least_squares 0.1.0

data/.document

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+README.md
+lib/**/*.rb
+LICENSE

data/.gitignore

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+## MAC OS
+.DS_Store
+
+## TEXTMATE
+*.tmproj
+tmtags
+
+## EMACS
+*~
+\#*
+.\#*
+
+## VIM
+*.swp
+
+## PROJECT::GENERAL
+coverage
+rdoc
+pkg
+doc
+.yardoc
+
+## PROJECT::SPECIFIC

data/LICENSE

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+Copyright (c) 2010 Shane Emmons
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

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+Least Squares
+=============
+
+This gem adds methods to the Math module to aid in calculating the Least
+Squares Regression Line given two arrays.
+
+Example Usage:
+    xs = [9300, 10565, 15000, 15000, 17764, 57000, 65940, 73676, 77006, 93739, 146088, 153260,]
+    ys = [7100, 15500, 4400, 4400, 5900, 4600, 8800, 2000, 2750, 2550, 960, 1025,]
+    
+    lsqr = Math.least_squares(xs,ys)
+    puts (10_000..150_000).step(10_000).map{|n| lsqr.call(n)}
+
+Results:
+    7623.45990767669
+    7110.76951749864
+    6598.07912732059
+    6085.38873714254
+    5572.69834696449
+    5060.00795678644
+    4547.31756660839
+    4034.62717643034
+    3521.93678625229
+    3009.24639607424
+    2496.55600589619
+    1983.86561571814
+    1471.17522554009
+    958.484835362034
+    445.794445183983
+
+Included methods are `#mean`, `#stdev`, `#pearson` and `#least_squares`.
+
+Copyright
+---------
+
+Copyright (c) 2010 Shane Emmons. See LICENSE for details.

data/Rakefile

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+require 'rubygems'
+require 'rake'
+require 'rake/clean'
+
+CLOBBER.include('.yardoc', 'doc')
+
+begin
+  require 'jeweler'
+  Jeweler::Tasks.new do |gem|
+    gem.name = "least_squares"
+    gem.summary = %Q{Calulate the Least Squares Regression Line}
+    gem.description = %Q{This gem adds methods to the Math module to aid in calculating the Least Squares Regression Line given two arrays.}
+    gem.email = "semmons99@gmail.com"
+    gem.homepage = "http://github.com/semmons99/least_squares"
+    gem.authors = ["Shane Emmons"]
+    gem.add_development_dependency "rspec", ">= 1.3.0"
+    gem.add_development_dependency "yard", ">= 0.5.4"
+  end
+  Jeweler::GemcutterTasks.new
+rescue LoadError
+  puts "Jeweler (or a dependency) not available. Install it with: gem install jeweler"
+end
+
+require 'spec/rake/spectask'
+Spec::Rake::SpecTask.new(:spec) do |spec|
+  spec.libs << 'lib' << 'spec'
+  spec.spec_files = FileList['spec/**/*_spec.rb']
+end
+
+Spec::Rake::SpecTask.new(:rcov) do |spec|
+  spec.libs << 'lib' << 'spec'
+  spec.pattern = 'spec/**/*_spec.rb'
+  spec.rcov = true
+end
+
+task :spec => :check_dependencies
+
+task :default => :spec
+
+begin
+  require 'yard'
+  YARD::Rake::YardocTask.new
+rescue LoadError
+  task :yardoc do
+    abort "YARD is not available. In order to run yardoc, you must: sudo gem install yard"
+  end
+end

data/VERSION

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+0.1.0

data/lib/least_squares.rb

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+module Math
+  ##
+  # Takes an array of numbers and returns the Mean.
+  #
+  # @param [Array<Numeric>] xs Array of numbers
+  # @return [Float] Mean
+  #
+  # @example
+  #   xs = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
+  #   Math.mean(xs) #=> 5.5
+  def Math.mean(xs)
+    xs.inject{|s,n| s+n} / xs.size.to_f
+  end
+
+  ##
+  # Takes an array of numbers and returns the Standard Deviation.
+  #
+  # @param [Array<Numeric>] xs Array of numbers
+  # @return [Float] Standard Deviation
+  #
+  # @example
+  #   xs = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
+  #   Math.stdev(xs) #=> 3.02765035409749
+  def Math.stdev(xs)
+    mean = Math.mean(xs)
+    Math.sqrt((1/(xs.size.to_f - 1)) * xs.inject(0){|s,n| s + (n - mean)**2})
+  end
+
+  ##
+  # Takes two arrays of numbers and returns the Pearson's Correlation
+  # Coefficient.
+  #
+  # @param [Array<Numeric>] xs Array of numbers
+  # @param [Array<numeric>] ys Array of numbers
+  # @return [Float] Pearson's Correlation Coefficient
+  #
+  # @example
+  #   xs = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
+  #   ys = [9, 1, 0, 5, 4, 7, 7, 0, 9, 3]
+  #   Math.pearson(xs,ys) #=> 0.0581327470763432
+  def Math.pearson(xs, ys)
+    numerator = 0
+    xs_mean = Math.mean(xs)
+    ys_mean = Math.mean(ys)
+    (0...xs.size).each do |i|
+      numerator += (xs[i] - xs_mean) * (ys[i] - ys_mean)
+    end
+    numerator / (Math.sqrt(xs.inject(0){|s,x| s + (x - xs_mean) ** 2}) * Math.sqrt(ys.inject(0){|s,y| s + (y - ys_mean) ** 2}))
+  end
+
+  ##
+  # Takes two arrays of numbers and returns the Least Squares Regression Line
+  # as a Proc.
+  #
+  # @param [Array<Numeric>] xs Array of numbers
+  # @param [Array<Numeric>] ys Array of numbers
+  # @return [Proc] Least Squares Regression Line
+  #
+  # @example
+  #   xs = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
+  #   ys = [9, 1, 0, 5, 4, 7, 7, 0, 9, 3]
+  #   ls = Math.least_squares(xs,ys)
+  #   (1..10).map{|i| ls.call(i)} #=> [4.2, 4.2667, 4.333, 4.4, 4.4667, 4.5333, 4.6, 4.667, 4.7333, 4.8]
+  def Math.least_squares(xs, ys)
+    b = Math.pearson(xs,ys) * (Math.stdev(ys) / Math.stdev(xs))
+    a = Math.mean(ys) - (b * Math.mean(xs))
+    lambda{|x| a + (b * x)}
+  end
+end

