statsample-ekatena 2.0.2

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  1. checksums.yaml +7 -0
  2. data/.gitignore +15 -0
  3. data/.travis.yml +23 -0
  4. data/CONTRIBUTING.md +17 -0
  5. data/Gemfile +2 -0
  6. data/History.txt +457 -0
  7. data/LICENSE.txt +12 -0
  8. data/README.md +175 -0
  9. data/Rakefile +44 -0
  10. data/benchmarks/correlation_matrix_15_variables.rb +32 -0
  11. data/benchmarks/correlation_matrix_5_variables.rb +33 -0
  12. data/benchmarks/correlation_matrix_methods/correlation_matrix.ds +0 -0
  13. data/benchmarks/correlation_matrix_methods/correlation_matrix.html +93 -0
  14. data/benchmarks/correlation_matrix_methods/correlation_matrix.rb +71 -0
  15. data/benchmarks/correlation_matrix_methods/correlation_matrix.xls +0 -0
  16. data/benchmarks/correlation_matrix_methods/correlation_matrix_gsl_ruby.ods +0 -0
  17. data/benchmarks/correlation_matrix_methods/correlation_matrix_with_graphics.ods +0 -0
  18. data/benchmarks/correlation_matrix_methods/results.ds +0 -0
  19. data/benchmarks/factor_map.rb +37 -0
  20. data/benchmarks/helpers_benchmark.rb +5 -0
  21. data/data/locale/es/LC_MESSAGES/statsample.mo +0 -0
  22. data/doc_latex/manual/equations.tex +78 -0
  23. data/examples/boxplot.rb +28 -0
  24. data/examples/chisquare_test.rb +23 -0
  25. data/examples/correlation_matrix.rb +32 -0
  26. data/examples/dataset.rb +30 -0
  27. data/examples/dominance_analysis.rb +33 -0
  28. data/examples/dominance_analysis_bootstrap.rb +32 -0
  29. data/examples/histogram.rb +26 -0
  30. data/examples/icc.rb +24 -0
  31. data/examples/levene.rb +29 -0
  32. data/examples/multiple_regression.rb +20 -0
  33. data/examples/multivariate_correlation.rb +33 -0
  34. data/examples/parallel_analysis.rb +40 -0
  35. data/examples/polychoric.rb +40 -0
  36. data/examples/principal_axis.rb +26 -0
  37. data/examples/reliability.rb +31 -0
  38. data/examples/scatterplot.rb +25 -0
  39. data/examples/t_test.rb +27 -0
  40. data/examples/tetrachoric.rb +17 -0
  41. data/examples/u_test.rb +24 -0
  42. data/examples/vector.rb +20 -0
  43. data/examples/velicer_map_test.rb +46 -0
  44. data/grab_references.rb +29 -0
  45. data/lib/spss.rb +134 -0
  46. data/lib/statsample-ekatena/analysis.rb +100 -0
  47. data/lib/statsample-ekatena/analysis/suite.rb +89 -0
  48. data/lib/statsample-ekatena/analysis/suitereportbuilder.rb +44 -0
  49. data/lib/statsample-ekatena/anova.rb +24 -0
  50. data/lib/statsample-ekatena/anova/contrast.rb +79 -0
  51. data/lib/statsample-ekatena/anova/oneway.rb +187 -0
  52. data/lib/statsample-ekatena/anova/twoway.rb +207 -0
  53. data/lib/statsample-ekatena/bivariate.rb +406 -0
  54. data/lib/statsample-ekatena/bivariate/pearson.rb +54 -0
  55. data/lib/statsample-ekatena/codification.rb +182 -0
  56. data/lib/statsample-ekatena/converter/csv.rb +28 -0
  57. data/lib/statsample-ekatena/converter/spss.rb +48 -0
  58. data/lib/statsample-ekatena/converters.rb +211 -0
  59. data/lib/statsample-ekatena/crosstab.rb +188 -0
  60. data/lib/statsample-ekatena/daru.rb +115 -0
  61. data/lib/statsample-ekatena/dataset.rb +10 -0
  62. data/lib/statsample-ekatena/dominanceanalysis.rb +425 -0
  63. data/lib/statsample-ekatena/dominanceanalysis/bootstrap.rb +232 -0
  64. data/lib/statsample-ekatena/factor.rb +104 -0
  65. data/lib/statsample-ekatena/factor/map.rb +124 -0
  66. data/lib/statsample-ekatena/factor/parallelanalysis.rb +166 -0
  67. data/lib/statsample-ekatena/factor/pca.rb +242 -0
  68. data/lib/statsample-ekatena/factor/principalaxis.rb +243 -0
  69. data/lib/statsample-ekatena/factor/rotation.rb +198 -0
  70. data/lib/statsample-ekatena/formula/fit_model.rb +46 -0
  71. data/lib/statsample-ekatena/formula/formula.rb +306 -0
  72. data/lib/statsample-ekatena/graph.rb +11 -0
  73. data/lib/statsample-ekatena/graph/boxplot.rb +236 -0
  74. data/lib/statsample-ekatena/graph/histogram.rb +198 -0
  75. data/lib/statsample-ekatena/graph/scatterplot.rb +213 -0
  76. data/lib/statsample-ekatena/histogram.rb +180 -0
  77. data/lib/statsample-ekatena/matrix.rb +329 -0
  78. data/lib/statsample-ekatena/multiset.rb +310 -0
  79. data/lib/statsample-ekatena/regression.rb +65 -0
  80. data/lib/statsample-ekatena/regression/multiple.rb +89 -0
  81. data/lib/statsample-ekatena/regression/multiple/alglibengine.rb +128 -0
  82. data/lib/statsample-ekatena/regression/multiple/baseengine.rb +251 -0
  83. data/lib/statsample-ekatena/regression/multiple/gslengine.rb +129 -0
  84. data/lib/statsample-ekatena/regression/multiple/matrixengine.rb +205 -0
  85. data/lib/statsample-ekatena/regression/multiple/rubyengine.rb +86 -0
  86. data/lib/statsample-ekatena/regression/simple.rb +121 -0
  87. data/lib/statsample-ekatena/reliability.rb +150 -0
  88. data/lib/statsample-ekatena/reliability/icc.rb +415 -0
  89. data/lib/statsample-ekatena/reliability/multiscaleanalysis.rb +181 -0
  90. data/lib/statsample-ekatena/reliability/scaleanalysis.rb +233 -0
  91. data/lib/statsample-ekatena/reliability/skillscaleanalysis.rb +114 -0
  92. data/lib/statsample-ekatena/resample.rb +15 -0
  93. data/lib/statsample-ekatena/shorthand.rb +125 -0
  94. data/lib/statsample-ekatena/srs.rb +169 -0
  95. data/lib/statsample-ekatena/test.rb +82 -0
  96. data/lib/statsample-ekatena/test/bartlettsphericity.rb +45 -0
  97. data/lib/statsample-ekatena/test/chisquare.rb +73 -0
  98. data/lib/statsample-ekatena/test/f.rb +52 -0
  99. data/lib/statsample-ekatena/test/kolmogorovsmirnov.rb +63 -0
  100. data/lib/statsample-ekatena/test/levene.rb +88 -0
  101. data/lib/statsample-ekatena/test/t.rb +309 -0
  102. data/lib/statsample-ekatena/test/umannwhitney.rb +208 -0
  103. data/lib/statsample-ekatena/test/wilcoxonsignedrank.rb +90 -0
  104. data/lib/statsample-ekatena/vector.rb +19 -0
  105. data/lib/statsample-ekatena/version.rb +3 -0
  106. data/lib/statsample.rb +282 -0
  107. data/po/es/statsample.mo +0 -0
  108. data/po/es/statsample.po +959 -0
  109. data/po/statsample.pot +947 -0
  110. data/references.txt +24 -0
  111. data/statsample-ekatena.gemspec +49 -0
  112. data/test/fixtures/bank2.dat +200 -0
  113. data/test/fixtures/correlation_matrix.rb +17 -0
  114. data/test/fixtures/df.csv +15 -0
  115. data/test/fixtures/hartman_23.matrix +9 -0
  116. data/test/fixtures/stock_data.csv +500 -0
  117. data/test/fixtures/tetmat_matrix.txt +5 -0
  118. data/test/fixtures/tetmat_test.txt +1001 -0
  119. data/test/helpers_tests.rb +83 -0
  120. data/test/test_analysis.rb +176 -0
  121. data/test/test_anova_contrast.rb +36 -0
  122. data/test/test_anovaoneway.rb +26 -0
  123. data/test/test_anovatwoway.rb +37 -0
  124. data/test/test_anovatwowaywithdataset.rb +47 -0
  125. data/test/test_anovawithvectors.rb +102 -0
  126. data/test/test_awesome_print_bug.rb +16 -0
  127. data/test/test_bartlettsphericity.rb +25 -0
  128. data/test/test_bivariate.rb +164 -0
  129. data/test/test_codification.rb +78 -0
  130. data/test/test_crosstab.rb +67 -0
  131. data/test/test_dominance_analysis.rb +39 -0
  132. data/test/test_factor.rb +228 -0
  133. data/test/test_factor_map.rb +38 -0
  134. data/test/test_factor_pa.rb +56 -0
  135. data/test/test_fit_model.rb +88 -0
  136. data/test/test_ggobi.rb +35 -0
  137. data/test/test_gsl.rb +15 -0
  138. data/test/test_histogram.rb +109 -0
  139. data/test/test_matrix.rb +48 -0
  140. data/test/test_multiset.rb +176 -0
  141. data/test/test_regression.rb +231 -0
  142. data/test/test_reliability.rb +223 -0
  143. data/test/test_reliability_icc.rb +198 -0
  144. data/test/test_reliability_skillscale.rb +57 -0
  145. data/test/test_resample.rb +24 -0
  146. data/test/test_srs.rb +9 -0
  147. data/test/test_statistics.rb +69 -0
  148. data/test/test_stest.rb +69 -0
  149. data/test/test_stratified.rb +17 -0
  150. data/test/test_test_f.rb +33 -0
  151. data/test/test_test_kolmogorovsmirnov.rb +34 -0
  152. data/test/test_test_t.rb +62 -0
  153. data/test/test_umannwhitney.rb +27 -0
  154. data/test/test_vector.rb +12 -0
  155. data/test/test_wilcoxonsignedrank.rb +64 -0
  156. metadata +570 -0
@@ -0,0 +1,207 @@
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+ module Statsample
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+ module Anova
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+ # = Generic Anova two-way.
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+ # You could enter the sum of squares or the mean squares for a, b, axb and within.
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+ # You should enter the degrees of freedom for a,b and within, because df_axb=df_a*df_b
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+ # == Usage
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+ # anova=Statsample::Anova::TwoWay(:ss_a=>10,:ss_b=>20,:ss_axb=>10, :ss_within=>20, :df_a=>2, :df_b=>3,df_within=100 @name=>"ANOVA for....")
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+ class TwoWay
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+ include Summarizable
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+ attr_reader :df_a, :df_b, :df_axb, :df_within, :df_total
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+ attr_reader :ss_a, :ss_b, :ss_axb, :ss_within, :ss_total
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+ attr_reader :ms_a, :ms_b, :ms_axb, :ms_within, :ms_total
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+ # Name of ANOVA Analisys
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+ attr_accessor :name
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+ # Name of a factor
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+ attr_accessor :name_a
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+ # Name of b factor
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+ attr_accessor :name_b
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+ # Name of within factor
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+ attr_accessor :name_within
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+
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+ attr_reader :f_a_object, :f_b_object, :f_axb_object
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+ def initialize(opts=Hash.new)
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+ # First see if sum of squares or mean squares are entered
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+ raise ArgumentError, "You should set all d.f." unless [:df_a, :df_b, :df_within].all? {|v| opts.has_key? v}
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+
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+ @df_a=opts.delete :df_a
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+ @df_b=opts.delete :df_b
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+ @df_axb=@df_a*@df_b
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+ @df_within=opts.delete :df_within
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+ @df_total=@df_a+@df_b+@df_axb+@df_within
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+
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+ if [:ss_a, :ss_b, :ss_axb, :ss_within].all? {|v| opts.has_key? v}
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+ @ss_a = opts.delete :ss_a
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+ @ss_b = opts.delete :ss_b
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+ @ss_axb = opts.delete :ss_axb
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+ @ss_within = opts.delete :ss_within
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+
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+ @ms_a =@ss_a.quo(@df_a)
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+ @ms_b =@ss_b.quo(@df_b)
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+ @ms_axb =@ss_axb.quo(@df_axb)
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+ @ms_within =@ss_within.quo(@df_within)
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+
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+ elsif [:ms_a, :ms_b, :ms_axb, :ms_within].all? {|v| opts.has_key? v}
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+ @ms_a = opts.delete :ms_a
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+ @ms_b = opts.delete :ms_b
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+ @ms_axb = opts.delete :ms_axb
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+ @ms_within = opts.delete :ms_within
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+
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+ @ss_a =@ms_a*@df_a
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+ @ss_b =@ms_b*@df_b
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+ @ss_axb =@ms_axb*@df_axb
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+ @ss_within =@ms_within*@df_within
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+ else
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+ raise "You should set all ss or ss"
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+ end
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+ @ss_total=@ss_a+@ss_b+@ss_axb+@ss_within
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+ @ms_total=@ms_a+@ms_b+@ms_axb+@ms_within
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+ opts_default={:name=>_("ANOVA Two-Way"),
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+ :name_a=>_("A"),
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+ :name_b=>_("B"),
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+ :name_within=>_("Within")
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+ }
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+ @opts=opts_default.merge(opts)
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+ opts_default.keys.each {|k|
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+ send("#{k}=", @opts[k])
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+ }
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+ @f_a_object=Statsample::Test::F.new(@ms_a,@ms_within,@df_a,@df_within)
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+ @f_b_object=Statsample::Test::F.new(@ms_b,@ms_within,@df_b,@df_within)
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+ @f_axb_object=Statsample::Test::F.new(@ms_axb,@ms_within,@df_axb,@df_within)
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+ end
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+ def f_a
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+ @f_a_object.f
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+ end
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+ def f_b
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+ @f_b_object.f
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+ end
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+ def f_axb
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+ @f_axb_object.f
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+ end
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+ def f_a_probability
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+ @f_a_object.probability
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+ end
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+ def f_b_probability
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+ @f_b_object.probability
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+ end
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+ def f_axb_probability
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+ @f_axb_object.probability
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+ end
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+
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+
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+ def report_building(builder) #:nodoc:
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+ builder.section(:name=>@name) do |b|
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+ report_building_table(b)
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+ end
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+ end
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+ def report_building_table(builder) #:nodoc:
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+ builder.table(:name=>_("%s Table") % @name, :header=>%w{source ss df ms f p}.map {|v| _(v)}) do |t|
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+ t.row([@name_a, "%0.3f" % @ss_a, @df_a, "%0.3f" % @ms_a , "%0.3f" % f_a, "%0.4f" % f_a_probability] )
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+ t.row([@name_b, "%0.3f" % @ss_b, @df_b, "%0.3f" % @ms_b , "%0.3f" % f_b, "%0.4f" % f_b_probability] )
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+ t.row(["%s X %s" % [@name_a, @name_b], "%0.3f" % @ss_axb, @df_axb, "%0.3f" % @ms_axb , "%0.3f" % f_axb, "%0.4f" % f_axb_probability] )
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+ t.row([@name_within, "%0.3f" % @ss_within, @df_within, nil,nil,nil] )
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+ t.row([_("Total"), "%0.3f" % @ss_total, @df_total, nil,nil,nil] )
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+ end
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+ end
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+ end
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+
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+ # Two Way Anova with vectors
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+ # Example:
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+ # v1 = Daru::Vector.new([1,1,2,2])
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+ # v2 = Daru::Vector.new([1,2,1,2])
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+ # v3 = Daru::Vector.new([5,3,1,5])
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+ # anova=Statsample::Anova::TwoWayWithVectors.new(:a=>v1,:b=>v2, :dependent=>v3)
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+ #
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+ class TwoWayWithVectors < TwoWay
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+ # Show summary Levene test
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+ attr_accessor :summary_levene
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+ # Show summary descriptives for variables (means)
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+ attr_accessor :summary_descriptives
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+ attr_reader :a_var, :b_var, :dep_var
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+ # For now, only equal sample cells allowed
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+ def initialize(opts=Hash.new)
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+ raise "You should insert at least :a, :b and :dependent" unless [:a, :b, :dependent].all? {|v| opts.has_key? v}
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+ @a_var = :a
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+ @b_var = :b
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+ @dep_var = :dependent
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+ @a_vector, @b_vector, @dep_vector =
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+ Statsample.only_valid_clone opts[:a], opts[:b], opts[:dependent]
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+
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+ ds = Daru::DataFrame.new({@a_var=>@a_vector, @b_var=>@b_vector, @dep_var=>@dep_vector})
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+ @ds = ds.clone_only_valid
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+ _p = @a_vector.factors.size
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+ _q = @b_vector.factors.size
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+ @x_general = @dep_vector.mean
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+ @axb_means = {}
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+ @axb_sd = {}
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+ @vectors = []
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+ n=nil
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+ @ds.to_multiset_by_split(a_var,b_var).each_vector(dep_var) {|k,v|
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+ @axb_means[k] = v.mean
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+ @axb_sd[k] = v.sd
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+ @vectors << v
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+ n ||= v.size
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+ raise "All cell sizes should be equal" if n!=v.size
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+ }
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+
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+ @a_means={}
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+ @ds.to_multiset_by_split(a_var).each_vector(dep_var) {|k,v|
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+ @a_means[k]=v.mean
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+ }
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+ @b_means={}
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+ @ds.to_multiset_by_split(b_var).each_vector(dep_var) {|k,v|
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+ @b_means[k]=v.mean
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+ }
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+ ss_a = n*_q*@ds[a_var].factors.inject(0) {|ac,v|
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+ ac + (@a_means[v]-@x_general)**2
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+ }
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+ ss_b=n*_p*@ds[b_var].factors.inject(0) {|ac,v|
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+ ac+(@b_means[v]-@x_general)**2
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+ }
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+ ss_within = @ds.collect(:row) { |row|
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+ (row[dep_var]-@axb_means[[row[a_var],row[b_var]]])**2
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+ }.sum
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+ ss_axb = n*@axb_means.inject(0) {|ac,v|
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+ j,k=v[0]
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+ xjk=v[1]
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+ ac+(xjk-@a_means[j]-@b_means[k]+@x_general)**2
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+ }
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+
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+ df_a=_p-1
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+ df_b=_q-1
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+ df_within=(_p*_q)*(n-1)
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+
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+ opts_default={:name=>_("Anova Two-Way on %s") % @ds[dep_var].name,
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+ :name_a=>@ds[a_var].name,
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+ :name_b=>@ds[b_var].name,
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+ :summary_descriptives=>true,
