statarray 0.0.1

data/AUTHORS

@@ -0,0 +1,2 @@
+Daniel Cutting
+David Symonds

data/GPL

@@ -0,0 +1,340 @@
+		    GNU GENERAL PUBLIC LICENSE
+		       Version 2, June 1991
+
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data/README

@@ -0,0 +1,14 @@
+StatArray 0.0.1
+Soyabean Software Pty Ltd
+
+StatArray is a simple way of calculating statistics about an array of data.
+Originally part of the ROMNeT suite. 
+
+Authors:	Dan Cutting <dcutting@soyabean.com.au>
+			David Symonds <dsymonds@gmail.com>
+
+Copyright (C) 2005-2006 Soyabean Software Pty Ltd <http://www.soyabean.com.au>
+
+You should have received a copy of the GNU General Public License along with
+Risc; if not, write to the Free Software Foundation, Inc., 51 Franklin St,
+Fifth Floor, Boston, MA  02110-1301  USA

data/lib/statarray.rb

@@ -0,0 +1,285 @@
+module Math
+	def Math::float_equal(a,b)
+		c = a-b
+		c *= -1.0 if c < 0
+		c < 0.000000001	# TODO: how should we pick epsilon?
+	end
+end
+
+class StatArray < Array
+	alias :count size
+
+	def sum
+		inject(0) { |sum, x| sum + x }
+	end
+
+	def mean
+		return 0.0 if self.size == 0
+		sum.to_f / self.size
+	end
+	alias :arithmetic_mean :mean
+	
+	def median
+		return 0 if self.size == 0
+		tmp = sort
+		mid = tmp.size / 2
+		if (tmp.size % 2) == 0
+			(tmp[mid-1] + tmp[mid]).to_f / 2
+		else
+			tmp[mid]
+		end
+	end
+	
+	# The sum of the squared deviations from the mean.
+	def summed_sqdevs
+		return 0 if count < 2
+		m = mean
+		StatArray.new(map { |x| (x - m) ** 2 }).sum
+	end
+	
+	# Variance of the sample.
+	def variance
+		# Variance of 0 or 1 elements is 0.0
+		return 0.0 if count < 2
+		summed_sqdevs / (count - 1)
+	end
+	
+	# Variance of a population.
+	def pvariance
+		# Variance of 0 or 1 elements is 0.0
+		return 0.0 if count < 2
+		summed_sqdevs / count
+	end
+	
+	# Standard deviation of a sample.
+	def stddev
+		Math::sqrt(variance)
+	end
+
+	# Standard deviation of a population.
+	def pstddev
+		Math::sqrt(pvariance)
+	end
+	
+	# Calculates the standard error of this sample.
+	def stderr
+		return 0.0 if count < 2
+		stddev/Math::sqrt(size)
+	end
+	
+	# Returns the confidence interval for this sample as [lower,upper].
+	# doc can be 90, 95, 99 or 999, defaulting to 95.
+	def ci(doc = 95)
+		limit = climit(doc)
+		[mean-limit,mean+limit]
+	end
+	
+	# Returns E, the error associated with this sample for the given degree of
+	# confidence.
+	def climit(doc = 95)
+		TTable::t(doc,count)*stderr
+	end
+	
+	# Calculates the relative mean difference of this sample.
+	# Makes use of the fact that the Gini Coefficient is half the RMD.
+	def relative_mean_difference
+		return 0.0 if Math::float_equal(mean,0.0)
+		gini_coefficient * 2
+	end
+	alias :rmd :relative_mean_difference
+	
+	# The average absolute difference of two independent values drawn from
+	# the sample. Equal to the RMD * the mean.
+	def mean_difference
+		relative_mean_difference * mean
+	end
+	alias :absolute_mean_difference :mean_difference
+	alias :md :mean_difference
+	
+	# One of the Pearson skewness measures of this sample.
+	def pearson_skewness2
+		3*(mean-median)/stddev
+	end
+	
+	# The skewness of this sample.
+	def skewness
+		fail "Buggy"
+		return 0.0 if count < 2
+		m = mean
+		s = inject(0) { |sum,xi| sum+(xi-m)**3 }
+		s.to_f/(count*variance**(3/2))
+	end
+	
+	# The kurtosis of this sample.
+	def kurtosis
+		fail "Buggy"
+		return 0.0 if count < 2
+		m = mean
+		s = 0
+		each { |xi| s += (xi-m)**4 }
+		(s.to_f/((count-1)*variance**2))-3
+	end
+	
+	# Calculates the Theil index (a statistic used to measure economic
+	# inequality). http://en.wikipedia.org/wiki/Theil_index
+	# TI = \sum_{i=1}^N \frac{x_i}{\sum_{j=1}^N x_j} ln \frac{x_i}{\bar{x}}
+	def theil_index
+		return -1 if count <= 0 or any? { |x| x < 0 }
+		return 0 if count < 2 or all? { |x| Math::float_equal(x,0) }
+		m = mean
+		s = sum.to_f
+		inject(0) do |theil,xi|
+			theil + ((xi > 0) ? (Math::log(xi.to_f/m) * xi.to_f/s) : 0.0)
+		end
+	end
+	
+	# Closely related to the Theil index and easily expressible in terms of it.
+	# http://en.wikipedia.org/wiki/Atkinson_index
+	# AI = 1-e^{theil_index}
+	def atkinson_index
+		t = theil_index
+		(t < 0) ? -1 : 1-Math::E**(-t)
+	end
+	
+	# Calculates the Gini Coefficient (a measure of inequality of a distribution
+	# based on the area between the Lorenz curve and the uniform curve).
+	# http://en.wikipedia.org/wiki/Gini_coefficient
+	# GC = \frac{1}{N} \left ( N+1-2\frac{\sum_{i=1}^N (N+1-i)y_i}{\sum_{i=1}^N y_i} \right )
+	def gini_coefficient2
+		return -1 if count <= 0 or any? { |x| x < 0 }
+		return 0 if count < 2 or all? { |x| Math::float_equal(x,0) }
+		s = 0
+		sort.each_with_index { |yi,i| s += (size - i)*yi }
+		(size+1-2*(s.to_f/sum.to_f)).to_f/size.to_f
+	end
+	
+	# Slightly cleaner way of calculating the Gini Coefficient.  Any quicker?
+	# GC = \frac{\sum_{i=1}^N (2i-N-1)x_i}{N^2-\bar{x}}
+	def gini_coefficient
+		return -1 if count <= 0 or any? { |x| x < 0 }
+		return 0 if count < 2 or all? { |x| Math::float_equal(x,0) }
+		s = 0
+		sort.each_with_index { |li,i| s += (2*i+1-size)*li }
+		s.to_f/(size**2*mean).to_f
+	end
+	
+	# The KL-divergence from this array to that of q.
+	# NB: You will possibly want to sort both P and Q before calling this
+	# depending on what you're actually trying to measure.
+	# http://en.wikipedia.org/wiki/Kullback-Leibler_divergence
+	def kullback_leibler_divergence(q)
+		fail "Buggy."
+		fail "Cannot compare differently sized arrays." unless size = q.size
+		kld = 0
+		each_with_index { |pi,i| kld += pi*Math::log(pi.to_f/q[i].to_f) }
+		kld
+	end
+	
+	# Returns the Cumulative Density Function of this sample (normalised to a fraction of 1.0).
+	def cdf(normalised = 1.0)
+		s = sum.to_f
+		sort.inject([0.0]) { |c,d| c << c[-1] + normalised*d.to_f/s }
+	end
+	
+	def stats
+		if size != 0
+			return %Q/#{"%12.2f" % sum} #{"%12.2f" % average} #{"%12.2f" % stddev} #{"%12.2f" % min} #{"%12.2f" % max} #{"%12.2f" % median} #{"%12.2f" % size}/
+		else
+			return %Q/<error>/
+		end
+	end
+	
+	def to_stats
+		{ :sum => sum, :mean => mean, :stddev => stddev, :min => min, :max => max, :median => median, :count => size }
+	end
+
+	def StatArray.stats_header
+		%Q/#{"%12s" % "Sum"} #{"%12s" % "Avg."} #{"%12s" % "Std.dev."} #{"%12s" % "Min."} #{"%12s" % "Max."} #{"%12s" % "Median"} #{"%12s" % "Count"}/
+	end
+end
+
+class TTable
+	# Format of rawtvalues:
+	# DegreesOfFreedom		90% 	95%		99%		99.9%
+	@@rawtvalues = <<EOF
+1	6.31	12.71	63.66	636.62
+2	2.92	4.30	9.93	31.60
+3	2.35	3.18	5.84	12.92
+4	2.13	2.78	4.60	8.61
+5	2.02	2.57	4.03	6.87
+6	1.94	2.45	3.71	5.96
+7	1.89	2.37	3.50	5.41
+8	1.86	2.31	3.36	5.04
+9	1.83	2.26	3.25	4.78
+10	1.81	2.23	3.17	4.59
+11	1.80	2.20	3.11	4.44
+12	1.78	2.18	3.06	4.32
+13	1.77	2.16	3.01	4.22
+14	1.76	2.14	2.98	4.14
+15	1.75	2.13	2.95	4.07
+16	1.75	2.12	2.92	4.02
+17	1.74	2.11	2.90	3.97
+18	1.73	2.10	2.88	3.92
+19	1.73	2.09	2.86	3.88
+20	1.72	2.09	2.85	3.85
+21	1.72	2.08	2.83	3.82
+22	1.72	2.07	2.82	3.79
+23	1.71	2.07	2.82	3.77
+24	1.71	2.06	2.80	3.75
+25	1.71	2.06	2.79	3.73
+26	1.71	2.06	2.78	3.71
+27	1.70	2.05	2.77	3.69
+28	1.70	2.05	2.76	3.67
+29	1.70	2.05	2.76	3.66
+30	1.64	1.96	2.58	3.29
+EOF
+	@@tvalues = nil
+
+	def TTable::parseTValues
+		@@tvalues = Array.new
+		@@rawtvalues.split(/\n/).each do |row|
+			@@tvalues << row.split(/\s+/).map { |i| i.to_f }
+		end
+	end
+	
+	def TTable.t(dc,samples = 31)
+		fail ArgumentError.new("Need at least 2 samples to find a t-value.") if samples < 2
+		samples = 31 if samples > 31
+		case dc
+			when 90
+				dci = 1
+			when 95
+				dci = 2
+			when 99
+				dci = 3
+			when 999
+				dci = 4
+			else
+				fail ArgumentError.new("Cannot calculate t-value for #{dc}% degree of confidence.")
+		end
+		TTable::parseTValues unless @@tvalues
+		@@tvalues[samples-1-1][dci]
+	end
+
+	def TTable.t90(samples = 31)
+		TTable::t(90,samples)
+	end
+	
+	def TTable.t95(samples = 31)
+		TTable::t(95,samples)
+	end
+	
+	def TTable.t99(samples = 31)
+		TTable::t(99,samples)
+	end
+	
+	def TTable.t999(samples = 31)
+		TTable::t(999,samples)
+	end
+end
+
+class Array
+	def to_statarray
+		StatArray.new(self)
+	end
+end

metadata

@@ -0,0 +1,43 @@
+--- !ruby/object:Gem::Specification 
+rubygems_version: 0.8.10
+specification_version: 1
+name: statarray
+version: !ruby/object:Gem::Version 
+  version: 0.0.1
+date: 2006-09-01
+summary: StatArray is a simple way of calculating statistics about an array of data.
+require_paths: 
+  - lib
+email: dcutting@soyabean.com.au
+homepage: http://soyabean.com.au
+rubyforge_project: 
+description: 
+autorequire: statarray
+default_executable: 
+bindir: bin
+has_rdoc: true
+required_ruby_version: !ruby/object:Gem::Version::Requirement 
+  requirements: 
+    - 
+      - ">"
+      - !ruby/object:Gem::Version 
+        version: 0.0.0
+  version: 
+platform: ruby
+authors: 
+  - Dan Cutting
+files: 
+  - lib/statarray.rb
+  - README
+  - AUTHORS
+  - GPL
+test_files: []
+rdoc_options: []
+extra_rdoc_files: 
+  - README
+  - AUTHORS
+  - GPL
+executables: []
+extensions: []
+requirements: []
+dependencies: []