davidrichards-just_enumerable_stats 0.0.6 → 0.0.7

data/VERSION.yml

@@ -1,4 +1,4 @@
 --- 
 :major: 0
 :minor: 0
-:patch: 6
+:patch: 7

data/lib/just_enumerable_stats.rb

@@ -601,4 +601,34 @@ module Enumerable
   def min_of_lists(*enums)
     yield_transpose(*enums) {|e| e.min}
   end
+  
+  # Returns the covariance of two lists.
+  def covariance(other)
+    self.to_f!
+    other.to_f!
+    n = [self.size, other.size].min
+    self_average = self.mean
+    other_average = other.mean
+    total_expected = self.sigma_pairs(other) {|a, b| (a - self_average) * (b - other_average)}
+    total_expected / n
+  end
+  
+  # The covariance / product of standard deviations
+  # http://en.wikipedia.org/wiki/Correlation
+  def pearson_correlation(other)
+    self.to_f!
+    other.to_f!
+    denominator = self.standard_deviation * other.standard_deviation
+    self.covariance(other) / denominator
+  end
+  
+  protected
+  
+    # Some calculations have to have at least floating point numbers.  This
+    # generates a cached version of the operation--only runs once per object. 
+    def to_f!
+      return true if @to_f
+      @to_f = self.map! {|e| e.to_f}
+    end
+  
 end

data/spec/just_enumerable_stats_spec.rb

@@ -517,4 +517,16 @@ describe "JustEnumerableStats" do
     @a.min_of_lists(@b).should eql([1,2,2])
   end
   
+  it "should return the covariance of two lists" do
+    a = [1,2,3,4]
+    b = [3,3,4,3]
+    a.covariance(b).should eql(0.125)
+  end
+  
+  it "should be able to return the Pearson correlation" do
+    a = [1,2,3,4]
+    b = [3,3,4,3]
+    a.pearson_correlation(b).should be_close(0.193649167310371, 1.0e-15)
+  end
+  
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification 
 name: davidrichards-just_enumerable_stats
 version: !ruby/object:Gem::Version 
-  version: 0.0.6
+  version: 0.0.7
 platform: ruby
 authors: 
 - David Richards
@@ -9,7 +9,7 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2009-08-04 00:00:00 -07:00
+date: 2009-08-11 00:00:00 -07:00
 default_executable: jes
 dependencies: []