savgol 0.2.1

checksums.yaml

@@ -0,0 +1,7 @@
+---
+SHA1:
+  metadata.gz: 74cb6ba4eb41d56918d8e0994ecab490234bae85
+  data.tar.gz: 60e5ce50c918ac33ccf028a9e26773d06d59e7af
+SHA512:
+  metadata.gz: 9698cb0c54a48b474f27badfa100b65ca92857829f59ed38ed304c5e9ed4428e28dbf260c6829731c5dbef197279d4796212d0ce9ece1252cbaa809a1fb0730e
+  data.tar.gz: cabf344682dbe30bd2d1beb1209dbdbf7530fcadfd70079fcd5edb967fcbd41bce049235c7d2f9482e10d007bd435f3afe2f387b5390163940a97cfe748c8850

data/.document

@@ -0,0 +1,5 @@
+lib/**/*.rb
+bin/*
+- 
+features/**/*.feature
+LICENSE.txt

data/.gitignore

@@ -0,0 +1,49 @@
+# rcov generated
+coverage
+coverage.data
+
+# rdoc generated
+rdoc
+
+# yard generated
+doc
+.yardoc
+
+# bundler
+.bundle
+
+# jeweler generated
+pkg
+
+# Have editor/IDE/OS specific files you need to ignore? Consider using a global gitignore: 
+#
+# * Create a file at ~/.gitignore
+# * Include files you want ignored
+# * Run: git config --global core.excludesfile ~/.gitignore
+#
+# After doing this, these files will be ignored in all your git projects,
+# saving you from having to 'pollute' every project you touch with them
+#
+# Not sure what to needs to be ignored for particular editors/OSes? Here's some ideas to get you started. (Remember, remove the leading # of the line)
+#
+# For MacOS:
+#
+#.DS_Store
+
+# For TextMate
+#*.tmproj
+#tmtags
+
+# For emacs:
+#*~
+#\#*
+#.\#*
+
+# For vim:
+#*.swp
+
+# For redcar:
+#.redcar
+
+# For rubinius:
+#*.rbc

data/.rspec

@@ -0,0 +1 @@
+--color

data/Gemfile

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

data/LICENSE.txt

@@ -0,0 +1,21 @@
+Copyright (c) 2012 Brigham Young University
+authored by: John T. Prince
+
+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 +1,28 @@
+# savgol
+
+Provides implementations of Savitzky-Golay smoothing (filtering).
+
+The gem is based on the [scipy implementation](http://www.scipy.org/Cookbook/SavitzkyGolay).  A good explanation of the process may be found [here on stackexchange](http://dsp.stackexchange.com/a/9494).
+
+# Examples
+
+## Array implementation
+
+    require 'savgol/array'
+    data = [1, 2, 3, 4, 3.5, 5, 3, 2.2, 3, 0, -1, 2, 0, -2, -5, -8, -7, -2, 0, 1, 1]
+    # window size = 5, polynomial order = 3
+    data.savgol(5,3)
+
+# Installation
+    
+    gem install savgol
+
+# TODO
+
+* Implement for Scriruby's Nmatrix and NArray.
+* Implement smoothing for unevenly sampled data.
+
+# Copyright
+
+MIT license.  See LICENSE.txt.
+

data/Rakefile

@@ -0,0 +1,19 @@
+require "bundler/gem_tasks"
+require_relative "lib/savgol/version"
+
+require 'rspec/core'
+require 'rspec/core/rake_task'
+RSpec::Core::RakeTask.new(:spec) do |spec|
+  spec.pattern = FileList['spec/**/*_spec.rb']
+end
+
+task :default => :spec
+
+require 'rdoc/task'
+Rake::RDocTask.new do |rdoc|
+  version = Savgol::VERSION
+  rdoc.rdoc_dir = 'rdoc'
+  rdoc.title = "savgol #{version}"
+  rdoc.rdoc_files.include('README*')
+  rdoc.rdoc_files.include('lib/**/*.rb')
+end

