linear-regression 0.0.1
Sign up to get free protection for your applications and to get access to all the features.
- checksums.yaml +7 -0
- data/lib/linear-regression.rb +86 -0
- metadata +45 -0
checksums.yaml
ADDED
@@ -0,0 +1,7 @@
|
|
1
|
+
---
|
2
|
+
SHA1:
|
3
|
+
metadata.gz: be7ede767c9e42da21e84dfcde225962a65b33c4
|
4
|
+
data.tar.gz: e4468fc7c026a3517f75626d6c3521e215e42307
|
5
|
+
SHA512:
|
6
|
+
metadata.gz: 46819763f4306dbd5734890dbbdcb2151aa0bd222c5dd32d0afd17f7544cab4d70f02e033ba377ca24ebae5695561e30658baadacb06f5d75c40471a30409dfb
|
7
|
+
data.tar.gz: 22e14c6f10bb0c9581b80d4a082ddc6a8b199dc2c3b321c3ce11d0149b749a9c1cc4abe2a640081a24bffd404c046d8e56165152ae6bc6b0f89270339f213e8d
|
@@ -0,0 +1,86 @@
|
|
1
|
+
module Regression
|
2
|
+
class Linear
|
3
|
+
# Expected value
|
4
|
+
# http://en.wikipedia.org/wiki/Expected_value
|
5
|
+
def ev(items)
|
6
|
+
raise "Items must be an array" unless items.is_a?(Array)
|
7
|
+
|
8
|
+
items.inject(0) {|sum, x| sum + x}.to_f / items.length
|
9
|
+
end
|
10
|
+
|
11
|
+
# Covariance
|
12
|
+
# http://en.wikipedia.org/wiki/Covariance
|
13
|
+
def cov(xs, ys)
|
14
|
+
raise "Length xs and ys must be equal" unless xs.length == ys.length
|
15
|
+
|
16
|
+
xys = (0..(xs.length-1)).map{|i| xs[i] * ys[i]}
|
17
|
+
ev(xys) - ev(xs)*ev(ys)
|
18
|
+
end
|
19
|
+
|
20
|
+
# Another way to implement covariance
|
21
|
+
def cov2(xs, ys)
|
22
|
+
raise "Length xs and ys must be equal" unless xs.length == ys.length
|
23
|
+
|
24
|
+
len = xs.length
|
25
|
+
sum = 0
|
26
|
+
ev_x = ev(xs)
|
27
|
+
ev_y = ev(ys)
|
28
|
+
|
29
|
+
0.upto(len - 1) do |i|
|
30
|
+
sum += (xs[i].to_f - ev_x) * (ys[i].to_f - ev_y)
|
31
|
+
end
|
32
|
+
sum / len
|
33
|
+
end
|
34
|
+
|
35
|
+
|
36
|
+
# Variance
|
37
|
+
# http://en.wikipedia.org/wiki/Variance
|
38
|
+
def var(items)
|
39
|
+
raise "Items must be an array" unless items.is_a?(Array)
|
40
|
+
|
41
|
+
ev(items.map{|i| i**2}) - ev(items)**2
|
42
|
+
end
|
43
|
+
|
44
|
+
# Standard Deviation
|
45
|
+
# http://en.wikipedia.org/wiki/Standard_deviation
|
46
|
+
def stdev(items)
|
47
|
+
raise "Items must be an array" unless items.is_a?(Array)
|
48
|
+
|
49
|
+
Math.sqrt(var(items))
|
50
|
+
end
|
51
|
+
|
52
|
+
# Pearson product-moment correlation coefficient
|
53
|
+
# http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient
|
54
|
+
def pcc(xs, ys)
|
55
|
+
raise "Length xs and ys must be equal" unless xs.length == ys.length
|
56
|
+
|
57
|
+
cov(xs, ys) / (stdev(xs).to_f * stdev(ys).to_f)
|
58
|
+
end
|
59
|
+
|
60
|
+
# Spearman's rank correlation coefficient
|
61
|
+
# http://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient
|
62
|
+
def scc(xs, ys)
|
63
|
+
raise "Length xs and ys must be equal" unless xs.length == ys.length
|
64
|
+
|
65
|
+
len = xs.length
|
66
|
+
sum = 0.0
|
67
|
+
(0..(len-1)).each do |i|
|
68
|
+
sum += (xs[i] - ys[i]) ** 2
|
69
|
+
end
|
70
|
+
|
71
|
+
1 - (6 * sum)/(len * (len - 1))
|
72
|
+
end
|
73
|
+
|
74
|
+
# y = kx + b
|
75
|
+
def k(xs, ys)
|
76
|
+
raise "Length xs and ys must be equal" unless xs.length == ys.length
|
77
|
+
|
78
|
+
cov(xs, ys) / var(xs)
|
79
|
+
end
|
80
|
+
|
81
|
+
# y = kx + b
|
82
|
+
def b(xs, ys)
|
83
|
+
ev(ys) - k(xs, ys) * ev(xs)
|
84
|
+
end
|
85
|
+
end
|
86
|
+
end
|
metadata
ADDED
@@ -0,0 +1,45 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: linear-regression
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 0.0.1
|
5
|
+
platform: ruby
|
6
|
+
authors:
|
7
|
+
- Vladimir Alekseichenko
|
8
|
+
autorequire:
|
9
|
+
bindir: bin
|
10
|
+
cert_chain: []
|
11
|
+
date: 2014-03-15 00:00:00.000000000 Z
|
12
|
+
dependencies: []
|
13
|
+
description: A linear regression gem
|
14
|
+
email: vova@vova.me
|
15
|
+
executables: []
|
16
|
+
extensions: []
|
17
|
+
extra_rdoc_files: []
|
18
|
+
files:
|
19
|
+
- lib/linear-regression.rb
|
20
|
+
homepage: https://github.com/slon1024/linear-regression
|
21
|
+
licenses:
|
22
|
+
- MIT
|
23
|
+
metadata: {}
|
24
|
+
post_install_message:
|
25
|
+
rdoc_options: []
|
26
|
+
require_paths:
|
27
|
+
- lib
|
28
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
29
|
+
requirements:
|
30
|
+
- - ">="
|
31
|
+
- !ruby/object:Gem::Version
|
32
|
+
version: '0'
|
33
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
34
|
+
requirements:
|
35
|
+
- - ">="
|
36
|
+
- !ruby/object:Gem::Version
|
37
|
+
version: '0'
|
38
|
+
requirements: []
|
39
|
+
rubyforge_project:
|
40
|
+
rubygems_version: 2.2.0
|
41
|
+
signing_key:
|
42
|
+
specification_version: 4
|
43
|
+
summary: Linear regression
|
44
|
+
test_files: []
|
45
|
+
has_rdoc:
|