data/spec/least_squares_spec.rb

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+require File.expand_path(File.dirname(__FILE__) + '/spec_helper')
+
+describe "LeastSquares" do
+  before(:each) do
+    @xs = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
+    @ys = [9, 1, 0, 5, 4, 7, 7, 0, 9, 3]
+  end
+
+  describe '#mean' do
+    specify 'returns the mean (average) of an array of numbers' do
+      Math.mean(@xs).should == 5.5
+      Math.mean(@ys).should == 4.5
+    end
+  end
+
+  describe '#stdev' do
+    specify 'returns the standard deviation of an array of numbers' do
+      Math.stdev(@xs).should be_close(3.0277, 0.0001)
+      Math.stdev(@ys).should be_close(3.4721, 0.0001)
+    end
+  end
+
+  describe '#pearson' do
+    specify 'returns the Pearson Correlation Coefficient of two arrays of numbers' do
+      Math.pearson(@xs,@ys).should be_close(0.0581, 0.0001)
+    end
+  end
+
+  describe '#least_squares' do
+    specify 'returns the Least Squares Regression Line of two arrays of numbers as a Proc' do
+      Math.least_squares(@xs,@ys).should be_a(Proc)
+    end
+
+    specify 'return the Least Squares Regression Line of two arrays of numbers' do
+      rs = [4.2, 4.2667, 4.3333, 4.4, 4.4667, 4.5333, 4.6, 4.6667, 4.7333, 4.8]
+      ls = Math.least_squares(@xs,@ys)
+      (1..10).map{|i| ls.call(i)}.each_with_index do |x,i|
+        x.should be_close(rs[i], 0.0001)
+      end
+    end
+  end
+end

data/spec/spec.opts

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+--color

data/spec/spec_helper.rb

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+$LOAD_PATH.unshift(File.dirname(__FILE__))
+$LOAD_PATH.unshift(File.join(File.dirname(__FILE__), '..', 'lib'))
+require 'least_squares'
+require 'spec'
+require 'spec/autorun'
+
+Spec::Runner.configure do |config|
+  
+end

metadata

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+--- !ruby/object:Gem::Specification 
+name: least_squares
+version: !ruby/object:Gem::Version 
+  prerelease: false
+  segments: 
+  - 0
+  - 1
+  - 0
+  version: 0.1.0
+platform: ruby
+authors: 
+- Shane Emmons
+autorequire: 
+bindir: bin
+cert_chain: []
+
+date: 2010-05-05 00:00:00 -04:00
+default_executable: 
+dependencies: 
+- !ruby/object:Gem::Dependency 
+  name: rspec
+  prerelease: false
+  requirement: &id001 !ruby/object:Gem::Requirement 
+    requirements: 
+    - - ">="
+      - !ruby/object:Gem::Version 
+        segments: 
+        - 1
+        - 3
+        - 0
+        version: 1.3.0
+  type: :development
+  version_requirements: *id001
+- !ruby/object:Gem::Dependency 
+  name: yard
+  prerelease: false
+  requirement: &id002 !ruby/object:Gem::Requirement 
+    requirements: 
+    - - ">="
+      - !ruby/object:Gem::Version 
+        segments: 
+        - 0
+        - 5
+        - 4
+        version: 0.5.4
+  type: :development
+  version_requirements: *id002
+description: This gem adds methods to the Math module to aid in calculating the Least Squares Regression Line given two arrays.
+email: semmons99@gmail.com
+executables: []
+
+extensions: []
+
+extra_rdoc_files: 
+- LICENSE
+- README.md
+files: 
+- .document
+- .gitignore
+- LICENSE
+- README.md
+- Rakefile
+- VERSION
+- lib/least_squares.rb
+- spec/least_squares_spec.rb
+- spec/spec.opts
+- spec/spec_helper.rb
+has_rdoc: true
+homepage: http://github.com/semmons99/least_squares
+licenses: []
+
+post_install_message: 
+rdoc_options: 
+- --charset=UTF-8
+require_paths: 
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement 
+  requirements: 
+  - - ">="
+    - !ruby/object:Gem::Version 
+      segments: 
+      - 0
+      version: "0"
+required_rubygems_version: !ruby/object:Gem::Requirement 
+  requirements: 
+  - - ">="
+    - !ruby/object:Gem::Version 
+      segments: 
+      - 0
+      version: "0"
+requirements: []
+
+rubyforge_project: 
+rubygems_version: 1.3.6
+signing_key: 
+specification_version: 3
+summary: Calulate the Least Squares Regression Line
+test_files: 
+- spec/least_squares_spec.rb
+- spec/spec_helper.rb