statsample-glm 0.1.1 → 0.2.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/.gitignore +1 -0
- data/.travis.yml +6 -0
- data/History.md +3 -0
- data/{README.rdoc → README.md} +20 -21
- data/lib/statsample-glm/glm.rb +5 -5
- data/lib/statsample-glm/glm/base.rb +7 -9
- data/lib/statsample-glm/glm/irls/base.rb +1 -3
- data/lib/statsample-glm/glm/mle/base.rb +2 -2
- data/lib/statsample-glm/version.rb +1 -1
- data/spec/logistic_spec.rb +4 -4
- data/spec/normal_spec.rb +5 -4
- data/spec/poisson_spec.rb +4 -4
- data/spec/probit_spec.rb +1 -1
- data/spec/spec_helper.rb +1 -1
- data/statsample-glm.gemspec +8 -5
- metadata +28 -13
checksums.yaml
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metadata.gz: 2c8e01e31480244fd64f50b4b347691a670c1dd4da4dd7a89f702d49e4dec02e4f9022bd569003d19acfa79735dc20db114abfcb7e0f289809519d52c9d2a36b
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data.tar.gz: 320cbe0310e2ba5ae1d61c5433c56b4bd3a469b4dbecaee88b5f34f76d4f7954c4c5dfeddc51889fb4422c6654ee4fd1aae3ab3cc5740f5476162d8ceace21b0
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data/.gitignore
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data/.travis.yml
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data/History.md
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data/{README.rdoc → README.md}
RENAMED
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# statsample-glm
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src="https://secure.travis-ci.org/AnkurGel/statsample-glm.png"
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/>}[http://travis-ci.org/#!/AnkurGel/statsample-glm]
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[](https://travis-ci.org/SciRuby/statsample-glm)
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[](http://badge.fury.io/rb/statsample-glm)
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Statsample-GLM is an extension of *Generalized Linear Models* to [Statsample](https://github.com/SciRuby/statsample), a suite of advance statistics in Ruby.
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Requires ruby 1.9.3 or higher.
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## Description
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Statsample-glm includes the following Generalized Linear Models:
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* Iteratively Reweighted Least Squares
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Statsample-GLM was created by Ankur Goel as part of Google's Summer of Code 2013. It is the part of {the SciRuby Project}[http://sciruby.com].
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## Installation
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`gem install statsample-glm`
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gem install statsample-glm
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== Usage
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## Usage
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To use the library
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`require 'statsample-glm'`
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### Blogs
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* [Generalized Linear Models: Introduction and implementation in Ruby](http://v0dro.github.io/blog/2014/09/21/code-generalized-linear-models-introduction-and-implementation-in-ruby/).
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### Case Studies
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* [Logistic Regression Analysis with daru and statsample-glm](http://nbviewer.ipython.org/github/SciRuby/sciruby-notebooks/blob/master/Data%20Analysis/Logistic%20Regression%20with%20daru%20and%20statsample-glm.ipynb)
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## Documentation
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The API doc is {online}[http://rubygems.org/gems/statsample-glm]. For more code examples see also the spec files in the source tree.
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## Project home page
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http://github.com/sciruby/statsample-glm
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## Copyright
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Copyright (c) 2013 Ankur Goel and the Ruby Science Foundation. See LICENSE.txt for further details.
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data/lib/statsample-glm/glm.rb
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#
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# * x = model matrix
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# * y = response vector
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# * method = symbol; choice of glm strategy, default = :poisson
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#
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# == Usage
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# require 'statsample-glm'
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# x1=
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# x2=
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#
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#
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# x1 = Daru::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])
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# x2 = Daru::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])
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# y_pois = Daru::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])
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# x=Daru::DataFrame.new({:x1 => x1,:x2 => x2, :y => y_pois})
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# obj = Statsample::GLM.compute(x, :y, :poisson, {algorithm: :irls})
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# #=> Logistic Regression object
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#
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# == Returns
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set_default_opts_if_any
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@data_set = ds.dup(ds.
