linear-regression 0.0.1 → 0.0.2
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- checksums.yaml +4 -4
- data/lib/linear-regression.rb +3 -86
- data/lib/linear-regression/base.rb +46 -0
- data/lib/linear-regression/correlation_coefficient.rb +34 -0
- data/lib/linear-regression/linear.rb +28 -0
- metadata +4 -1
checksums.yaml
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---
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SHA1:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 60dea3f33c89cc9e8c6fa2d5c2a4a0f3672c58d5
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data.tar.gz: 6b6d65500b239519bba094b02c6eb9b87aec00fb
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SHA512:
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metadata.gz:
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metadata.gz: 39e673708c0d3b295012b7d1ce43615213a71439addd55133ea884a3c8f8c713b4da5fb1ce628d3f155e964ccbac2ef0a5fcb1d6a5cf0ea6dc7e810eeb325d99
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data.tar.gz: 2bc0bcc477a7ab3d859586c9aece09eb615af565864590e0ccfa1ad78820f926208180562df4158a2259f1e24af059862b35f6a278f8c34c70099826afb942e1
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data/lib/linear-regression.rb
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# http://en.wikipedia.org/wiki/Expected_value
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def ev(items)
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raise "Items must be an array" unless items.is_a?(Array)
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items.inject(0) {|sum, x| sum + x}.to_f / items.length
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end
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# Covariance
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# http://en.wikipedia.org/wiki/Covariance
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def cov(xs, ys)
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raise "Length xs and ys must be equal" unless xs.length == ys.length
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xys = (0..(xs.length-1)).map{|i| xs[i] * ys[i]}
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ev(xys) - ev(xs)*ev(ys)
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end
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# Another way to implement covariance
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def cov2(xs, ys)
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raise "Length xs and ys must be equal" unless xs.length == ys.length
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len = xs.length
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sum = 0
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ev_x = ev(xs)
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ev_y = ev(ys)
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0.upto(len - 1) do |i|
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sum += (xs[i].to_f - ev_x) * (ys[i].to_f - ev_y)
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end
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sum / len
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end
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# Variance
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# http://en.wikipedia.org/wiki/Variance
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def var(items)
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raise "Items must be an array" unless items.is_a?(Array)
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ev(items.map{|i| i**2}) - ev(items)**2
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end
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# Standard Deviation
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# http://en.wikipedia.org/wiki/Standard_deviation
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def stdev(items)
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raise "Items must be an array" unless items.is_a?(Array)
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Math.sqrt(var(items))
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end
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# Pearson product-moment correlation coefficient
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# http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient
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def pcc(xs, ys)
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raise "Length xs and ys must be equal" unless xs.length == ys.length
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cov(xs, ys) / (stdev(xs).to_f * stdev(ys).to_f)
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end
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# Spearman's rank correlation coefficient
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# http://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient
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def scc(xs, ys)
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raise "Length xs and ys must be equal" unless xs.length == ys.length
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len = xs.length
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sum = 0.0
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(0..(len-1)).each do |i|
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sum += (xs[i] - ys[i]) ** 2
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end
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1 - (6 * sum)/(len * (len - 1))
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end
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# y = kx + b
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def k(xs, ys)
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raise "Length xs and ys must be equal" unless xs.length == ys.length
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cov(xs, ys) / var(xs)
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end
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# y = kx + b
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def b(xs, ys)
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ev(ys) - k(xs, ys) * ev(xs)
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end
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end
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end
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require 'linear-regression/base'
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require 'linear-regression/correlation_coefficient'
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require 'linear-regression/linear'
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module Regression
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class Base
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# Expected value
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# http://en.wikipedia.org/wiki/mean
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def mean(values)
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raise "values must be an array" unless values.is_a?(Array)
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values.inject(0) {|sum, x| sum + x}.to_f / values.length
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end
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# Covariance
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# http://en.wikipedia.org/wiki/Covariance
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def covariance(xs, ys)
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raise "Length xs and ys must be equal" unless xs.length == ys.length
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xys = xs.zip(ys).map{|x,y| x * y }
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mean(xys) - mean(xs) * mean(ys)
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end
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# Another way to implement covariance
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def covariance2(xs, ys)
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raise "Length xs and ys must be equal" unless xs.length == ys.length
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ev_x, ev_y = mean(xs), mean(ys)
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xs.zip(ys)
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.map{|x,y| (x-ev_x) * (y-ev_y)}
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.inject(0) {|sum, x| sum += x} / xs.length
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end
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# Variance
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# http://en.wikipedia.org/wiki/Variance
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def variance(values)
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raise "Values must be an array" unless values.is_a?(Array)
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mean(values.map{|i| i**2}) - mean(values)**2
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end
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# Standard Deviation
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# http://en.wikipedia.org/wiki/Standard_deviation
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def standard_deviation(values)
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raise "Values must be an array" unless values.is_a?(Array)
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Math.sqrt(variance(values))
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end
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end
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end
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module Regression
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class CorrelationCoefficient < Base
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def initialize(xs, ys)
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raise "Length xs and ys must be equal" unless xs.length == ys.length
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@xs = xs
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@ys = ys
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end
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# Pearson product-moment correlation coefficient
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# http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient
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def pearson
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@pearson ||= covariance(@xs, @ys) / (standard_deviation(@xs).to_f * standard_deviation(@ys).to_f)
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end
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# Spearman's rank correlation coefficient
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# http://en.wikipedia.org/wiki/Spearman%27s_rank_correlation_coefficient
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def spearman
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@spearman ||= calc_spearman
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end
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private
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def calc_spearman
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len, sum = xs.length, 0.0
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sum = xs.zip(ys)
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.map{|x, y| (x - y) ** 2}
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.inject(0.0) {|sum, x| sum += x}
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1 - (6 * sum)/(len * (len - 1))
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end
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end
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end
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module Regression
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class Linear < Base
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def initialize(xs, ys)
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abort "Length xs and ys must be equal" unless xs.length == ys.length
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@xs = xs
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@ys = ys
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end
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def trend
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@xs.map{|x| predict x}
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end
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def predict(x)
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y = slope * x + intercept
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end
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# y = kx + b
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def slope
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@slope ||= covariance(@xs, @ys) / variance(@xs)
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end
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# y = kx + b
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def intercept
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@intercept ||= mean(@ys) - slope * mean(@xs)
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end
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end
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end
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metadata
CHANGED
@@ -1,7 +1,7 @@
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--- !ruby/object:Gem::Specification
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name: linear-regression
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version: !ruby/object:Gem::Version
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version: 0.0.
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version: 0.0.2
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platform: ruby
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authors:
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- Vladimir Alekseichenko
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extra_rdoc_files: []
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files:
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- lib/linear-regression.rb
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- lib/linear-regression/base.rb
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- lib/linear-regression/correlation_coefficient.rb
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- lib/linear-regression/linear.rb
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homepage: https://github.com/slon1024/linear-regression
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licenses:
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- MIT
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