linear_regression_trend 1.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +7 -0
- data/.gitignore +8 -0
- data/.rspec +2 -0
- data/.travis.yml +3 -0
- data/Gemfile +4 -0
- data/Guardfile +40 -0
- data/LICENSE.txt +21 -0
- data/README.md +44 -0
- data/Rakefile +6 -0
- data/bin/console +14 -0
- data/bin/setup +7 -0
- data/doc/Linear regression playground.ipynb +212 -0
- data/lib/linear_regression_trend.rb +93 -0
- data/lib/linear_regression_trend/version.rb +3 -0
- data/linear_regression_trend.gemspec +29 -0
- metadata +172 -0
checksums.yaml
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---
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SHA1:
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metadata.gz: 05074c1f4e06c89e698f4d9d99d439aee11fc26c
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data.tar.gz: ac2f212b84fe4de2532f014ce870b2f27af37e88
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SHA512:
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metadata.gz: 30d2501dbec0fa7a943d1ad71fcf282c6809b5b27636f5cacc7dcf7b31f44425e57bcd6ae6c98ac987dd5721fc5168b0a2f4150980095e44fefe73cb28bcc45e
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data.tar.gz: f03e63443411825fbe0a49d233b19fe340395ca5081e451edef1e0fe5ef47c9dbcb17659e49cd12acff3a9d234833234059b0f29dcba4217661b1f6d46b34884
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data/.gitignore
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data/.rspec
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data/.travis.yml
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data/Gemfile
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data/Guardfile
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# A sample Guardfile
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# More info at https://github.com/guard/guard#readme
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## Uncomment and set this to only include directories you want to watch
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# directories %w(app lib config test spec features) \
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# .select{|d| Dir.exists?(d) ? d : UI.warning("Directory #{d} does not exist")}
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## Note: if you are using the `directories` clause above and you are not
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## watching the project directory ('.'), then you will want to move
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## the Guardfile to a watched dir and symlink it back, e.g.
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#
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# $ mkdir config
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# $ mv Guardfile config/
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# $ ln -s config/Guardfile .
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#
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# and, you'll have to watch "config/Guardfile" instead of "Guardfile"
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# Note: The cmd option is now required due to the increasing number of ways
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# rspec may be run, below are examples of the most common uses.
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# * bundler: 'bundle exec rspec'
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# * bundler binstubs: 'bin/rspec'
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# * spring: 'bin/rspec' (This will use spring if running and you have
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# installed the spring binstubs per the docs)
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# * zeus: 'zeus rspec' (requires the server to be started separately)
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# * 'just' rspec: 'rspec'
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guard :rspec, cmd: "bundle exec rspec" do
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require "guard/rspec/dsl"
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dsl = Guard::RSpec::Dsl.new(self)
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# RSpec files
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rspec = dsl.rspec
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watch(rspec.spec_helper) { rspec.spec_dir }
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watch(rspec.spec_support) { rspec.spec_dir }
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watch(rspec.spec_files)
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# Ruby files
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ruby = dsl.ruby
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dsl.watch_spec_files_for(ruby.lib_files)
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end
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data/LICENSE.txt
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The MIT License (MIT)
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Copyright (c) 2015 Gabriel Fortuna
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
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THE SOFTWARE.
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data/README.md
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# Linear Regression Trend Calculator [](https://travis-ci.org/zero-one-software/linear_regression_trend)
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This is a simple gem to help calculate linear regression trendlines for a given list of samples.
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'linear_regression_trend'
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```
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And then execute:
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$ bundle
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Or install it yourself as:
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$ gem install linear_regression_trend
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## Usage
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```ruby
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my_array_of_samples = [10, 14, 18, 22, 26]
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trender = LinearRegressionTrend::Calculator.new(my_array_of_samples)
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trended_samples = trender.trend # => [array of trend points]
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trend_slope = trender.slope # => 4
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trend_intercept = trender.intercept # => 6
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```
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## Development
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Check out the tests in the /spec dir, and also install iRuby notebook, and take a look at the live documentation in /doc.
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## Contributing
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1. Fork it ( https://github.com/zero-one-software/linear_regression_trend/fork )
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2. Create your feature branch (`git checkout -b my-new-feature`)
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3. Commit your changes (`git commit -am 'Add some feature'`)
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4. Push to the branch (`git push origin my-new-feature`)
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5. Add some tests
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6. Create a new Pull Request
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7. Do a happy dance
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data/Rakefile
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data/bin/console
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "linear_regression_trend"
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# You can add fixtures and/or initialization code here to make experimenting
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# with your gem easier. You can also use a different console, if you like.
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# (If you use this, don't forget to add pry to your Gemfile!)
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# require "pry"
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# Pry.start
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require "irb"
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IRB.start
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data/bin/setup
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{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# Linear regression trendline calculator\n",
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"\n",
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"Require the gem as per below. We'll require a few more for the notebook"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 29,
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"metadata": {
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"collapsed": false
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},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"false"
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]
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},
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"execution_count": 29,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"require 'pry'\n",
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"require 'awesome_print'\n",
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"require 'nyaplot'\n",
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"\n",
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"require 'linear_regression_trend'"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# Usage\n",
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"\n",
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"Have an array of samples handy, create a trend object like so:\n",
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"\n",
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"```ruby\n",
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"trender = LinearRegressionTrend::Calculator.new(my_array_of_samples)\n",
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"\n",
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"trended_samples = trender.trend\n",
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"trend_slope = trender.slope\n",
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"trend_intercept = trender.intercept\n",
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"```\n",
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"\n",
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"See the below example for more examples, and a visualisation."
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]
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},
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{
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"cell_type": "code",
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"execution_count": 30,
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"metadata": {
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"collapsed": false,
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"scrolled": true
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<table><tr><td>Slope</td><td>Intercept</td></tr><tr><td>-0.06384615384615384</td><td>10.31</td></tr></table>"
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],
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"text/plain": [
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"\"<table><tr><td>Slope</td><td>Intercept</td></tr><tr><td>-0.06384615384615384</td><td>10.31</td></tr></table>\""
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]
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},
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"metadata": {},
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"output_type": "display_data"
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}
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],
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"source": [
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"y = [1,2,3,6,10,11,12,12,12,12,15,18,18,16,16,15,14,11,9,9,7,4,2,1,1]\n",
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"x = (1..y.size).to_a.map { |n| n.to_s }\n",
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"\n",
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"t = LinearRegressionTrend::Calculator.new(y)\n",
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"\n",
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"IRuby.display IRuby.table([['Slope', 'Intercept'], [t.slope, t.intercept]])"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Given a known set of samples"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 31,
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"metadata": {
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"collapsed": false,
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"scrolled": true
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div id='vis-ad2457ed-3897-43b1-9419-3b479887e90f'></div>\n",
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"<script>\n",
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"(function(){\n",
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" var render = function(){\n",
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" var model = {\"panes\":[{\"diagrams\":[{\"type\":\"bar\",\"options\":{\"x\":\"data0\",\"y\":\"data1\"},\"data\":\"edffbbde-4dfd-4ec1-9632-fb0b34ab51ed\"}],\"options\":{\"width\":700,\"xrange\":[\"1\",\"2\",\"3\",\"4\",\"5\",\"6\",\"7\",\"8\",\"9\",\"10\",\"11\",\"12\",\"13\",\"14\",\"15\",\"16\",\"17\",\"18\",\"19\",\"20\",\"21\",\"22\",\"23\",\"24\",\"25\"],\"yrange\":[0,18]}}],\"data\":{\"edffbbde-4dfd-4ec1-9632-fb0b34ab51ed\":[{\"data0\":\"1\",\"data1\":1},{\"data0\":\"2\",\"data1\":2},{\"data0\":\"3\",\"data1\":3},{\"data0\":\"4\",\"data1\":6},{\"data0\":\"5\",\"data1\":10},{\"data0\":\"6\",\"data1\":11},{\"data0\":\"7\",\"data1\":12},{\"data0\":\"8\",\"data1\":12},{\"data0\":\"9\",\"data1\":12},{\"data0\":\"10\",\"data1\":12},{\"data0\":\"11\",\"data1\":15},{\"data0\":\"12\",\"data1\":18},{\"data0\":\"13\",\"data1\":18},{\"data0\":\"14\",\"data1\":16},{\"data0\":\"15\",\"data1\":16},{\"data0\":\"16\",\"data1\":15},{\"data0\":\"17\",\"data1\":14},{\"data0\":\"18\",\"data1\":11},{\"data0\":\"19\",\"data1\":9},{\"data0\":\"20\",\"data1\":9},{\"data0\":\"21\",\"data1\":7},{\"data0\":\"22\",\"data1\":4},{\"data0\":\"23\",\"data1\":2},{\"data0\":\"24\",\"data1\":1},{\"data0\":\"25\",\"data1\":1}]},\"extension\":[]}\n",
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" var id_name = '#vis-ad2457ed-3897-43b1-9419-3b479887e90f';\n",
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" Nyaplot.core.parse(model, id_name);\n",
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"\n",
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" require(['downloadable'], function(downloadable){\n",
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" var svg = d3.select(id_name).select(\"svg\");\n",
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"\t if(!svg.empty())\n",
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"\t svg.call(downloadable().filename('fig'));\n",
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"\t});\n",
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" };\n",
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" if(window['Nyaplot']==undefined){\n",
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" window.addEventListener('load_nyaplot', render, false);\n",
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"\treturn;\n",
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" } else {\n",
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" render();\n",
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" }\n",
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"})();\n",
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"</script>\n"
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],
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"text/plain": [
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"#<Nyaplot::Frame:0x007fd5a1c5e030 @properties={:panes=>[#<Nyaplot::Plot:0x007fd5a1c6f600 @properties={:diagrams=>[#<Nyaplot::Diagram:0x007fd5a1c5f7f0 @properties={:type=>:bar, :options=>{:x=>\"data0\", :y=>\"data1\"}, :data=>\"edffbbde-4dfd-4ec1-9632-fb0b34ab51ed\"}, @xrange=[\"1\", \"2\", \"3\", \"4\", \"5\", \"6\", \"7\", \"8\", \"9\", \"10\", \"11\", \"12\", \"13\", \"14\", \"15\", \"16\", \"17\", \"18\", \"19\", \"20\", \"21\", \"22\", \"23\", \"24\", \"25\"], @yrange=[0, 18]>], :options=>{:width=>700, :xrange=>[\"1\", \"2\", \"3\", \"4\", \"5\", \"6\", \"7\", \"8\", \"9\", \"10\", \"11\", \"12\", \"13\", \"14\", \"15\", \"16\", \"17\", \"18\", \"19\", \"20\", \"21\", \"22\", \"23\", \"24\", \"25\"], :yrange=>[0, 18]}}>], :data=>{\"edffbbde-4dfd-4ec1-9632-fb0b34ab51ed\"=>#<Nyaplot::DataFrame:0x007fd5a1c6e548 @name=\"edffbbde-4dfd-4ec1-9632-fb0b34ab51ed\", @rows=[{:data0=>\"1\", :data1=>1}, {:data0=>\"2\", :data1=>2}, {:data0=>\"3\", :data1=>3}, {:data0=>\"4\", :data1=>6}, {:data0=>\"5\", :data1=>10}, {:data0=>\"6\", :data1=>11}, {:data0=>\"7\", :data1=>12}, {:data0=>\"8\", :data1=>12}, {:data0=>\"9\", :data1=>12}, {:data0=>\"10\", :data1=>12}, {:data0=>\"11\", :data1=>15}, {:data0=>\"12\", :data1=>18}, {:data0=>\"13\", :data1=>18}, {:data0=>\"14\", :data1=>16}, {:data0=>\"15\", :data1=>16}, {:data0=>\"16\", :data1=>15}, {:data0=>\"17\", :data1=>14}, {:data0=>\"18\", :data1=>11}, {:data0=>\"19\", :data1=>9}, {:data0=>\"20\", :data1=>9}, {:data0=>\"21\", :data1=>7}, {:data0=>\"22\", :data1=>4}, {:data0=>\"23\", :data1=>2}, {:data0=>\"24\", :data1=>1}, {:data0=>\"25\", :data1=>1}]>}, :extension=>[]}>"
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]
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},
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"metadata": {},
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"output_type": "display_data"
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}
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],
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"source": [
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"chart = Nyaplot::Plot.new \n",
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"chart.add(:bar, x, y)\n",
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"chart.show"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## The trendline for that sample set should be a descending trend"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 32,
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"metadata": {
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"collapsed": false
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div id='vis-c1b75112-253e-4559-942a-d373c3195b44'></div>\n",
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"<script>\n",
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"(function(){\n",
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" var render = function(){\n",
|
163
|
+
" var model = {\"panes\":[{\"diagrams\":[{\"type\":\"bar\",\"options\":{\"x\":\"data0\",\"y\":\"data1\"},\"data\":\"f941170d-a90d-443e-917d-24e50bb8a8c3\"}],\"options\":{\"width\":700,\"xrange\":[\"1\",\"2\",\"3\",\"4\",\"5\",\"6\",\"7\",\"8\",\"9\",\"10\",\"11\",\"12\",\"13\",\"14\",\"15\",\"16\",\"17\",\"18\",\"19\",\"20\",\"21\",\"22\",\"23\",\"24\",\"25\"],\"yrange\":[0,10.246153846153847]}}],\"data\":{\"f941170d-a90d-443e-917d-24e50bb8a8c3\":[{\"data0\":\"1\",\"data1\":10.246153846153847},{\"data0\":\"2\",\"data1\":10.182307692307694},{\"data0\":\"3\",\"data1\":10.118461538461538},{\"data0\":\"4\",\"data1\":10.054615384615385},{\"data0\":\"5\",\"data1\":9.990769230769232},{\"data0\":\"6\",\"data1\":9.926923076923078},{\"data0\":