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@dependent = ds[y
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@data_set = ds.dup(ds.vectors.to_a - [y])
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@dependent = ds[y]
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add_constant_vector if @opts[:constant]
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add_constant_vector(1) if self.is_a? Statsample::GLM::Normal
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def coefficients as_a=:array
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if as_a == :hash
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c = {}
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@data_set.
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@data_set.vectors.to_a.each_with_index do |f,i|
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c[f.to_sym] = @regression.coefficients[i]
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end
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return c
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def standard_error as_a=:array
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if as_a == :hash
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se = {}
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@data_set.
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@data_set.vectors.to_a.each_with_index do |f,i|
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se[f.to_sym] = @regression.standard_error[i]
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end
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return se
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end
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def create_vector arr
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end
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def add_constant_vector x=nil
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(([@opts[:constant]]*@data_set.cases).to_vector(:scale))
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@data_set.add_vector :constant, [@opts[:constant]]*@data_set.nrows
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unless x.nil?
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(([1]*@data_set.cases).to_vector(:scale))
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@data_set.add_vector :constant, [1]*@data_set.nrows
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end
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end
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end
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def irls
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max_iter = @opts[:iterations]
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b = Matrix.column_vector Array.new(@data_set.column_size,0.0)
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intermediate = (hessian(@data_set,b).inverse *
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if((b_new - b).map(&:abs)).to_a.flatten.inject(:+) < @opts[:epsilon]
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end
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def create_vector arr
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def standard_error
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out = []
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out << Math::sqrt(@var_cov_matrix[i,i])
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def create_vector arr
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end
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data/spec/logistic_spec.rb
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describe Statsample::GLM::Logistic do
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context "IRLS algorithm" do
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before do
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@data_set = Daru::DataFrame.from_csv "spec/data/logistic.csv"
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@glm = Statsample::GLM.compute @data_set, :y, :logistic, {constant: 1}
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end
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it "reports correct coefficients as an array" do
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context "MLE algorithm" do
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before do
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@data_set = Daru::DataFrame.from_csv("spec/data/logistic_mle.csv")
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@glm = Statsample::GLM.compute @data_set,:y, :logistic, {constant: 1, algorithm: :mle}
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it "reports correct regression values as an array" do
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data/spec/normal_spec.rb
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context "MLE algorithm" do
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# Below data set taken from http://dl.dropbox.com/u/10246536/Web/RTutorialSeries/dataset_multipleRegression.csv
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order: [:ROLL, :UNEM, :HGRAD, :INC]
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it "reports correct values as an array" do
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@glm = Statsample::GLM.compute @ds,
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it "reports correct values as an array", focus: true do
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@glm = Statsample::GLM.compute @ds, :ROLL, :normal, {algorithm: :mle}
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expect_similar_vector @glm.coefficients, [450.12450365911894,
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0.4064837278023981, 4.27485769721736,-9153.254462671905]
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data/spec/poisson_spec.rb
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describe Statsample::GLM::Poisson do
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x1 = Daru::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])
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+
x2 = Daru::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])
|
|
6
|
+
@y_pois = Daru::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])
|
|
7
7
|
|
|
8
|
-
@df =
|
|
8
|
+
@df = Daru::DataFrame.new({:x1 => x1,:x2 => x2, :y => @y_pois})
|
|
9
9
|
|
|
10
10
|
end
|
|
11
11
|
|
data/spec/probit_spec.rb
CHANGED
|
@@ -5,7 +5,7 @@ describe Statsample::GLM::Probit do
|
|
|
5
5
|
|
|
6
6
|
context "MLE algorithm" do
|
|
7
7
|
before do
|
|
8
|
-
@data_set =
|
|
8
|
+
@data_set = Daru::DataFrame.from_csv 'spec/data/logistic_mle.csv'
|
|
9
9
|
@glm = Statsample::GLM.compute @data_set, :y, :probit,
|
|
10
10
|
{algorithm: :mle, constant: 1}
|
|
11
11
|
end
|
data/spec/spec_helper.rb
CHANGED
|
@@ -17,7 +17,7 @@ require 'statsample-glm'
|
|
|
17
17
|
def expect_similar_vector(exp, obs, delta=1e-10,msg=nil)
|
|
18
18
|
expect(exp.size).to eq(obs.size)
|
|
19
19
|
|
|
20
|
-
exp.
