gslr 0.1.3 → 0.2.0

checksums.yaml

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

@@ -1,3 +1,8 @@
+## 0.2.0 (2022-09-02)
+
+- Fixed error on Mac
+- Dropped support for Ruby < 2.7
+
 ## 0.1.3 (2020-07-26)
 
 - Improved performance

data/NOTICE.txt

@@ -1,4 +1,4 @@
-Copyright (C) 2019 Andrew Kane
+Copyright (C) 2019-2022 Andrew Kane
 
 This program is free software: you can redistribute it and/or modify
 it under the terms of the GNU General Public License as published by

data/README.md

@@ -2,7 +2,7 @@
 
 :fire: High performance linear regression for Ruby, powered by [GSL](https://www.gnu.org/software/gsl/)
 
-[![Build Status](https://travis-ci.org/ankane/gslr.svg?branch=master)](https://travis-ci.org/ankane/gslr)
+[![Build Status](https://github.com/ankane/gslr/workflows/build/badge.svg?branch=master)](https://github.com/ankane/gslr/actions)
 
 ## Installation
 
@@ -15,7 +15,7 @@ brew install gsl
 Add this line to your application’s Gemfile:
 
 ```ruby
-gem 'gslr'
+gem "gslr"
 ```
 
 ## Getting Started
@@ -112,17 +112,6 @@ Use the [Apt buildpack](https://github.com/heroku/heroku-buildpack-apt) and crea
 libgsl-dev
 ```
 
-### Travis CI
-
-Add to `.travis.yml`:
-
-```yml
-addons:
-  apt:
-    packages:
-    - libgsl-dev
-```
-
 ## History
 
 View the [changelog](https://github.com/ankane/gslr/blob/master/CHANGELOG.md)

data/lib/gslr/ffi.rb

@@ -11,7 +11,7 @@ module GSLR
       rescue Fiddle::DLError => e
         retry if libs.any?
         raise e if ENV["GSLR_DEBUG"]
-        raise LoadError, "Could not find GSL"
+        raise LoadError, "GSL CBLAS not found"
       end
     end
 
@@ -48,5 +48,6 @@ module GSLR
     extern "void gsl_multifit_linear_free(gsl_multifit_linear_workspace * work)"
     extern "int gsl_multifit_linear_solve(double lambda, gsl_matrix * Xs, gsl_vector * ys, gsl_vector * cs, double * rnorm, double * snorm, gsl_multifit_linear_workspace * work)"
     extern "int gsl_multifit_linear_svd(gsl_matrix * X, gsl_multifit_linear_workspace * work)"
+    extern "int gsl_multifit_linear_applyW(gsl_matrix * X, gsl_vector * w, gsl_vector * y, gsl_matrix * WX, gsl_vector * Wy)"
   end
 end

data/lib/gslr/ridge.rb

@@ -5,16 +5,29 @@ module GSLR
       @alpha = alpha
     end
 
-    def fit(x, y)
+    def fit(x, y, weight: nil)
       if @fit_intercept
         # the intercept should not be regularized
         # so we need to center x and y
         # and exclude the intercept
         xc, x_offset, s1, s2 = centered_matrix(x)
         yc, y_offset = centered_vector(y)
+
+        if weight
+          # TODO apply weights before centering
+          # not a great way to calculate and subtract the mean
+          # with GSL and FFI
+          raise "weight not supported with intercept yet"
+        end
       else
         xc, s1, s2 = set_matrix(x, intercept: false)
         yc = set_vector(y)
+
+        if weight
+          wc = set_vector(weight)
+          # in place transformation
+          check_status FFI.gsl_multifit_linear_applyW(xc, wc, yc, xc, yc)
+        end
       end
 
       # allocate solution

data/lib/gslr/version.rb

@@ -1,3 +1,3 @@
 module GSLR
-  VERSION = "0.1.3"
+  VERSION = "0.2.0"
 end

data/lib/gslr.rb

@@ -18,6 +18,7 @@ module GSLR
     if Gem.win_platform?
       ["gsl.dll"]
     elsif RbConfig::CONFIG["host_os"] =~ /darwin/i
+      self.cblas_lib = ["libgslcblas.dylib"]
       ["libgsl.dylib"]
     else
       self.cblas_lib = ["libgslcblas.so"]

metadata

@@ -1,73 +1,17 @@
 --- !ruby/object:Gem::Specification
 name: gslr
 version: !ruby/object:Gem::Version
-  version: 0.1.3
+  version: 0.2.0
 platform: ruby
 authors:
 - Andrew Kane
-autorequire: 
+autorequire:
 bindir: bin
 cert_chain: []
-date: 2020-07-26 00:00:00.000000000 Z
-dependencies:
-- !ruby/object:Gem::Dependency
-  name: bundler
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-- !ruby/object:Gem::Dependency
-  name: rake
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-- !ruby/object:Gem::Dependency
-  name: minitest
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '5'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '5'
-- !ruby/object:Gem::Dependency
-  name: numo-narray
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-description: 
-email: andrew@chartkick.com
+date: 2022-09-02 00:00:00.000000000 Z
+dependencies: []
+description:
+email: andrew@ankane.org
 executables: []
 extensions: []
 extra_rdoc_files: []
@@ -86,7 +30,7 @@ homepage: https://github.com/ankane/gslr
 licenses:
 - GPL-3.0-or-later
 metadata: {}
-post_install_message: 
+post_install_message:
 rdoc_options: []
 require_paths:
 - lib
@@ -94,15 +38,15 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
-      version: '2.4'
+      version: '2.7'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.1.2
-signing_key: 
+rubygems_version: 3.3.7
+signing_key:
 specification_version: 4
 summary: High performance linear regression for Ruby, powered by GSL
 test_files: []