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+ :summary_levene=>false}
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+
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+ @opts=opts_default.merge(opts).merge({:ss_a=>ss_a,:ss_b=>ss_b, :ss_axb=>ss_axb, :ss_within=>ss_within, :df_a=>df_a, :df_b=>df_b, :df_within=>df_within})
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+
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+
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+ super(@opts)
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+ end
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+ def levene
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+ Statsample::Test.levene(@vectors, :name=>_("Test of Homogeneity of variances (Levene)"))
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+ end
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+ def report_building(builder) #:nodoc:#
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+ builder.section(:name=>@name) do |s|
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+ if summary_descriptives
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+ s.table(:header =>['']+@ds[a_var].factors.map {|a| @ds[a_var].index_of(a)}+[_("%s Mean") % @name_b]) do |t|
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+ @ds[b_var].factors.each do |b|
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+ t.row([@ds[b_var].index_of(b)]+@ds[a_var].factors.map {|a| "%0.3f" % @axb_means[[a,b]] } + ["%0.3f" % @b_means[b]])
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+ end
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+ t.row([_("%s Mean") % @name_a]+@ds[a_var].factors.map {|a| "%0.3f" % @a_means[a]}+ ["%0.3f" % @x_general])
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+ end
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+ end
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+ if summary_levene
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+ s.parse_element(levene)
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+ end
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+ report_building_table(s)
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+
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+ end
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+ end
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+ end
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+ end
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+ end
@@ -0,0 +1,406 @@
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+ require 'statsample/bivariate/pearson'
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+ module Statsample
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+ # Diverse methods and classes to calculate bivariate relations
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+ # Specific classes:
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+ # * Statsample::Bivariate::Pearson : Pearson correlation coefficient (r)
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+ # * Statsample::Bivariate::Tetrachoric : Tetrachoric correlation
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+ # * Statsample::Bivariate::Polychoric : Polychoric correlation (using joint, two-step and polychoric series)
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+ module Bivariate
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+ autoload(:Polychoric, 'statsample/bivariate/polychoric')
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+ autoload(:Tetrachoric, 'statsample/bivariate/tetrachoric')
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+ class << self
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+ # Covariance between two vectors
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+ def covariance(v1,v2)
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+ v1a,v2a=Statsample.only_valid_clone(v1,v2)
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+
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+ return nil if v1a.size==0
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+ if Statsample.has_gsl?
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+ GSL::Stats::covariance(v1a.to_gsl, v2a.to_gsl)
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+ else
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+ covariance_slow(v1a,v2a)
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+ end
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+ end
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+ # Estimate the ML between two dichotomic vectors
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+ def maximum_likehood_dichotomic(pred,real)
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+ preda,reala=Statsample.only_valid_clone(pred,real)
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+ sum=0
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+ preda.each_index{|i|
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+ sum+=(reala[i]*Math::log(preda[i])) + ((1-reala[i])*Math::log(1-preda[i]))
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+ }
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+ sum
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+ end
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+
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+ def covariance_slow(v1,v2) # :nodoc:
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+ v1a,v2a=Statsample.only_valid(v1,v2)
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+ sum_of_squares(v1a,v2a) / (v1a.size-1)
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+ end
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+ def sum_of_squares(v1,v2)
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+ v1a,v2a=Statsample.only_valid_clone(v1,v2)
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+ v1a.reset_index!
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+ v2a.reset_index!
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+ m1=v1a.mean
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+ m2=v2a.mean
43
+ (v1a.size).times.inject(0) {|ac,i| ac+(v1a[i]-m1)*(v2a[i]-m2)}
44
+ end
45
+ # Calculate Pearson correlation coefficient (r) between 2 vectors
46
+ def pearson(v1,v2)
47
+ v1a,v2a=Statsample.only_valid_clone(v1,v2)
48
+ return nil if v1a.size ==0
49
+ if Statsample.has_gsl?
50
+ GSL::Stats::correlation(v1a.to_gsl, v2a.to_gsl)
51
+ else
52
+ pearson_slow(v1a,v2a)
53
+ end
54
+ end
55
+ def pearson_slow(v1,v2) # :nodoc:
56
+ v1a,v2a=Statsample.only_valid_clone(v1,v2)
57
+
58
+ # Calculate sum of squares
59
+ ss=sum_of_squares(v1a,v2a)
60
+ ss.quo(Math::sqrt(v1a.sum_of_squares) * Math::sqrt(v2a.sum_of_squares))
61
+ end
62
+ alias :correlation :pearson
63
+ # Retrieves the value for t test for a pearson correlation
64
+ # between two vectors to test the null hipothesis of r=0
65
+ def t_pearson(v1,v2)
66
+ v1a,v2a=Statsample.only_valid_clone(v1,v2)
67
+ r=pearson(v1a,v2a)
68
+ if(r==1.0)
69
+ 0
70
+ else
71
+ t_r(r,v1a.size)
72
+ end
73
+ end
74
+ # Retrieves the value for t test for a pearson correlation
75
+ # giving r and vector size
76
+ # Source : http://faculty.chass.ncsu.edu/garson/PA765/correl.htm
77
+ def t_r(r,size)
78
+ r * Math::sqrt(((size)-2).to_f / (1 - r**2))
79
+ end
80
+ # Retrieves the probability value (a la SPSS)
81
+ # for a given t, size and number of tails.
82
+ # Uses a second parameter
83
+ # * :both or 2 : for r!=0 (default)
84
+ # * :right, :positive or 1 : for r > 0
85
+ # * :left, :negative : for r < 0
86
+
87
+ def prop_pearson(t, size, tails=:both)
88
+ tails=:both if tails==2
89
+ tails=:right if tails==1 or tails==:positive
90
+ tails=:left if tails==:negative
91
+
92
+ n_tails=case tails
93
+ when :both then 2
94
+ else 1
95
+ end
96
+ t=-t if t>0 and (tails==:both)
97
+ cdf=Distribution::T.cdf(t, size-2)
98
+ if(tails==:right)
99
+ 1.0-(cdf*n_tails)
100
+ else
101
+ cdf*n_tails
102
+ end
103
+ end
104
+
105
+
106
+ # Predicted time for pairwise correlation matrix, in miliseconds
107
+ # See benchmarks/correlation_matrix.rb to see mode of calculation
108
+
109
+ def prediction_pairwise(vars,cases)
110
+ ((-0.518111-0.000746*cases+1.235608*vars+0.000740*cases*vars)**2) / 100
111
+ end
112
+ # Predicted time for optimized correlation matrix, in miliseconds
113
+ # See benchmarks/correlation_matrix.rb to see mode of calculation
114
+
115
+ def prediction_optimized(vars,cases)
116
+ ((4+0.018128*cases+0.246871*vars+0.001169*vars*cases)**2) / 100
117
+ end
118
+ # Returns residual score after delete variance
119
+ # from another variable
120
+ #
121
+ def residuals(from,del)
122
+ r=Statsample::Bivariate.pearson(from,del)
123
+ froms, dels = from.vector_standarized, del.vector_standarized
124
+ nv=[]
125
+ froms.reset_index!
126
+ dels.reset_index!
127
+ froms.each_index do |i|
128
+ if froms[i].nil? or dels[i].nil?
129
+ nv.push(nil)
130
+ else
131
+ nv.push(froms[i]-r*dels[i])
132
+ end
133
+ end
134
+ Daru::Vector.new(nv)
135
+ end
136
+ # Correlation between v1 and v2, controling the effect of
137
+ # control on both.
138
+ def partial_correlation(v1,v2,control)
139
+ v1a,v2a,cona=Statsample.only_valid_clone(v1,v2,control)
140
+ rv1v2=pearson(v1a,v2a)
141
+ rv1con=pearson(v1a,cona)
142
+ rv2con=pearson(v2a,cona)
143
+ (rv1v2-(rv1con*rv2con)).quo(Math::sqrt(1-rv1con**2) * Math::sqrt(1-rv2con**2))
144
+ end
145
+
146
+ def covariance_matrix_optimized(ds)
147
+ x=ds.to_gsl
148
+ n=x.row_size
149
+ m=x.column_size
150
+ means=((1/n.to_f)*GSL::Matrix.ones(1,n)*x).row(0)
151
+ centered=x-(GSL::Matrix.ones(n,m)*GSL::Matrix.diag(means))
152
+ ss=centered.transpose*centered
153
+ s=((1/(n-1).to_f))*ss
154
+ s
155
+ end
156
+
157
+ # Covariance matrix.
158
+ # Order of rows and columns depends on Dataset#fields order
159
+
160
+ def covariance_matrix(ds)
161
+ vars,cases = ds.ncols, ds.nrows
162
+ if !ds.include_values?(*Daru::MISSING_VALUES) and Statsample.has_gsl? and prediction_optimized(vars,cases) < prediction_pairwise(vars,cases)
163
+ cm=covariance_matrix_optimized(ds)
164
+ else
165
+ cm=covariance_matrix_pairwise(ds)
166
+ end
167
+ cm.extend(Statsample::CovariateMatrix)
168
+ cm.fields = ds.vectors.to_a
169
+ cm
170
+ end
171
+
172
+
173
+ def covariance_matrix_pairwise(ds)
174
+ cache={}
175
+ vectors = ds.vectors.to_a
176
+ mat_rows = vectors.collect do |row|
177
+ vectors.collect do |col|
178
+ if (ds[row].type!=:numeric or ds[col].type!=:numeric)
179
+ nil
180
+ elsif row==col
181
+ ds[row].variance
182
+ else
183
+ if cache[[col,row]].nil?
184
+ cov=covariance(ds[row],ds[col])
185
+ cache[[row,col]]=cov
186
+ cov
187
+ else
188
+ cache[[col,row]]
189
+ end
190
+ end
191
+ end
192
+ end
193
+
194
+ Matrix.rows mat_rows
195
+ end
196
+
197
+ # Correlation matrix.
198
+ # Order of rows and columns depends on Dataset#fields order
199
+ def correlation_matrix(ds)
200
+ vars, cases = ds.ncols, ds.nrows
201
+ if !ds.include_values?(*Daru::MISSING_VALUES) and Statsample.has_gsl? and prediction_optimized(vars,cases) < prediction_pairwise(vars,cases)
202
+ cm=correlation_matrix_optimized(ds)
203
+ else
204
+ cm=correlation_matrix_pairwise(ds)
205
+ end
206
+ cm.extend(Statsample::CovariateMatrix)
207
+ cm.fields = ds.vectors.to_a
208
+ cm
209
+ end
210
+
211
+ def correlation_matrix_optimized(ds)
212
+ s=covariance_matrix_optimized(ds)
213
+ sds=GSL::Matrix.diagonal(s.diagonal.sqrt.pow(-1))
214
+ cm=sds*s*sds
215
+ # Fix diagonal
216
+ s.row_size.times {|i|
217
+ cm[i,i]=1.0
218
+ }
219
+ cm
220
+ end
221
+ def correlation_matrix_pairwise(ds)
222
+ cache={}
223
+ vectors = ds.vectors.to_a
224
+ cm = vectors.collect do |row|
225
+ vectors.collect do |col|
226
+ if row==col
227
+ 1.0
228
+ elsif (ds[row].type!=:numeric or ds[col].type!=:numeric)
229
+ nil
230
+ else
231
+ if cache[[col,row]].nil?
232
+ r=pearson(ds[row],ds[col])
233
+ cache[[row,col]]=r
234
+ r
235
+ else
236
+ cache[[col,row]]
237
+ end
238
+ end
239
+ end
240
+ end
241
+
242
+ Matrix.rows cm
243
+ end
244
+
245
+ # Retrieves the n valid pairwise.
246
+ def n_valid_matrix(ds)
247
+ vectors = ds.vectors.to_a
248
+ m = vectors.collect do |row|
249
+ vectors.collect do |col|
250
+ if row==col
251
+ ds[row].reject_values(*Daru::MISSING_VALUES).size
252
+ else
253
+ rowa,rowb = Statsample.only_valid_clone(ds[row],ds[col])
254
+ rowa.size
255
+ end
256
+ end
257
+ end
258
+
259
+ Matrix.rows m
260
+ end
261
+
262
+ # Matrix of correlation probabilities.
263
+ # Order of rows and columns depends on Dataset#fields order
264
+
265
+ def correlation_probability_matrix(ds, tails=:both)
266
+ rows=ds.fields.collect do |row|
267
+ ds.fields.collect do |col|
268
+ v1a,v2a=Statsample.only_valid_clone(ds[row],ds[col])
269
+ (row==col or ds[row].type!=:numeric or ds[col].type!=:numeric) ? nil : prop_pearson(t_pearson(ds[row],ds[col]), v1a.size, tails)
270
+ end
271
+ end
272
+ Matrix.rows(rows)
273
+ end
274
+
275
+ # Spearman ranked correlation coefficient (rho) between 2 vectors
276
+ def spearman(v1,v2)
277
+ v1a,v2a = Statsample.only_valid_clone(v1,v2)
278
+ v1r,v2r = v1a.ranked, v2a.ranked
279
+ pearson(v1r,v2r)
280
+ end
281
+ # Calculate Point biserial correlation. Equal to Pearson correlation, with
282
+ # one dichotomous value replaced by "0" and the other by "1"
283
+ def point_biserial(dichotomous,continous)
284
+ ds = Daru::DataFrame.new({:d=>dichotomous,:c=>continous}).reject_values(*Daru::MISSING_VALUES)
285
+ raise(TypeError, "First vector should be dichotomous") if ds[:d].factors.size != 2
286
+ raise(TypeError, "Second vector should be continous") if ds[:c].type != :numeric
287
+ f0=ds[:d].factors.sort.to_a[0]
288
+ m0=ds.filter_vector(:c) {|c| c[:d] == f0}
289
+ m1=ds.filter_vector(:c) {|c| c[:d] != f0}
290
+ ((m1.mean-m0.mean).to_f / ds[:c].sdp) * Math::sqrt(m0.size*m1.size.to_f / ds.nrows**2)
291
+ end
292
+ # Kendall Rank Correlation Coefficient (Tau a)
293
+ # Based on Hervé Adbi article
294
+ def tau_a(v1,v2)
295
+ v1a,v2a=Statsample.only_valid_clone(v1,v2)
296
+ n=v1.size
297
+ v1r,v2r=v1a.ranked,v2a.ranked
298
+ o1=ordered_pairs(v1r)
299
+ o2=ordered_pairs(v2r)
300
+ delta= o1.size*2-(o2 & o1).size*2
301
+ 1-(delta * 2 / (n*(n-1)).to_f)
302
+ end
303
+ # Calculates Goodman and Kruskal’s Tau b correlation.
304
+ # Tb is an asymmetric P-R-E measure of association for nominal scales
305
+ # (Mielke, X)
306
+ #
307
+ # Tau-b defines perfect association as strict monotonicity. Although it
308
+ # requires strict monotonicity to reach 1.0, it does not penalize ties as
309
+ # much as some other measures.
310
+ # == Reference
311
+ # Mielke, P. GOODMAN–KRUSKAL TAU AND GAMMA.
312
+ # Source: http://faculty.chass.ncsu.edu/garson/PA765/assocordinal.htm
313
+ def tau_b(matrix)
314
+ v=pairs(matrix)
315
+ ((v['P']-v['Q']).to_f / Math::sqrt((v['P']+v['Q']+v['Y'])*(v['P']+v['Q']+v['X'])).to_f)
316
+ end
317
+ # Calculates Goodman and Kruskal's gamma.
318
+ #
319
+ # Gamma is the surplus of concordant pairs over discordant pairs, as a
320
+ # percentage of all pairs ignoring ties.
321
+ #
322
+ # Source: http://faculty.chass.ncsu.edu/garson/PA765/assocordinal.htm
323
+ def gamma(matrix)
324
+ v=pairs(matrix)
325
+ (v['P']-v['Q']).to_f / (v['P']+v['Q']).to_f
326
+ end
327
+ # Calculate indexes for a matrix the rows and cols has to be ordered
328
+ def pairs(matrix)
329
+ # calculate concordant #p matrix
330
+ rs=matrix.row_size
331
+ cs=matrix.column_size
332
+ conc=disc=ties_x=ties_y=0
333
+ (0...(rs-1)).each do |x|
334
+ (0...(cs-1)).each do |y|
335
+ ((x+1)...rs).each do |x2|
336
+ ((y+1)...cs).each do |y2|
337
+ # #p sprintf("%d:%d,%d:%d",x,y,x2,y2)
338
+ conc+=matrix[x,y]*matrix[x2,y2]
339
+ end
340
+ end
341
+ end
342
+ end
343
+ (0...(rs-1)).each {|x|
344
+ (1...(cs)).each{|y|
345
+ ((x+1)...rs).each{|x2|
346
+ (0...y).each{|y2|
347
+ # #p sprintf("%d:%d,%d:%d",x,y,x2,y2)
348
+ disc+=matrix[x,y]*matrix[x2,y2]
349
+ }
350
+ }
351
+ }
352
+ }
353
+ (0...(rs-1)).each {|x|
354
+ (0...(cs)).each{|y|
355
+ ((x+1)...(rs)).each{|x2|
356
+ ties_x+=matrix[x,y]*matrix[x2,y]
357
+ }
358
+ }
359
+ }
360
+ (0...rs).each {|x|
361
+ (0...(cs-1)).each{|y|
362
+ ((y+1)...(cs)).each{|y2|
363
+ ties_y+=matrix[x,y]*matrix[x,y2]
364
+ }
365
+ }
366
+ }
367
+ {'P'=>conc,'Q'=>disc,'Y'=>ties_y,'X'=>ties_x}
368
+ end
369
+
370
+ def ordered_pairs(vector)
371
+ d = vector.to_a
372
+ a = []
373
+ (0...(d.size-1)).each do |i|
374
+ ((i+1)...(d.size)).each do |j|
375
+ a.push([d[i],d[j]])
376
+ end
377
+ end
378
+ a
379
+ end
380
+ =begin
381
+ def sum_of_codeviated(v1,v2)
382
+ v1a,v2a=Statsample.only_valid(v1,v2)
383
+ sum=0
384
+ (0...v1a.size).each{|i|
385
+ sum+=v1a[i]*v2a[i]
386
+ }
387
+ sum-((v1a.sum*v2a.sum) / v1a.size.to_f)
388
+ end
389
+ =end
390
+ # Report the minimum number of cases valid of a covariate matrix
391
+ # based on a dataset
392
+ def min_n_valid(ds)
393
+ min = ds.nrows
394
+ m = n_valid_matrix(ds)
395
+ for x in 0...m.row_size
396
+ for y in 0...m.column_size
397
+ min=m[x,y] if m[x,y] < min
398
+ end
399
+ end
400
+ min
401
+ end
402
+ end
403
+ end
404
+ end
405
+
406
+