|
|
20
|
+
exp.to_a.each_with_index do |v,i|
|
|
21
21
|
expect(v).to be_within(delta).of(obs[i])
|
|
22
22
|
end
|
|
23
23
|
end
|
data/statsample-glm.gemspec
CHANGED
|
@@ -3,9 +3,11 @@ $:.unshift File.expand_path("../lib", __FILE__)
|
|
|
3
3
|
|
|
4
4
|
require 'statsample-glm/version'
|
|
5
5
|
|
|
6
|
-
DESCRIPTION = <<MSG
|
|
6
|
+
Statsample::GLM::DESCRIPTION = <<MSG
|
|
7
7
|
Statsample-GLM is an extension to Statsample, an advance statistics suite in
|
|
8
|
-
Ruby.
|
|
8
|
+
Ruby.
|
|
9
|
+
|
|
10
|
+
This gem includes modules for Regression techniques such as Poisson
|
|
9
11
|
and Logistic Regression using the IRLS algorithm and Logistic,
|
|
10
12
|
Probit and Normal Regression using the Newton Raphson algorithm.
|
|
11
13
|
MSG
|
|
@@ -16,7 +18,7 @@ Gem::Specification.new do |spec|
|
|
|
16
18
|
spec.authors = ['Ankur Goel', 'Sameer Deshmukh']
|
|
17
19
|
spec.email = ['sameer.deshmukh93@gmail.com']
|
|
18
20
|
spec.summary = %q{Generalized Linear Models for Statsample}
|
|
19
|
-
spec.description = DESCRIPTION
|
|
21
|
+
spec.description = Statsample::GLM::DESCRIPTION
|
|
20
22
|
spec.homepage = "http://github.com/sciruby/statsample-glm"
|
|
21
23
|
spec.license = 'BSD-2'
|
|
22
24
|
|
|
@@ -25,9 +27,10 @@ Gem::Specification.new do |spec|
|
|
|
25
27
|
spec.test_files = spec.files.grep(%r{^(test|spec|features)/})
|
|
26
28
|
spec.require_paths = ["lib"]
|
|
27
29
|
|
|
28
|
-
spec.add_runtime_dependency '
|
|
30
|
+
spec.add_runtime_dependency 'daru', '~> 0.1'
|
|
31
|
+
spec.add_runtime_dependency 'statsample', '~> 2.0'
|
|
29
32
|
|
|
30
|
-
spec.add_development_dependency 'bundler'
|
|
33
|
+
spec.add_development_dependency 'bundler', '~> 1.10'
|
|
31
34
|
spec.add_development_dependency 'rake'
|
|
32
35
|
spec.add_development_dependency 'rspec'
|
|
33
36
|
spec.add_development_dependency 'awesome_print'
|
metadata
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
|
2
2
|
name: statsample-glm
|
|
3
3
|
version: !ruby/object:Gem::Version
|
|
4
|
-
version: 0.
