standard_deviation 1.0.0 → 1.0.1
Sign up to get free protection for your applications and to get access to all the features.
- data/.travis.yml +8 -0
- data/README.md +3 -0
- data/benchmark/bigdecimal.rb +26 -0
- data/benchmark/ruby_version.rb +25 -0
- data/benchmark/types.rb +24 -0
- data/ext/standard_deviation/standard_deviation.c +20 -8
- data/lib/standard_deviation/version.rb +1 -1
- data/spec/spec_helper.rb +6 -0
- data/spec/standard_deviation/standard_deviation_spec.rb +55 -31
- metadata +12 -8
data/.travis.yml
ADDED
data/README.md
CHANGED
@@ -2,6 +2,8 @@
|
|
2
2
|
|
3
3
|
An implementation of the standard deviation calculation in C, with much better performance (50x-100x) than using pure ruby.
|
4
4
|
|
5
|
+
[![Build Status](https://secure.travis-ci.org/reu/fonte.png)](http://travis-ci.org/reu/standard_deviation)
|
6
|
+
|
5
7
|
## Installation
|
6
8
|
|
7
9
|
Add this line to your application's Gemfile:
|
@@ -32,6 +34,7 @@ For population standard deviation, call `stdevp`:
|
|
32
34
|
```
|
33
35
|
|
34
36
|
Also, the API exposes the `sample_variance` and `population_variance` calculations:
|
37
|
+
|
35
38
|
``` ruby
|
36
39
|
[1, 2, 3, 4, 5].sample_variance => 2.5
|
37
40
|
[1, 2, 3, 4, 5].population_variance => 2.0
|
@@ -0,0 +1,26 @@
|
|
1
|
+
require "standard_deviation"
|
2
|
+
require "benchmark"
|
3
|
+
require 'bigdecimal'
|
4
|
+
|
5
|
+
class Array
|
6
|
+
def stdev_ruby
|
7
|
+
total = inject :+
|
8
|
+
mean = total.to_f / size
|
9
|
+
variance = inject(0) { |variance, value| variance + (value - mean) ** 2 } / (size - 1)
|
10
|
+
|
11
|
+
Math.sqrt(variance)
|
12
|
+
end
|
13
|
+
end
|
14
|
+
|
15
|
+
n = 50
|
16
|
+
values = (1..10_000).map { |value| BigDecimal.new [value, (rand * 10000000000).to_i].join(".") }
|
17
|
+
|
18
|
+
Benchmark.bm do |b|
|
19
|
+
b.report do
|
20
|
+
n.times { values.stdev }
|
21
|
+
end
|
22
|
+
|
23
|
+
b.report do
|
24
|
+
n.times { values.stdev_ruby }
|
25
|
+
end
|
26
|
+
end
|
@@ -0,0 +1,25 @@
|
|
1
|
+
require "standard_deviation"
|
2
|
+
require "benchmark"
|
3
|
+
|
4
|
+
class Array
|
5
|
+
def stdev_ruby
|
6
|
+
total = inject :+
|
7
|
+
mean = total.to_f / size
|
8
|
+
variance = inject(0) { |variance, value| variance + (value - mean) ** 2 } / (size - 1)
|
9
|
+
|
10
|
+
Math.sqrt(variance)
|
11
|
+
end
|
12
|
+
end
|
13
|
+
|
14
|
+
n = 1000
|
15
|
+
values = (1..10_000).map(&:to_f)
|
16
|
+
|
17
|
+
Benchmark.bm do |b|
|
18
|
+
b.report do
|
19
|
+
n.times { values.stdev }
|
20
|
+
end
|
21
|
+
|
22
|
+
b.report do
|
23
|
+
n.times { values.stdev_ruby }
|
24
|
+
end
|
25
|
+
end
|
data/benchmark/types.rb
ADDED
@@ -0,0 +1,24 @@
|
|
1
|
+
require "standard_deviation"
|
2
|
+
require "bigdecimal"
|
3
|
+
require "benchmark"
|
4
|
+
|
5
|
+
n = 100
|
6
|
+
range = (1..10_000)
|
7
|
+
|
8
|
+
integers = range.to_a
|
9
|
+
floats = range.map(&:to_f)
|
10
|
+
decimals = range.map { |value| BigDecimal.new [value, (rand * 10000000000).to_i].join(".") }
|
11
|
+
|
12
|
+
Benchmark.bm do |b|
|
13
|
+
b.report do
|
14
|
+
n.times { integers.stdev }
|
15
|
+
end
|
16
|
+
|
17
|
+
b.report do
|
18
|
+
n.times { floats.stdev }
|
19
|
+
end
|
20
|
+
|
21
|
+
b.report do
|
22
|
+
n.times { decimals.stdev }
|
23
|
+
end
|
24
|
+
end
|
@@ -1,7 +1,7 @@
|
|
1
1
|
#include <ruby.h>
|
2
2
|
#include <math.h>
|
3
3
|
|
4
|
-
static double sum(VALUE *array,
|
4
|
+
static double sum(VALUE *array, long size) {
