gslr 0.3.1 → 0.3.2
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/CHANGELOG.md +4 -0
- data/lib/gslr/model.rb +2 -0
- data/lib/gslr/ols.rb +5 -8
- data/lib/gslr/ridge.rb +5 -7
- data/lib/gslr/version.rb +1 -1
- metadata +3 -3
checksums.yaml
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@@ -1,7 +1,7 @@
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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 2ba14834cdeabffc31c4820a0ff36ed60022f96b761364c7eb74e416e304a716
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data.tar.gz: 88fbc5eed0052e531d96520ee19392c15ad66a970480c876cd90b79d59563599
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 1fd72f51597b8f1de6aa5286d1fcec6a2256ee490241e5e6201f6367d3dbf733ebbc3ff491b34570364cef9d9d9560bc2747c398d8f446d29e038f41d4aaa5d2
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data.tar.gz: 87d542a34a25e2b09675ab1f49cc1d919d971ffa066da39fa04f25fe26c3fbcc7decf247b13d083ee34ba13709a8050f263e0b29ff47dd15ca2f1b2fffe84f9f
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data/CHANGELOG.md
CHANGED
data/lib/gslr/model.rb
CHANGED
@@ -23,6 +23,7 @@ module GSLR
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s2 += 1 if intercept
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xc = FFI.gsl_matrix_alloc(s1, s2)
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xc.free = FFI["gsl_matrix_free"]
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x_ptr = FFI.gsl_matrix_ptr(xc, 0, 0)
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if numo?(x)
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@@ -47,6 +48,7 @@ module GSLR
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def set_vector(x)
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v = FFI.gsl_vector_alloc(x.size)
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v.free = FFI["gsl_vector_free"]
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ptr = FFI.gsl_vector_ptr(v, 0)
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set_data(ptr, x)
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v
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data/lib/gslr/ols.rb
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@@ -6,12 +6,16 @@ module GSLR
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# set data
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xc, s1, s2 = set_matrix(x, intercept: @fit_intercept)
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yc = set_vector(y)
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yc.free = FFI["gsl_vector_free"]
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# allocate solution
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c = FFI.gsl_vector_alloc(s2)
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c.free = FFI["gsl_vector_free"]
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cov = FFI.gsl_matrix_alloc(s2, s2)
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-
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cov.free = FFI["gsl_matrix_free"]
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chisq = Fiddle::Pointer.malloc(Fiddle::SIZEOF_DOUBLE, Fiddle::RUBY_FREE)
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work = FFI.gsl_multifit_linear_alloc(s1, s2)
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work.free = FFI["gsl_multifit_linear_free"]
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# fit
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if weight
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@@ -29,13 +33,6 @@ module GSLR
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@chi2 = chisq[0, Fiddle::SIZEOF_DOUBLE].unpack1("d")
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nil
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ensure
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FFI.gsl_matrix_free(xc) if xc
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FFI.gsl_vector_free(yc) if yc
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FFI.gsl_vector_free(wc) if wc
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FFI.gsl_vector_free(c) if c
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FFI.gsl_matrix_free(cov) if cov
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FFI.gsl_multifit_linear_free(work) if work
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end
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private
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data/lib/gslr/ridge.rb
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@@ -32,9 +32,11 @@ module GSLR
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# allocate solution
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c = FFI.gsl_vector_alloc(s2)
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c.free = FFI["gsl_vector_free"]
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rnorm = Fiddle::Pointer.malloc(Fiddle::SIZEOF_DOUBLE, Fiddle::RUBY_FREE)
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snorm = Fiddle::Pointer.malloc(Fiddle::SIZEOF_DOUBLE, Fiddle::RUBY_FREE)
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work = FFI.gsl_multifit_linear_alloc(s1, s2)
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work.free = FFI["gsl_multifit_linear_free"]
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# fit
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check_status FFI.gsl_multifit_linear_svd(xc, work)
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end
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nil
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ensure
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FFI.gsl_matrix_free(xc) if xc
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FFI.gsl_vector_free(yc) if yc
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FFI.gsl_vector_free(c) if c
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FFI.gsl_multifit_linear_free(work) if work
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end
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private
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@@ -74,6 +71,7 @@ module GSLR
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s1, s2 = shape(x)
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xc = FFI.gsl_matrix_alloc(s1, s2)
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xc.free = FFI["gsl_matrix_free"]
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x_ptr = FFI.gsl_matrix_ptr(xc, 0, 0)
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# pack efficiently
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data/lib/gslr/version.rb
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metadata
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@@ -1,13 +1,13 @@
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--- !ruby/object:Gem::Specification
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name: gslr
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version: !ruby/object:Gem::Version
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version: 0.3.
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version: 0.3.2
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platform: ruby
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authors:
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- Andrew Kane
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bindir: bin
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cert_chain: []
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date:
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date: 1980-01-02 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: fiddle
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@@ -56,7 +56,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
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- !ruby/object:Gem::Version
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version: '0'
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requirements: []
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rubygems_version: 3.6.
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rubygems_version: 3.6.7
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specification_version: 4
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summary: High performance linear regression for Ruby, powered by GSL
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test_files: []
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