\"7\",\"data1\":9.863076923076923},{\"data0\":\"8\",\"data1\":9.79923076923077},{\"data0\":\"9\",\"data1\":9.735384615384616},{\"data0\":\"10\",\"data1\":9.671538461538463},{\"data0\":\"11\",\"data1\":9.607692307692307},{\"data0\":\"12\",\"data1\":9.543846153846154},{\"data0\":\"13\",\"data1\":9.48},{\"data0\":\"14\",\"data1\":9.416153846153847},{\"data0\":\"15\",\"data1\":9.352307692307694},{\"data0\":\"16\",\"data1\":9.288461538461538},{\"data0\":\"17\",\"data1\":9.224615384615385},{\"data0\":\"18\",\"data1\":9.160769230769231},{\"data0\":\"19\",\"data1\":9.096923076923078},{\"data0\":\"20\",\"data1\":9.033076923076923},{\"data0\":\"21\",\"data1\":8.96923076923077},{\"data0\":\"22\",\"data1\":8.905384615384616},{\"data0\":\"23\",\"data1\":8.841538461538462},{\"data0\":\"24\",\"data1\":8.777692307692309},{\"data0\":\"25\",\"data1\":8.713846153846154}]},\"extension\":[]}\n",
|
164
|
+
" var id_name = '#vis-c1b75112-253e-4559-942a-d373c3195b44';\n",
|
165
|
+
" Nyaplot.core.parse(model, id_name);\n",
|
166
|
+
"\n",
|
167
|
+
" require(['downloadable'], function(downloadable){\n",
|
168
|
+
" var svg = d3.select(id_name).select(\"svg\");\n",
|
169
|
+
"\t if(!svg.empty())\n",
|
170
|
+
"\t svg.call(downloadable().filename('fig'));\n",
|
171
|
+
"\t});\n",
|
172
|
+
" };\n",
|
173
|
+
" if(window['Nyaplot']==undefined){\n",
|
174
|
+
" window.addEventListener('load_nyaplot', render, false);\n",
|
175
|
+
"\treturn;\n",
|
176
|
+
" } else {\n",
|
177
|
+
" render();\n",
|
178
|
+
" }\n",
|
179
|
+
"})();\n",
|
180
|
+
"</script>\n"
|
181
|
+
],
|
182
|
+
"text/plain": [
|
183
|
+
"#<Nyaplot::Frame:0x007fd5a1b251c8 @properties={:panes=>[#<Nyaplot::Plot:0x007fd5a1b2c8d8 @properties={:diagrams=>[#<Nyaplot::Diagram:0x007fd5a1b25a10 @properties={:type=>:bar, :options=>{:x=>\"data0\", :y=>\"data1\"}, :data=>\"f941170d-a90d-443e-917d-24e50bb8a8c3\"}, @xrange=[\"1\", \"2\", \"3\", \"4\", \"5\", \"6\", \"7\", \"8\", \"9\", \"10\", \"11\", \"12\", \"13\", \"14\", \"15\", \"16\", \"17\", \"18\", \"19\", \"20\", \"21\", \"22\", \"23\", \"24\", \"25\"], @yrange=[0, 10.246153846153847]>], :options=>{:width=>700, :xrange=>[\"1\", \"2\", \"3\", \"4\", \"5\", \"6\", \"7\", \"8\", \"9\", \"10\", \"11\", \"12\", \"13\", \"14\", \"15\", \"16\", \"17\", \"18\", \"19\", \"20\", \"21\", \"22\", \"23\", \"24\", \"25\"], :yrange=>[0, 10.246153846153847]}}>], :data=>{\"f941170d-a90d-443e-917d-24e50bb8a8c3\"=>#<Nyaplot::DataFrame:0x007fd5a1b2c220 @name=\"f941170d-a90d-443e-917d-24e50bb8a8c3\", @rows=[{:data0=>\"1\", :data1=>10.246153846153847}, {:data0=>\"2\", :data1=>10.182307692307694}, {:data0=>\"3\", :data1=>10.118461538461538}, {:data0=>\"4\", :data1=>10.054615384615385}, {:data0=>\"5\", :data1=>9.990769230769232}, {:data0=>\"6\", :data1=>9.926923076923078}, {:data0=>\"7\", :data1=>9.863076923076923}, {:data0=>\"8\", :data1=>9.79923076923077}, {:data0=>\"9\", :data1=>9.735384615384616}, {:data0=>\"10\", :data1=>9.671538461538463}, {:data0=>\"11\", :data1=>9.607692307692307}, {:data0=>\"12\", :data1=>9.543846153846154}, {:data0=>\"13\", :data1=>9.48}, {:data0=>\"14\", :data1=>9.416153846153847}, {:data0=>\"15\", :data1=>9.352307692307694}, {:data0=>\"16\", :data1=>9.288461538461538}, {:data0=>\"17\", :data1=>9.224615384615385}, {:data0=>\"18\", :data1=>9.160769230769231}, {:data0=>\"19\", :data1=>9.096923076923078}, {:data0=>\"20\", :data1=>9.033076923076923}, {:data0=>\"21\", :data1=>8.96923076923077}, {:data0=>\"22\", :data1=>8.905384615384616}, {:data0=>\"23\", :data1=>8.841538461538462}, {:data0=>\"24\", :data1=>8.777692307692309}, {:data0=>\"25\", :data1=>8.713846153846154}]>}, :extension=>[]}>"
|
184
|
+
]
|
185
|
+
},
|
186
|
+
"metadata": {},
|
187
|
+
"output_type": "display_data"
|
188
|
+
}
|
189
|
+
],
|
190
|
+
"source": [
|
191
|
+
"chart = Nyaplot::Plot.new \n",
|
192
|
+
"chart.add(:bar, x, t.trend)\n",
|
193
|
+
"chart.show"
|
194
|
+
]
|
195
|
+
}
|
196
|
+
],
|
197
|
+
"metadata": {
|
198
|
+
"kernelspec": {
|
199
|
+
"display_name": "Ruby 2.1.2",
|
200
|
+
"language": "ruby",
|
201
|
+
"name": "ruby"
|
202
|
+
},
|
203
|
+
"language_info": {
|
204
|
+
"file_extension": "rb",
|
205
|
+
"mimetype": "application/x-ruby",
|
206
|
+
"name": "ruby",
|
207
|
+
"version": "2.1.2"
|
208
|
+
}
|
209
|
+
},
|
210
|
+
"nbformat": 4,
|
211
|
+
"nbformat_minor": 0
|
212
|
+
}
|
@@ -0,0 +1,93 @@
|
|
1
|
+
require "linear_regression_trend/version"
|
2
|
+
|
3
|
+
# Adapted from a C# example here:
|
4
|
+
# http://stackoverflow.com/questions/43224/how-do-i-calculate-a-trendline-for-a-graph
|
5
|
+
|
6
|
+
# And thanks to John Esser for helping figure out how to
|
7
|
+
# calculate the targets to stabilize a negative slope!
|
8
|
+
|
9
|
+
module LinearRegressionTrend
|
10
|
+
class Calculator
|
11
|
+
attr_accessor :slope, :intercept
|
12
|
+
|
13
|
+
# Pass in an array of values to get the regression on
|
14
|
+
def initialize y_values
|
15
|
+
@y_values = y_values
|
16
|
+
@size = @y_values.size
|
17
|
+
@x_values = (1..@size).to_a
|
18
|
+
|
19
|
+
#initialize everything to 0
|
20
|
+
sum_x = 0
|
21
|
+
sum_y = 0
|
22
|
+
sum_xx = 0
|
23
|
+
sum_xy = 0
|
24
|
+
|
25
|
+
# calculate the sums
|
26
|
+
@y_values.zip(@x_values).each do |y, x|
|
27
|
+
sum_xy += x*y
|
28
|
+
sum_xx += x*x
|
29
|
+
sum_x += x
|
30
|
+
sum_y += y
|
31
|
+
end
|
32
|
+
|
33
|
+
# calculate the slope
|
34
|
+
@slope = 1.0 * ((@size * sum_xy) - (sum_x * sum_y)) / ((@size * sum_xx) - (sum_x * sum_x))
|
35
|
+
@intercept = 1.0 * (sum_y - (@slope * sum_x)) / @size
|
36
|
+
end
|
37
|
+
|
38
|
+
# Get the y-axis values of the trend line
|
39
|
+
def trend
|
40
|
+
@x_values.map { |x| predict(x) }
|
41
|
+
end
|
42
|
+
|
43
|
+
# Get the Y value for any given X value
|
44
|
+
# from y = mx + b, or
|
45
|
+
# y = slope * x + intercept
|
46
|
+
def predict( x )
|
47
|
+
@slope * x + @intercept
|
48
|
+
end
|
49
|
+
|
50
|
+
# Get the "next" value if the sequence
|
51
|
+
# was continued one more element
|
52
|
+
def next
|
53
|
+
predict (@size + 1)
|
54
|
+
end
|
55
|
+
|
56
|
+
# Determine the target needed to stabilize
|
57
|
+
# the slope back to 0, assuming slope is
|
58
|
+
# negative. The target returned will be
|
59
|
+
# the number needed to have stabilized slope
|
60
|
+
# inclusive of all values in the set
|
61
|
+
def stabilize_over_all
|
62
|
+
stabilize @y_values
|
63
|
+
end
|
64
|
+
|
65
|
+
# Determine the target needed to stabilize
|
66
|
+
# the slope back to 0, assuming slope is
|
67
|
+
# negative. The target returned will be
|
68
|
+
# the number needed to have stabilized slope
|
69
|
+
# over a set of values of size n (including
|
70
|
+
# the target value
|
71
|
+
def stabilize_over_n_values(n)
|
72
|
+
values = []
|
73
|
+
values = @y_values.last(n-1) if n - 1 >= 0
|
74
|
+
|
75
|
+
stabilize values
|
76
|
+
end
|
77
|
+
|
78
|
+
private
|
79
|
+
|
80
|
+
def stabilize(values)
|
81
|
+
n = values.length
|
82
|
+
sum = 0
|
83
|
+
target = 0
|
84
|
+
|
85
|
+
values.each_with_index do |value, i|
|
86
|
+
sum += (n - (2 * i)) * value
|
87
|
+
end
|
88
|
+
|
89
|
+
target = 1.0 * sum / n if n > 0
|
90
|
+
target
|
91
|
+
end
|
92
|
+
end
|
93
|
+
end
|
@@ -0,0 +1,29 @@
|
|
1
|
+
# coding: utf-8
|
2
|
+
lib = File.expand_path('../lib', __FILE__)
|
3
|
+
$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
|
4
|
+
require 'linear_regression_trend/version'
|
5
|
+
|
6
|
+
Gem::Specification.new do |spec|
|
7
|
+
spec.name = "linear_regression_trend"
|
8
|
+
spec.version = LinearRegressionTrend::VERSION
|
9
|
+
spec.authors = ["Gabriel Fortuna"]
|
10
|
+
spec.email = ["gee.forr@gmail.com"]
|
11
|
+
|
12
|
+
spec.summary = 'A library for calculating linear trend regressions against a time series data set'
|
13
|
+
spec.description = 'A simple library for calculating linear trend regressions against a time series data set. See README for more info'
|
14
|
+
spec.homepage = "https://github.com/zero-one-software/linear_regression_trend"
|
15
|
+
spec.license = "MIT"
|
16
|
+
|
17
|
+
spec.files = `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
|
18
|
+
spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
|
19
|
+
spec.require_paths = ["lib"]
|
20
|
+
|
21
|
+
spec.add_development_dependency "bundler", "~> 1.9"
|
22
|
+
spec.add_development_dependency "rake", "~> 10.0"
|
23
|
+
spec.add_development_dependency "pry", "~> 0.10.1"
|
24
|
+
spec.add_development_dependency "rspec", "~> 3.3"
|
25
|
+
spec.add_development_dependency "guard-rspec", "~> 4.6"
|
26
|
+
spec.add_development_dependency "iruby", "~> 0.2.7"
|
27
|
+
spec.add_development_dependency "nyaplot", "~> 0.1.5"
|
28
|
+
spec.add_development_dependency "awesome_print", "~> 1.2"
|
29
|
+
end
|
metadata
ADDED
@@ -0,0 +1,172 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: linear_regression_trend
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 1.0.0
|
5
|
+
platform: ruby
|
6
|
+
authors:
|
7
|
+
- Gabriel Fortuna
|
8
|
+
autorequire:
|
9
|
+
bindir: bin
|
10
|
+
cert_chain: []
|
11
|
+
date: 2015-08-05 00:00:00.000000000 Z
|
12
|
+
dependencies:
|
13
|
+
- !ruby/object:Gem::Dependency
|
14
|
+
name: bundler
|
15
|
+
requirement: !ruby/object:Gem::Requirement
|
16
|
+
requirements:
|
17
|
+
- - "~>"
|
18
|
+
- !ruby/object:Gem::Version
|
19
|
+
version: '1.9'
|
20
|
+
type: :development
|
21
|
+
prerelease: false
|
22
|
+
version_requirements: !ruby/object:Gem::Requirement
|
23
|
+
requirements:
|
24
|
+
- - "~>"
|
25
|
+
- !ruby/object:Gem::Version
|
26
|
+
version: '1.9'
|
27
|
+
- !ruby/object:Gem::Dependency
|
28
|
+
name: rake
|
29
|
+
requirement: !ruby/object:Gem::Requirement
|
30
|
+
requirements:
|
31
|
+
- - "~>"
|
32
|
+
- !ruby/object:Gem::Version
|
33
|
+
version: '10.0'
|
34
|
+
type: :development
|
35
|
+
prerelease: false
|
36
|
+
version_requirements: !ruby/object:Gem::Requirement
|
37
|
+
requirements:
|
38
|
+
- - "~>"
|
39
|
+
- !ruby/object:Gem::Version
|
40
|
+
version: '10.0'
|
41
|
+
- !ruby/object:Gem::Dependency
|
42
|
+
name: pry
|
43
|
+
requirement: !ruby/object:Gem::Requirement
|
44
|
+
requirements:
|
45
|
+
- - "~>"
|
46
|
+
- !ruby/object:Gem::Version
|
47
|
+
version: 0.10.1
|
48
|
+
type: :development
|
49
|
+
prerelease: false
|
50
|
+
version_requirements: !ruby/object:Gem::Requirement
|
51
|
+
requirements:
|
52
|
+
- - "~>"
|
53
|
+
- !ruby/object:Gem::Version
|
54
|
+
version: 0.10.1
|
55
|
+
- !ruby/object:Gem::Dependency
|
56
|
+
name: rspec
|
57
|
+
requirement: !ruby/object:Gem::Requirement
|
58
|
+
requirements:
|
59
|
+
- - "~>"
|
60
|
+
- !ruby/object:Gem::Version
|
61
|
+
version: '3.3'
|
62
|
+
type: :development
|
63
|
+
prerelease: false
|
64
|
+
version_requirements: !ruby/object:Gem::Requirement
|
65
|
+
requirements:
|
66
|
+
- - "~>"
|
67
|
+
- !ruby/object:Gem::Version
|
68
|
+
version: '3.3'
|
69
|
+
- !ruby/object:Gem::Dependency
|
70
|
+
name: guard-rspec
|
71
|
+