|
5
5
|
int i;
|
6
6
|
double total = 0;
|
7
7
|
|
@@ -12,7 +12,7 @@ static double sum(VALUE *array, int size) {
|
|
12
12
|
return total;
|
13
13
|
}
|
14
14
|
|
15
|
-
static double distance_from_mean(VALUE *array,
|
15
|
+
static double distance_from_mean(VALUE *array, long size) {
|
16
16
|
int i;
|
17
17
|
double mean, distance;
|
18
18
|
|
@@ -25,39 +25,51 @@ static double distance_from_mean(VALUE *array, int size) {
|
|
25
25
|
return distance;
|
26
26
|
}
|
27
27
|
|
28
|
-
static double compute_sample_variance(VALUE *array,
|
28
|
+
static double compute_sample_variance(VALUE *array, long size) {
|
29
29
|
return distance_from_mean(array, size) / (size - 1);
|
30
30
|
}
|
31
31
|
|
32
|
-
static double compute_population_variance(VALUE *array,
|
32
|
+
static double compute_population_variance(VALUE *array, long size) {
|
33
33
|
return distance_from_mean(array, size) / size;
|
34
34
|
}
|
35
35
|
|
36
|
+
static void raise_not_enough_elements() {
|
37
|
+
rb_raise(rb_eZeroDivError, "not enough elements");
|
38
|
+
}
|
39
|
+
|
36
40
|
static VALUE sample_variance(VALUE self) {
|
37
|
-
|
41
|
+
long size = RARRAY_LEN(self);
|
38
42
|
VALUE *array = RARRAY_PTR(self);
|
39
43
|
|
44
|
+
if (size < 2) raise_not_enough_elements();
|
45
|
+
|
40
46
|
return rb_float_new(compute_sample_variance(array, size));
|
41
47
|
}
|
42
48
|
|
43
49
|
static VALUE population_variance(VALUE self) {
|
44
|
-
|
50
|
+
long size = RARRAY_LEN(self);
|
45
51
|
VALUE *array = RARRAY_PTR(self);
|
46
52
|
|
53
|
+
if (size < 2) raise_not_enough_elements();
|
54
|
+
|
47
55
|
return rb_float_new(compute_population_variance(array, size));
|
48
56
|
}
|
49
57
|
|
50
58
|
static VALUE stdev(VALUE self) {
|
51
|
-
|
59
|
+
long size = RARRAY_LEN(self);
|
52
60
|
VALUE *array = RARRAY_PTR(self);
|
53
61
|
|
62
|
+
if (size < 2) raise_not_enough_elements();
|
63
|
+
|
54
64
|
return rb_float_new(sqrt(compute_sample_variance(array, size)));
|
55
65
|
}
|
56
66
|
|
57
67
|
static VALUE stdevp(VALUE self) {
|
58
|
-
|
68
|
+
long size = RARRAY_LEN(self);
|
59
69
|
VALUE *array = RARRAY_PTR(self);
|
60
70
|
|
71
|
+
if (size < 2) raise_not_enough_elements();
|
72
|
+
|
61
73
|
return rb_float_new(sqrt(compute_population_variance(array, size)));
|
62
74
|
}
|
63
75
|
|
data/spec/spec_helper.rb
CHANGED
@@ -1,79 +1,103 @@
|
|
1
1
|
require "spec_helper"
|
2
2
|
|
3
3
|
describe Array do
|
4
|
-
|
5
|
-
|
6
|
-
|
7
|
-
|
8
|
-
let(:values) { [1, 2, 6, 3, -4, 23] }
|
9
|
-
it { should == 9.32559202767667 }
|
4
|
+
shared_examples_for "a serie calculation" do
|
5
|
+
context "when called on a empty array" do
|
6
|
+
let(:values) { [] }
|
7
|
+
it { lambda { subject }.should raise_exception ZeroDivisionError, "not enough elements" }
|
10
8
|
end
|
11
9
|
|
12
|
-
context "with
|
13
|
-
let(:values) { [1
|
14
|
-
it {
|
10
|
+
context "when called on a array with only one element" do
|
11
|
+
let(:values) { [1] }
|
12
|
+
it { lambda { subject }.should raise_exception ZeroDivisionError, "not enough elements" }
|
15
13
|
end
|
14
|
+
end
|
16
15
|
|
17
|
-
|
18
|
-
|
19
|
-
|
16
|
+
%w(stdev standard_deviation).each do |method|
|
17
|
+
describe "##{method}" do
|
18
|
+
subject { values.send method }
|
19
|
+
|
20
|
+
it_should_behave_like "a serie calculation"
|
21
|
+
|
22
|
+
context "with integer values" do
|
23
|
+
let(:values) { [1, 2, 6, 3, -4, 23] }
|
24
