statsample-timeseries 0.0.3 → 0.3.0

data/lib/statsample-timeseries/version.rb

@@ -0,0 +1,5 @@
+module Statsample
+  module TimeSeries
+    VERSION = '0.3.0'
+  end
+end

data/statsample-timeseries.gemspec

@@ -0,0 +1,31 @@
+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'statsample-timeseries/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = 'statsample-timeseries'
+  spec.version       = Statsample::TimeSeries::VERSION
+  spec.authors       = ['Ankur Goel', 'Sameer Deshmukh']
+  spec.email         = ['sameer.deshmukh93@gmail.com']
+  spec.summary       = %q{statsample-timeseries is a statsample extension which includes many functions for time series analysis.}
+  spec.description   = %q{Various functions for time series analysis.}
+  spec.homepage      = ''
+  spec.license       = 'BSD-2'
+
+  spec.files         = `git ls-files -z`.split("\x0")
+  spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
+  spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
+  spec.require_paths = ["lib"]
+
+  spec.add_runtime_dependency 'statsample', '~> 2.0'
+  spec.add_runtime_dependency 'daru', '~> 0.1'
+
+  spec.add_development_dependency 'bundler', '~> 1.10'
+  spec.add_development_dependency 'rb-gsl', '~> 1.16'
+  spec.add_development_dependency 'rake', '~> 10.4'
+  spec.add_development_dependency 'minitest', '~> 5.7'
+  spec.add_development_dependency 'mocha', '~> 1.1'
+  spec.add_development_dependency 'shoulda', '~> 3.5'
+  spec.add_development_dependency 'awesome_print'
+end

data/test/helper.rb

@@ -1,4 +1,3 @@
-require 'rubygems'
 require 'bundler'
 begin
   Bundler.setup(:default, :development)
@@ -7,10 +6,11 @@ rescue Bundler::BundlerError => e
   $stderr.puts "Run `bundle install` to install missing gems"
   exit e.status_code
 end
-require 'minitest/unit'
+require 'minitest/autorun'
 require 'shoulda'
 require 'shoulda-context'
 require 'mocha/setup'
+require 'awesome_print'
 
 #require 'statsample-timeseries'
 
@@ -18,8 +18,8 @@ $LOAD_PATH.unshift(File.join(File.dirname(__FILE__), '..', 'lib'))
 $LOAD_PATH.unshift(File.dirname(__FILE__))
 require 'statsample-timeseries'
 module MiniTest
-  class Unit
-    class TestCase
+  # class Unit
+    class Test
     include Shoulda::Context::Assertions
     include Shoulda::Context::InstanceMethods
     extend Shoulda::Context::ClassMethods
@@ -33,31 +33,9 @@ module MiniTest
         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_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
@@ -77,5 +55,4 @@ module MiniTest
   end
 end
 
-MiniTest::Unit.autorun
-
+MiniTest.autorun

data/test/test_acf.rb

@@ -0,0 +1,41 @@
+require(File.expand_path(File.dirname(__FILE__)+'/helper.rb'))
+
+class StatsampleTimeSeriesPacfTestCase < MiniTest::Test
+  context Statsample::TimeSeries do
+    include Statsample::TimeSeries
+
+    setup do
+      Daru.lazy_update = true
+      @timeseries = Daru::Vector.new((1..20).map { |e| e * 10 })
+    end
+
+    teardown do
+      Daru.lazy_update = false
+    end
+
+    should "cross-check ACF for 10 lags" do
+      lags = 10
+      result = @timeseries.acf(lags)
+      assert_equal result.size, 11
+      assert_equal result,  [1.0, 0.85, 0.7015037593984963, 0.556015037593985, 
+        0.4150375939849624, 0.2800751879699248, 0.15263157894736842, 
+        0.034210526315789476, -0.07368421052631578, -0.16954887218045114, 
+        -0.2518796992481203]    
+    end
+
+    should "cross-check ACF for 5 lags" do
+      lags = 5
+      result = @timeseries.acf(lags)
+      assert_equal result.size, 6
+      assert_equal result, [1.0, 0.85, 0.7015037593984963, 0.556015037593985, 
+        0.4150375939849624, 0.2800751879699248]
+    end
+
+    should "first value should be 1" do
+      lags = 2
+      result = @timeseries.acf(lags)
+      assert_equal result.size, 3
+      assert_equal result.first, 1.0
+    end
+  end
+end

data/test/test_arima_ks.rb

@@ -1,25 +1,34 @@
 require(File.expand_path(File.dirname(__FILE__)+'/helper.rb'))
 
-class StatsampleArimaKSTestCase < MiniTest::Unit::TestCase
+class StatsampleArimaKSTestCase < MiniTest::Test
 
   context("AR(0.5) simulation") do
     #include Statsample::TimeSeries
     setup do
-      @s = [-1.16025577,0.64758021,0.77158601,0.14989543,2.31358162,3.49213868,1.14826956,0.58169457,-0.30813868,-0.34741084,-1.41175595,0.06040081, -0.78230232,0.86734837,0.95015787,-0.49781397,0.53247330,1.56495187,0.30936619,0.09750217,1.09698829,-0.81315490,-0.79425607,-0.64568547,-1.06460320,1.24647894,0.66695937,1.50284551,1.17631218,1.64082872,1.61462736,0.06443761,-0.17583741,0.83918339,0.46610988,-0.54915270,-0.56417108,-1.27696654,0.89460084,1.49970338,0.24520493,0.26249138,-1.33744834,-0.57725961,1.55819543,1.62143157,0.44421891,-0.74000084 ,0.57866347,3.51189333,2.39135077,1.73046244,1.81783890,0.21454040,0.43520890,-1.42443856,-2.72124685,-2.51313877,-1.20243091,-1.44268002 ,-0.16777305,0.05780661,2.03533992,0.39187242,0.54987983,0.57865693,-0.96592469,-0.93278473,-0.75962671,-0.63216906,1.06776183, 0.17476059 ,0.06635860,0.94906227,2.44498583,-1.04990407,-0.88440073,-1.99838258,-1.12955558,-0.62654882,-1.36589161,-2.67456821,-0.97187696, -0.84431782 ,-0.10051809,0.54239549,1.34622861,1.25598105,0.19707759,3.29286114,3.52423499,1.69146333,-0.10150024,0.45222903,-0.01730516, -0.49828727, -1.18484684,-1.09531773,-1.17190808,0.30207662].to_ts
+      Daru.lazy_update = true
+      @s = Daru::Vector.new([-1.16025577,0.64758021,0.77158601,0.14989543,2.31358162,3.49213868,1.14826956,0.58169457,-0.30813868,-0.34741084,-1.41175595,0.06040081, -0.78230232,0.86734837,0.95015787,-0.49781397,0.53247330,1.56495187,0.30936619,0.09750217,1.09698829,-0.81315490,-0.79425607,-0.64568547,-1.06460320,1.24647894,0.66695937,1.50284551,1.17631218,1.64082872,1.61462736,0.06443761,-0.17583741,0.83918339,0.46610988,-0.54915270,-0.56417108,-1.27696654,0.89460084,1.49970338,0.24520493,0.26249138,-1.33744834,-0.57725961,1.55819543,1.62143157,0.44421891,-0.74000084 ,0.57866347,3.51189333,2.39135077,1.73046244,1.81783890,0.21454040,0.43520890,-1.42443856,-2.72124685,-2.51313877,-1.20243091,-1.44268002 ,-0.16777305,0.05780661,2.03533992,0.39187242,0.54987983,0.57865693,-0.96592469,-0.93278473,-0.75962671,-0.63216906,1.06776183, 0.17476059 ,0.06635860,0.94906227,2.44498583,-1.04990407,-0.88440073,-1.99838258,-1.12955558,-0.62654882,-1.36589161,-2.67456821,-0.97187696, -0.84431782 ,-0.10051809,0.54239549,1.34622861,1.25598105,0.19707759,3.29286114,3.52423499,1.69146333,-0.10150024,0.45222903,-0.01730516, -0.49828727, -1.18484684,-1.09531773,-1.17190808,0.30207662])
     end
+
+    teardown do
+      Daru.lazy_update = false
+    end
+
     if Statsample.has_gsl?
       context "passed through the Kalman Filter" do
         setup do
           @kf=Statsample::TimeSeries::ARIMA.ks(@s,1,0,0)
         end
+
         should "return correct object" do
           assert_instance_of Statsample::TimeSeries::Arima::KalmanFilter, @kf
         end
+
         should "return correct parameters" do
           assert_equal @kf.p,1
           assert_equal @kf.q,0
           assert_equal @kf.i,0
         end
+
         should "return correct ar estimators" do
           assert_equal @kf.ar.length,1
           assert_in_delta @kf.ar[0], 0.700 #0.564
@@ -31,8 +40,10 @@ class StatsampleArimaKSTestCase < MiniTest::Unit::TestCase
     end
     context "passed through the Kalman Filter with AR(0.564)" do
       setup do
-        @kf_likehood=Statsample::TimeSeries::Arima::KalmanFilter.log_likelihood([0.564],@s,1,0)
+        @kf_likehood = Statsample::TimeSeries::Arima::KalmanFilter.
+          log_likelihood([0.564],@s,1,0)
       end
+      
       should "return correct object for log_likehood" do
         assert_instance_of Statsample::TimeSeries::Arima::KF::LogLikelihood, @kf_likehood
       end
@@ -45,8 +56,8 @@ class StatsampleArimaKSTestCase < MiniTest::Unit::TestCase
       should "return correct AIC value" do
         assert_in_delta 301.44, @kf_likehood.aic, 0.1
       end
-
     end
+
     context "passed through the Kalman Filter with AR(0.2)" do
       setup do
         @kf_likehood=Statsample::TimeSeries::Arima::KalmanFilter.log_likelihood([0.2],@s,1,0)
@@ -60,14 +71,14 @@ class StatsampleArimaKSTestCase < MiniTest::Unit::TestCase
       should "return correct sigma" do
         assert_in_delta 1.378693,  @kf_likehood.sigma, 0.01
       end
-
     end
   end
 
   context("ARMA(1, 1) process") do
     setup do
-      @s = [-1.16025577,0.64758021,0.77158601,0.14989543,2.31358162,3.49213868,1.14826956,0.58169457,-0.30813868,-0.34741084,-1.41175595,0.06040081, -0.78230232,0.86734837,0.95015787,-0.49781397,0.53247330,1.56495187,0.30936619,0.09750217,1.09698829,-0.81315490,-0.79425607,-0.64568547,-1.06460320,1.24647894,0.66695937,1.50284551,1.17631218,1.64082872,1.61462736,0.06443761,-0.17583741,0.83918339,0.46610988,-0.54915270,-0.56417108,-1.27696654,0.89460084,1.49970338,0.24520493,0.26249138,-1.33744834,-0.57725961,1.55819543,1.62143157,0.44421891,-0.74000084 ,0.57866347,3.51189333,2.39135077,1.73046244,1.81783890,0.21454040,0.43520890,-1.42443856,-2.72124685,-2.51313877,-1.20243091,-1.44268002 ,-0.16777305,0.05780661,2.03533992,0.39187242,0.54987983,0.57865693,-0.96592469,-0.93278473,-0.75962671,-0.63216906,1.06776183, 0.17476059 ,0.06635860,0.94906227,2.44498583,-1.04990407,-0.88440073,-1.99838258,-1.12955558,-0.62654882,-1.36589161,-2.67456821,-0.97187696, -0.84431782 ,-0.10051809,0.54239549,1.34622861,1.25598105,0.19707759,3.29286114,3.52423499,1.69146333,-0.10150024,0.45222903,-0.01730516, -0.49828727, -1.18484684,-1.09531773,-1.17190808,0.30207662].to_ts
+      @s = Daru::Vector.new([-1.16025577,0.64758021,0.77158601,0.14989543,2.31358162,3.49213868,1.14826956,0.58169457,-0.30813868,-0.34741084,-1.41175595,0.06040081, -0.78230232,0.86734837,0.95015787,-0.49781397,0.53247330,1.56495187,0.30936619,0.09750217,1.09698829,-0.81315490,-0.79425607,-0.64568547,-1.06460320,1.24647894,0.66695937,1.50284551,1.17631218,1.64082872,1.61462736,0.06443761,-0.17583741,0.83918339,0.46610988,-0.54915270,-0.56417108,-1.27696654,0.89460084,1.49970338,0.24520493,0.26249138,-1.33744834,-0.57725961,1.55819543,1.62143157,0.44421891,-0.74000084 ,0.57866347,3.51189333,2.39135077,1.73046244,1.81783890,0.21454040,0.43520890,-1.42443856,-2.72124685,-2.51313877,-1.20243091,-1.44268002 ,-0.16777305,0.05780661,2.03533992,0.39187242,0.54987983,0.57865693,-0.96592469,-0.93278473,-0.75962671,-0.63216906,1.06776183, 0.17476059 ,0.06635860,0.94906227,2.44498583,-1.04990407,-0.88440073,-1.99838258,-1.12955558,-0.62654882,-1.36589161,-2.67456821,-0.97187696, -0.84431782 ,-0.10051809,0.54239549,1.34622861,1.25598105,0.19707759,3.29286114,3.52423499,1.69146333,-0.10150024,0.45222903,-0.01730516, -0.49828727, -1.18484684,-1.09531773,-1.17190808,0.30207662])
     end
+
     if Statsample.has_gsl?
       context "passed through the Kalman Filter" do
         setup do
@@ -79,11 +90,13 @@ class StatsampleArimaKSTestCase < MiniTest::Unit::TestCase
           assert_equal @kf.q, 1
           assert_equal @kf.i, 0
         end
+
         should "return correct AR estimators" do
           assert_equal @kf.ar.length, 2
-          assert_in_delta @kf.ar[0], 0.45, 0.01
-          assert_in_delta @kf.ar[1], 0.016, 0.01
+          assert_in_delta @kf.ar[0], 0.46, 0.01
+          assert_in_delta @kf.ar[1], -0.22, 0.01
         end
+
         should "return correct ma estimators" do
           assert_equal @kf.ma.length, 1
           assert_in_delta @kf.ma[0], 0.18, 0.01
@@ -93,18 +106,21 @@ class StatsampleArimaKSTestCase < MiniTest::Unit::TestCase
 
     context "passed through the LogLikelihood with ARMA([0.45, 0.16, 0.18])" do
       setup do
-        @ll = Statsample::TimeSeries::Arima::KF::LogLikelihood.new([0.45, 0.16, 0.18], @s, 2, 1)
+        log_likelihood = Statsample::TimeSeries::Arima::KF::LogLikelihood
+        @ll = log_likelihood.new([0.45, 0.16, 0.18], @s, 2, 1)
       end
+
       should "return correct log likelihood" do
-        assert_in_delta -149.55, @ll.log_likelihood, 0.01
+        assert_in_delta -148.22, @ll.log_likelihood, 0.01
       end
+
       should "return correct sigma" do
         assert_in_delta 1.14, @ll.sigma, 0.1
       end
+
       should "return correct AIC value" do
-        assert_in_delta 307.11, @ll.aic, 0.01
+        assert_in_delta 304.44, @ll.aic, 0.01
       end
     end
   end
-
 end

data/test/test_arima_simulators.rb

@@ -1,71 +1,88 @@
 require(File.expand_path(File.dirname(__FILE__)+'/helper.rb'))
 
-class StatsampleArimaSimulatorsTest < MiniTest::Unit::TestCase
+class StatsampleArimaSimulatorsTest < MiniTest::Test
+  def setup
+    Daru.lazy_update = true
+  end
+
+  def teardown
+    Daru.lazy_update = false
+  end
+
   def generate_acf(simulation)
-    ts = simulation.to_ts
+    ts = Daru::Vector.new(simulation)
     ts.acf
   end
 
   def generate_pacf(simulation)
-    ts = simulation.to_ts
+    ts = Daru::Vector.new(simulation)
     ts.pacf
   end
+
   context("AR(1) simulations") do
     include Statsample
+    def self.generate_acf(simulation)
+      ts = Daru::Vector.new(simulation)
+      ts.acf
+    end
 
-    setup do
-      @series = TimeSeries.arima
-      @ar_1_positive = @series.ar_sim(1500, [0.9], 2)
-      @ar_1_negative = @series.ar_sim(1500, [-0.9], 2)
+    def self.generate_pacf(simulation)
+      ts = Daru::Vector.new(simulation)
+      ts.pacf
+    end
 
-      #generating acf
-      @positive_acf = generate_acf(@ar_1_positive)
-      @negative_acf = generate_acf(@ar_1_negative)
+    # TODO: Try to speed this up.
+    @@series = TimeSeries.arima
+    @@ar_1_positive = @@series.ar_sim(1500, [0.9], 2)
+    @@ar_1_negative = @@series.ar_sim(1500, [-0.9], 2)
 
-      #generating pacf
-      @positive_pacf = generate_pacf(@ar_1_positive)
-      @negative_pacf = generate_pacf(@ar_1_negative)
-    end
+    #generating acf
+    @@positive_acf = generate_acf(@@ar_1_positive)
+    @@negative_acf = generate_acf(@@ar_1_negative)
+
+    #generating pacf
+    @@positive_pacf = generate_pacf(@@ar_1_positive)
+    @@negative_pacf = generate_pacf(@@ar_1_negative)
 
 
     should "have exponential decay of acf on positive side with phi > 0" do
-      @acf = @positive_acf
-      assert_equal @acf[0], 1.0
-      assert_operator @acf[1], :>=, 0.7
-      assert_operator @acf[@acf.size - 1], :<=, 0.2
+      acf = @@positive_acf
+      assert_equal acf[0], 1.0
+      assert_operator acf[1], :>=, 0.7
+      assert_operator acf[acf.size - 1], :<=, 0.2
       #visualization:
       #https://dl.dropboxusercontent.com/u/102071534/sciruby/AR%281%29_positive_phi_acf.png
       #https://dl.dropboxusercontent.com/u/102071534/sciruby/AR%281%29_positive_phi_acf_line.png
     end
 
     should "have series with alternating sign on acf starting on negative side with phi < 0" do
-      @acf = @negative_acf
-      assert_equal @acf[0], 1.0
+      acf = @@negative_acf
+      assert_equal acf[0], 1.0
       #testing for alternating series
-      assert_operator @acf[1], :<, 0
-      assert_operator @acf[2], :>, 0
-      assert_operator @acf[3], :<, 0
-      assert_operator @acf[4], :>, 0
+      assert_operator acf[1], :<, 0
+      assert_operator acf[2], :>, 0
+      assert_operator acf[3], :<, 0
+      assert_operator acf[4], :>, 0
       #visualization:
       #https://dl.dropboxusercontent.com/u/102071534/sciruby/AR%281%29_negative_phi_acf.png
       #https://dl.dropboxusercontent.com/u/102071534/sciruby/AR%281%29_negative_phi_acf_line.png
     end
 
     should "have positive spike on pacf at lag 1 for phi > 0" do
-      @pacf = @positive_pacf
-      assert_operator @pacf[1], :>=, 0.7
-      assert_operator @pacf[2], :<=, 0.2
-      assert_operator @pacf[3], :<=, 0.14
+      pacf = @@positive_pacf
+      assert_operator pacf[1], :>=, 0.7
+      assert_operator pacf[2], :<=, 0.2
+      assert_operator pacf[3], :<=, 0.14
       #visualization:
       #https://dl.dropboxusercontent.com/u/102071534/sciruby/AR%281%29_postive_phi_pacf.png
       #https://dl.dropboxusercontent.com/u/102071534/sciruby/AR%281%29_postive_phi_pacf_line.png
     end
 
