statsample-timeseries 0.0.2 → 0.0.3

data/Gemfile

@@ -18,5 +18,4 @@ group :development do
   gem "bio", ">= 1.4.2"
   gem "rdoc", "~> 3.12"
   gem 'mocha', '~> 0.14.0'
-  gem 'gsl'
 end

data/VERSION

@@ -1 +1 @@
-0.0.2
+0.0.3

data/lib/statsample-timeseries/arima.rb

@@ -36,8 +36,12 @@ module Statsample
         if i > 0
           ts = ts.diff(i).reject { |x| x.nil? }.to_ts
         end
-        filter = Arima::KalmanFilter.new(ts, p, i, q)
-        filter
+        if Statsample.has_gsl?
+          filter = Arima::KalmanFilter.new(ts, p, i, q)
+          filter
+        else
+          raise("GSL not available. Install GSL and rb-gsl first")
+        end
       end
 
       def ar(p)

data/lib/statsample-timeseries/arima/kalman.rb

@@ -5,7 +5,7 @@ module Statsample
 
       class KalmanFilter
         include Statsample::TimeSeries
-        include GSL::MultiMin
+        include GSL::MultiMin if Statsample.has_gsl?
 
         #timeseries object
         attr_accessor :ts

data/test/test_arima_ks.rb

@@ -7,24 +7,26 @@ class StatsampleArimaKSTestCase < MiniTest::Unit::TestCase
     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
     end
-    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
-      end
-      should "return correct ma estimators" do
-        assert_equal @kf.ma.length,0
+    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
+        end
+        should "return correct ma estimators" do
+          assert_equal @kf.ma.length,0
+        end
       end
     end
     context "passed through the Kalman Filter with AR(0.564)" do
@@ -66,24 +68,26 @@ class StatsampleArimaKSTestCase < MiniTest::Unit::TestCase
     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
     end
-    context "passed through the Kalman Filter" do
-      setup do
-        @kf = Statsample::TimeSeries::ARIMA.ks(@s, 2, 0, 1)
-      end
+    if Statsample.has_gsl?
+      context "passed through the Kalman Filter" do
+        setup do
+          @kf = Statsample::TimeSeries::ARIMA.ks(@s, 2, 0, 1)
+        end
 
-      should "return correct parameters" do
-        assert_equal @kf.p, 2
-        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
-      end
-      should "return correct ma estimators" do
-        assert_equal @kf.ma.length, 1
-        assert_in_delta @kf.ma[0], 0.18, 0.01
+        should "return correct parameters" do
+          assert_equal @kf.p, 2
+          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
+        end
+        should "return correct ma estimators" do
+          assert_equal @kf.ma.length, 1
+          assert_in_delta @kf.ma[0], 0.18, 0.01
+        end
       end
     end
 

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: statsample-timeseries
 version: !ruby/object:Gem::Version
-  version: 0.0.2
+  version: 0.0.3
   prerelease: 
 platform: ruby
 authors:
@@ -188,22 +188,6 @@ dependencies:
     - - ~>
       - !ruby/object:Gem::Version
         version: 0.14.0
-- !ruby/object:Gem::Dependency
-  name: gsl
-  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'
 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
@@ -257,7 +241,7 @@ required_ruby_version: !ruby/object:Gem::Requirement
       version: '0'
       segments:
       - 0
-      hash: -237853649
+      hash: 903118733
 required_rubygems_version: !ruby/object:Gem::Requirement
   none: false
   requirements: