statsample 0.17.0 → 0.18.0

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Files changed (37) hide show
  1. data.tar.gz.sig +0 -0
  2. data/History.txt +27 -0
  3. data/Manifest.txt +1 -0
  4. data/Rakefile +2 -3
  5. data/data/locale/es/LC_MESSAGES/statsample.mo +0 -0
  6. data/examples/histogram.rb +6 -7
  7. data/lib/statsample.rb +25 -1
  8. data/lib/statsample/bivariate.rb +0 -7
  9. data/lib/statsample/converters.rb +3 -1
  10. data/lib/statsample/dataset.rb +44 -10
  11. data/lib/statsample/factor.rb +12 -1
  12. data/lib/statsample/factor/map.rb +14 -6
  13. data/lib/statsample/factor/parallelanalysis.rb +1 -4
  14. data/lib/statsample/factor/pca.rb +86 -25
  15. data/lib/statsample/graph.rb +4 -0
  16. data/lib/statsample/graph/boxplot.rb +39 -28
  17. data/lib/statsample/graph/histogram.rb +78 -14
  18. data/lib/statsample/graph/scatterplot.rb +61 -11
  19. data/lib/statsample/histogram.rb +37 -1
  20. data/lib/statsample/matrix.rb +74 -31
  21. data/lib/statsample/multiset.rb +36 -0
  22. data/lib/statsample/reliability/multiscaleanalysis.rb +24 -5
  23. data/lib/statsample/reliability/scaleanalysis.rb +9 -5
  24. data/lib/statsample/reliability/skillscaleanalysis.rb +20 -4
  25. data/lib/statsample/vector.rb +65 -49
  26. data/po/es/statsample.mo +0 -0
  27. data/po/es/statsample.po +255 -108
  28. data/po/statsample.pot +245 -98
  29. data/test/fixtures/bank2.dat +200 -0
  30. data/test/helpers_tests.rb +22 -3
  31. data/test/test_factor.rb +115 -17
  32. data/test/test_histogram.rb +25 -1
  33. data/test/test_matrix.rb +17 -1
  34. data/test/test_multiset.rb +66 -2
  35. data/test/test_vector.rb +21 -2
  36. metadata +15 -32
  37. metadata.gz.sig +0 -0
data/test/fixtures/bank2.dat ADDED
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data/test/helpers_tests.rb CHANGED
@@ -1,13 +1,16 @@
1
- $:.unshift(File.dirname(__FILE__)+'/../lib/')
2
- $:.unshift(File.dirname(__FILE__)+'/')
1
+ $:.unshift(File.expand_path(File.dirname(__FILE__)+'/../lib/'))
2
+ $:.unshift(File.expand_path(File.dirname(__FILE__)+'/'))
3
+
3
4
 
4
- require 'statsample'
5
5
  require 'minitest/unit'
6
6
  require 'tempfile'
7
7
  require 'tmpdir'
8
8
  require 'shoulda'
9
9
  require 'fixtures/correlation_matrix'
10
10
 
11
+ require 'statsample'
12
+
13
+
11
14
  module MiniTest
12
15
  class Unit
13
16
  class TestCase
@@ -19,6 +22,22 @@ module MiniTest
19
22
  end
20
23
 
