linefit 0.3.2 → 0.3.3

data/README

@@ -237,7 +237,7 @@ METHODS
     do multiple line fits using the same weights, the weights must be passed
     to each call to setData().
 
-    The method will return flase if the array lengths don't match, there are
+    The method will return false if the array lengths don't match, there are
     less than two data points, any weights are negative or less than two of
     the weights are nonzero. If the new() method was called with validate =
     1, the method will also verify that the data and weights are valid

data/lib/linefit.rb

@@ -1,501 +1,501 @@
-# == Synopsis
-#
-# Weighted or unweighted least-squares line fitting to two-dimensional data (y = a + b * x).
-# (This is also called linear regression.)
-#
-# == Usage
-#
-#  x = [1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18]
-#  y = [4039,4057,4052,4094,4104,4110,4154,4161,4186,4195,4229,4244,4242,4283,4322,4333,4368,4389]
-#
-#  linefit = LineFit.new
-#  linefit.setData(x,y)
-#
-#  intercept, slope = linefit.coefficients
-#  rSquared = linefit.rSquared
-#  meanSquaredError = linefit.meanSqError
-#  durbinWatson = linefit.durbinWatson
-#  sigma = linefit.sigma
-#  tStatIntercept, tStatSlope = linefit.tStatistics
-#  predictedYs = linefit.predictedYs
-#  residuals = linefit.residuals
-#  varianceIntercept, varianceSlope = linefit.varianceOfEstimates
-#
-#  newX = 24
-#  newY = linefit.forecast(newX)
-#
-# == Authors
-# Eric Cline,  escline(at)gmail(dot)com,       ( Ruby Port, LineFit#forecast )
-#    
-#
-# Richard Anderson                           ( Statistics::LineFit Perl module )
-# http://search.cpan.org/~randerson/Statistics-LineFit-0.07
-#
-# == See Also
-#     Mendenhall, W., and Sincich, T.L., 2003, A Second Course in Statistics:
-#       Regression Analysis, 6th ed., Prentice Hall.
-#     Press, W. H., Flannery, B. P., Teukolsky, S. A., Vetterling, W. T., 1992,
-#       Numerical Recipes in C : The Art of Scientific Computing, 2nd ed., 
-#       Cambridge University Press.
-#
-# == License
-# Licensed under the same terms as Ruby.
-#
-
-class LineFit
-
-   ############################################################################
-   # Create a LineFit object with the optional validate and hush parameters
-   #
-   #  linefit = LineFit.new
-   #  linefit = LineFit.new(validate)
-   #  linefit = LineFit.new(validate, hush)
-   #
-   #  validate = 1 -> Verify input data is numeric (slower execution)
-   #           = 0 -> Don't verify input data (default, faster execution)
-   #  hush     = 1 -> Suppress error messages
-   #           = 0 -> Enable error messages (default)
-   
-   def initialize(validate = FALSE, hush = FALSE)
-      @doneRegress = FALSE
-      @gotData = FALSE
-      @hush = hush
-      @validate = validate
-   end
-
-   ############################################################################
-   # Return the slope and intercept from least squares line fit
-   #
-   #  intercept, slope = linefit.coefficients
-   #
-   # The returned list is undefined if the regression fails.
-   #
-   def coefficients
-      self.regress unless (@intercept and @slope)
-      return @intercept, @slope
-   end
-
-   ############################################################################
-   # Return the Durbin-Watson statistic
-   #
-   #  durbinWatson = linefit.durbinWatson
-   #
-   # The Durbin-Watson test is a test for first-order autocorrelation in the
-   # residuals of a time series regression. The Durbin-Watson statistic has a
-   # range of 0 to 4; a value of 2 indicates there is no autocorrelation.
-   #
-   # The return value is undefined if the regression fails. If weights are
-   # input, the return value is the weighted Durbin-Watson statistic.
-   #
-   def durbinWatson
-      unless @durbinWatson
-         self.regress or return
-         sumErrDiff = 0
-         errorTMinus1 = @y[0] - (@intercept + @slope * @x[0])
-         1.upto(@numxy-1) do |i|
-            error = @y[i] - (@intercept + @slope * @x[i])
-            sumErrDiff += (error - errorTMinus1) ** 2
-            errorTMinus1 = error
-         end
-         @durbinWatson = sumSqErrors() > 0 ? sumErrDiff / sumSqErrors() : 0
-      end
-      return @durbinWatson
-   end
-
-   ############################################################################
-   # Return the mean squared error
-   #
-   #  meanSquaredError = linefit.meanSqError
-   #
-   # The return value is undefined if the regression fails. If weights are
-   # input, the return value is the weighted mean squared error.
-   #
-   def meanSqError
-      unless @meanSqError
-         self.regress or return
-         @meanSqError = sumSqErrors() / @numxy
-      end
-      return @meanSqError
-   end
-
-   ############################################################################
-   # Return the predicted Y values
-   #
-   #  predictedYs = linefit.predictedYs
-   #
-   # The returned list is undefined if the regression fails.
-   #
-   def predictedYs
-      unless @predictedYs
-         self.regress or return
-         @predictedYs = []
-         0.upto(@numxy-1) do |i|
-            @predictedYs[i] = @intercept + @slope * @x[i]
-         end
-      end
-      return @predictedYs
-   end
-   
-   ############################################################################
-   # Return the independent (Y) value, by using a dependent (X) value
-   #
-   #  forecasted_y = linefit.forecast(x_value)
-   #  
-   # Will use the slope and intercept to calculate the Y value along the line
-   # at the x value. Note: value returned only as good as the line fit.
-   #
-   def forecast(x)
-      self.regress unless (@intercept and @slope)
-      return @slope * x + @intercept
-   end
-
-   ############################################################################
-   # Do the least squares line fit (if not already done)
-   #
-   #  linefit.regress
-   #
-   # You don't need to call this method because it is invoked by the other
-   # methods as needed. After you call setData(), you can call regress() at
-   # any time to get the status of the regression for the current data.
-   #
-   def regress
-      return @regressOK if @doneRegress
-      unless @gotData
-         puts "No valid data input - can't do regression" unless @hush
-         return FALSE
-      end
-      sumx, sumy, @sumxx, sumyy, sumxy = computeSums()
-      @sumSqDevx = @sumxx - sumx ** 2 / @numxy
-      if @sumSqDevx != 0
-         @sumSqDevy  = sumyy - sumy ** 2 / @numxy
-         @sumSqDevxy = sumxy - sumx * sumy / @numxy
-         @slope      = @sumSqDevxy / @sumSqDevx
-         @intercept  = (sumy - @slope * sumx) / @numxy
-         @regressOK = TRUE
-      else
-         puts "Can't fit line when x values are all equal" unless @hush
-         @sumxx = @sumSqDevx = nil
-         @regressOK = FALSE
-      end
-      @doneRegress = TRUE
-      return @regressOK
-   end
-
-   ############################################################################
-   # Return the predicted Y values minus the observed Y values
-   #
-   #  residuals = linefit.residuals
-   #
-   # The returned list is undefined if the regression fails.
-   #
-   def residuals
-      unless @residuals
-         self.regress or return
-         @residuals = []
-         0.upto(@numxy-1) do |i|
-            @residuals[i] = @y[i] - (@intercept + @slope * @x[i])
-         end
-      end
-      return @residuals
-   end
-
-   ############################################################################
-   # Return the correlation coefficient
-   #
-   #  rSquared = linefit.rSquared
-   #
-   # R squared, also called the square of the Pearson product-moment
-   # correlation coefficient, is a measure of goodness-of-fit. It is the
-   # fraction of the variation in Y that can be attributed to the variation
-   # in X. A perfect fit will have an R squared of 1; fitting a line to the
-   # vertices of a regular polygon will yield an R squared of zero. Graphical
-   # displays of data with an R squared of less than about 0.1 do not show a
-   # visible linear trend.
-   #
-   # The return value is undefined if the regression fails. If weights are
-   # input, the return value is the weighted correlation coefficient.
-   #
-   def rSquared
-      unless @rSquared
-         self.regress or return
-         denom = @sumSqDevx * @sumSqDevy
-         @rSquared = denom != 0 ? @sumSqDevxy ** 2 / denom : 1
-      end
-      return @rSquared
-   end
-
-   ############################################################################
-   # Initialize (x,y) values and optional weights
-   #
-   #  lineFit.setData(x, y)
-   #  lineFit.setData(x, y, weights)
-   #  lineFit.setData(xy)
-   #  lineFit.setData(xy, weights)
-   #
-   # xy is an array of arrays; x values are xy[i][0], y values are
-   # xy[i][1]. The method identifies the difference between the first
-   # and fourth calling signatures by examining the first argument.
-   #
-   # The optional weights array must be the same length as the data array(s).
-   # The weights must be non-negative numbers; at least two of the weights
-   # must be nonzero. Only the relative size of the weights is significant:
-   # the program normalizes the weights (after copying the input values) so
-   # that the sum of the weights equals the number of points. If you want to
-   # do multiple line fits using the same weights, the weights must be passed
-   # to each call to setData().
-   #
-   # The method will return flase if the array lengths don't match, there are
-   # less than two data points, any weights are negative or less than two of
-   # the weights are nonzero. If the new() method was called with validate =
-   # 1, the method will also verify that the data and weights are valid
-   # numbers. Once you successfully call setData(), the next call to any
-   # method other than new() or setData() invokes the regression.
-   #
-   def setData(x, y, weights = nil)
-      @doneRegress = FALSE
-      @x = @y = @numxy = @weight = \
-         @intercept = @slope = @rSquared = \
-         @sigma = @durbinWatson = @meanSqError = \
-         @sumSqErrors = @tStatInt = @tStatSlope = \
-         @predictedYs = @residuals = @sumxx = \
-         @sumSqDevx = @sumSqDevy = @sumSqDevxy = nil
-      if x.length < 2
-         puts "Must input more than one data point!" unless @hush
-         return FALSE
-      end
-      if x[0].class == Array
-         @numxy = x[0].length
-         setWeights(y) or return FALSE
-         @x = []
-         @y = []
-         x.each do |xy|
-            @x = xy[0]
-            @y = xy[1]
-         end
-      else
-         if x.length != y.length
-            puts "Length of x and y arrays must be equal!" unless @hush
-            return FALSE
-         end
-         @numxy = x.length
-         setWeights(weights) or return FALSE
-         @x = x
-         @y = y
-      end
-      if @validate
-         unless validData()
-            @x = @y = @weights = @numxy = nil
-            return FALSE
-         end
-      end
-      @gotData = TRUE
-      return TRUE
-   end
-
-   ############################################################################
-   # Return the estimated homoscedastic standard deviation of the
-   # error term
-   #
-   # sigma = linefit.sigma
-   #
-   # Sigma is an estimate of the homoscedastic standard deviation of the
-   # error. Sigma is also known as the standard error of the estimate.
-   #
-   # The return value is undefined if the regression fails. If weights are
-   # input, the return value is the weighted standard error.
-   #
-   def sigma
-      unless @sigma
-         self.regress or return
-         @sigma = @numxy > 2 ? Math.sqrt(sumSqErrors() / (@numxy - 2)) : 0
-      end
-      return @sigma
-   end
-
-   ############################################################################
-   # Return the T statistics
-   #
-   #  tStatIntercept, tStatSlope = linefit.tStatistics
-   #
-   # The t statistic, also called the t ratio or Wald statistic, is used to
-   # accept or reject a hypothesis using a table of cutoff values computed
-   # from the t distribution. The t-statistic suggests that the estimated
-   # value is (reasonable, too small, too large) when the t-statistic is
-   # (close to zero, large and positive, large and negative).
-   #
-   # The returned list is undefined if the regression fails. If weights are
-   # input, the returned values are the weighted t statistics.
-   #
-   def tStatistics
-      unless (@tStatInt and @tStatSlope)
-         self.regress or return
-         biasEstimateInt = sigma() * Math.sqrt(@sumxx / (@sumSqDevx * @numxy))
-         @tStatInt = biasEstimateInt != 0 ? @intercept / biasEstimateInt : 0
-         biasEstimateSlope = sigma() / Math.sqrt(@sumSqDevx)
-         @tStatSlope = biasEstimateSlope != 0 ? @slope / biasEstimateSlope : 0
-      end
-      return @tStatInt, @tStatSlope
-   end
-
-   ############################################################################
-   # Return the variances in the estiamtes of the intercept and slope
-   #
-   #  varianceIntercept, varianceSlope = linefit.varianceOfEstimates
-   #
-   # Assuming the data are noisy or inaccurate, the intercept and slope
-   # returned by the coefficients() method are only estimates of the true
-   # intercept and slope. The varianceofEstimate() method returns the
-   # variances of the estimates of the intercept and slope, respectively. See
-   # Numerical Recipes in C, section 15.2 (Fitting Data to a Straight Line),
-   # equation 15.2.9.
-   #
-   # The returned list is undefined if the regression fails. If weights are
-   # input, the returned values are the weighted variances.
-   #
-   def varianceOfEstimates
-      unless @intercept and @slope
-         self.regress or return
-      end
-      predictedYs = predictedYs()
-      s = sx = sxx = 0
-      if @weight
-         0.upto(@numxy-1) do |i|
-            variance = (predictedYs[i] - @y[i]) ** 2
-            unless variance == 0
-               s   += 1.0 / variance
-               sx  += @weight[i] * @x[i] / variance
-               sxx += @weight[i] * @x[i] ** 2 / variance
-            end
-         end
-      else
-         0.upto(@numxy-1) do |i|
-            variance = (predictedYs[i] - @y[i]) ** 2
-            unless variance == 0
-               s   += 1.0 / variance
-               sx  += @x[i] / variance
-               sxx += @x[i] ** 2 / variance
-            end
-         end
-      end
-      denominator = (s * sxx - sx ** 2)
-      if denominator == 0
-         return
-      else
-         return sxx / denominator, s / denominator
-      end
-   end
-
-private
-
-   ############################################################################
-   # Compute sum of x, y, x**2, y**2, and x*y
-   #
-   def computeSums
-      sumx = sumy = sumxx = sumyy = sumxy = 0
-      if @weight
-         0.upto(@numxy-1) do |i|
-            sumx  += @weight[i] * @x[i]
-            sumy  += @weight[i] * @y[i]
-            sumxx += @weight[i] * @x[i] ** 2
-            sumyy += @weight[i] * @y[i] ** 2
-            sumxy += @weight[i] * @x[i] * @y[i]
-         end
-      else
-         0.upto(@numxy-1) do |i|
-            sumx  += @x[i]
-            sumy  += @y[i]
-            sumxx += @x[i] ** 2
-            sumyy += @y[i] ** 2
-            sumxy += @x[i] * @y[i]
-         end
-      end
-      # Multiply each return value by 1.0 to force them to Floats
-      return sumx * 1.0, sumy * 1.0, sumxx * 1.0, sumyy * 1.0, sumxy * 1.0
-   end
-
-   ############################################################################
-   # Normalize and initialize line fit weighting factors
-   #
-   def setWeights(weights = nil)
-      return TRUE unless weights
-      if weights.length != @numxy
-         puts "Length of weight array must equal length of data array!" unless @hush
-         return FALSE
-      end
-      if @validate
-         validWeights(weights) or return FALSE
-      end
-      sumw = numNonZero = 0
-      weights.each do |weight|
-         if weight < 0
-            puts "Weights must be non-negative numbers!" unless @hush
-            return FALSE
-         end
-         sumw += weight
-         numNonZero += 1 if weight != 0
-      end
-      if numNonZero < 2
-         puts "At least two weights must be nonzero!" unless @hush
-         return FALSE
-      end
-      factor = weights.length.to_f / sumw
-      weights.collect! {|weight| weight * factor}
-      @weight = weights
-      return TRUE
-   end
-
-   ############################################################################
-   # Return the sum of the squared errors
-   #
-   def sumSqErrors
-      unless @sumSqErrors
-         self.regress or return
-         @sumSqErrors = @sumSqDevy - @sumSqDevx * @slope ** 2
-         @sumSqErrors = 0 if @sumSqErrors < 0
-      end
-      return @sumSqErrors
-   end
-
-   ############################################################################
-   # Verify that the input x-y data are numeric
-   #
-   def validData
-      0.upto(@numxy-1) do |i|
-         unless @x[i]
-            puts "Input x[#{i}] is not defined" unless @hush
-            return FALSE
-         end
-         if @x[i] !~ /^([+-]?)(?=\d|\.\d)\d*(\.\d*)?([Ee]([+-]?\d+))?$/
-            puts "Input x[#{i}] is not a number: #{x[i]}" unless @hush
-            return FALSE
-         end
-         unless @y[i]
-            puts "Input y[#{i}] is not defined" unless @hush
-            return FALSE
-         end
-         if @y[i] !~ /^([+-]?)(?=\d|\.\d)\d*(\.\d*)?([Ee]([+-]?\d+))?$/
-            puts "Input y[#{i}] is not a number: #{y[i]}" unless @hush
-            return FALSE
-         end
-      end
-      return TRUE
-   end
-
-   ############################################################################
-   # Verify that the input weights are numeric
-   #
-   def validWeights(weights)
-      0.upto(weights.length) do |i|
-         unless weights[i]
-            puts "Input weights[#{i}] is not defined" unless @hush
-            return FALSE
-         end
-         if weights[i] !~ /^([+-]?)(?=\d|\.\d)\d*(\.\d*)?([Ee]([+-]?\d+))?$/
-            puts "Input weights[#{i}] is not a number: #{weights[i]}" unless @hush
-            return FALSE
-         end
-      end
-      return TRUE
-   end
-
-end
+# == Synopsis
+#
+# Weighted or unweighted least-squares line fitting to two-dimensional data (y = a + b * x).
+# (This is also called linear regression.)
+#
+# == Usage
+#
+#  x = [1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18]
+#  y = [4039,4057,4052,4094,4104,4110,4154,4161,4186,4195,4229,4244,4242,4283,4322,4333,4368,4389]
+#
+#  linefit = LineFit.new
+#  linefit.setData(x,y)
+#
+#  intercept, slope = linefit.coefficients
+#  rSquared = linefit.rSquared
+#  meanSquaredError = linefit.meanSqError
+#  durbinWatson = linefit.durbinWatson
+#  sigma = linefit.sigma
+#  tStatIntercept, tStatSlope = linefit.tStatistics
+#  predictedYs = linefit.predictedYs
+#  residuals = linefit.residuals
+#  varianceIntercept, varianceSlope = linefit.varianceOfEstimates
+#
+#  newX = 24
+#  newY = linefit.forecast(newX)
+#
+# == Authors
+# Eric Cline,  escline(at)gmail(dot)com,       ( Ruby Port, LineFit#forecast )
+#
+#
+# Richard Anderson                           ( Statistics::LineFit Perl module )
+# http://search.cpan.org/~randerson/Statistics-LineFit-0.07
+#
+# == See Also
+#     Mendenhall, W., and Sincich, T.L., 2003, A Second Course in Statistics:
+#       Regression Analysis, 6th ed., Prentice Hall.
+#     Press, W. H., Flannery, B. P., Teukolsky, S. A., Vetterling, W. T., 1992,
+#       Numerical Recipes in C : The Art of Scientific Computing, 2nd ed.,
+#       Cambridge University Press.
+#
+# == License
+# Licensed under the same terms as Ruby.
+#
+
+class LineFit
+
+   ############################################################################
+   # Create a LineFit object with the optional validate and hush parameters
+   #
+   #  linefit = LineFit.new
+   #  linefit = LineFit.new(validate)
+   #  linefit = LineFit.new(validate, hush)
+   #
+   #  validate = 1 -> Verify input data is numeric (slower execution)
+   #           = 0 -> Don't verify input data (default, faster execution)
+   #  hush     = 1 -> Suppress error messages
+   #           = 0 -> Enable error messages (default)
+
+   def initialize(validate = FALSE, hush = FALSE)
+      @doneRegress = FALSE
+      @gotData = FALSE
+      @hush = hush
+      @validate = validate
+   end
+
+   ############################################################################
+   # Return the slope and intercept from least squares line fit
+   #
+   #  intercept, slope = linefit.coefficients
+   #
+   # The returned list is undefined if the regression fails.
+   #
+   def coefficients
+      self.regress unless (@intercept and @slope)
+      return @intercept, @slope
+   end
+
+   ############################################################################
+   # Return the Durbin-Watson statistic
+   #
+   #  durbinWatson = linefit.durbinWatson
+   #
+   # The Durbin-Watson test is a test for first-order autocorrelation in the
+   # residuals of a time series regression. The Durbin-Watson statistic has a
+   # range of 0 to 4; a value of 2 indicates there is no autocorrelation.
+   #
+   # The return value is undefined if the regression fails. If weights are
+   # input, the return value is the weighted Durbin-Watson statistic.
+   #
+   def durbinWatson
+      unless @durbinWatson
+         self.regress or return
+         sumErrDiff = 0
+         errorTMinus1 = @y[0] - (@intercept + @slope * @x[0])
+         1.upto(@numxy-1) do |i|
+            error = @y[i] - (@intercept + @slope * @x[i])
+            sumErrDiff += (error - errorTMinus1) ** 2
+            errorTMinus1 = error
+         end
+         @durbinWatson = sumSqErrors() > 0 ? sumErrDiff / sumSqErrors() : 0
+      end
+      return @durbinWatson
+   end
+
+   ############################################################################
+   # Return the mean squared error
+   #
+   #  meanSquaredError = linefit.meanSqError
+   #
+   # The return value is undefined if the regression fails. If weights are
+   # input, the return value is the weighted mean squared error.
+   #
+   def meanSqError
+      unless @meanSqError
+         self.regress or return
+         @meanSqError = sumSqErrors() / @numxy
+      end
+      return @meanSqError
+   end
+
+   ############################################################################
+   # Return the predicted Y values
+   #
+   #  predictedYs = linefit.predictedYs
+   #
+   # The returned list is undefined if the regression fails.
+   #
+   def predictedYs
+      unless @predictedYs
+         self.regress or return
+         @predictedYs = []
+         0.upto(@numxy-1) do |i|
+            @predictedYs[i] = @intercept + @slope * @x[i]
+         end
+      end
+      return @predictedYs
+   end
+
+   ############################################################################
+   # Return the independent (Y) value, by using a dependent (X) value
+   #
+   #  forecasted_y = linefit.forecast(x_value)
+   #
+   # Will use the slope and intercept to calculate the Y value along the line
+   # at the x value. Note: value returned only as good as the line fit.
+   #
+   def forecast(x)
+      self.regress unless (@intercept and @slope)
+      return @slope * x + @intercept
+   end
+
+   ############################################################################
+   # Do the least squares line fit (if not already done)
+   #
+   #  linefit.regress
+   #
+   # You don't need to call this method because it is invoked by the other
+   # methods as needed. After you call setData(), you can call regress() at
+   # any time to get the status of the regression for the current data.
+   #
+   def regress
+      return @regressOK if @doneRegress
+      unless @gotData
+         puts "No valid data input - can't do regression" unless @hush
+         return FALSE
+      end
+      sumx, sumy, @sumxx, sumyy, sumxy = computeSums()
+      @sumSqDevx = @sumxx - sumx ** 2 / @numxy
+      if @sumSqDevx != 0
+         @sumSqDevy  = sumyy - sumy ** 2 / @numxy
+         @sumSqDevxy = sumxy - sumx * sumy / @numxy
+         @slope      = @sumSqDevxy / @sumSqDevx
+         @intercept  = (sumy - @slope * sumx) / @numxy
+         @regressOK = TRUE
+      else
+         puts "Can't fit line when x values are all equal" unless @hush
+         @sumxx = @sumSqDevx = nil
+         @regressOK = FALSE
+      end
+      @doneRegress = TRUE
+      return @regressOK
+   end
+
+   ############################################################################
+   # Return the predicted Y values minus the observed Y values
+   #
+   #  residuals = linefit.residuals
+   #
+   # The returned list is undefined if the regression fails.
+   #
+   def residuals
+      unless @residuals
+         self.regress or return
+         @residuals = []
+         0.upto(@numxy-1) do |i|
+            @residuals[i] = @y[i] - (@intercept + @slope * @x[i])
+         end
+      end
+      return @residuals
+   end
+
+   ############################################################################
+   # Return the correlation coefficient
+   #
+   #  rSquared = linefit.rSquared
+   #
+   # R squared, also called the square of the Pearson product-moment
+   # correlation coefficient, is a measure of goodness-of-fit. It is the
+   # fraction of the variation in Y that can be attributed to the variation
+   # in X. A perfect fit will have an R squared of 1; fitting a line to the
+   # vertices of a regular polygon will yield an R squared of zero. Graphical
+   # displays of data with an R squared of less than about 0.1 do not show a
+   # visible linear trend.
+   #
+   # The return value is undefined if the regression fails. If weights are
+   # input, the return value is the weighted correlation coefficient.
+   #
+   def rSquared
+      unless @rSquared
+         self.regress or return
+         denom = @sumSqDevx * @sumSqDevy
+         @rSquared = denom != 0 ? @sumSqDevxy ** 2 / denom : 1
+      end
+      return @rSquared
+   end
+
+   ############################################################################
+   # Initialize (x,y) values and optional weights
+   #
+   #  lineFit.setData(x, y)
+   #  lineFit.setData(x, y, weights)
+   #  lineFit.setData(xy)
+   #  lineFit.setData(xy, weights)
+   #
+   # xy is an array of arrays; x values are xy[i][0], y values are
+   # xy[i][1]. The method identifies the difference between the first
+   # and fourth calling signatures by examining the first argument.
+   #
+   # The optional weights array must be the same length as the data array(s).
+   # The weights must be non-negative numbers; at least two of the weights
+   # must be nonzero. Only the relative size of the weights is significant:
+   # the program normalizes the weights (after copying the input values) so
+   # that the sum of the weights equals the number of points. If you want to
+   # do multiple line fits using the same weights, the weights must be passed
+   # to each call to setData().
+   #
+   # The method will return flase if the array lengths don't match, there are
+   # less than two data points, any weights are negative or less than two of
+   # the weights are nonzero. If the new() method was called with validate =
+   # 1, the method will also verify that the data and weights are valid
+   # numbers. Once you successfully call setData(), the next call to any
+   # method other than new() or setData() invokes the regression.
+   #
+   def setData(x, y = nil, weights = nil)
+      @doneRegress = FALSE
+      @x = @y = @numxy = @weight = \
+         @intercept = @slope = @rSquared = \
+         @sigma = @durbinWatson = @meanSqError = \
+         @sumSqErrors = @tStatInt = @tStatSlope = \
+         @predictedYs = @residuals = @sumxx = \
+         @sumSqDevx = @sumSqDevy = @sumSqDevxy = nil
+      if x.length < 2
+         puts "Must input more than one data point!" unless @hush
+         return FALSE
+      end
+      if x[0].class == Array
+         @numxy = x.length
+         setWeights(y) or return FALSE
+         @x = []
+         @y = []
+         x.each do |xy|
+            @x << xy[0]
+            @y << xy[1]
+         end
+      else
+         if x.length != y.length
+            puts "Length of x and y arrays must be equal!" unless @hush
+            return FALSE
+         end
+         @numxy = x.length
+         setWeights(weights) or return FALSE
+         @x = x
+         @y = y
+      end
+      if @validate
+         unless validData()
+            @x = @y = @weights = @numxy = nil
+            return FALSE
+         end
+      end
+      @gotData = TRUE
+      return TRUE
+   end
+
+   ############################################################################
+   # Return the estimated homoscedastic standard deviation of the
+   # error term
+   #
+   # sigma = linefit.sigma
+   #
+   # Sigma is an estimate of the homoscedastic standard deviation of the
+   # error. Sigma is also known as the standard error of the estimate.
+   #
+   # The return value is undefined if the regression fails. If weights are
+   # input, the return value is the weighted standard error.
+   #
+   def sigma
+      unless @sigma
+         self.regress or return
+         @sigma = @numxy > 2 ? Math.sqrt(sumSqErrors() / (@numxy - 2)) : 0
+      end
+      return @sigma
+   end
+
+   ############################################################################
+   # Return the T statistics
+   #
+   #  tStatIntercept, tStatSlope = linefit.tStatistics
+   #
+   # The t statistic, also called the t ratio or Wald statistic, is used to
+   # accept or reject a hypothesis using a table of cutoff values computed
+   # from the t distribution. The t-statistic suggests that the estimated
+   # value is (reasonable, too small, too large) when the t-statistic is
+   # (close to zero, large and positive, large and negative).
+   #
+   # The returned list is undefined if the regression fails. If weights are
+   # input, the returned values are the weighted t statistics.
+   #
+   def tStatistics
+      unless (@tStatInt and @tStatSlope)
+         self.regress or return
+         biasEstimateInt = sigma() * Math.sqrt(@sumxx / (@sumSqDevx * @numxy))
+         @tStatInt = biasEstimateInt != 0 ? @intercept / biasEstimateInt : 0
+         biasEstimateSlope = sigma() / Math.sqrt(@sumSqDevx)
+         @tStatSlope = biasEstimateSlope != 0 ? @slope / biasEstimateSlope : 0
+      end
+      return @tStatInt, @tStatSlope
+   end
+
+   ############################################################################
+   # Return the variances in the estiamtes of the intercept and slope
+   #
+   #  varianceIntercept, varianceSlope = linefit.varianceOfEstimates
+   #
+   # Assuming the data are noisy or inaccurate, the intercept and slope
+   # returned by the coefficients() method are only estimates of the true
+   # intercept and slope. The varianceofEstimate() method returns the
+   # variances of the estimates of the intercept and slope, respectively. See
+   # Numerical Recipes in C, section 15.2 (Fitting Data to a Straight Line),
+   # equation 15.2.9.
+   #
+   # The returned list is undefined if the regression fails. If weights are
+   # input, the returned values are the weighted variances.
+   #
+   def varianceOfEstimates
+      unless @intercept and @slope
+         self.regress or return
+      end
+      predictedYs = predictedYs()
+      s = sx = sxx = 0
+      if @weight
+         0.upto(@numxy-1) do |i|
+            variance = (predictedYs[i] - @y[i]) ** 2
+            unless variance == 0
+               s   += 1.0 / variance
+               sx  += @weight[i] * @x[i] / variance
+               sxx += @weight[i] * @x[i] ** 2 / variance
+            end
+         end
+      else
+         0.upto(@numxy-1) do |i|
+            variance = (predictedYs[i] - @y[i]) ** 2
+            unless variance == 0
+               s   += 1.0 / variance
+               sx  += @x[i] / variance
+               sxx += @x[i] ** 2 / variance
+            end
+         end
+      end
+      denominator = (s * sxx - sx ** 2)
+      if denominator == 0
+         return
+      else
+         return sxx / denominator, s / denominator
+      end
+   end
+
+private
+
+   ############################################################################
