moving_average 0.0.3 → 0.0.4

data/.gitignore

@@ -1,5 +1,7 @@
 *.gem
 *.rbc
+*.swo
+*.swp
 .bundle
 .config
 .yardoc

data/README.md

@@ -22,10 +22,18 @@ Or install it yourself as:
 To compute a simple moving average (SMA), you can use
 
     a = [1, 2, 3, 4, 5]
-    a.simple_moving_average(3, 4) => 2.5
+    a.simple_moving_average => 3
 
 or
 
+    a.sma => 3
+
+You could also find the SMA of the 3-element slice [1, 2, 3] of the Array using
+
+    a.sma(2, 3) => 2
+
+or the 4-element slice [1, 2, 3, 4] by using
+
     a.sma(3, 4) => 2.5
 
 An exponential moving average (EMA) and a weighted moving average (WMA) may be

data/lib/moving_average/errors.rb

@@ -1,6 +1,6 @@
 module MovingAverage
 
-  module Errors
+  module Errors #:nodoc:
 
     class InvalidIndexError < IndexError
       def message

data/lib/moving_average/moving_average.rb

@@ -1,6 +1,6 @@
 class Array
 
-  def idx_and_tail_or_defaults(idx, tail)
+  def idx_and_tail_or_defaults(idx, tail) #:nodoc:
     if tail.nil?
       tail = self.size
       if idx.nil?
@@ -10,7 +10,7 @@ class Array
     [idx, tail]
   end; private :idx_and_tail_or_defaults
 
-  def valid_for_ma(idx, tail)
+  def valid_for_ma(idx, tail) #:nodoc:
     unless idx >= 0 && idx < self.size
       raise MovingAverage::Errors::InvalidIndexError
     end
@@ -23,14 +23,30 @@ class Array
     true
   end; private :valid_for_ma
 
+  # Compute the exponential moving average (EMA) of the values of an Array.
+  #
+  # Formally, the EMA can be computed as n / d, where
+  #
+  #     n = p_1 + (1 - alpha)p_2 + (1 - alpha)^2p_3 + ... + (1 - alpha)^zp_(z + 1)
+  #
+  # and
+  #
+  #     d = 1 + (1 - alpha) + (1 - alpha)^2 + (1 - alpha)^3 + ... + (1 - alpha)^z
+  #
+  # where
+  #
+  #     alpha = 2 / (z + 1)
+  #
+  # Formula taken from
+  # http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
+  #
+  # ==== Parameters
+  #
+  # * +idx+ - Optional, the index of the last datum to consider.
+  # * +tail+ - Optional, the number of data to consider.
   def exponential_moving_average(idx=nil, tail=nil)
     idx, tail = idx_and_tail_or_defaults(idx, tail)
     valid_for_ma(idx, tail)
-    # Taken from
-    #   http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
-    #     p_1 + (1 - alpha)p_2 + (1 - alpha)^2p_3 + ...
-    # -----------------------------------------------------
-    # 1 + (1 - alpha) + (1 - alpha)^2 + (1 - alpha)^3 + ...
     alpha = 2.0 / (tail + 1)
     n = (1..tail).to_a.map{|tidx| (1 - alpha) ** (tidx - 1) * self[idx - tidx + 1]}.sum
     d = (1..tail).to_a.map{|tidx| (1 - alpha) ** (tidx - 1)}.sum
@@ -38,6 +54,12 @@ class Array
   end
   alias_method :ema, :exponential_moving_average
 
+  # Compute the simple moving average (SMA) of the values of an Array.
+  #
+  # ==== Parameters
+  #
+  # * +idx+ - Optional, the index of the last datum to consider.
+  # * +tail+ - Optional, the number of data to consider.
   def simple_moving_average(idx=nil, tail=nil)
     idx, tail = idx_and_tail_or_defaults(idx, tail)
     valid_for_ma(idx, tail)
@@ -45,18 +67,30 @@ class Array
   end
   alias_method :sma, :simple_moving_average
 
+  # Compute the weighted moving average of the values of an Array.
+  #
+  # Formally, the WMA can be computed as n / d, where
+  #
+  #     n = zp_M + (z - 1)p_(M - 1) + (z - 2)p_(M - 3) + ...
+  #
+  # and
+  #
+  #     d = z + (z - 1) + (z - 2) + ...
+  #
+  # The denominator is a triangle number of the form
+  #
+  #     z(z + 1) / 2
+  #
+  # Formula taken from
+  # http://en.wikipedia.org/wiki/Moving_average#Weighted_moving_average
+  #
+  # ==== Parameters
+  #
+  # * +idx+ - Optional, the index of the last datum to consider.
+  # * +tail+ - Optional, the number of data to consider.
   def weighted_moving_average(idx=nil, tail=nil)
     idx, tail = idx_and_tail_or_defaults(idx, tail)
     valid_for_ma(idx, tail)
-    # Taken from
-    #   http://en.wikipedia.org/wiki/Moving_average#Weighted_moving_average
-    # np_M + (n - 1)p_(M - 1) + (n - 2)p_(M - 3) + ...
-    # ------------------------------------------------
-    #            n + (n - 1) + (n - 2) + ...
-    # The denominator is a triangle number of the form
-    # n(n + 1)
-    # --------
-    #    2
     n = (0..tail-1).to_a.map{|tidx| (tail - tidx) * self[idx - tidx]}.sum
     d = (tail * (tail + 1)) / 2.0
     n / d
@@ -64,6 +98,7 @@ class Array
   alias_method :wma, :weighted_moving_average
   
   unless method_defined?(:sum)
+    # Compute the sum of the values of an Array.
     def sum
       inject(0){|s, n| s += n}
     end

data/lib/moving_average/version.rb

@@ -1,3 +1,3 @@
 module MovingAverage
-  VERSION = '0.0.3'
+  VERSION = '0.0.4'
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: moving_average
 version: !ruby/object:Gem::Version
-  version: 0.0.3
+  version: 0.0.4
   prerelease: 
 platform: ruby
 authors: