linear-regression 0.0.1

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data/lib/linear-regression.rb

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+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

metadata

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+--- !ruby/object:Gem::Specification
+name: linear-regression
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- Vladimir Alekseichenko
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2014-03-15 00:00:00.000000000 Z
+dependencies: []
+description: A linear regression gem
+email: vova@vova.me
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- lib/linear-regression.rb
+homepage: https://github.com/slon1024/linear-regression
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.2.0
+signing_key: 
+specification_version: 4
+summary: Linear regression
+test_files: []
+has_rdoc: