statsample-timeseries 0.0.3 → 0.3.0

data/test/test_pacf.rb

@@ -1,13 +1,18 @@
 require(File.expand_path(File.dirname(__FILE__)+'/helper.rb'))
-class StatsampleTimeSeriesPacfTestCase < MiniTest::Unit::TestCase
+class StatsampleTimeSeriesPacfTestCase < MiniTest::Test
   context(Statsample::TimeSeries) do
     include Statsample::TimeSeries
     setup do
-      @ts = (1..20).map { |x| x * 10 }.to_ts
+      Daru.lazy_update = true
+      @ts = Daru::Vector.new((1..20).map { |x| x * 10 })
       #setting up a proc to get a closure for pacf calling with variable lags and methods
       @pacf_proc =->(k, method) { @ts.pacf(k, method) }
     end
 
+    teardown do
+      Daru.lazy_update = false
+    end
+
     should "return correct correct pacf size for lags = 5" do
       assert_equal @pacf_proc.call(5, 'yw').size, 6 
       assert_equal @pacf_proc.call(5, 'mle').size, 6

data/test/test_wald.rb

@@ -1,17 +1,21 @@
 require(File.expand_path(File.dirname(__FILE__)+'/helper.rb'))
 
-class StatsampleWaldTest < MiniTest::Unit::TestCase
+class StatsampleWaldTest < MiniTest::Test
   # Wald test is useful to test a series of n acf with Chi-square
   # degree of freedom. It is extremely useful to test fit the fit of
   # an ARIMA model to test the residuals.
 
-  include Statsample::TimeSeries
   include Statsample::Shorthand
   include Distribution
 
   def setup
     #create time series to evaluate later
-    @wald = 100.times.map { rand(100) }.to_ts
+    Daru.lazy_update = true
+    @wald = Daru::Vector.new(100.times.map { rand(100) })
+  end
+
+  def teardown
+    Daru.lazy_update = false
   end
 
   def sum_of_squares_of_acf_series(lags)

metadata

@@ -1,257 +1,206 @@
 --- !ruby/object:Gem::Specification
 name: statsample-timeseries
 version: !ruby/object:Gem::Version
-  version: 0.0.3
-  prerelease: 
+  version: 0.3.0
 platform: ruby
 authors:
 - Ankur Goel
-- Claudio Bustos
+- Sameer Deshmukh
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2013-09-25 00:00:00.000000000 Z
+date: 2015-08-19 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: statsample
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - '='
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: 1.2.0
+        version: '2.0'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - '='
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: 1.2.0
+        version: '2.0'
 - !ruby/object:Gem::Dependency
-  name: activesupport
+  name: daru
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - '='
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: 3.2.10
+        version: '0.1'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - '='
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: 3.2.10
+        version: '0.1'
 - !ruby/object:Gem::Dependency
-  name: shoulda
-  requirement: !ruby/object:Gem::Requirement
-    none: false
-    requirements:
-    - - ! '>='
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    none: false
-    requirements:
-    - - ! '>='
-      - !ruby/object:Gem::Version
-        version: '0'
-- !ruby/object:Gem::Dependency
-  name: rdoc
-  requirement: !ruby/object:Gem::Requirement
-    none: false
-    requirements:
-    - - ~>
-      - !ruby/object:Gem::Version
-        version: '3.12'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    none: false
-    requirements:
-    - - ~>
-      - !ruby/object:Gem::Version
-        version: '3.12'
-- !ruby/object:Gem::Dependency
-  name: minitest
+  name: bundler
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: 4.7.5
+        version: '1.10'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: 4.7.5
+        version: '1.10'
 - !ruby/object:Gem::Dependency
-  name: cucumber
+  name: rb-gsl
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ! '>='
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: '0'
+        version: '1.16'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ! '>='
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: '0'
+        version: '1.16'
 - !ruby/object:Gem::Dependency
-  name: bundler
+  name: rake
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: 1.3.5
+        version: '10.4'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: 1.3.5
+        version: '10.4'
 - !ruby/object:Gem::Dependency
-  name: jeweler
+  name: minitest
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: 1.8.4
+        version: '5.7'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: 1.8.4
+        version: '5.7'
 - !ruby/object:Gem::Dependency
-  name: bio
+  name: mocha
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ! '>='
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: 1.4.2
+        version: '1.1'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ! '>='
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: 1.4.2
+        version: '1.1'
 - !ruby/object:Gem::Dependency
-  name: rdoc
+  name: shoulda
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: '3.12'
+        version: '3.5'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
-        version: '3.12'
+        version: '3.5'
 - !ruby/object:Gem::Dependency
-  name: mocha
+  name: awesome_print
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ~>
+    - - ">="
       - !ruby/object:Gem::Version
-        version: 0.14.0
+        version: '0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ~>
+    - - ">="
       - !ruby/object:Gem::Version
-        version: 0.14.0
-description: Statsample-timeseries is an extension to Statsample. It incorporates
-  helpful timeseries functions and modules like ARMA, ARIMA, acf, pacf, lags etc.
-email: ankurgel@gmail.com
-executables:
-- bio-statsample-timeseries
+        version: '0'
+description: Various functions for time series analysis.
+email:
+- sameer.deshmukh93@gmail.com
+executables: []
 extensions: []
-extra_rdoc_files:
-- LICENSE.txt
-- README.rdoc
+extra_rdoc_files: []
 files:
-- .document
-- .travis.yml
+- ".document"
+- ".gitignore"
+- ".travis.yml"
 - Gemfile
+- History.md
 - LICENSE.txt
-- README.rdoc
+- README.md
 - Rakefile
-- VERSION
-- bin/bio-statsample-timeseries
-- features/acf.feature
-- features/pacf.feature
-- features/step_definitions/bio-statsample-timeseries_steps.rb
-- features/step_definitions/step_definitions.rb
-- features/step_definitions/step_definitions_acf.rb
-- features/support/env.rb
 - lib/statsample-timeseries.rb
 - lib/statsample-timeseries/arima.rb
 - lib/statsample-timeseries/arima/kalman.rb
 - lib/statsample-timeseries/arima/likelihood.rb
-- lib/statsample-timeseries/timeseries.rb
+- lib/statsample-timeseries/daru_monkeys.rb
 - lib/statsample-timeseries/timeseries/pacf.rb
 - lib/statsample-timeseries/utility.rb
+- lib/statsample-timeseries/version.rb
+- statsample-timeseries.gemspec
 - test/fixtures/stock_data.csv
 - test/helper.rb
+- test/test_acf.rb
 - test/test_arima_ks.rb
 - test/test_arima_simulators.rb
 - test/test_matrix.rb
 - test/test_pacf.rb
-- test/test_tseries.rb
 - test/test_wald.rb
-homepage: http://github.com/AnkurGel/statsample-timeseries
-licenses: []
+homepage: ''
+licenses:
+- BSD-2
+metadata: {}
 post_install_message: 
 rdoc_options: []
 require_paths:
 - lib
 required_ruby_version: !ruby/object:Gem::Requirement
-  none: false
   requirements:
-  - - ! '>='
+  - - ">="
     - !ruby/object:Gem::Version
       version: '0'
-      segments:
-      - 0
-      hash: 903118733
 required_rubygems_version: !ruby/object:Gem::Requirement
-  none: false
   requirements:
-  - - ! '>='
+  - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 1.8.25
+rubygems_version: 2.4.6
 signing_key: 
-specification_version: 3
-summary: TimeSeries modules for Statsample
-test_files: []
+specification_version: 4
+summary: statsample-timeseries is a statsample extension which includes many functions
+  for time series analysis.
+test_files:
+- test/fixtures/stock_data.csv
+- test/helper.rb
+- test/test_acf.rb
+- test/test_arima_ks.rb
+- test/test_arima_simulators.rb
+- test/test_matrix.rb
+- test/test_pacf.rb
+- test/test_wald.rb
+has_rdoc: 

data/README.rdoc

@@ -1,72 +0,0 @@
-= statsample-timeseries
-
-{<img
-src="https://secure.travis-ci.org/AnkurGel/statsample-timeseries.png"
-/>}[http://travis-ci.org/#!/AnkurGel/statsample-timeseries]
-
-Statsample-Timeseries is an extension to [Statsample](https://github.com/clbustos/statsample), a suite of advance statistics in Ruby. 
-
-* {sciruby.com}[http://sciruby.com]
-* {Google+}[https://plus.google.com/109304769076178160953/posts]
-* {Ankur Goel}[http://ankurgoel.com]
-* {Statsample}[https://github.com/SciRuby/statsample]
-
-
-== Description
-
-Statsample-Timeseries is extension of Statsample, and incorporates helpful timeseries functions, estimations and modules such as:
-
-  * ACF
-  * PACF
-  * ARIMA
-  * KalmanFilter
-  * LogLikelihood
-  * Autocovariances 
-  * Moving Averages
-
-Statsample-Timeseries was created by Ankur Goel as part of Google's Summer of Code 2013. It is the part of {SciRuby}[http://sciruby.com]
-
-
-== Dependency
-
-Please install [`rb-gsl`](http://rb-gsl.rubyforge.org/) which is a Ruby wrapper over GNU Scientific Library. It enables us to use various minimization techniques during estimations.
-
-
-== Installation
-
-        gem install statsample-timeseries
-
-== Usage
-
-To use the library 
-
-        require 'statsample-timeseries'
-
-You can also go through the blog-posts on {my blog}[http://ankurgoel.com] for descriptive explanation and examples.
-
-
-== Documentation
-
-The API doc is {online}[http://rubygems.org/gems/statsample-timeseries]. For more code examples see also the test files in the source tree.
-
-
-== Contributing
-
-* Fork the project. 
-* Create your feature branch
-* Add/Modify code. 
-* Write equivalent documentation and **tests**.
-* Run `rake test` to verify that all test case passes.
-* Push your branch.
-* Pull request. :)
-        
-== Project home page
-
-Information on the source tree, documentation, issues and how to contribute, see
-
-{http://github.com/AnkurGel/statsample-timeseries}[git@github.com:AnkurGel/statsample-timeseries.git]
-
-== Copyright
-
-Copyright (c) 2013 Ankur Goel. See LICENSE.txt for further details.
-