statsample-glm 0.0.1 → 0.1.0

data/VERSION

@@ -1 +0,0 @@
-0.0.1

data/features/bio-statsample-glm.feature

@@ -1,9 +0,0 @@
-Feature: something something
-  In order to something something
-  A user something something
-  something something something
-
-  Scenario: something something
-    Given inspiration
-    When I create a sweet new gem
-    Then everyone should see how awesome I am

data/features/support/env.rb

@@ -1,15 +0,0 @@
-require 'bundler'
-begin
-  Bundler.setup(:default, :development)
-rescue Bundler::BundlerError => e
-  $stderr.puts e.message
-  $stderr.puts "Run `bundle install` to install missing gems"
-  exit e.status_code
-end
-
-$LOAD_PATH.unshift(File.dirname(__FILE__) + '/../../lib')
-require 'statsample-glm'
-
-require 'test/unit/assertions'
-
-World(Test::Unit::Assertions)

data/lib/statsample-glm/regression/logistic.rb

@@ -1,108 +0,0 @@
-module Statsample
-  module Regression
-    module GLM
-
-      class Logistic
-
-        attr_reader :se
-        # The fitted mean values
-        attr_reader :fit
-        # the _working_ residuals; that is the residuals in the final iteration of the IRWLS fit.
-        attr_reader :residuals
-        # The residuals degree of freedom
-        attr_reader :df
-        # Number of iterations used for convergence
-        attr_reader :iter
-        # Boolean. Tells whether the IRWLS for the given model converged or not
-        attr_reader :converged
-
-        def initialize(ds, y)
-          @ds=ds
-          @fields=@ds.fields
-          @x = ds.to_matrix
-          @y = y
-        end
-
-        # named vector/hash of coefficients
-        # === Parameter
-        # * *type*: symbol; (:array, default). Options = [:array, :hash]
-        def coefficients(type=:array)
-          if type==:array
-            #originally returned as vector; so pass it
-            @coefficients
-          elsif type==:hash
-            h={}
-            @fields.size.times {|i|
-              h[@fields[i]]=@coefficients[i]
-            }
-            h
-          end
-        end
-        def self.mu(x, b)
-          matrix_mul = x * b
-          numerator = matrix_mul.map { |y| Math.exp(y) }
-          denominator = numerator.map { |y| 1 + y }
-
-          numerator.each_with_index { |e, r, c|
-            numerator[r,c] = numerator[r,c].to_f / denominator[r,c].to_f
-          }
-        end
-
-        def self.w(x, b)
-          mus = mu(x,b).column_vectors.map(&:to_a).flatten
-          mus_intermediate = mus.collect { |x| 1 - x }
-          w = mus.zip(mus_intermediate).collect { |x| x.inject(:*) }
-          w_mat = Matrix.I(w.size)
-          w_enum = w.to_enum
-          return w_mat.map do |x|
-            x.eql?(1) ? w_enum.next : x
-          end
-        end
-
-        def self.h(x,b,y)
-          x_t = x.transpose
-          mu_flat = mu(x,b).column_vectors.map(&:to_a).flatten
-          column_data = y.zip(mu_flat).collect { |x| x.inject(:-) }
-          x_t * Matrix.column_vector(column_data)
-        end
-
-        def self.j(x,b)
-          w_matrix = w(x, b)
-          jacobian_matrix = x.transpose * w_matrix * x
-          jacobian_matrix.map { |x| -x }
-        end
-
-        def to_s
-          sprintf("Logistic Regression (Statsample::Regression::GLM;:Logistic)")
-        end
-
-        # = Iteratively reweighted least squares
-        #   Computes irwls for given model and parameters.
-        #
-        # == Usage
-        #    require 'statsample-glm'
-        #    x1=Statsample::Vector.new([0.537322309644812,-0.717124209978434,-0.519166718891331,0.434970973986765,-0.761822002215759,1.51170030921189,0.883854199811195,-0.908689798854196,1.70331977539793,-0.246971150634099,-1.59077593922623,-0.721548040910253,0.467025703920194,-0.510132788447137,0.430106510266798,-0.144353683251536,-1.54943800728303,0.849307651309298,-0.640304240933579,1.31462478279425,-0.399783455165345,0.0453055645017902,-2.58212161987746,-1.16484414309359,-1.08829266466281,-0.243893919684792,-1.96655661929441,0.301335373291024,-0.665832694463588,-0.0120650855753837,1.5116066367604,0.557300353673344,1.12829931872045,0.234443748015922,-2.03486690662651,0.275544751380246,-0.231465849558696,-0.356880153225012,-0.57746647541923,1.35758352580655,1.23971669378224,-0.662466275100489,0.313263561921793,-1.08783223256362,1.41964722846899,1.29325100940785,0.72153880625103,0.440580131022748,0.0351917814720056, -0.142353224879252],:scale)
-        #    x2=Statsample::Vector.new([-0.866655707911859,-0.367820249977585,0.361486610435,0.857332626245179,0.133438466268095,0.716104533073575,1.77206093023382,-0.10136697295802,-0.777086491435508,-0.204573554913706,0.963353531412233,-1.10103024900542,-0.404372761837392,-0.230226345183469,0.0363730246866971,-0.838265540390497,1.12543549657924,-0.57929175648001,-0.747060244805248,0.58946979365152,-0.531952663697324,1.53338594419818,0.521992029051441,1.41631763288724,0.611402316795129,-0.518355638373296,-0.515192557101107,-0.672697937866108,1.84347042325327,-0.21195540664804,-0.269869371631611,0.296155694010096,-2.18097898069634,-1.21314663927206,1.49193669881581,1.38969280369493,-0.400680808117106,-1.87282814976479,1.82394870451051,0.637864732838274,-0.141155946382493,0.0699950644281617,1.32568550595165,-0.412599258349398,0.14436832227506,-1.16507785388489,-2.16782049922428,0.24318371493798,0.258954871320764,-0.151966534521183],:scale)
-        #    y=Statsample::Vector.new([0,0,1,0,1,1,1,1,0,1,1,1,1,0,1,0,1,1,0,1,0,1,1,1,1,0,0,1,1,0,0,1,0,0,1,1,0,0,1,1,0,1,1,1,1,0,0,0,1,1],:scale)
-        #    x=Statsample::Dataset.new({"i"=>intercept,"x1"=>x1,"x2"=>x2})
-        #    obj = Statsample::Regression.glm(x, y, :binomial)
-        #    #=> Logistic Regression object
-        #    obj.irlws
-        #    #=> Array of returned values
-        #    obj.coefficients
-        #    #=> named vector of coefficients
-
-        def irwls
-          x, y = @x, @y
-          #calling irwls on Regression and passing equivalent methods in lambdas.
-          #Ruby_level+=awesome!
-          @coefficients, @se, @fit, @residuals, @df, @iter, @converged = Statsample::Regression.irwls(
-              x,y, ->l,m{self.class.mu(l,m)}, ->l,m{self.class.w(l,m)},
-              ->l,m{self.class.j(l,m)}, ->k,l,m{self.class.h(k,l,m)}
-          )
-        end
-      end
-
-    end
-  end
-end

data/lib/statsample-glm/regression/poisson.rb

@@ -1,90 +0,0 @@
-module Statsample
-  module Regression
-    module GLM
-
-      class Poisson
-
-        attr_reader :se
-        # The fitted mean values
-        attr_reader :fit
-        # the _working_ residuals; that is the residuals in the final iteration of the IRWLS fit.
-        attr_reader :residuals
-        # The residuals degree of freedom
-        attr_reader :df
-        # Number of iterations used for convergence
-        attr_reader :iter
-        # Boolean. Tells whether the IRWLS for the given model converged or not
-        attr_reader :converged
-
-        def initialize(ds, y)
-          @ds=ds
-          @fields=@ds.fields
-          @x = ds.to_matrix
-          @y = y
-        end
-
-        # named vector/hash of coefficients
-        # === Parameter
-        # * *type*: symbol; (:array, default). Options = [:array, :hash]
-        def coefficients(type=:array)
-          if type==:array
-            @coefficients
-          elsif type==:hash
-            h={}
-            @fields.size.times {|i|
-              h[@fields[i]]=@coefficients[i]
-            }
-            h
-          end
-        end
-
-        def self.mu(x, b, link=:log)
-          if link.downcase.to_sym == :log
-            (x * b).map { |y| Math.exp(y) }
-          elsif link.downcase.to_sym == :sqrt
-            (x * b).collect { |y| y**2 }
-          end
-        end
-
-        def self.w(x, b)
-          poisson_mu = mu(x,b)
-          mu_flat = poisson_mu.column_vectors.map(&:to_a).flatten
-
-          w_mat = Matrix.I(mu_flat.size)
-          mu_enum = mu_flat.to_enum
-          return w_mat.map do |x|
-            x.eql?(1) ? mu_enum.next : x
-          end
-        end
-
-        def self.h(x, b, y)
-          x_t = x.transpose
-          mu_flat = mu(x,b).column_vectors.map(&:to_a).flatten
-          column_data = y.zip(mu_flat).collect { |x| x.inject(:-) }
-          x_t * Matrix.columns([column_data])
-        end
-
-        def self.j(x, b)
-          w_matrix = w(x, b)
-          jacobian_matrix = x.transpose * w_matrix * x
-          jacobian_matrix.map { |x| -x }
-        end
-
-        def to_s
-          sprintf("Logistic Regression (Statsample::Regression::GLM;:Logistic)")
-        end
-
-        def irwls
-          x,y = @x,@y
-          #calling irwls on Regression and passing equivalent methods in lambdas.
-          #Ruby_level+=awesome!
-          @coefficients, @se, @fit, @residuals, @df, @iter, @converged = Statsample::Regression.irwls(
-              x,y, ->l,m{self.class.mu(l,m)}, ->l,m{self.class.w(l,m)},
-              ->l,m{self.class.j(l,m)}, ->k,l,m{self.class.h(k,l,m)}
-          )
-        end
-
-      end
-    end
-  end
-end

data/test/helper.rb

@@ -1,87 +0,0 @@
-require 'rubygems'
-require 'bundler'
-begin
-  Bundler.setup(:default, :development)
-rescue Bundler::BundlerError => e
-  $stderr.puts e.message
-  $stderr.puts "Run `bundle install` to install missing gems"
-  exit e.status_code
-end
-require 'minitest/unit'
-require 'shoulda'
-require 'shoulda-context'
-require 'mocha/setup'
-
-
-$LOAD_PATH.unshift(File.join(File.dirname(__FILE__), '..', 'lib'))
-$LOAD_PATH.unshift(File.dirname(__FILE__))
-require 'statsample-glm'
-module MiniTest
-  class Unit
-    class TestCase
-      include Shoulda::Context::Assertions
-      include Shoulda::Context::InstanceMethods
-      extend Shoulda::Context::ClassMethods
-      def self.should_with_gsl(name,&block)
-        should(name) do
-          if Statsample.has_gsl?
-            instance_eval(&block)
-          else
-            skip("Requires GSL")
-          end
-        end
-      end
-    end
-  end
-
-  module Assertions
-    def assert_similar_vector(exp, obs, delta=1e-10,msg=nil)
-      msg||="Different vectors #{exp} - #{obs}"
-      assert_equal(exp.size, obs.size)
-      exp.data_with_nils.each_with_index {|v,i|
-        assert_in_delta(v,obs[i],delta)
-      }
-    end
-    def assert_similar_hash(exp, obs, delta=1e-10,msg=nil)
-      msg||="Different hash #{exp} - #{obs}"
-      assert_equal(exp.size, obs.size)
-      exp.each_key {|k|
-        assert_in_delta(exp[k],obs[k],delta)
-      }
-    end
-
-    def assert_equal_vector(exp,obs,delta=1e-10,msg=nil)
-      assert_equal(exp.size, obs.size, "Different size.#{msg}")
-      exp.size.times {|i|
-        assert_in_delta(exp[i],obs[i],delta, "Different element #{i}. \nExpected:\n#{exp}\nObserved:\n#{obs}.#{msg}")
-      }
-    end
-    def assert_equal_matrix(exp,obs,delta=1e-10,msg=nil)
-      assert_equal(exp.row_size, obs.row_size, "Different row size.#{msg}")
-      assert_equal(exp.column_size, obs.column_size, "Different column size.#{msg}")
-      exp.row_size.times {|i|
-        exp.column_size.times {|j|
-          assert_in_delta(exp[i,j],obs[i,j], delta, "Different element #{i},#{j}\nExpected:\n#{exp}\nObserved:\n#{obs}.#{msg}")
-        }
-      }
-    end
-    alias :assert_raise :assert_raises unless method_defined? :assert_raise
-    alias :assert_not_equal :refute_equal unless method_defined? :assert_not_equal
-    alias :assert_not_same :refute_same unless method_defined? :assert_not_same
-    unless method_defined? :assert_nothing_raised
-      def assert_nothing_raised(msg=nil)
-        msg||="Nothing should be raised, but raised %s"
-        begin
-          yield
-          not_raised=true
-        rescue Exception => e
-          not_raised=false
-          msg=sprintf(msg,e)
-        end
-        assert(not_raised,msg)
-      end
-    end
-  end
-end
-
-MiniTest::Unit.autorun

