daru 0.0.4 → 0.0.5
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- checksums.yaml +4 -4
- data/CONTRIBUTING.md +0 -0
- data/Gemfile +0 -1
- data/History.txt +35 -0
- data/README.md +178 -198
- data/daru.gemspec +5 -7
- data/lib/daru.rb +10 -2
- data/lib/daru/accessors/array_wrapper.rb +36 -198
- data/lib/daru/accessors/nmatrix_wrapper.rb +60 -209
- data/lib/daru/core/group_by.rb +183 -0
- data/lib/daru/dataframe.rb +615 -167
- data/lib/daru/index.rb +17 -16
- data/lib/daru/io/io.rb +5 -12
- data/lib/daru/maths/arithmetic/dataframe.rb +72 -8
- data/lib/daru/maths/arithmetic/vector.rb +19 -6
- data/lib/daru/maths/statistics/dataframe.rb +103 -2
- data/lib/daru/maths/statistics/vector.rb +102 -61
- data/lib/daru/monkeys.rb +8 -0
- data/lib/daru/multi_index.rb +199 -0
- data/lib/daru/plotting/dataframe.rb +24 -24
- data/lib/daru/plotting/vector.rb +14 -15
- data/lib/daru/vector.rb +402 -98
- data/lib/version.rb +1 -1
- data/notebooks/grouping_splitting_pivots.ipynb +529 -0
- data/notebooks/intro_with_music_data_.ipynb +104 -119
- data/spec/accessors/wrappers_spec.rb +36 -0
- data/spec/core/group_by_spec.rb +331 -0
- data/spec/dataframe_spec.rb +1237 -475
- data/spec/fixtures/sales-funnel.csv +18 -0
- data/spec/index_spec.rb +10 -21
- data/spec/io/io_spec.rb +4 -14
- data/spec/math/arithmetic/dataframe_spec.rb +66 -0
- data/spec/math/arithmetic/vector_spec.rb +45 -4
- data/spec/math/statistics/dataframe_spec.rb +91 -1
- data/spec/math/statistics/vector_spec.rb +32 -6
- data/spec/monkeys_spec.rb +10 -1
- data/spec/multi_index_spec.rb +216 -0
- data/spec/spec_helper.rb +1 -0
- data/spec/vector_spec.rb +505 -57
- metadata +21 -15
data/daru.gemspec
CHANGED
@@ -4,14 +4,12 @@ $:.unshift File.expand_path("../lib", __FILE__)
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4
4
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require 'version.rb'
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5
5
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6
6
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DESCRIPTION = <<MSG
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-
Daru (Data Analysis in RUby) is a library for
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+
Daru (Data Analysis in RUby) is a library for analysis, manipulation and visualization
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8
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of data.
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9
9
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10
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-
Daru works with Ruby arrays
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-
ruby interpreters, at the same time providing speed for those who need it
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-
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-
This library is under active development so NMatrix and MDArray support is
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14
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-
somewhat limited, but should be available soon!
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10
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+
Daru works with Ruby arrays and NMatrix, thus working seamlessly accross
|
11
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+
ruby interpreters, at the same time providing speed for those who need it, while
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+
making working with data super simple and intuitive.
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MSG
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14
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Gem::Specification.new do |spec|
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@@ -35,6 +33,6 @@ Gem::Specification.new do |spec|
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35
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spec.add_development_dependency 'awesome_print'
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36
34
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spec.add_development_dependency 'nyaplot'
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37
35
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if RUBY_ENGINE != 'jruby'
|
38
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-
spec.add_development_dependency 'nmatrix', '~> 0.1.0
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36
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+
spec.add_development_dependency 'nmatrix', '~> 0.1.0'
|
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end
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end
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data/lib/daru.rb
CHANGED
@@ -1,7 +1,15 @@
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1
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-
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1
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+
def jruby?
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RUBY_ENGINE == 'jruby'
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+
end
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require 'csv'
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+
require 'matrix'
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+
require 'securerandom'
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3
8
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4
9
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require 'daru/index.rb'
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+
require 'daru/multi_index.rb'
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require 'daru/vector.rb'
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12
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require 'daru/dataframe.rb'
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7
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-
require 'daru/monkeys.rb'
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+
require 'daru/monkeys.rb'
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+
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require 'daru/core/group_by.rb'
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@@ -2,254 +2,92 @@ module Daru
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module Accessors
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# Internal class for wrapping ruby array
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class ArrayWrapper
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-
module Statistics
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-
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-
def average_deviation_population m=nil
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m ||= mean
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(@vector.inject(0) {|memo, val| val + (val - m).abs }) / n_valid
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-
end
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-
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-
def coefficient_of_variation
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standard_deviation_sample / mean
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14
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-
end
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-
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-
def count value=false
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-
if block_given?
