pca 0.2.0 → 0.3.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
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-  data.tar.gz: da5c93ae3bcee85fa79a7aab62dc14d6da729856
+  metadata.gz: b99f1b6d4bf1ccc3afe06b8c9ba4d4e2ec9f2fc1
+  data.tar.gz: 05e82f5c93569697933ea9ed13f801bae97b5bca
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+  data.tar.gz: 1a05a814d570eddeac92990dfae8efb4392a3cf54ce858d305733f594829e51118e530b10da43b745de7e336675556efaec377e6258db1a9cd5225b57077c93b

data/lib/pca.rb

@@ -1,7 +1,8 @@
 require 'gsl'
 
 class PCA
-  attr_reader :components, :singular_values, :mean, :std, :explained_variance, :explained_variance_ratio
+  attr_reader :components, :singular_values, :explained_variance, :explained_variance_ratio
+  attr_accessor :mean, :std
 
   def initialize opts = {}
     @n_components = opts[:components]
@@ -27,10 +28,15 @@ class PCA
 
   def inverse_transform x
     x = ensure_matrix x
-    out = x * @components
-    out.size2.times {|col| out.col(col).mul! @std[col] } if @scale_data
-    out.size2.times {|col| out.col(col).add! @mean[col] }
-    out
+    xit = x * @components
+    undo_scale(xit) if @scale_data
+    undo_mean_normalize xit
+    xit
+  end
+
+  def components= c
+    c = ensure_matrix(c)
+    @components = slice_n(c.transpose).transpose
   end
 
   private
@@ -77,6 +83,10 @@ class PCA
       x.size2.times {|col| x.col(col).sub! @mean[col] }
     end
 
+    def undo_mean_normalize x
+      x.size2.times {|col| x.col(col).add! @mean[col] }
+    end
+
     def calculate_std x
       x.size2.times.map {|col| x.col(col).sd }
     end
@@ -85,6 +95,10 @@ class PCA
       x.size2.times {|col| x.col(col).div! @std[col] }
     end
 
+    def undo_scale x
+      x.size2.times {|col| x.col(col).mul! @std[col] }
+    end
+
     def slice_n x
       return x unless @n_components
       case x

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: pca
 version: !ruby/object:Gem::Version
-  version: 0.2.0
+  version: 0.3.0
 platform: ruby
 authors:
 - Geoff Buesing
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2015-04-01 00:00:00.000000000 Z
+date: 2015-04-16 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rb-gsl