|
+
it { should be_close_to 9.32559202767667 }
|
25
|
+
end
|
26
|
+
|
27
|
+
context "with float values" do
|
28
|
+
let(:values) { [1.0, 2.0, 6.0, 3.0, -4.0, 23.0] }
|
29
|
+
it { should be_close_to 9.32559202767667 }
|
30
|
+
end
|
31
|
+
|
32
|
+
context "with bigdecimal values" do
|
33
|
+
let(:values) { [BigDecimal("1.0"), BigDecimal("2.0"), BigDecimal("6.0"), BigDecimal("3.0"), BigDecimal("-4.0"), BigDecimal("23.0")] }
|
34
|
+
it { should be_close_to 9.32559202767667 }
|
35
|
+
end
|
20
36
|
end
|
21
37
|
end
|
22
38
|
|
23
39
|
describe "#stdevp" do
|
24
40
|
subject { values.stdevp }
|
25
41
|
|
42
|
+
it_should_behave_like "a serie calculation"
|
43
|
+
|
26
44
|
context "with integer values" do
|
27
45
|
let(:values) { [1, 2, 6, 3, -4, 23] }
|
28
|
-
it { should
|
46
|
+
it { should be_close_to 8.513061859414755 }
|
29
47
|
end
|
30
48
|
|
31
49
|
context "with float values" do
|
32
50
|
let(:values) { [1.0, 2.0, 6.0, 3.0, -4.0, 23.0] }
|
33
|
-
it { should
|
51
|
+
it { should be_close_to 8.513061859414755 }
|
34
52
|
end
|
35
53
|
|
36
54
|
context "with bigdecimal values" do
|
37
55
|
let(:values) { [BigDecimal("1.0"), BigDecimal("2.0"), BigDecimal("6.0"), BigDecimal("3.0"), BigDecimal("-4.0"), BigDecimal("23.0")] }
|
38
|
-
it { should
|
56
|
+
it { should be_close_to 8.513061859414755 }
|
39
57
|
end
|
40
58
|
end
|
41
59
|
|
42
|
-
|
43
|
-
|
60
|
+
%w(variance sample_variance).each do |method|
|
61
|
+
describe "##{method}" do
|
62
|
+
subject { values.send method }
|
44
63
|
|
45
|
-
|
46
|
-
let(:values) { [1, 2, 6, 3, -4, 23] }
|
47
|
-
it { should == 86.96666666666665 }
|
48
|
-
end
|
64
|
+
it_should_behave_like "a serie calculation"
|
49
65
|
|
50
|
-
|
51
|
-
|
52
|
-
|
53
|
-
|
66
|
+
context "with integer values" do
|
67
|
+
let(:values) { [1, 2, 6, 3, -4, 23] }
|
68
|
+
it { should be_close_to 86.96666666666665 }
|
69
|
+
end
|
54
70
|
|
55
|
-
|
56
|
-
|
57
|
-
|
71
|
+
context "with float values" do
|
72
|
+
let(:values) { [1.0, 2.0, 6.0, 3.0, -4.0, 23.0] }
|
73
|
+
it { should be_close_to 86.96666666666665 }
|
74
|
+
end
|
75
|
+
|
76
|
+
context "with bigdecimal values" do
|
77
|
+
let(:values) { [BigDecimal("1.0"), BigDecimal("2.0"), BigDecimal("6.0"), BigDecimal("3.0"), BigDecimal("-4.0"), BigDecimal("23.0")] }
|
78
|
+
it { should be_close_to 86.96666666666665 }
|
79
|
+
end
|
58
80
|
end
|
59
81
|
end
|
60
82
|
|
61
83
|
describe "#population_variance" do
|
62
84
|
subject { values.population_variance }
|
63
85
|
|
86
|
+
it_should_behave_like "a serie calculation"
|
87
|
+
|
64
88
|
context "with integer values" do
|
65
89
|
let(:values) { [1, 2, 6, 3, -4, 23] }
|
66
|
-
it { should
|
90
|
+
it { should be_close_to 72.47222222222221 }
|
67
91
|
end
|
68
92
|
|
69
93
|
context "with float values" do
|
70
94
|
let(:values) { [1.0, 2.0, 6.0, 3.0, -4.0, 23.0] }
|
71
|
-
it { should
|
95
|
+
it { should be_close_to 72.47222222222221 }
|
72
96
|
end
|
73
97
|
|
74
98
|
context "with bigdecimal values" do
|
75
99
|
let(:values) { [BigDecimal("1.0"), BigDecimal("2.0"), BigDecimal("6.0"), BigDecimal("3.0"), BigDecimal("-4.0"), BigDecimal("23.0")] }
|
76
|
-
it { should
|
100
|
+
it { should be_close_to 72.47222222222221 }
|
77
101
|
end
|
78
102
|
end
|
79
103
|
end
|
metadata
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: standard_deviation
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 1.0.