21
24
  module Assertions
25
+ def assert_similar_vector(exp, obs, delta=1e-10,msg=nil)
26
+ msg||="Different vectors #{exp} - #{obs}"
27
+ assert_equal(exp.size, obs.size)
28
+ exp.data_with_nils.each_with_index {|v,i|
29
+ assert_in_delta(v,obs[i],delta)
30
+ }
31
+ end
32
+ def assert_equal_matrix(exp,obs,delta=1e-10,msg=nil)
33
+ assert_equal(exp.row_size, obs.row_size, "Different row size.#{msg}")
34
+ assert_equal(exp.column_size, obs.column_size, "Different column size.#{msg}")
35
+ exp.row_size.times {|i|
36
+ exp.column_size.times {|j|
37
+ assert_in_delta(exp[i,j],obs[i,j], delta, "Different element #{i},#{j}\nExpected:\n#{exp}\nObserved:\n#{obs}.#{msg}")
38
+ }
39
+ }
40
+ end
22
41
  alias :assert_raise :assert_raises unless method_defined? :assert_raise
23
42
  alias :assert_not_equal :refute_equal unless method_defined? :assert_not_equal
24
43
  alias :assert_not_same :refute_same unless method_defined? :assert_not_same
data/test/test_factor.rb CHANGED
@@ -1,7 +1,114 @@
1
1
  require(File.expand_path(File.dirname(__FILE__)+'/helpers_tests.rb'))
2
+ #require 'rserve'
3
+ #require 'statsample/rserve_extension'
2
4
 
