diverge 1.5.2 → 1.6.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/lib/diverge.rb +31 -25
- metadata +4 -4
checksums.yaml
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---
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SHA1:
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metadata.gz:
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data.tar.gz:
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metadata.gz: d2cd8d94fdf70557ab93aca2fc0a69b59052c4c3
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data.tar.gz: 48be5b606bac2d7ebee97c51794c91ec0c517fad
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metadata.gz: 09f7f2f69bdcb9ebd3b59c08ece6b9a0540d56c1bc1d6c6bf3509b6677a6d145ee1f307185ecbbb9210f7437c555757d8f43f4863a8258e25e1b8fef4987edb4
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data.tar.gz: 2d47358eebf32d125ffc19f4792de1c7654329dcce95495a2c3691ea4f9d274f88e9d87e4236b7ec81f3e362f4dadc3895736958dc7158b2cb0dd7e2436c54d4
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data/lib/diverge.rb
CHANGED
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@@ -14,61 +14,61 @@ class Diverge
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end
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end
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end
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@debug = true
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attr_reader :p, :q
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def initialize(p, q)
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@p, @q = p, q
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unless p.length == q.length
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debugger { "The two discrete distributions must have the same number of elements" }
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end
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unless (p_sum = p.inject(&:+)) == 1
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debugger { "Warning: the first argument does not sum to 1, the sum is #{p_sum.inspect}" }
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end
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unless (q_sum = q.inject(&:+)) == 1
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debugger { "Warning: the second argument does not sum to 1, the sum is #{q_sum.inspect}" }
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end
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end
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-
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def kullback_leibler(reverse = false)
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(reverse ? q.zip(p) : p.zip(q)).inject(0.0) do |sum, (i, j)|
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if i > 0 && j.zero?
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raise ArgumentError.new("Kullback-Leibler is not defined when P(i) > 0 and Q(i) = 0")
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end
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sum + (i.zero? ? 0 : i * Math.log(i / j))
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end
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end
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alias :kl :kullback_leibler
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def jensen_shannon
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m = p.zip(q).map { |p_i, q_i| 0.5 * (p_i + q_i) }
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silently do
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0.5 * (Diverge.new(p, m).kl + Diverge.new(q, m).kl)
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end
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end
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alias :js :jensen_shannon
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def j_divergence
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0.5 * (kl + kl(:reverse))
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end
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alias :j :j_divergence
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def total_variation_distance
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0.5 * p.zip(q).inject(0.0) { |sum, (i, j)| sum + (i - j).abs }
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end
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alias :tvd :total_variation_distance
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def correlation
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square = ->(x) { x ** 2 }
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top = size * p.zip(q).map { |x, y| x * y }.inject(&:+) - p.inject(&:+) * q.inject(&:+)
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@@ -76,7 +76,7 @@ class Diverge
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bottom.zero? ? 0 : top / bottom
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end
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alias :corr :correlation
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def spearman_correlation
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@@ -86,27 +86,33 @@ class Diverge
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end
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alias :s_corr :spearman_correlation
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def mean_square_error
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p.zip(q).inject(0.0) { |sum, (i, j)| sum + (i - j) ** 2 } / size
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end
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alias :mse :mean_square_error
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def root_mean_square_deviation
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Math.sqrt(p.zip(q).inject(0.0) { |sum, (i, j)| sum + (i - j) ** 2 } / size)
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end
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alias :rmsd :root_mean_square_deviation
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def debug
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self.class.debug
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end
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def debug=(value)
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self.class.debug = value
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end
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def silently(&block)
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debug_value = debug
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self.debug = false
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(yield block).tap { self.debug = debug_value }
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end
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private
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def list_ranks(list)
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def size
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p.length == q.length ? p.length : [p.length, q.length]
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end
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def debugger
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STDERR.puts yield if debug
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end
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metadata
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--- !ruby/object:Gem::Specification
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name: diverge
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version: !ruby/object:Gem::Version
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version: 1.
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version: 1.6.0
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platform: ruby
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authors:
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- Evan Senter
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autorequire:
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bindir: bin
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cert_chain: []
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date:
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date: 2014-07-29 00:00:00.000000000 Z
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dependencies: []
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description: A simple collection of functions for determining the divergence between
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two distributions.
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extensions: []
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extra_rdoc_files: []
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files:
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-
- lib/diverge.rb
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- LICENSE
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- README.md
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- lib/diverge.rb
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homepage: http://rubygems.org/gems/diverge
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licenses: []
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metadata: {}
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@@ -39,7 +39,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
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version: '0'
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requirements: []
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rubyforge_project:
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rubygems_version: 2.1
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rubygems_version: 2.4.1
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signing_key:
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specification_version: 4
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summary: Distribution divergences.
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