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-
@vector.inject(0){ |memo, val| memo += 1 if yield val; memo}
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-
else
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val = frequencies[value]
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val.nil? ? 0 : val
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-
end
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-
end
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-
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-
def factors
|
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index = @data.sorted_indices
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-
index.reduce([]){|memo, val| memo.push(@data[val]) if memo.last != @data[val]; memo}
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-
end # TODO
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-
|
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-
def frequencies
|
31
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-
@vector.inject({}) do |hash, element|
|
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-
hash[element] ||= 0
|
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-
hash[element] += 1
|
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-
hash
|
35
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-
end
|
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-
end
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-
|
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-
def has_missing_data?
|
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has_missing_data
|
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-
end
|
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-
|
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-
def kurtosis m=nil
|
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-
m ||= mean
|
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-
fo = @vector.inject(0){ |a, x| a + ((x - m) ** 4) }
|
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-
fo.quo(@size * standard_deviation_sample(m) ** 4) - 3
|
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-
end
|
47
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-
|
48
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-
def mean
|
49
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-
sum.quo(@size).to_f
|
50
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-
end
|
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-
|
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-
def median
|
53
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-
percentile 50
|
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-
end
|
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-
|
56
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-
def median_absolute_deviation
|
57
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-
m = median
|
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-
recode {|val| (val - m).abs }.median
|
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-
end
|
60
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-
|
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-
def mode
|
62
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freqs = frequencies.values
|
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-
|
64
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-
@vector[freqs.index(freqs.max)]
|
65
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-
end
|
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-
|
67
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-
def n_valid
|
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@size
|
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-
end
|
70
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-
|
71
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-
def percentile percent
|
72
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sorted = @vector.sort
|
73
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-
v = (n_valid * percent).quo(100)
|
74
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-
if v.to_i != v
|
75
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-
sorted[v.round]
|
76
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-
else
|
77
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-
(sorted[(v - 0.5).round].to_f + sorted[(v + 0.5).round]).quo(2)
|
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-
end
|
79
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-
end
|
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-
|
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def product
|
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@vector.inject(:*)
|
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-
end
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-
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-
def max
|
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@vector.max
|
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-
end
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-
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89
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def min
|
90
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-
@vector.min
|
91
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-
end
|
92
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-
|
93
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-
def proportion value=1
|
94
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-
frequencies[value] / n_valid
|
95
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-
end
|
96
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-
|
97
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-
def proportions
|
98
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-
len = n_valid
|
99
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-
frequencies.inject({}) { |hash, arr| hash[arr[0]] = arr[1] / len; hash }
|
100
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-
end
|
101
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-
|
102
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-
def range
|
103
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max - min
|
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-
end
|
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-
|
106
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-
def ranked
|
107
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-
sum = 0
|
108
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-
r = frequencies.sort.inject( {} ) do |memo, val|
|
109
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-
memo[val[0]] = ((sum + 1) + (sum + val[1])) / 2
|
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-
sum += val[1]
|
111
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-
memo
|
112
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-
end
|
113
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-
|
114
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-
Daru::Vector.new @vector.map { |e| r[e] }, index: @caller.index,
|
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name: @caller.name, dtype: @caller.dtype
|
116
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-
end
|
117
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-
|
118
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-
def recode(&block)
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119
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-
@vector.map(&block)
|
120
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-
