gslr 0.1.1 → 0.1.2

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 0.1.2 (2019-12-08)
+
+- Added `covariance` and `chi2` methods
+
 ## 0.1.1 (2019-12-07)
 
 - Fixed `undefined symbol` error on Linux

data/README.md

@@ -49,6 +49,13 @@ model.coefficients
 model.intercept
 ```
 
+Get the covariance matrix and chi-squared
+
+```ruby
+model.covariance
+model.chi2
+```
+
 Pass weights
 
 ```ruby
@@ -97,7 +104,7 @@ Check out [the options](https://www.gnu.org/software/gsl/extras/native_win_build
 sudo apt-get install libgsl-dev
 ```
 
-## Heroku
+### Heroku
 
 Use the [Apt buildpack](https://github.com/heroku/heroku-buildpack-apt) and create an `Aptfile` with:
 
@@ -105,7 +112,7 @@ Use the [Apt buildpack](https://github.com/heroku/heroku-buildpack-apt) and crea
 libgsl-dev
 ```
 
-## Travis CI
+### Travis CI
 
 Add to `.travis.yml`:
 

data/lib/gslr/ffi.rb

@@ -24,6 +24,9 @@ module GSLR
       raise LoadError, "Could not find GSL"
     end
 
+    # https://www.gnu.org/software/gsl/doc/html/err.html
+    extern "char * gsl_strerror(int gsl_errno)"
+
     # https://www.gnu.org/software/gsl/doc/html/vectors.html
     extern "gsl_vector * gsl_vector_alloc(size_t n)"
     extern "void gsl_vector_free(gsl_vector * v)"

data/lib/gslr/model.rb

@@ -73,5 +73,9 @@ module GSLR
     def dfloat(x)
       x.is_a?(Numo::DFloat) ? x : x.cast_to(Numo::DFloat)
     end
+
+    def check_status(status)
+      raise Error, FFI.gsl_strerror(status).to_s if status != 0
+    end
   end
 end

data/lib/gslr/ols.rb

@@ -1,5 +1,7 @@
 module GSLR
   class OLS < Model
+    attr_reader :covariance, :chi2
+
     def fit(x, y, weight: nil)
       # set data
       xc, s1, s2 = set_matrix(x, intercept: @fit_intercept)
@@ -14,15 +16,17 @@ module GSLR
       # fit
       if weight
         wc = set_vector(weight)
-        FFI.gsl_multifit_wlinear(xc, wc, yc, c, cov, chisq.ref, work)
+        check_status FFI.gsl_multifit_wlinear(xc, wc, yc, c, cov, chisq, work)
       else
-        FFI.gsl_multifit_linear(xc, yc, c, cov, chisq.ref, work)
+        check_status FFI.gsl_multifit_linear(xc, yc, c, cov, chisq, work)
       end
 
       # read solution
       c_ptr = FFI.gsl_vector_ptr(c, 0)
       @coefficients = c_ptr[0, s2 * Fiddle::SIZEOF_DOUBLE].unpack("d*")
       @intercept = @fit_intercept ? @coefficients.shift : 0.0
+      @covariance = read_matrix(cov, s2)
+      @chi2 = chisq[0, Fiddle::SIZEOF_DOUBLE].unpack1("d")
 
       nil
     ensure
@@ -33,5 +37,15 @@ module GSLR
       FFI.gsl_matrix_free(cov) if cov
       FFI.gsl_multifit_linear_free(work) if work
     end
+
+    private
+
+    def read_matrix(cov, s2)
+      ptr = FFI.gsl_matrix_ptr(cov, 0, 0)
+      row_size = s2 * Fiddle::SIZEOF_DOUBLE
+      s2.times.map do |i|
+        ptr[i * row_size, row_size].unpack("d*")
+      end
+    end
   end
 end

data/lib/gslr/ridge.rb

@@ -24,8 +24,8 @@ module GSLR
       work = FFI.gsl_multifit_linear_alloc(s1, s2)
 
       # fit
-      FFI.gsl_multifit_linear_svd(xc, work)
-      FFI.gsl_multifit_linear_solve(Math.sqrt(@alpha), xc, yc, c, rnorm.ref, snorm.ref, work)
+      check_status FFI.gsl_multifit_linear_svd(xc, work)
+      check_status FFI.gsl_multifit_linear_solve(Math.sqrt(@alpha), xc, yc, c, rnorm, snorm, work)
 
       # read solution
       c_ptr = FFI.gsl_vector_ptr(c, 0)
@@ -83,7 +83,7 @@ module GSLR
       end
 
       yc = set_vector(y)
-      FFI.gsl_vector_add_constant(yc, -y_offset)
+      check_status FFI.gsl_vector_add_constant(yc, -y_offset)
 
       [yc, y_offset]
     end

data/lib/gslr/version.rb

@@ -1,3 +1,3 @@
 module GSLR
-  VERSION = "0.1.1"
+  VERSION = "0.1.2"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: gslr
 version: !ruby/object:Gem::Version
-  version: 0.1.1
+  version: 0.1.2
 platform: ruby
 authors:
 - Andrew Kane
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2019-12-08 00:00:00.000000000 Z
+date: 2019-12-09 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler