loess 0.0.1

checksums.yaml

@@ -0,0 +1,7 @@
+---
+SHA1:
+  metadata.gz: 9923d89f3f15891ade1a13c26a8d5c309a5a42fb
+  data.tar.gz: 50a119394cf1d9a374800b2d243be2a725b9d07d
+SHA512:
+  metadata.gz: 39d48d37c35570f12955495f41c785be21d240779e7e85deac3d90536f7775f7248adb1ac6d0bef97679604dc7bd64a8c3a1f258c1267eee36a382457344ad2c
+  data.tar.gz: 73eb8f680e859ee0b9a254de667c6db187f9e66b9d2110f045be6836ffa99fdc08c9e6953da9b6a015ee0ea03ffd46dd936216286e5d87f9e1f1f7994a7d02ec

data/.gitignore

@@ -0,0 +1,22 @@
+*.gem
+*.rbc
+.bundle
+.config
+.yardoc
+Gemfile.lock
+InstalledFiles
+_yardoc
+coverage
+doc/
+lib/bundler/man
+pkg
+rdoc
+spec/reports
+test/tmp
+test/version_tmp
+tmp
+*.bundle
+*.so
+*.o
+*.a
+mkmf.log

data/Gemfile

@@ -0,0 +1,4 @@
+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in loess.gemspec
+gemspec

data/LICENSE

@@ -0,0 +1,21 @@
+The MIT License (MIT)
+
+Copyright (c) 2014 Swanand Pagnis
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

data/LICENSE.txt

@@ -0,0 +1,22 @@
+Copyright (c) 2014 Swanand Pagnis
+
+MIT License
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

@@ -0,0 +1,29 @@
+# Loess
+
+TODO: Write a gem description
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+    gem 'loess'
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install loess
+
+## Usage
+
+TODO: Write usage instructions here
+
+## Contributing
+
+1. Fork it ( https://github.com/[my-github-username]/loess/fork )
+2. Create your feature branch (`git checkout -b my-new-feature`)
+3. Commit your changes (`git commit -am 'Add some feature'`)
+4. Push to the branch (`git push origin my-new-feature`)
+5. Create a new Pull Request