end
|
121
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-
|
122
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-
def recode!(&block)
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123
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-
@vector.map!(&block)
|
124
|
-
end
|
125
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-
|
126
|
-
# Calculate skewness using (sigma(xi - mean)^3)/((N)*std_dev_sample^3)
|
127
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-
def skew m=nil
|
128
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-
m ||= mean
|
129
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-
th = @vector.inject(0) { |memo, val| memo + ((val - m)**3) }
|
130
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-
th.quo (@size * (standard_deviation_sample(m)**3))
|
131
|
-
end
|
132
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-
|
133
|
-
def standard_deviation_population m=nil
|
134
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-
m ||= mean
|
135
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-
Math::sqrt(variance_population(m))
|
136
|
-
end
|
137
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-
|
138
|
-
def standard_deviation_sample m=nil
|
139
|
-
Math::sqrt(variance_sample(m))
|
140
|
-
end
|
141
|
-
|
142
|
-
def standard_error
|
143
|
-
standard_deviation_sample/(Math::sqrt(@size))
|
144
|
-
end
|
145
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-
|
146
|
-
def sum_of_squared_deviation
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147
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-
(@vector.inject(0) { |a,x| x.square + a } - (sum.square.quo(@size))).to_f
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148
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-
end
|
149
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-
|
150
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-
def sum_of_squares(m=nil)
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151
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m ||= mean
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-
@vector.inject(0) { |memo, val| memo + (val - m)**2 }
|
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-
end
|
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-
|
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def sum
|
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-
@vector.inject(:+)
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-
end
|
158
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-
|
159
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-
# Sample variance with denominator (N-1)
|
160
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-
def variance_sample m=nil
|
161
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-
m ||= self.mean
|
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-
|
163
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-
sum_of_squares(m).quo(@size - 1)
|
164
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-
end
|
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-
|
166
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-
# Population variance with denominator (N)
|
167
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-
def variance_population m=nil
|
168
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-
m ||= mean
|
169
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-
|
170
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-
sum_of_squares(m).quo(@size).to_f
|
171
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-
end
|
172
|
-
end # module Statistics
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-
|
174
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-
include Statistics
|
175
5
|
include Enumerable
|
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6
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|
177
7
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def each(&block)
|
178
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-
@
|
8
|
+
@data.each(&block)
|
179
9
|
end
|
180
10
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|
181
11
|
def map!(&block)
|
182
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-
@
|
12
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+
@data.map!(&block)
|
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13
|
end
|
184
14
|
|
185
15
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attr_accessor :size
|
186
|
-
attr_reader :
|
187
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-
attr_reader :has_missing_data
|
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+
attr_reader :data
|
188
17
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|
189
|
-
def initialize vector,
|
190
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-
@
|
191
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-
@
|
18
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+
def initialize vector, context
|
19
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+
@data = vector.to_a
|
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+
@context = context
|
192
21
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|
193
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set_size
|
194
23
|
end
|
195
24
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|
196
25
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def [] index
|
197
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-
@
|
26
|
+
@data[index]
|
198
27
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end
|
199
28
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|
200
29
|
def []= index, value
|
201
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-
|
202
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-
@vector[index] = value
|
30
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+
@data[index] = value
|
203
31
|
set_size
|
204
32
|
end
|
205
33
|
|
206
34
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def == other
|
207
|
-
@
|
35
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+
@data == other
|
208
36
|
end
|
209
37
|
|
210
38
|
def delete_at index
|
211
|
-
@
|
39
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+
@data.delete_at index
|
212
40
|
set_size
|
213
41
|
end
|
214
42
|
|
215
43
|
def index key
|
216
|
-
@
|
44
|
+
@data.index key
|
217
45
|
end
|
218
46
|
|
219
47
|
def << element
|
220
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-
@
|
48
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+
@data << element
|
221
49
|
set_size
|
222
50
|
end
|
223
51
|
|
224
52
|
def uniq
|
225
|
-
@
|
53
|
+
@data.uniq
|
226
54
|
end
|
227
55
|
|
228
56
|
def to_a
|
229
|
-
@
|
57
|
+
@data
|
230
58
|
end
|
231
59
|
|
232
60
|
def dup
|
233
|
-
ArrayWrapper.new @
|
61
|
+
ArrayWrapper.new @data.dup, @context
|
62
|
+
end
|
63
|
+
|
64
|
+
def mean
|
65
|
+
sum.quo(@size - @context.nil_positions.size).to_f
|
66
|
+
end
|
67
|
+
|
68
|
+
def product
|
69
|
+
@data.inject(1) { |m,e| m*e unless e.nil? }
|
70
|
+
end
|
71
|
+
|
72
|
+
def max
|
73
|
+
@data.max
|
74
|
+
end
|
75
|
+
|
76
|
+
def min
|
77
|
+
@data.min
|
234
78
|
end
|
235
79
|
|
236
|
-
def
|
237
|
-
|
238
|
-
|
239
|
-
|
240
|
-
when dtype == NMatrix
|
241
|
-
Daru::Accessors::NMatrixWrapper.new @vector, @caller
|
242
|
-
when dtype == MDArray
|
243
|
-
raise NotImplementedError
|
244
|
-
else
|
245
|
-
raise ArgumentError, "Cant coerce to dtype #{dtype}"
|
80
|
+
def sum
|
81
|
+
@data.inject(0) do |memo ,e|
|
82
|
+
memo += e unless e.nil? #TODO: Remove this conditional somehow!
