linear-regression 0.0.1 → 0.0.2

checksums.yaml

@@ -1,7 +1,7 @@
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data/lib/linear-regression.rb

@@ -1,86 +1,3 @@
-module Regression
-  class Linear
-    # Expected value
-    # http://en.wikipedia.org/wiki/Expected_value
-    def ev(items)
-      raise "Items must be an array" unless items.is_a?(Array)
-
-      items.inject(0) {|sum, x| sum + x}.to_f / items.length
-    end
-
-    # Covariance
-    # http://en.wikipedia.org/wiki/Covariance
-    def cov(xs, ys)
-      raise "Length xs and ys must be equal" unless xs.length == ys.length
-
-      xys = (0..(xs.length-1)).map{|i| xs[i] * ys[i]}
-      ev(xys) - ev(xs)*ev(ys)
-    end
-
-    # Another way to implement covariance
-    def cov2(xs, ys)
-      raise "Length xs and ys must be equal" unless xs.length == ys.length
-
-      len = xs.length
-      sum = 0 
-      ev_x = ev(xs)
-      ev_y = ev(ys)
-
-      0.upto(len - 1) do |i|
-         sum += (xs[i].to_f - ev_x) * (ys[i].to_f - ev_y)
-      end
-      sum / len
-    end
-
-
-    # Variance
-    # http://en.wikipedia.org/wiki/Variance
-    def var(items)
-      raise "Items must be an array" unless items.is_a?(Array)
-
-      ev(items.map{|i| i**2}) - ev(items)**2
-    end
-
-    # Standard Deviation
-    # http://en.wikipedia.org/wiki/Standard_deviation
-    def stdev(items)
-      raise "Items must be an array" unless items.is_a?(Array)
-
-      Math.sqrt(var(items))
-    end
-
-    # Pearson product-moment correlation coefficient
-    # http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient
-    def pcc(xs, ys)
-      raise "Length xs and ys must be equal" unless xs.length == ys.length
-
-      cov(xs, ys) / (stdev(xs).to_f * stdev(ys).to_f)
-    end
-
-    # Spearman's rank correlation coefficient
-    # http://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient
-    def scc(xs, ys)
-      raise "Length xs and ys must be equal" unless xs.length == ys.length
-      
-      len = xs.length
-      sum = 0.0
-      (0..(len-1)).each do |i|
-        sum += (xs[i] - ys[i]) ** 2
-      end
-
-      1 - (6 * sum)/(len * (len - 1))
-    end
-
-    # y = kx + b
-    def k(xs, ys)
-      raise "Length xs and ys must be equal" unless xs.length == ys.length
-
-      cov(xs, ys) / var(xs)   
-    end
-
-    # y = kx + b
-    def b(xs, ys)
-      ev(ys) - k(xs, ys) * ev(xs)
-    end
-  end
-end
+require 'linear-regression/base'
+require 'linear-regression/correlation_coefficient'
+require 'linear-regression/linear'

data/lib/linear-regression/base.rb

@@ -0,0 +1,46 @@
+module Regression
+  class Base 
+    # Expected value
+    # http://en.wikipedia.org/wiki/mean
+    def mean(values)
+      raise "values must be an array" unless values.is_a?(Array)
+
+      values.inject(0) {|sum, x| sum + x}.to_f / values.length
+    end
+
+    # Covariance
+    # http://en.wikipedia.org/wiki/Covariance
+    def covariance(xs, ys)
+      raise "Length xs and ys must be equal" unless xs.length == ys.length
+
+      xys = xs.zip(ys).map{|x,y| x * y }
+      mean(xys) - mean(xs) * mean(ys)
+    end
+
+    # Another way to implement covariance
+    def covariance2(xs, ys)
+      raise "Length xs and ys must be equal" unless xs.length == ys.length
+
+      ev_x, ev_y = mean(xs), mean(ys)
+      xs.zip(ys)
+        .map{|x,y| (x-ev_x) * (y-ev_y)}
+        .inject(0) {|sum, x| sum += x} / xs.length
+    end
+
+    # Variance
+    # http://en.wikipedia.org/wiki/Variance
+    def variance(values)
+      raise "Values must be an array" unless values.is_a?(Array)
+
+      mean(values.map{|i| i**2}) - mean(values)**2
+    end
+
+    # Standard Deviation
+    # http://en.wikipedia.org/wiki/Standard_deviation
+    def standard_deviation(values)
+      raise "Values must be an array" unless values.is_a?(Array)
+
+      Math.sqrt(variance(values))
+    end
+  end
+end

data/lib/linear-regression/correlation_coefficient.rb

@@ -0,0 +1,34 @@
+module Regression
+  class CorrelationCoefficient < Base
+    def initialize(xs, ys)
+      raise "Length xs and ys must be equal" unless xs.length == ys.length
+
+      @xs = xs
+      @ys = ys
+    end
+
+
+    # Pearson product-moment correlation coefficient
+    # http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient
+    def pearson
+      @pearson ||= covariance(@xs, @ys) / (standard_deviation(@xs).to_f * standard_deviation(@ys).to_f)
+    end
+
+    # Spearman's rank correlation coefficient
+    # http://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient
+    def spearman
+      @spearman ||= calc_spearman
+    end
+
+    private 
+    def calc_spearman
+      len, sum = xs.length, 0.0
+      
+      sum = xs.zip(ys)
+        .map{|x, y| (x - y) ** 2}
+        .inject(0.0) {|sum, x| sum += x}
+
+      1 - (6 * sum)/(len * (len - 1))
+    end
+  end
+end

data/lib/linear-regression/linear.rb

@@ -0,0 +1,28 @@
+ module Regression 
+  class Linear < Base
+    def initialize(xs, ys)
+      abort "Length xs and ys must be equal" unless xs.length == ys.length
+
+      @xs = xs
+      @ys = ys
+    end
+
+    def trend
+      @xs.map{|x| predict x}
+    end
+
+    def predict(x)
+       y = slope * x + intercept
+    end
+
+    # y = kx + b
+    def slope
+      @slope ||= covariance(@xs, @ys) / variance(@xs)   
+    end
+
+    # y = kx + b
+    def intercept
+      @intercept ||= mean(@ys) - slope * mean(@xs)
+    end
+  end
+end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: linear-regression
 version: !ruby/object:Gem::Version
-  version: 0.0.1
+  version: 0.0.2
 platform: ruby
 authors:
 - Vladimir Alekseichenko
@@ -17,6 +17,9 @@ extensions: []
 extra_rdoc_files: []
 files:
 - lib/linear-regression.rb
+- lib/linear-regression/base.rb
+- lib/linear-regression/correlation_coefficient.rb
+- lib/linear-regression/linear.rb
 homepage: https://github.com/slon1024/linear-regression
 licenses:
 - MIT