data/lib/savgol.rb

@@ -0,0 +1,13 @@
+require 'savgol/version'
+require 'savgol/array'
+
+module Savgol
+end
+
+# ar = [1, 2, 3, 4, 3.5, 5, 3, 2.2, 3, 0, -1, 2, 0, -2, -5, -8, -7, -2, 0, 1, 1]
+# numpy_savgol_output = [1.0, 2.0, 3.12857143, 3.57142857, 4.27142857, 4.12571429, 3.36857143, 2.69714286, 2.04, 0.32571429, -0.05714286, 0.8, 0.51428571, -2.17142857, -5.25714286, -7.65714286, -6.4, -2.77142857, 0.17142857, 0.91428571, 1.0]
+# sg = ar.savgol(5,3)
+# 
+# sg.zip(numpy_savgol_output) do |sgv, numpy_sgv|
+#   p "#{sgv} vs #{numpy_sgv} diff #{(sgv - numpy_sgv).abs.round(8)}"
+# end

data/lib/savgol/array.rb

@@ -0,0 +1,57 @@
+require "matrix"
+
+module Savgol
+	
+	def savgol(window_size, order, deriv=0, check_args=false)
+		  
+		# check arguments
+		if !window_size.is_a?(Integer) || window_size.abs != window_size || window_size % 2 != 1 || window_size < 1
+			raise ArgumentError, "window_size size must be a positive odd integer" 
+		end
+		if !order.is_a?(Integer) || order < 0
+			raise ArgumentError, "order must be an integer >= 0"
+		end
+		if window_size < order + 2
+			raise ArgumentError, "window_size is too small for the polynomials order"
+		end
+	  
+		half_window = (window_size -1) / 2
+		weights = sg_weights(half_window, order, deriv)
+		ar = sg_pad_ends(half_window)
+		sg_convolve(ar, weights)
+	end
+
+	def sg_convolve(data, weights, mode=:valid)
+		data.each_cons(weights.size).map do |ar|
+			ar.zip(weights).map {|pair| pair[0] * pair[1] }.reduce(:+)
+		end
+	end
+
+	# pads the ends with the reverse, geometric inverse sequence
+	def sg_pad_ends(half_window)
+		start = self[1..half_window]
+		start.reverse!
+		start.map! {|v| self[0] - (v - self[0]).abs }
+
+		fin = self[(-half_window-1)...-1]
+		fin.reverse!
+		fin.map! {|v| self[-1] + (v - self[-1]).abs }
+		start.push(*self, *fin)
+	end
+
+	# returns an object that will convolve with the padded array
+	def sg_weights(half_window, order, deriv=0)
+		# byebug
+		mat = Matrix[ *(-half_window..half_window).map {|k| (0..order).map {|i| k**i }} ]
+		# Moore-Penrose psuedo-inverse without SVD (not so precize)
+		# A' = (A.t * A)^-1 * A.t
+		pinv_matrix = Matrix[*(mat.transpose*mat).to_a].inverse * Matrix[*mat.to_a].transpose
+		pinv = Matrix[*pinv_matrix.to_a]
+		pinv.row(deriv).to_a
+	end
+
+end
+
+class Array
+	include Savgol
+end

data/lib/savgol/version.rb

@@ -0,0 +1,3 @@
+module Savgol
+  VERSION = "0.2.1"
+end

data/savgol.gemspec

@@ -0,0 +1,37 @@
+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'savgol/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "savgol"
+  spec.version       = Savgol::VERSION
+  spec.authors       = ["John T. Prince", "Ondra Beneš"]
+  spec.email         = ["jtprince@gmail.com"]
+  spec.summary       = %q{performs Savitzky-Golay smoothing}
+  spec.description   = %q{Extends Array class with method which calculates applies Savitzky-Golay filter used for smoothing the data}
+  spec.homepage      = "http://github.com/princelab/savgol"
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files`.split($/)
+  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"]
+
+  [
+    #["trollop", "~> 2.0.0"],
+  ].each do |args|
+    spec.add_dependency(*args)
+  end
+
+  [
+    ["bundler", "~> 1.5.1"],
+    ["rake"],
+    ["rspec", "~> 2.14.1"], 
+    ["rdoc", "~> 4.1.0"], 
+    ["simplecov", "~> 0.8.2"],
+  ].each do |args|
+    spec.add_development_dependency(*args)
+  end
+
+end