|
4
|
+
version: 1.0.1
|
5
5
|
prerelease:
|
6
6
|
platform: ruby
|
7
7
|
authors:
|
@@ -9,11 +9,11 @@ authors:
|
|
9
9
|
autorequire:
|
10
10
|
bindir: bin
|
11
11
|
cert_chain: []
|
12
|
-
date: 2012-04-
|
12
|
+
date: 2012-04-14 00:00:00.000000000Z
|
13
13
|
dependencies:
|
14
14
|
- !ruby/object:Gem::Dependency
|
15
15
|
name: rake-compiler
|
16
|
-
requirement: &
|
16
|
+
requirement: &2156134040 !ruby/object:Gem::Requirement
|
17
17
|
none: false
|
18
18
|
requirements:
|
19
19
|
- - ! '>='
|
@@ -21,10 +21,10 @@ dependencies:
|
|
21
21
|
version: '0'
|
22
22
|
type: :development
|
23
23
|
prerelease: false
|
24
|
-
version_requirements: *
|
24
|
+
version_requirements: *2156134040
|
25
25
|
- !ruby/object:Gem::Dependency
|
26
26
|
name: rspec
|
27
|
-
requirement: &
|
27
|
+
requirement: &2156133440 !ruby/object:Gem::Requirement
|
28
28
|
none: false
|
29
29
|
requirements:
|
30
30
|
- - ! '>='
|
@@ -32,7 +32,7 @@ dependencies:
|
|
32
32
|
version: '0'
|
33
33
|
type: :development
|
34
34
|
prerelease: false
|
35
|
-
version_requirements: *
|
35
|
+
version_requirements: *2156133440
|
36
36
|
description: ! "An implementation of the standard deviation calculation in C,\n with
|
37
37
|
much better performance (50x-100x) than using pure ruby."
|
38
38
|
email:
|
@@ -43,10 +43,14 @@ extensions:
|
|
43
43
|
extra_rdoc_files: []
|
44
44
|
files:
|
45
45
|
- .gitignore
|
46
|
+
- .travis.yml
|
46
47
|
- Gemfile
|
47
48
|
- LICENSE
|
48
49
|
- README.md
|
49
50
|
- Rakefile
|
51
|
+
- benchmark/bigdecimal.rb
|
52
|
+
- benchmark/ruby_version.rb
|
53
|
+
- benchmark/types.rb
|
50
54
|
- ext/standard_deviation/extconf.rb
|
51
55
|
- ext/standard_deviation/standard_deviation.c
|
52
56
|
- lib/standard_deviation.rb
|
@@ -69,7 +73,7 @@ required_ruby_version: !ruby/object:Gem::Requirement
|
|
69
73
|
version: '0'
|
70
74
|
segments:
|
71
75
|
- 0
|
72
|
-
hash:
|
76
|
+
hash: -569388018503389721
|
73
77
|
required_rubygems_version: !ruby/object:Gem::Requirement
|
74
78
|
none: false
|
75
79
|
requirements:
|
@@ -78,7 +82,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
78
82
|
version: '0'
|
79
83
|
segments:
|
80
84
|
- 0
|
81
|
-
hash:
|
85
|
+
hash: -569388018503389721
|
82
86
|
requirements: []
|
83
87
|
rubyforge_project:
|
84
88
|
rubygems_version: 1.8.10
|