+   # Compute sum of x, y, x**2, y**2, and x*y
+   #
+   def computeSums
+      sumx = sumy = sumxx = sumyy = sumxy = 0
+      if @weight
+         0.upto(@numxy-1) do |i|
+            sumx  += @weight[i] * @x[i]
+            sumy  += @weight[i] * @y[i]
+            sumxx += @weight[i] * @x[i] ** 2
+            sumyy += @weight[i] * @y[i] ** 2
+            sumxy += @weight[i] * @x[i] * @y[i]
+         end
+      else
+         0.upto(@numxy-1) do |i|
+            sumx  += @x[i]
+            sumy  += @y[i]
+            sumxx += @x[i] ** 2
+            sumyy += @y[i] ** 2
+            sumxy += @x[i] * @y[i]
+         end
+      end
+      # Multiply each return value by 1.0 to force them to Floats
+      return sumx * 1.0, sumy * 1.0, sumxx * 1.0, sumyy * 1.0, sumxy * 1.0
+   end
+
+   ############################################################################
+   # Normalize and initialize line fit weighting factors
+   #
+   def setWeights(weights = nil)
+      return TRUE unless weights
+      if weights.length != @numxy
+         puts "Length of weight array must equal length of data array!" unless @hush
+         return FALSE
+      end
+      if @validate
+         validWeights(weights) or return FALSE
+      end
+      sumw = numNonZero = 0
+      weights.each do |weight|
+         if weight < 0
+            puts "Weights must be non-negative numbers!" unless @hush
+            return FALSE
+         end
+         sumw += weight
+         numNonZero += 1 if weight != 0
+      end
+      if numNonZero < 2
+         puts "At least two weights must be nonzero!" unless @hush
+         return FALSE
+      end
+      factor = weights.length.to_f / sumw
+      weights.collect! {|weight| weight * factor}
+      @weight = weights
+      return TRUE
+   end
+
+   ############################################################################
+   # Return the sum of the squared errors
+   #
+   def sumSqErrors
+      unless @sumSqErrors
+         self.regress or return
+         @sumSqErrors = @sumSqDevy - @sumSqDevx * @slope ** 2
+         @sumSqErrors = 0 if @sumSqErrors < 0
+      end
+      return @sumSqErrors
+   end
+
+   ############################################################################
+   # Verify that the input x-y data are numeric
+   #
+   def validData
+      0.upto(@numxy-1) do |i|
+         unless @x[i]
+            puts "Input x[#{i}] is not defined" unless @hush
+            return FALSE
+         end
+         if @x[i] !~ /^([+-]?)(?=\d|\.\d)\d*(\.\d*)?([Ee]([+-]?\d+))?$/
+            puts "Input x[#{i}] is not a number: #{x[i]}" unless @hush
+            return FALSE
+         end
+         unless @y[i]
+            puts "Input y[#{i}] is not defined" unless @hush
+            return FALSE
+         end
+         if @y[i] !~ /^([+-]?)(?=\d|\.\d)\d*(\.\d*)?([Ee]([+-]?\d+))?$/
+            puts "Input y[#{i}] is not a number: #{y[i]}" unless @hush
+            return FALSE
+         end
+      end
+      return TRUE
+   end
+
+   ############################################################################
+   # Verify that the input weights are numeric
+   #
+   def validWeights(weights)
+      0.upto(weights.length) do |i|
+         unless weights[i]
+            puts "Input weights[#{i}] is not defined" unless @hush
+            return FALSE
+         end
+         if weights[i] !~ /^([+-]?)(?=\d|\.\d)\d*(\.\d*)?([Ee]([+-]?\d+))?$/
+            puts "Input weights[#{i}] is not a number: #{weights[i]}" unless @hush
+            return FALSE
+         end
+      end
+      return TRUE
+   end
+
+end

metadata

@@ -1,7 +1,8 @@
 --- !ruby/object:Gem::Specification
 name: linefit
 version: !ruby/object:Gem::Version
-  version: 0.3.2
+  version: 0.3.3
+  prerelease: 
 platform: ruby
 authors:
 - Eric Cline
@@ -9,7 +10,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2014-07-09 00:00:00.000000000 Z
+date: 2016-10-05 00:00:00.000000000 Z
 dependencies: []
 description: LineFit does weighted or unweighted least-squares line fitting to two-dimensional
   data (y = a + b * x). (Linear Regression)
@@ -25,26 +26,26 @@ files:
 - CHANGELOG
 homepage: http://rubygems.org/gems/linefit
 licenses: []
-metadata: {}
 post_install_message: 
 rdoc_options: []
 require_paths:
 - lib
 required_ruby_version: !ruby/object:Gem::Requirement
+  none: false
   requirements:
-  - - '>='
+  - - ! '>='
     - !ruby/object:Gem::Version
       version: '0'
 required_rubygems_version: !ruby/object:Gem::Requirement
+  none: false
   requirements:
-  - - '>='
+  - - ! '>='
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.0.3
+rubygems_version: 1.8.23
 signing_key: 
-specification_version: 4
+specification_version: 3
 summary: LineFit is a linear regression math class.
 test_files: []
-has_rdoc: true

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