data/spec/savgol/array_spec.rb

@@ -0,0 +1,9 @@
+require 'spec_helper'
+
+require 'savgol_shared_example'
+
+require 'savgol/array'
+
+describe Array do
+  it_behaves_like "a savgol smoother"
+end

data/spec/savgol_shared_example.rb

@@ -0,0 +1,89 @@
+shared_examples "a savgol smoother" do
+  let(:smoother) do 
+    object = described_class[1, 2, 3, 4, -7, -2, 0, 1, 1]
+    object.extend(Savgol)
+    object
+  end
+
+  it 'pads with the reverse geometrically inverted sequence' do
+    expect(smoother.sg_pad_ends(2)).to eq [-1, 0, 1, 2, 3, 4, -7, -2, 0, 1, 1, 1, 2]
+    expect(smoother.sg_pad_ends(3)).to eq [-2, -1, 0, 1, 2, 3, 4, -7, -2, 0, 1, 1, 1, 2, 4]
+  end
+
+  describe 'smoothing a signal' do
+    let(:smoother) do
+      object = described_class[1, 2, 3, 4, 3.5, 5, 3, 2.2, 3, 0, -1, 2, 0, -2, -5, -8, -7, -2, 0, 1, 1]
+      object.extend(Savgol)
+      object
+    end
+
+    it "works for the simple case" do
+      numpy_savgol_output = [1.0, 2.0, 3.12857143, 3.57142857, 4.27142857, 4.12571429, 3.36857143, 2.69714286, 2.04, 0.32571429, -0.05714286, 0.8, 0.51428571, -2.17142857, -5.25714286, -7.65714286, -6.4, -2.77142857, 0.17142857, 0.91428571, 1.0]
+      sg = smoother.savgol(5,3)
+      sg.size.should == numpy_savgol_output.size
+
+      numpy_savgol_output.each_with_index do |exp, i|
+        expect(sg[i]).to be_within(0.000001).of(exp)
+      end
+    end
+  end
+
+end
+
+=begin
+    b = matrix([[ 1, -2,  4, -8],
+          [ 1, -1,  1, -1],
+          [ 1,  0,  0,  0],
+          [ 1,  1,  1,  1],
+          [ 1,  2,  4,  8]])
+
+# b = np.matrix([[ 1, -2,  4, -8],[ 1, -1,  1, -1],[ 1,  0,  0,  0],[ 1,  1,  1,  1],[ 1,  2,  4,  8]])
+
+    np.linalg.pinv(b)
+    matrix([[ -8.57142857e-02,   3.42857143e-01,   4.85714286e-01, 3.42857143e-01,  -8.57142857e-02],
+           [  8.33333333e-02,  -6.66666667e-01,   6.17335241e-17, 6.66666667e-01,  -8.33333333e-02],
+             [  1.42857143e-01,  -7.14285714e-02,  -1.42857143e-01, -7.14285714e-02,   1.42857143e-01],
+               [ -8.33333333e-02,   1.66666667e-01,  -8.12290576e-18, -1.66666667e-01,   8.33333333e-02]])
+
+           [[-0.08571422965620183, 0.34285713252351957, 0.4857142762115429, 0.3428571132587409, -0.08571425328426403], 
+           [0.08333333127000826, -0.6666665420778334, -1.4769869399753408e-08, 0.6666665456225483, -0.08333341040935828], 
+           [0.14285713578428869, -0.07142855323765136, -0.1428571582020276, -0.07142860273009285, 0.14285714667073207], 
+           [-0.08333333356934626, 0.16666666384543039, 5.837836155482957e-11, -0.16666665040013168, 0.0833333492046153]]
+
+
+
+    np.linalg.pinv(b).A
+    array([[ -8.57142857e-02,   3.42857143e-01,   4.85714286e-01,
+          3.42857143e-01,  -8.57142857e-02],
+          [  8.33333333e-02,  -6.66666667e-01,   6.17335241e-17,
+            6.66666667e-01,  -8.33333333e-02],
+            [  1.42857143e-01,  -7.14285714e-02,  -1.42857143e-01,
+              -7.14285714e-02,   1.42857143e-01],
+              [ -8.33333333e-02,   1.66666667e-01,  -8.12290576e-18,
+                -1.66666667e-01,   8.33333333e-02]])
+
+    m = array([-0.08571429,  0.34285714,  0.48571429,  0.34285714, -0.08571429])
+
+    with 
+
+	window_size = 5
+    half_window = 2
+    firstvals = array([-1.,  0.])
+    lastvals = array([ 1.,  2.])
+    concat array = array([-1. ,  0. ,  1. ,  2. ,  3. ,  4. ,  3.5,  5. ,  3. ,  2.2,  3. , 0. , -1. ,  2. ,  0. , -2. , -5. , -8. , -7. , -2. ,  0. ,  1. , 1. ,  1. ,  2. ])
+
+    with window_size = 7
+    half_window = 3
+    firstvals = array([-2., -1.,  0.])
+    lastvals = array([ 1.,  2.,  4.])
+    concat array = array([-2. , -1. ,  0. ,  1. ,  2. ,  3. ,  4. ,  3.5,  5. ,  3. ,  2.2, 3. ,  0. , -1. ,  2. ,  0. , -2. , -5. , -8. , -7. , -2. ,  0. , 1. ,  1. ,  1. ,  2. ,  4. ])
+
+    The final output:
+    savgol
+array([ 1.        ,  2.        ,  3.12857143,  3.57142857,  4.27142857,
+        4.12571429,  3.36857143,  2.69714286,  2.04      ,  0.32571429,
+       -0.05714286,  0.8       ,  0.51428571, -2.17142857, -5.25714286,
+       -7.65714286, -6.4       , -2.77142857,  0.17142857,  0.91428571,  1.        ])
+
+=end
+

data/spec/spec_helper.rb

@@ -0,0 +1,9 @@
+require 'simplecov'
+SimpleCov.start
+
+require 'rspec'
+
+RSpec.configure do |config|
+  config.treat_symbols_as_metadata_keys_with_true_values = true
+  config.color = true
+end

metadata

@@ -0,0 +1,133 @@
+--- !ruby/object:Gem::Specification
+name: savgol
+version: !ruby/object:Gem::Version
+  version: 0.2.1
+platform: ruby
+authors:
+- John T. Prince
+- Ondra Beneš
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2014-03-27 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 1.5.1
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 1.5.1
+- !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'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 2.14.1
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 2.14.1
+- !ruby/object:Gem::Dependency
+  name: rdoc
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 4.1.0
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 4.1.0
+- !ruby/object:Gem::Dependency
+  name: simplecov
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 0.8.2
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 0.8.2
+description: Extends Array class with method which calculates applies Savitzky-Golay
+  filter used for smoothing the data
+email:
+- jtprince@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- .document
+- .gitignore
+- .rspec
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- lib/savgol.rb
+- lib/savgol/array.rb
+- lib/savgol/version.rb
+- savgol.gemspec
+- spec/savgol/array_spec.rb
+- spec/savgol_shared_example.rb
+- spec/spec_helper.rb
+homepage: http://github.com/princelab/savgol
+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: 2.0.14
+signing_key: 
+specification_version: 4
+summary: performs Savitzky-Golay smoothing
+test_files:
+- spec/savgol/array_spec.rb
+- spec/savgol_shared_example.rb
+- spec/spec_helper.rb