|
83
|
+
memo
|
246
84
|
end
|
247
85
|
end
|
248
86
|
|
249
87
|
private
|
250
88
|
|
251
89
|
def set_size
|
252
|
-
@size = @
|
90
|
+
@size = @data.size
|
253
91
|
end
|
254
92
|
end
|
255
93
|
end
|
@@ -1,260 +1,111 @@
|
|
1
|
-
|
1
|
+
begin
|
2
|
+
require 'nmatrix' unless jruby?
|
3
|
+
rescue LoadError => e
|
4
|
+
puts "Please install the nmatrix gem for fast and efficient data storage."
|
5
|
+
end
|
2
6
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|
3
7
|
module Daru
|
4
8
|
module Accessors
|
5
|
-
|
6
9
|
# Internal class for wrapping NMatrix
|
7
10
|
class NMatrixWrapper
|
8
|
-
|
9
|
-
# def average_deviation_population m=nil
|
10
|
-
# m ||= self.mean
|
11
|
-
# (self.reduce(0){|memo, val| val + (val - m).abs})/self.length
|
12
|
-
# end
|
13
|
-
|
14
|
-
# def coefficient_of_variation
|
15
|
-
# self.standard_deviation_sample/self.mean
|
16
|
-
# end
|
17
|
-
|
18
|
-
# def count x=false
|
19
|
-
# if block_given?
|
20
|
-
# self.reduce(0){|memo, val| memo += 1 if yield val; memo}
|
21
|
-
# else
|
22
|
-
# val = self.frequencies[x]
|
23
|
-
# val.nil? ? 0 : val
|
24
|
-
# end
|
25
|
-
# end
|
26
|
-
|
27
|
-
# def factors
|
28
|
-
# index = @data.sorted_indices
|
29
|
-
# index.reduce([]){|memo, val| memo.push(@data[val]) if memo.last != @data[val]; memo}
|
30
|
-
# end
|
31
|
-
|
32
|
-
# def frequencies
|
33
|
-
# index = @data.sorted_indices
|
34
|
-
# index.reduce({}){|memo, val| memo[@data[val]] ||= 0; memo[@data[val]] += 1; memo}
|
35
|
-
# end
|
36
|
-
|
37
|
-
# def has_missing_data?
|
38
|
-
# @missing_data
|
39
|
-
# end
|
40
|
-
|
41
|
-
# def is_valid?
|
42
|
-
# true
|
43
|
-
# end
|
44
|
-
|
45
|
-
# def kurtosis(m=nil)
|
46
|
-
# m ||= self.mean
|
47
|
-
# fo=self.reduce(0){|a, x| a+((x-m)**4)}
|
48
|
-
# fo.quo(self.length*sd(m)**4)-3
|
49
|
-
# end
|
50
|
-
|
51
|
-
# def mean
|
52
|
-
# @vector[0...@size].mean.first
|
53
|
-
# end
|
54
|
-
|
55
|
-
# def median
|
56
|
-
# self.percentil(50)
|
57
|
-
# end
|
58
|
-
|
59
|
-
# def median_absolute_deviation
|
60
|
-
# m = self.median
|
61
|
-
# self.recode{|val| (val-m).abls}.median
|
62
|
-
# end
|
63
|
-
|
64
|
-
# def mode
|
65
|
-
# self.frequencies.max
|
66
|
-
# end
|
67
|
-
|
68
|
-
# def ==(other)
|
69
|
-
# @data==other
|
70
|
-
# end
|
71
|
-
|
72
|
-
# def n_valid
|
73
|
-
# self.length
|
74
|
-
# end
|
75
|
-
|
76
|
-
# def percentil(percent)
|
77
|
-
# index = @data.sorted_indices
|
78
|
-
# pos = (self.length * percent)/100
|
79
|
-
# if pos.to_i == pos
|
80
|
-
# @data[index[pos.to_i]]
|
81
|
-
# else
|
82
|
-
# pos = (pos-0.5).to_i
|
83
|
-
# (@data[index[pos]] + @data[index[pos+1]])/2
|
84
|
-
# end
|
85
|
-
# end
|
86
|
-
|
87
|
-
# def product
|
88
|
-
# @data.inject(1){|memo, val| memo*val}
|
89
|
-
# end
|
90
|
-
|
91
|
-
# def proportion(val=1)
|
92
|
-
# self.frequencies[val]/self.n_valid
|
93
|
-
# end
|
94
|
-
|
95
|
-
# def proportion_confidence_interval_t
|
96
|
-
# raise "NotImplementedError"
|
97
|
-
# end
|
98
|
-
|
99
|
-
# def proportion_confidence_interval_z
|
100
|
-
# raise "NotImplementedError"
|
101
|
-
# end
|
102
|
-
|
103
|
-
# def proportions
|
104
|
-
# len = self.n_valid
|
105
|
-
# self.frequencies.reduce({}){|memo, arr| memo[arr[0]] = arr[1]/len}
|
106
|
-
# end
|
107
|
-
|
108
|
-
# def push(val)
|
109
|
-
# self.expand(self.length+1)
|
110
|
-
# self[self.length-1] = recode
|
111
|
-
# end
|
112
|
-
|
113
|
-
# def range
|
114
|
-
# max - min
|
115
|
-
# end
|
116
|
-
|
117
|
-
# def ranked
|
118
|
-
# sum = 0
|
119
|
-
# r = self.frequencies.sort.reduce({}) do |memo, val|
|
120
|
-
# memo[val[0]] = ((sum+1) + (sum+val[1]))/2
|
121
|
-
# sum += val[1]
|
122
|
-
# memo
|
123
|
-
# end
|
124
|
-
# Mikon::DArray.new(self.reduce{|val| r[val]})
|
125
|
-
# end
|
126
|
-
|
127
|
-
# def recode(&block)
|
128
|
-
# Mikon::DArray.new(@data.map(&block))
|
129
|
-
# end
|
130
|
-
|
131
|
-
# def recode!(&block)
|
132
|
-
# @data.map!(&block)
|
133
|
-
# end
|
134
|
-
|
135
|
-
# def skew(m=nil)
|
136
|
-
# m ||= self.mean
|
137
|
-
# th = self.reduce(0){|memo, val| memo + ((val - m)**3)}
|
138
|
-
# th/((self.length)*self.sd(m)**3)
|
139
|
-
# end
|
140
|
-
|
141
|
-
# def standard_deviation_population(m=nil)
|
142
|
-
# m ||= self.mean
|
143
|
-
# Maths.sqrt(self.variance_population(m))
|
144
|
-
# end
|
145
|
-
|
146
|
-
# def standard_deviation_sample(m=nil)
|
147
|
-
# if !m.nil?
|
148
|
-
# Maths.sqrt(variance_sample(m))
|
149
|
-
# else
|
150
|
-
# @data.std.first
|
151
|
-
# end
|
152
|
-
# end
|
153
|
-
|
154
|
-
# def standard_error
|
155
|
-
# self.standard_deviation_sample/(Maths.sqrt(self.length))
|
156
|
-
# end
|
157
|
-
|
158
|
-
# def sum_of_squared_deviation
|
159
|
-
# self.reduce(0){|memo, val| val**2 + memo}
|
160
|
-
# end
|
161
|
-
|
162
|
-
# def sum_of_squares(m=nil)
|
163
|
-
# m ||= self.mean
|
164
|
-
# self.reduce(0){|memo, val| memo + (val-m)**2}
|
165
|
-
# end
|
11
|
+
include Enumerable
|
166
12
|
|
167
|
-
|
168
|
-
|
169
|
-
|
13
|
+
def each(&block)
|
14
|
+
@data[0...@size].each(&block)
|
15
|
+
end
|
170
16
|
|
171
|
-
|
172
|
-
|
173
|
-
|
174
|
-
# end
|
175
|
-
end # module Statistics
|
17
|
+
def map(&block)
|
18
|
+
@data[0...@size].map(&block)
|
19
|
+
end
|
176
20
|
|
177
|
-
|
178
|
-
|
21
|
+
def map!(&block)
|
22
|
+
@data = NMatrix.new [@size*2], map(&block).to_a, dtype: nm_dtype
|
23
|
+
end
|
179
24
|
|
180
|
-
def
|
181
|
-
@
|
25
|
+
def inject(*args, &block)
|
26
|
+
@data[0...@size].inject(*args, &block)
|
182
27
|
end
|
183
28
|
|
184
|
-
|
29
|
+
alias_method :recode, :map
|
30
|
+
alias_method :recode!, :map!
