    true
+  end
+
+  def self.series_sizes_valid?(serie_a, serie_b)
+    raise ArgumentError, 'Array sizes must be equal' unless serie_a.size == serie_b.size
+
+    true
+  end
+end

data/lib/correlation_x_y.rb

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+# frozen_string_literal: true
+
+require_relative 'serie'
+require_relative 'parameters'
+require_relative 'equation'
+
+# class
+class Correlation
+  attr_accessor :serie_a, :serie_b, :coefficient, :equation
+
+  def initialize(serie_a, serie_b)
+    @serie_a = Serie.new(serie_a)
+    @serie_b = Serie.new(serie_b)
+    @parameters = Parameters.new(@serie_a, @serie_b) if Check.series_sizes_valid?(serie_a, serie_b)
+    @dependance = dependance
+    @equation = Equation.new(@parameters) if @dependance == 'true'
+  end
+
+  def dependance
+    (-0.8..0.8).include?(@coefficient) ? 'false' : 'true'
+  end
+end

data/lib/equation.rb

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+# frozen_string_literal: true
+
+require_relative 'correlation_x_y'
+
+# object linear Equation to get a and b
+class Equation
+  attr_accessor :definition
+
+  def initialize(parameters)
+    if (-1...-0.8).include?(parameters.coefficient)
+      @definition = "y = #{parameters.a}x + #{parameters.b}"
+    elsif (0.8...1).include?(parameters.coefficient)
+      @definition = "y = -#{parameters.a}x + #{parameters.b}"
+    end
+  end
+end

data/lib/parameters.rb

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+# frozen_string_literal: true
+
+require_relative 'correlation_x_y'
+require_relative 'serie'
+
+# object Coefficient
+class Parameters
+  attr_accessor :coefficient, :a, :b
+
+  def initialize(serie_a, serie_b)
+    @coefficient = calculate_coefficient(serie_a, serie_b)
+    @a = calculate_a(serie_a, serie_b)
+    @b = calculate_b(serie_a, serie_b)
+  end
+
+  # calculation of the slope between the 2 series
+  # sigma(xi - moy_x)(yi - moy y) / squared_root(sigma(xi - moy_x)^2) x squared_root(sigma(yi - moy_y)^2))
+  def calculate_coefficient(serie_a, serie_b)
+    sum_prod_variances = prod_variances(serie_a, serie_b).reduce(:+)
+    squared_root_sum_variances_x = serie_a.squared_variances.reduce(:+)**0.5
+    squared_root_sum_variances_y = serie_b.squared_variances.reduce(:+)**0.5
+    sum_prod_variances / (squared_root_sum_variances_x * squared_root_sum_variances_y)
+  end
+
+  # array of (xi - moy_x)(yi - moy_y) i periods
+  # i periods
+  def prod_variances(serie_a, serie_b)
+    prod_variances = serie_a.variances.zip(serie_b.variances)
+    prod_variances.map! { |couple| couple.reduce(:*) }
+    prod_variances
+  end
+
+  def calculate_a(serie_a, serie_b)
+    prod_variances(serie_a, serie_b).reduce(:+) / serie_a.squared_variances.reduce(:+)
+  end
+
+  def calculate_b(serie_a, serie_b)
+    serie_b.average - (@a * serie_a.average)
+  end
+end

data/lib/serie.rb

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+# frozen_string_literal: true
+
+require_relative 'check'
+
+# object Serie to be used in Correlation class
+class Serie
+  attr_accessor :data, :size
+
+  def initialize(data)
+    @data = data if Check.valid?(data)
+    @size = data.size
+  end
+
+  # moy_x
+  def average
+    @data.reduce(:+) / @data.size.to_f
+  end
+
+  # array of xi - moy_x
+  # i periods
+  def variances
+    variances = []
+    @data.each { |number| variances << number - average }
+    variances
+  end
+
+  # array of (xi - moy_x)^2 i periods
+  # i periods
+  def squared_variances
+    squared_variances = []
+    @data.each { |number| squared_variances << (number - average)**2 }
+    squared_variances
+  end
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: correlation_x_y
+version: !ruby/object:Gem::Version
+  version: 0.0.0
+platform: ruby
+authors:
+- Raphael Aubry
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2022-07-22 00:00:00.000000000 Z
+dependencies: []
+description: 'Correlation object creation needs 2 arguments: data series x and y as
+  arrays'
+email: raphael.aubry@hotmail.fr
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- lib/check.rb
+- lib/correlation_x_y.rb
+- lib/equation.rb
+- lib/parameters.rb
+- lib/serie.rb
+homepage: https://rubygems.org/gems/correlation_x_y
+licenses:
+- Nonstandard
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.1.6
+signing_key: 
+specification_version: 4
+summary: correlation analysis between variables x and y
+test_files: []