quickstats 1.0.0 → 2.0.0

checksums.yaml

@@ -1,7 +1,7 @@
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data/lib/quickstats.rb

@@ -1,20 +1,19 @@
 #!/usr/bin/env ruby -w
 
 # Computationally stable and efficient basic descriptive statistics.
-# This class uses Kalman Filter updating to tally sample mean and
-# sample variance, along with min, max, and sample size. Standard
-# deviation and standard error are calculated on demand. 
+# This class uses Kalman Filter updating to tally sample mean and sum
+# of squares, along with min, max, and sample size. Sample variance,
+# standard deviation and standard error are calculated on demand.
 #
 # Author:: Paul J Sanchez (mailto:pjs@alum.mit.edu)
 # Copyright:: Copyright (c) Paul J Sanchez
 # License:: LGPL
 #
 class QuickStats
-  attr_reader :n, :sample_mean, :sample_variance, :min, :max
+  attr_reader :n, :sample_mean, :min, :max
 
   alias average sample_mean
   alias avg sample_mean
-  alias var sample_variance
   alias sample_size n
 
   # Initialize state vars in a new QuickStats object.
@@ -28,42 +27,42 @@ class QuickStats
 
   # Reset all state vars to initial values.
   #
-  # - n = 0
+  # - sum_sqrs = n = 0
   # - sample_mean = sample_variance = min = max = NaN
   #
   # *Returns*::
   #   - a reference to the QuickStats object.
   def reset
-    @n = 0
-    @sample_variance = @sample_mean = @max = @min = (1.0 / 0.0) / (1.0 / 0.0)
+    @sum_sqrs = @n = 0
+    @sample_mean = @max = @min = Float::NAN
     self
   end
 
-  # Update the sample size, sample mean, sample variance, min, and max given
+  # Update the sample size, sample mean, sum of squares, min, and max given
   # a new observation. All but the sample size are maintained as floating point.
   #
   # *Arguments*::
   #   - +datum+ -> the new observation.  Must be numeric
   # *Returns*::
-  #   - the updated sample mean.
+  #   - the number of observations
   # *Raises*::
   #   - RuntimeError if datum is non-numeric
   #
   def new_obs(datum)
-    raise "Observations must be numeric" unless datum.is_a? Numeric
+    fail 'Observations must be numeric' unless datum.is_a? Numeric
     x = datum.to_f
-    @n += 1
-    if (@n > 1)
-      @max = x if x > @max
-      @min = x if x < @min
-      x -= @sample_mean
-      @sample_variance *= (@n - 2).to_f / (@n - 1).to_f
-      @sample_variance += x * x / @n
-      @sample_mean += x / @n
+    @max = x unless x <= @max
+    @min = x unless x >= @min
+    if @n > 0
+      delta = x - @sample_mean
+      @n += 1
+      @sample_mean += delta / n
+      @sum_sqrs += delta * (x - @sample_mean)
     else
-      @sample_variance = 0.0
-      @sample_mean = @max = @min = x
+      @sample_mean = x
+      @n += 1
     end
+    @n
   end
 
   # Update the statistics with all elements of an enumerable set.
@@ -74,18 +73,29 @@ class QuickStats
   # *Returns*::
   #   - the enumerable set reference.
   def add_set(enumerable_set)
-    enumerable_set.each {|x| new_obs x}
+    enumerable_set.each { |x| new_obs x }
   end
 
   alias add_all add_set
 
+  # Calculates the sample variance on demand.
+  #
+  # *Returns*::
+  #   - the sample variance of the data, or NaN if this is a
+  #     new or just-reset QuickStats object.
+  def sample_variance
+    @n > 1 ? @sum_sqrs / (@n - 1) : Float::NAN
+  end
+
+  alias var sample_variance
+
   # Calculates the square root of the sample variance on demand.
   #
   # *Returns*::
   #   - the sample standard deviation of the data, or NaN if this is a
   #     new or just-reset QuickStats object.
   def standard_deviation
-    Math::sqrt @sample_variance
+    Math.sqrt sample_variance
   end
 
   alias std_dev standard_deviation
@@ -96,9 +106,8 @@ class QuickStats
   #   - the sample standard error of the data, or NaN if this is a
   #     new or just-reset QuickStats object.
   def standard_error
-    Math.sqrt(@sample_variance / @n)
+    Math.sqrt(sample_variance / @n)
   end
 
   alias std_err standard_error
-
 end

data/quickstats.gemspec

@@ -1,13 +1,13 @@
 # -*- ruby -*-
-_VERSION = "1.0.0"
+_VERSION = "2.0.0"
 
 Gem::Specification.new do |s|
   s.name = "quickstats"
   s.version = _VERSION
-  s.date = "2013-03-09"
+  s.date = "2016-07-12"
   s.summary = "Computationally stable and efficient basic descriptive statistics."
   s.email = "pjs@alum.mit.edu"
-  s.description = "This class uses Kalman Filter updating to tally sample mean and sample variance, along with min, max, and sample size. Standard deviation and standard error are calculated on demand."
+  s.description = "This class uses Kalman Filter updating to tally sample mean and sum of squared deviations from the average, along with min, max, and sample size. Sample variance, standard deviation, and standard error are calculated on demand."
   s.author = "Paul J Sanchez"
   s.files = %w[
     quickstats.gemspec

data/test/test_quickstats.rb

@@ -1,7 +1,7 @@
 #!/usr/bin/env ruby -w
 
 require 'test/unit'
-require 'quickstats'
+require_relative '../lib/quickstats.rb'
 
 class QuickStats_test < Test::Unit::TestCase
   def test_quickstats
@@ -20,6 +20,13 @@ class QuickStats_test < Test::Unit::TestCase
     assert_equal 41.0, qs.min
     assert_equal 43.0, qs.max
     assert_equal 1.0, qs.standard_error
+    qs.new_obs 42
+    assert_equal 3, qs.n
+    assert_equal 42.0, qs.sample_mean
+    assert_equal 1.0, qs.sample_variance
+    assert_equal 1.0, qs.standard_deviation
+    assert_equal 41.0, qs.min
+    assert_equal 43.0, qs.max
 
     qs.reset
     assert_equal 0, qs.n

metadata

@@ -1,27 +1,27 @@
 --- !ruby/object:Gem::Specification
 name: quickstats
 version: !ruby/object:Gem::Version
-  version: 1.0.0
+  version: 2.0.0
 platform: ruby
 authors:
 - Paul J Sanchez
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2013-03-09 00:00:00.000000000 Z
+date: 2016-07-12 00:00:00.000000000 Z
 dependencies: []
-description: This class uses Kalman Filter updating to tally sample mean and sample
-  variance, along with min, max, and sample size. Standard deviation and standard
-  error are calculated on demand.
+description: This class uses Kalman Filter updating to tally sample mean and sum of
+  squared deviations from the average, along with min, max, and sample size. Sample
+  variance, standard deviation, and standard error are calculated on demand.
 email: pjs@alum.mit.edu
 executables: []
 extensions: []
 extra_rdoc_files: []
 files:
-- quickstats.gemspec
+- Rakefile
 - lgpl.txt
 - lib/quickstats.rb
-- Rakefile
+- quickstats.gemspec
 - test/test_quickstats.rb
 homepage: 
 licenses:
@@ -33,17 +33,17 @@ require_paths:
 - lib
 required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
-  - - '>='
+  - - ">="
     - !ruby/object:Gem::Version
       version: 1.8.1
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
-  - - '>='
+  - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.0.2
+rubygems_version: 2.4.5.1
 signing_key: 
 specification_version: 4
 summary: Computationally stable and efficient basic descriptive statistics.