|
185
31
|
|
186
|
-
|
32
|
+
attr_reader :size, :data, :nm_dtype
|
33
|
+
|
34
|
+
def initialize vector, context, nm_dtype=:int32
|
187
35
|
@size = vector.size
|
188
|
-
@
|
189
|
-
@
|
190
|
-
@
|
36
|
+
@data = NMatrix.new [@size*2], vector.to_a, dtype: nm_dtype
|
37
|
+
@context = context
|
38
|
+
@nm_dtype = @data.dtype
|
191
39
|
# init with twice the storage for reducing the need to resize
|
192
40
|
end
|
193
41
|
|
194
42
|
def [] index
|
195
|
-
@
|
43
|
+
return @data[index] if index < @size
|
44
|
+
nil
|
196
45
|
end
|
197
46
|
|
198
47
|
def []= index, value
|
199
|
-
resize
|
200
|
-
|
201
|
-
|
202
|
-
|
203
|
-
|
204
|
-
end
|
205
|
-
@vector[index] = value
|
48
|
+
resize if index >= @data.size
|
49
|
+
@size += 1 if index == @size
|
50
|
+
|
51
|
+
@data = @data.cast(dtype: :object) if value.nil?
|
52
|
+
@data[index] = value
|
206
53
|
end
|
207
54
|
|
208
55
|
def == other
|
209
|
-
@
|
56
|
+
@data == other and @size == other.size
|
210
57
|
end
|
211
58
|
|
212
59
|
def delete_at index
|
213
|
-
arry = @
|
60
|
+
arry = @data.to_a
|
214
61
|
arry.delete_at index
|
215
|
-
@
|
62
|
+
@data = NMatrix.new [(2*@size-1)], arry, dtype: @nm_dtype
|
216
63
|
@size -= 1
|
217
64
|
end
|
218
65
|
|
219
66
|
def index key
|
220
|
-
@
|
67
|
+
@data.to_a.index key
|
221
68
|
end
|
222
69
|
|
223
70
|
def << element
|
224
|
-
if @size >= @
|
225
|
-
resize
|
226
|
-
end
|
227
|
-
|
71
|
+
resize if @size >= @data.size
|
228
72
|
self[@size] = element
|
229
73
|
|
230
74
|
@size += 1
|
231
75
|
end
|
232
76
|
|
233
77
|
def to_a
|
234
|
-
@
|
78
|
+
@data[0...@size].to_a
|
235
79
|
end
|
236
80
|
|
237
81
|
def dup
|
238
|
-
NMatrixWrapper.new @
|
82
|
+
NMatrixWrapper.new @data.to_a, @context, @nm_dtype
|
239
83
|
end
|
240
84
|
|
241
|
-
def
|
242
|
-
|
243
|
-
|
244
|
-
|
245
|
-
when dtype == NMatrix
|
246
|
-
self
|
247
|
-
when dtype == MDArray
|
248
|
-
raise NotImplementedError
|
249
|
-
else
|
250
|
-
raise ArgumentError, "Cant coerce to dtype #{dtype}"
|
251
|
-
end
|
85
|
+
def resize size = @size*2
|
86
|
+
raise ArgumentError, "Size must be greater than current size" if size < @size
|
87
|
+
|
88
|
+
@data = NMatrix.new [size], @data.to_a
|
252
89
|
end
|
253
90
|
|
254
|
-
def
|
255
|
-
|
91
|
+
def mean
|
92
|
+
@data[0...@size].mean.first
|
93
|
+
end
|
94
|
+
|
95
|
+
def product
|
96
|
+
@data[0...@size].inject(1) { |m,e| m*e }
|
97
|
+
end
|
98
|
+
|
99
|
+
def sum
|
100
|
+
@data[0...@size].inject(:+)
|
101
|
+
end
|
102
|
+
|
103
|
+
def max
|
104
|
+
@data.max
|
105
|
+
end
|
256
106
|
|
257
|
-
|
107
|
+
def min
|
108
|
+
@data.min
|
258
109
|
end
|
259
110
|
end
|
260
111
|
end
|