linear_regression_trend 1.0.0
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- 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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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 [![Build Status](https://travis-ci.org/zero-one-software/linear_regression_trend.svg)](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: []
|