data/test/test_glm.rb

@@ -1,4 +0,0 @@
-require(File.expand_path(File.dirname(__FILE__)+'/helper.rb'))
-
-class StatsampleRegressionGlm < MiniTest::Unit::TestCase
-end

data/test/test_glm_logistic.rb

@@ -1,23 +0,0 @@
-require(File.expand_path(File.dirname(__FILE__)+'/helper.rb'))
-
-class StatsampleRegressionGlmLogistic < MiniTest::Unit::TestCase
-
-  context("Example") do
-    setup do
-      x1=Statsample::Vector.new([0.537322309644812,-0.717124209978434,-0.519166718891331,0.434970973986765,-0.761822002215759,1.51170030921189,0.883854199811195,-0.908689798854196,1.70331977539793,-0.246971150634099,-1.59077593922623,-0.721548040910253,0.467025703920194,-0.510132788447137,0.430106510266798,-0.144353683251536,-1.54943800728303,0.849307651309298,-0.640304240933579,1.31462478279425,-0.399783455165345,0.0453055645017902,-2.58212161987746,-1.16484414309359,-1.08829266466281,-0.243893919684792,-1.96655661929441,0.301335373291024,-0.665832694463588,-0.0120650855753837,1.5116066367604,0.557300353673344,1.12829931872045,0.234443748015922,-2.03486690662651,0.275544751380246,-0.231465849558696,-0.356880153225012,-0.57746647541923,1.35758352580655,1.23971669378224,-0.662466275100489,0.313263561921793,-1.08783223256362,1.41964722846899,1.29325100940785,0.72153880625103,0.440580131022748,0.0351917814720056, -0.142353224879252],:scale)
-      x2=Statsample::Vector.new([-0.866655707911859,-0.367820249977585,0.361486610435,0.857332626245179,0.133438466268095,0.716104533073575,1.77206093023382,-0.10136697295802,-0.777086491435508,-0.204573554913706,0.963353531412233,-1.10103024900542,-0.404372761837392,-0.230226345183469,0.0363730246866971,-0.838265540390497,1.12543549657924,-0.57929175648001,-0.747060244805248,0.58946979365152,-0.531952663697324,1.53338594419818,0.521992029051441,1.41631763288724,0.611402316795129,-0.518355638373296,-0.515192557101107,-0.672697937866108,1.84347042325327,-0.21195540664804,-0.269869371631611,0.296155694010096,-2.18097898069634,-1.21314663927206,1.49193669881581,1.38969280369493,-0.400680808117106,-1.87282814976479,1.82394870451051,0.637864732838274,-0.141155946382493,0.0699950644281617,1.32568550595165,-0.412599258349398,0.14436832227506,-1.16507785388489,-2.16782049922428,0.24318371493798,0.258954871320764,-0.151966534521183],:scale)
-      @y_log=Statsample::Vector.new([0,0,1,0,1,1,1,1,0,1,1,1,1,0,1,0,1,1,0,1,0,1,1,1,1,0,0,1,1,0,0,1,0,0,1,1,0,0,1,1,0,1,1,1,1,0,0,0,1,1],:scale)
-      @y_pois=Statsample::Vector.new([1,2,1,3,3,1,10,1,1,2,15,0,0,2,1,2,18,2,1,1,1,8,18,13,7,1,1,0,26,0,2,2,0,0,25,7,0,0,21,0,0,1,5,0,3,0,0,1,0,0],:scale)
-      intercept=Statsample::Vector.new([1]*50,:scale)
-      @df=Statsample::Dataset.new({"i"=>intercept,"x1"=>x1,"x2"=>x2})
-      @glm=Statsample::Regression.glm(@df,@y_log,:binomial)
-    end
-    should "report correct coefficientes as array" do
-      assert_similar_vector(@glm.coefficients,[0.675603176233325,-0.312493754568903,2.28671333346264])
-    end
-    should "report correct coefficientes as hash" do
-      assert_similar_hash(@glm.coefficients(:hash), {"i"=>0.675603176233325,"x1"=>-0.312493754568903,"x2"=>2.28671333346264})
-    end
-
-  end
-end

data/test/test_glm_poisson.rb

@@ -1,25 +0,0 @@
-require(File.expand_path(File.dirname(__FILE__)+'/helper.rb'))
-
-class StatsampleRegressionGlmPoisson < MiniTest::Unit::TestCase
-
-  context("Example") do
-    setup do
-      x1=Statsample::Vector.new([0.537322309644812,-0.717124209978434,-0.519166718891331,0.434970973986765,-0.761822002215759,1.51170030921189,0.883854199811195,-0.908689798854196,1.70331977539793,-0.246971150634099,-1.59077593922623,-0.721548040910253,0.467025703920194,-0.510132788447137,0.430106510266798,-0.144353683251536,-1.54943800728303,0.849307651309298,-0.640304240933579,1.31462478279425,-0.399783455165345,0.0453055645017902,-2.58212161987746,-1.16484414309359,-1.08829266466281,-0.243893919684792,-1.96655661929441,0.301335373291024,-0.665832694463588,-0.0120650855753837,1.5116066367604,0.557300353673344,1.12829931872045,0.234443748015922,-2.03486690662651,0.275544751380246,-0.231465849558696,-0.356880153225012,-0.57746647541923,1.35758352580655,1.23971669378224,-0.662466275100489,0.313263561921793,-1.08783223256362,1.41964722846899,1.29325100940785,0.72153880625103,0.440580131022748,0.0351917814720056, -0.142353224879252],:scale)
-      x2=Statsample::Vector.new([-0.866655707911859,-0.367820249977585,0.361486610435,0.857332626245179,0.133438466268095,0.716104533073575,1.77206093023382,-0.10136697295802,-0.777086491435508,-0.204573554913706,0.963353531412233,-1.10103024900542,-0.404372761837392,-0.230226345183469,0.0363730246866971,-0.838265540390497,1.12543549657924,-0.57929175648001,-0.747060244805248,0.58946979365152,-0.531952663697324,1.53338594419818,0.521992029051441,1.41631763288724,0.611402316795129,-0.518355638373296,-0.515192557101107,-0.672697937866108,1.84347042325327,-0.21195540664804,-0.269869371631611,0.296155694010096,-2.18097898069634,-1.21314663927206,1.49193669881581,1.38969280369493,-0.400680808117106,-1.87282814976479,1.82394870451051,0.637864732838274,-0.141155946382493,0.0699950644281617,1.32568550595165,-0.412599258349398,0.14436832227506,-1.16507785388489,-2.16782049922428,0.24318371493798,0.258954871320764,-0.151966534521183],:scale)
-      @y_log=Statsample::Vector.new([0,0,1,0,1,1,1,1,0,1,1,1,1,0,1,0,1,1,0,1,0,1,1,1,1,0,0,1,1,0,0,1,0,0,1,1,0,0,1,1,0,1,1,1,1,0,0,0,1,1],:scale)
-      @y_pois=Statsample::Vector.new([1,2,1,3,3,1,10,1,1,2,15,0,0,2,1,2,18,2,1,1,1,8,18,13,7,1,1,0,26,0,2,2,0,0,25,7,0,0,21,0,0,1,5,0,3,0,0,1,0,0],:scale)
-      intercept=Statsample::Vector.new([1]*50,:scale)
-      @df=Statsample::Dataset.new({"i"=>intercept,"x1"=>x1,"x2"=>x2})
-      @glm=Statsample::Regression.glm(@df,@y_pois,:poisson)
-
-    end
-    should "report correct coefficientes as array" do
-      assert_similar_vector(@glm.coefficients,[0.32993246633711,-0.586359358356708,1.28511323439258])
-    end # should
-    should "report correct coefficientes as hash" do
-      assert_similar_hash(@glm.coefficients(:hash), {"i"=>0.32993246633711,"x1"=>-0.586359358356708, "x2"=>1.28511323439258})
-    end # should
-
-  end # context
-end # class
-