3
5
  class StatsampleFactorTestCase < MiniTest::Unit::TestCase
4
6
  include Statsample::Fixtures
7
+ # Based on Hardle and Simar
8
+ def setup
9
+ @fixtures_dir=File.expand_path(File.dirname(__FILE__)+"/fixtures")
10
+ end
11
+ # Based on Hurdle example
12
+ def test_covariance_matrix
13
+ ds=Statsample::PlainText.read(@fixtures_dir+"/bank2.dat", %w{v1 v2 v3 v4 v5 v6})
14
+ ds.fields.each {|f|
15
+ ds[f]=ds[f].centered
16
+ }
17
+ cm=ds.covariance_matrix
18
+ pca =Statsample::Factor::PCA.new( cm, :m=>6)
19
+ #puts pca.summary
20
+ #puts pca.feature_matrix
21
+ exp_eig=[2.985, 0.931,0.242, 0.194, 0.085, 0.035].to_scale
22
+ assert_similar_vector(exp_eig, pca.eigenvalues.to_scale, 0.1)
23
+ pcs=pca.principal_components(ds)
24
+ k=6
25
+ comp_matrix=pca.component_matrix()
26
+ k.times {|i|
27
+ pc_id="PC_#{i+1}"
28
+ k.times {|j| # variable
29
+ ds_id="v#{j+1}"
30
+ r= Statsample::Bivariate.correlation(ds[ds_id], pcs[pc_id])
31
+ assert_in_delta( r, comp_matrix[j,i])
32
+ }
33
+ }
34
+
35
+ end
36
+ def test_principalcomponents_ruby_gsl
37
+
38
+ ran=Distribution::Normal.rng_ugaussian
39
+
40
+ # @r=::Rserve::Connection.new
41
+
42
+ samples=20
43
+ (3..7).each {|k|
44
+ v={}
45
+ v["x0"]=samples.times.map { ran.call()}.to_scale.centered
46
+ (1...k).each {|i|
47
+ v["x#{i}"]=samples.times.map {|ii| ran.call()*0.5+v["x#{i-1}"][ii]*0.5}.to_scale.centered
48
+ }
49
+ ds=v.to_dataset
50
+ cm=ds.covariance_matrix
51
+ # @r.assign('ds',ds)
52
+ # @r.eval('cm<-cor(ds);sm<-eigen(cm, sym=TRUE);v<-sm$vectors')
53
+ # puts "eigenvalues"
54
+ # puts @r.eval('v').to_ruby.to_s
55
+ pca_ruby=Statsample::Factor::PCA.new( cm, :m=>k, :use_gsl=>false )
56
+ pca_gsl =Statsample::Factor::PCA.new( cm, :m=>k, :use_gsl=>true )
57
+ pc_ruby = pca_ruby.principal_components(ds)
58
+ pc_gsl = pca_gsl.principal_components(ds)
59
+ # Test component matrix correlation!
60
+ cm_ruby=pca_ruby.component_matrix
61
+ #puts cm_ruby.summary
62
+ k.times {|i|
63
+ pc_id="PC_#{i+1}"
64
+ assert_in_delta(pca_ruby.eigenvalues[i], pca_gsl.eigenvalues[i],1e-10)
65
+ # Revert gsl component values
66
+ pc_gsl_data= (pc_gsl[pc_id][0]-pc_ruby[pc_id][0]).abs>1e-6 ? pc_gsl[pc_id].recode {|v| -v} : pc_gsl[pc_id]
67
+ assert_similar_vector(pc_gsl_data, pc_ruby[pc_id], 1e-6,"PC for #{k} variables")
68
+ if false
69
+ k.times {|j| # variable
70
+ ds_id="x#{j}"
71
+ r= Statsample::Bivariate.correlation(ds[ds_id],pc_ruby[pc_id])
72
+ puts "#{pc_id}-#{ds_id}:#{r}"
73
+ }
74
+ end
75
+ }
76
+ }
77
+ #@r.close
78
+ end
79
+ def test_principalcomponents()
80
+ principalcomponents(true)
81
+ principalcomponents(false)
82
+
83
+ end
84
+ def principalcomponents(gsl)
85
+ ran=Distribution::Normal.rng_ugaussian
86
+ samples=50
87
+ x1=samples.times.map { ran.call()}.to_scale
88
+ x2=samples.times.map {|i| ran.call()*0.5+x1[i]*0.5}.to_scale
89
+ ds={'x1'=>x1,'x2'=>x2}.to_dataset
90
+
91
+ cm=ds.correlation_matrix
92
+ r=cm[0,1]
93
+ pca=Statsample::Factor::PCA.new(cm,:m=>2,:use_gsl=>gsl)
94
+ assert_in_delta(1+r,pca.eigenvalues[0],1e-10)
95
+ assert_in_delta(1-r,pca.eigenvalues[1],1e-10)
96
+ hs=1.0 / Math.sqrt(2)
97
+ assert_equal_matrix(hs*Matrix[[1],[1]],pca.eigenvectors[0])
98
+ m_1=gsl ? Matrix[[-1],[1]] : Matrix[[1],[-1]]
99
+ assert_equal_matrix(hs*m_1, pca.eigenvectors[1])
100
+
101
+ pcs=pca.principal_components(ds)
102
+ exp_pc_1=ds.collect_with_index {|row,i|
103
+ hs*(row['x1']+row['x2'])
104
+ }
105
+ exp_pc_2=ds.collect_with_index {|row,i|
106
+ gsl ? hs*(row['x2']-row['x1']) : hs*(row['x1']-row['x2'])
107
+
108
+ }
109
+ assert_similar_vector(exp_pc_1, pcs["PC_1"])
110
+ assert_similar_vector(exp_pc_2, pcs["PC_2"])
111
+ end
5
112
  def test_antiimage
6
113
  cor=Matrix[[1,0.964, 0.312],[0.964,1,0.411],[0.312,0.411,1]]
7
114
  expected=Matrix[[0.062,-0.057, 0.074],[-0.057, 0.057, -0.089], [0.074, -0.089, 0.729]]
@@ -100,14 +207,14 @@ class StatsampleFactorTestCase < MiniTest::Unit::TestCase
100
207
  cov_matrix=Statsample::Bivariate.covariance_matrix(ds)
101
208
  if Statsample.has_gsl?
102
209
  pca=Statsample::Factor::PCA.new(cov_matrix,:use_gsl=>true)
103
- pca_set(pca)
210
+ pca_set(pca,"gsl")
104
211
  else
105
212
  skip("Eigenvalues could be calculated with GSL (requires gsl)")
106
213
  end
107
214
  pca=Statsample::Factor::PCA.new(cov_matrix,:use_gsl=>false)
108
- pca_set(pca)
215
+ pca_set(pca,"ruby")
109
216
  end
110
- def pca_set(pca)
217
+ def pca_set(pca,type)
111
218
  expected_eigenvalues=[1.284, 0.0490]
112
219
  expected_eigenvalues.each_with_index{|ev,i|
113
220
  assert_in_delta(ev,pca.eigenvalues[i],0.001)
@@ -117,15 +224,11 @@ class StatsampleFactorTestCase < MiniTest::Unit::TestCase
117
224
  assert_in_delta(ev,pca.communalities[i],0.001)
118
225
  }
119
226
  expected_cm=[0.768, 0.833]
120
- obs=pca.component_matrix(1).column(0).to_a
227
+ obs=pca.component_matrix_correlation(1).column(0).to_a
121
228
  expected_cm.each_with_index{|ev,i|
122
229
  assert_in_delta(ev,obs[i],0.001)
123
230
  }
124
231
 