requirement: !ruby/object:Gem::Requirement
|
72
|
+
requirements:
|
73
|
+
- - "~>"
|
74
|
+
- !ruby/object:Gem::Version
|
75
|
+
version: '4.6'
|
76
|
+
type: :development
|
77
|
+
prerelease: false
|
78
|
+
version_requirements: !ruby/object:Gem::Requirement
|
79
|
+
requirements:
|
80
|
+
- - "~>"
|
81
|
+
- !ruby/object:Gem::Version
|
82
|
+
version: '4.6'
|
83
|
+
- !ruby/object:Gem::Dependency
|
84
|
+
name: iruby
|
85
|
+
requirement: !ruby/object:Gem::Requirement
|
86
|
+
requirements:
|
87
|
+
- - "~>"
|
88
|
+
- !ruby/object:Gem::Version
|
89
|
+
version: 0.2.7
|
90
|
+
type: :development
|
91
|
+
prerelease: false
|
92
|
+
version_requirements: !ruby/object:Gem::Requirement
|
93
|
+
requirements:
|
94
|
+
- - "~>"
|
95
|
+
- !ruby/object:Gem::Version
|
96
|
+
version: 0.2.7
|
97
|
+
- !ruby/object:Gem::Dependency
|
98
|
+
name: nyaplot
|
99
|
+
requirement: !ruby/object:Gem::Requirement
|
100
|
+
requirements:
|
101
|
+
- - "~>"
|
102
|
+
- !ruby/object:Gem::Version
|
103
|
+
version: 0.1.5
|
104
|
+
type: :development
|
105
|
+
prerelease: false
|
106
|
+
version_requirements: !ruby/object:Gem::Requirement
|
107
|
+
requirements:
|
108
|
+
- - "~>"
|
109
|
+
- !ruby/object:Gem::Version
|
110
|
+
version: 0.1.5
|
111
|
+
- !ruby/object:Gem::Dependency
|
112
|
+
name: awesome_print
|
113
|
+
requirement: !ruby/object:Gem::Requirement
|
114
|
+
requirements:
|
115
|
+
- - "~>"
|
116
|
+
- !ruby/object:Gem::Version
|
117
|
+
version: '1.2'
|
118
|
+
type: :development
|
119
|
+
prerelease: false
|
120
|
+
version_requirements: !ruby/object:Gem::Requirement
|
121
|
+
requirements:
|
122
|
+
- - "~>"
|
123
|
+
- !ruby/object:Gem::Version
|
124
|
+
version: '1.2'
|
125
|
+
description: A simple library for calculating linear trend regressions against a time
|
126
|
+
series data set. See README for more info
|
127
|
+
email:
|
128
|
+
- gee.forr@gmail.com
|
129
|
+
executables: []
|
130
|
+
extensions: []
|
131
|
+
extra_rdoc_files: []
|
132
|
+
files:
|
133
|
+
- ".gitignore"
|
134
|
+
- ".rspec"
|
135
|
+
- ".travis.yml"
|
136
|
+
- Gemfile
|
137
|
+
- Guardfile
|
138
|
+
- LICENSE.txt
|
139
|
+
- README.md
|
140
|
+
- Rakefile
|
141
|
+
- bin/console
|
142
|
+
- bin/setup
|
143
|
+
- doc/Linear regression playground.ipynb
|
144
|
+
- lib/linear_regression_trend.rb
|
145
|
+
- lib/linear_regression_trend/version.rb
|
146
|
+
- linear_regression_trend.gemspec
|
147
|
+
homepage: https://github.com/zero-one-software/linear_regression_trend
|
148
|
+
licenses:
|
149
|
+
- MIT
|
150
|
+
metadata: {}
|
151
|
+
post_install_message:
|
152
|
+
rdoc_options: []
|
153
|
+
require_paths:
|
154
|
+
- lib
|
155
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
156
|
+
requirements:
|
157
|
+
- - ">="
|
158
|
+
- !ruby/object:Gem::Version
|
159
|
+
version: '0'
|
160
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
161
|
+
requirements:
|
162
|
+
- - ">="
|
163
|
+
- !ruby/object:Gem::Version
|
164
|
+
version: '0'
|
165
|
+
requirements: []
|
166
|
+
rubyforge_project:
|
167
|
+
rubygems_version: 2.4.5
|
168
|
+
signing_key:
|
169
|
+
specification_version: 4
|
170
|
+
summary: A library for calculating linear trend regressions against a time series
|
171
|
+
data set
|
172
|
+
test_files: []
|