     should "have negative spike on pacf at lag 1 for phi < 0" do
-      @pacf = @negative_pacf
-      assert_operator @pacf[1], :<=, 0
-      assert_operator @pacf[1], :<=, -0.5
-      assert_operator @pacf[2], :>=, -0.5
+      pacf = @@negative_pacf
+      assert_operator pacf[1], :<=, 0
+      assert_operator pacf[1], :<=, -0.5
+      assert_operator pacf[2], :>=, -0.5
       #visualizaton:
       #https://dl.dropboxusercontent.com/u/102071534/sciruby/AR%281%29_negative_phi_pacf.png
       #[hided @pacf[0] = 1 to convey accurate picture]
@@ -74,17 +91,19 @@ class StatsampleArimaSimulatorsTest < MiniTest::Unit::TestCase
 
   context("AR(p) simulations") do
     include Statsample
-
     setup do
+      Daru.lazy_update = true
       @series = TimeSeries.arima
       @ar_p_positive = @series.ar_sim(1500, [0.3, 0.5], 2)
       @ar_p_negative = @series.ar_sim(1500, [-0.3, -0.5], 2)
     end
 
+    teardown do
+      Daru.lazy_update = false
+    end
 
     should "have damped sine wave starting on positive side on acf" do
-      @ar = @ar_p_positive
-      @acf = generate_acf(@ar)
+      @acf = generate_acf(@ar_p_positive)
       assert_operator @acf[0], :>=, @acf[1]
       assert_operator @acf[1], :>=, 0.0
       #caution: sine curve can split on cartesian plane,
@@ -93,8 +112,7 @@ class StatsampleArimaSimulatorsTest < MiniTest::Unit::TestCase
     end
 
     should "have damped sine wave starting on negative side on acf" do
-      @ar = @ar_p_negative
-      @acf = generate_acf(@ar)
+      @acf = generate_acf(@ar_p_negative)
       assert_operator @acf[0], :>=, @acf[1]
       assert_operator @acf[1], :<=, 0.0
       assert_operator @acf[1], :>=, @acf[2]
@@ -105,8 +123,7 @@ class StatsampleArimaSimulatorsTest < MiniTest::Unit::TestCase
 
     should "have spikes from 1 to p for pacf" do
       #here p = 2
-      @ar = @ar_p_positive
-      @pacf = generate_pacf(@ar)
+      @pacf = generate_pacf(@ar_p_positive)
       assert_equal @pacf[0], 1.0
       assert_operator @pacf[1], :>, @pacf[3]
       assert_operator @pacf[1], :>, @pacf[4]
@@ -149,7 +166,6 @@ class StatsampleArimaSimulatorsTest < MiniTest::Unit::TestCase
       #positive_vs_negative:
       #https://dl.dropboxusercontent.com/u/102071534/sciruby/MA%281%29_acf_positive_vs_negative.png
     end
-
   end
 
   context("MA(q) simulations") do
@@ -177,10 +193,11 @@ class StatsampleArimaSimulatorsTest < MiniTest::Unit::TestCase
     include Statsample
 
     setup do
-      @timeseries = 100.times.map { rand }.to_ts
+      @timeseries = Daru::Vector.new(100.times.map { rand })
       @arma_simulation =->(n) { @timeseries.ar(n, k)}
     end
-    #to write test
+    
+    # TODO: write tests
   end
 end
 

data/test/test_matrix.rb

@@ -1,5 +1,5 @@
 require(File.expand_path(File.dirname(__FILE__)+'/helper.rb'))
-class StatsampleMatrixTestCase < MiniTest::Unit::TestCase
+class StatsampleMatrixTestCase < MiniTest::Test
 
   def setup_square_matrix(arr, n)
     #returns n * n matrix by slicing arr