125
- expected_fm_1=::Matrix[[0.677], [0.735]]
126
- expected_fm_2=::Matrix[[0.677,0.735], [0.735, -0.677]]
127
- _test_matrix(expected_fm_1,pca.feature_vector(1))
128
- _test_matrix(expected_fm_2,pca.feature_vector(2))
129
232
  assert(pca.summary)
130
233
  end
131
234
 
@@ -139,7 +242,7 @@ class StatsampleFactorTestCase < MiniTest::Unit::TestCase
139
242
 
140
243
  cm=::Matrix[[0.923],[0.912],[0.507],[0.483]]
141
244
 
142
- _test_matrix(cm,fa.component_matrix)
245
+ assert_equal_matrix(cm,fa.component_matrix,0.001)
143
246
 
144
247
  h2=[0.852,0.832,0.257,0.233]
145
248
  h2.each_with_index{|ev,i|
@@ -172,14 +275,9 @@ class StatsampleFactorTestCase < MiniTest::Unit::TestCase
172
275
  assert(!varimax.component_transformation_matrix.nil?, "Component matrix shouldn't be empty")
173
276
  assert(!varimax.h2.nil?, "H2 shouldn't be empty")
174
277
 
175
- _test_matrix(expected,varimax.rotated)
278
+ assert_equal_matrix(expected,varimax.rotated,1e-6)
176
279
  assert(varimax.summary.size>0)
177
280
  end
178
- def _test_matrix(a,b)
179
- a.row_size.times {|i|
180
- a.column_size.times {|j|
181
- assert_in_delta(a[i,j], b[i,j],0.001)
182
- }
183
- }
184
- end
281
+
282
+
185
283
  end
data/test/test_histogram.rb CHANGED
@@ -76,7 +76,31 @@ class StatsampleHistogramTestCase < MiniTest::Unit::TestCase
76
76
  }
77
77
  assert_equal(min,h.min_val)
78
78
  end
79
-
79
+ should "return correct estimated mean" do
80
+ a=[1.5,1.5,1.5,3.5,3.5,3.5].to_scale
81
+ h=Statsample::Histogram.alloc(5,[0,5])
82
+ h.increment(a)
83
+ assert_equal(2.5, h.estimated_mean)
84
+ end
85
+ should "return correct estimated standard deviation" do
86
+ a=[0.5,1.5,1.5,1.5,2.5, 3.5,3.5,3.5,4.5].to_scale
87
+ h=Statsample::Histogram.alloc(5,[0,5])
88
+ h.increment(a)
89
+ assert_equal(a.sd, h.estimated_standard_deviation)
90
+ end
91
+ should "return correct sum for all values" do
92
+ h=Statsample::Histogram.alloc(5,[0,5])
93
+ n=rand(100)
94
+ n.times { h.increment(1)}
95
+ assert_equal(n, h.sum)
96
+ end
97
+ should "return correct sum for a subset of values" do
98
+ h=Statsample::Histogram.alloc(5,[0,5])
99
+ h.increment([0.5,2.5,4.5])
100
+ assert_equal(1,h.sum(0,1))
101
+ assert_equal(2,h.sum(1,4))
102
+
103
+ end
80
104
 
81
105
  end
82
106
  end