data/Rakefile

@@ -0,0 +1,2 @@
+require "bundler/gem_tasks"
+

data/lib/loess.rb

@@ -0,0 +1,151 @@
+# -*- encoding : utf-8 -*-
+
+# A Ruby Port of Apache's LoessInterpolator
+# http://commons.apache.org/proper/commons-math/jacoco/org.apache.commons.math3.analysis.interpolation/LoessInterpolator.java.html
+#
+module Loess
+  class Calculator
+    attr_accessor :data, :bandwidth, :robustness_factor, :accuracy
+    # Sane Defaults as per Apache
+    DEFAULT_ACCURACY          = 1e-12
+    DEFAULT_BANDWIDTH         = 0.3 # A sensible value is usually 0.25 to 0.5
+    DEFAULT_ROBUSTNESS_FACTOR = 2 # number of iterations to refine over 1 or 2 is usually good enough
+
+    # data: Accepts array of [x, y] pairs
+    # e.g. [ [1, 2], [3, 4], [5, 6], [0, 42] ]
+    # For options, refer to defaults above
+    def initialize(data = [], options = {})
+      @xval, @yval           = split_up(data)
+      self.accuracy          = options[:accuracy] || DEFAULT_ACCURACY
+      self.bandwidth         = options[:bandwidth] || DEFAULT_BANDWIDTH
+      self.robustness_factor = options[:robustness_factor] || DEFAULT_ROBUSTNESS_FACTOR
+    end
+
+    # Accepts array of [x, y] pairs
+    # e.g. [ [1, 2], [3, 4], [5, 6], [0, 42] ]
+    def calculate(data = nil)
+      @xval, @yval = split_up(data) if data
+      smooth(@xval, @yval)
+    end
+
+    def smooth(xval, yval, weights = [])
+      xlength = xval.length
+      return unless xlength > 0 && xlength == yval.length
+      return yval if xlength == 1 || xlength == 2
+      bandwidth_in_points = (bandwidth * xlength).to_i
+      fail "bandwidth is way too small" if bandwidth_in_points < 2
+      weights = weights.present? ? weights : [1.0] * xlength
+
+      result             = []
+      residuals          = []
+      robustness_weights = [1] * xlength
+
+      robustness_factor.times do |factor|
+        xval.each_with_index do |x, i|
+          bandwidth_interval = [0, bandwidth_in_points - 1]
+          update_bandwidth_interval(xval, weights, i, bandwidth_interval) if i > 0
+          ileft, iright = bandwidth_interval
+          edge          = if xval[i] - xval[ileft] > xval[iright] - xval[i]
+                            ileft
+                          else
+                            iright
+                          end
+
+          sum_weights   = 0
+          sum_x         = 0
+          sum_x_squared = 0
+          sum_y         = 0
+          sum_xy        = 0
+          denom         = (1.0 / (xval[edge] - x)).abs
+
+          xval[ileft..iright].each_with_index do |xk, k|
+            next unless xk
+            yk            = yval[k]
+            dist          = (k < i) ? x - xk : xk - x
+            w             = tricube(dist * denom) * robustness_weights[k] * weights[k]
+            xkw           = xk * w
+
+            # Intentionally avoiding multiple reduce calls here
+            # On large data-sets, this severly impacts performance
+            sum_weights   += w
+            sum_x         += xkw
+            sum_x_squared += xk * xkw
+            sum_y         += yk * w
+            sum_xy        += yk * xkw
+          end
+
+          mean_x         = sum_x / sum_weights
+          mean_y         = sum_y / sum_weights
+          mean_xy        = sum_xy / sum_weights
+          mean_x_squared = sum_x_squared / sum_weights
+
+          beta = if Math.sqrt((mean_x_squared - mean_x * mean_x).abs) < accuracy
+                   0
+                 else
+                   (mean_xy - mean_x * mean_y) / (mean_x_squared - mean_x * mean_x)
+                 end
+
+          alpha        = mean_y - beta * mean_x
+          result[i]    = beta * x + alpha
+          residuals[i] = (yval[i] - result[i]).abs
+        end
+
+        break if factor == robustness_factor - 1
+
+        sorted_residuals = residuals.sort
+        median_residual  = sorted_residuals[xlength / 2]
+
+        break if median_residual.abs < accuracy
+
+        xlength.times do |i|
+          arg = residuals[i] / (6 * median_residual)
+          if arg >= 1
+            robustness_weights[i] = 0
+          else
+            robustness_weights[i] = (1 - arg * arg) ** 2
+          end
+        end
+      end
+      result
+    end
+
+    # http://en.wikipedia.org/wiki/Local_regression#Weight_function
+    def tricube(x)
+      (1 - x.abs ** 3) ** 3
+    end
+
+    def update_bandwidth_interval(xval, weights, i, bandwith_interval)
+      left, right = bandwith_interval
+      next_right  = next_non_zero(weights, right)
+      if next_right < xval.length &&
+          xval[next_right] - xval[i] < xval[i] - xval[left]
+        next_left            = next_non_zero(weights, left)
+        bandwith_interval[0] = next_left
+        bandwith_interval[1] = next_right
+      end
+    end
+
+    def next_non_zero(collection, index)
+      collection.each_with_index.detect { |el, i|
+        i > index && !el.zero?
+      }[1]
+    end
+
+    # Accepts array of [x, y] pairs
+    # e.g. [ [1, 2], [3, 4], [5, 6], [0, 42] ]
+    def self.calculate(data)
+      new(data).calculate
+    end
+
+    private
+    # Given this: [ [1, 2], [3, 4], [5, 6], ['a', 'b'] ]
+    # Return this: [ [1, 3, 5, 'a'], [2, 4, 6, 'b'] ]
+    def split_up(data)
+      data.reduce([[], []]) { |memo, (x, y)|
+        memo[0] << x
+        memo[1] << y
+        memo
+      }
+    end
+  end
+end

data/lib/loess/version.rb

@@ -0,0 +1,3 @@
+module Loess
+  VERSION = "0.0.1"
+end

data/loess.gemspec

@@ -0,0 +1,23 @@
+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'loess/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "loess"
+  spec.version       = Loess::VERSION
+  spec.authors       = ["Swanand Pagnis"]
+  spec.email         = ["swanand.pagnis@gmail.com"]
+  spec.summary       = %q{A Simple LOESS / LOWESS calculator built in Ruby}
+  spec.description   = %q{Perfect if you want to plot a line graph or scatter plot and a loess regression}
+  spec.homepage      = ""
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files -z`.split("\x0")
+  spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
+  spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.6"
+  spec.add_development_dependency "rake"
+end

metadata

@@ -0,0 +1,82 @@
+--- !ruby/object:Gem::Specification
+name: loess
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- Swanand Pagnis
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2014-08-05 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.6'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.6'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Perfect if you want to plot a line graph or scatter plot and a loess
+  regression
+email:
+- swanand.pagnis@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- Gemfile
+- LICENSE
+- LICENSE.txt
+- README.md
+- Rakefile
+- lib/loess.rb
+- lib/loess/version.rb
+- loess.gemspec
+homepage: ''
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.2.2
+signing_key: 
+specification_version: 4
+summary: A Simple LOESS / LOWESS calculator built in Ruby
+test_files: []