|
|
4
|
+
version: 0.2.0
|
|
5
5
|
platform: ruby
|
|
6
6
|
authors:
|
|
7
7
|
- Ankur Goel
|
|
@@ -9,36 +9,50 @@ authors:
|
|
|
9
9
|
autorequire:
|
|
10
10
|
bindir: bin
|
|
11
11
|
cert_chain: []
|
|
12
|
-
date:
|
|
12
|
+
date: 2015-07-02 00:00:00.000000000 Z
|
|
13
13
|
dependencies:
|
|
14
|
+
- !ruby/object:Gem::Dependency
|
|
15
|
+
name: daru
|
|
16
|
+
requirement: !ruby/object:Gem::Requirement
|
|
17
|
+
requirements:
|
|
18
|
+
- - "~>"
|
|
19
|
+
- !ruby/object:Gem::Version
|
|
20
|
+
version: '0.1'
|
|
21
|
+
type: :runtime
|
|
22
|
+
prerelease: false
|
|
23
|
+
version_requirements: !ruby/object:Gem::Requirement
|
|
24
|
+
requirements:
|
|
25
|
+
- - "~>"
|
|
26
|
+
- !ruby/object:Gem::Version
|
|
27
|
+
version: '0.1'
|
|
14
28
|
- !ruby/object:Gem::Dependency
|
|
15
29
|
name: statsample
|
|
16
30
|
requirement: !ruby/object:Gem::Requirement
|
|
17
31
|
requirements:
|
|
18
32
|
- - "~>"
|
|
19
33
|
- !ruby/object:Gem::Version
|
|
20
|
-
version: '
|
|
34
|
+
version: '2.0'
|
|
21
35
|
type: :runtime
|
|
22
36
|
prerelease: false
|
|
23
37
|
version_requirements: !ruby/object:Gem::Requirement
|
|
24
38
|
requirements:
|
|
25
39
|
- - "~>"
|
|
26
40
|
- !ruby/object:Gem::Version
|
|
27
|
-
version: '
|
|
41
|
+
version: '2.0'
|
|
28
42
|
- !ruby/object:Gem::Dependency
|
|
29
43
|
name: bundler
|
|
30
44
|
requirement: !ruby/object:Gem::Requirement
|
|
31
45
|
requirements:
|
|
32
|
-
- - "
|
|
46
|
+
- - "~>"
|
|
33
47
|
- !ruby/object:Gem::Version
|
|
34
|
-
version: '
|
|
48
|
+
version: '1.10'
|
|
35
49
|
type: :development
|
|
36
50
|
prerelease: false
|
|
37
51
|
version_requirements: !ruby/object:Gem::Requirement
|
|
38
52
|
requirements:
|
|
39
|
-
- - "
|
|
53
|
+
- - "~>"
|
|
40
54
|
- !ruby/object:Gem::Version
|
|
41
|
-
version: '
|
|
55
|
+
version: '1.10'
|
|
42
56
|
- !ruby/object:Gem::Dependency
|
|
43
57
|
name: rake
|
|
44
58
|
requirement: !ruby/object:Gem::Requirement
|
|
@@ -96,9 +110,9 @@ dependencies:
|
|
|
96
110
|
- !ruby/object:Gem::Version
|
|
97
111
|
version: '3.12'
|
|
98
112
|
description: "Statsample-GLM is an extension to Statsample, an advance statistics
|
|
99
|
-
suite in\nRuby.
|
|
100
|
-
\nand Logistic Regression using the IRLS algorithm and Logistic, \nProbit
|
|
101
|
-
Regression using the Newton Raphson algorithm.\n"
|
|
113
|
+
suite in\nRuby. \n\nThis gem includes modules for Regression techniques such as
|
|
114
|
+
Poisson \nand Logistic Regression using the IRLS algorithm and Logistic, \nProbit
|
|
115
|
+
and Normal Regression using the Newton Raphson algorithm.\n"
|
|
102
116
|
email:
|
|
103
117
|
- sameer.deshmukh93@gmail.com
|
|
104
118
|
executables: []
|
|
@@ -110,8 +124,9 @@ files:
|
|
|
110
124
|
- ".rspec"
|
|
111
125
|
- ".travis.yml"
|
|
112
126
|
- Gemfile
|
|
127
|
+
- History.md
|
|
113
128
|
- LICENSE.txt
|
|
114
|
-
- README.
|
|
129
|
+
- README.md
|
|
115
130
|
- Rakefile
|
|
116
131
|
- lib/statsample-glm.rb
|
|
117
132
|
- lib/statsample-glm/glm.rb
|
|
@@ -157,7 +172,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
|
157
172
|
version: '0'
|
|
158
173
|
requirements: []
|
|
159
174
|
rubyforge_project:
|
|
160
|
-
rubygems_version: 2.4.
|
|
175
|
+
rubygems_version: 2.4.6
|
|
161
176
|
signing_key:
|
|
162
177
|
specification_version: 4
|
|
163
178
|
summary: Generalized Linear Models for Statsample
|