statsample 1.1.0 → 1.2.0
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.
- data.tar.gz.sig +0 -0
- data/History.txt +7 -0
- data/Manifest.txt +3 -0
- data/README.txt +2 -0
- data/Rakefile +9 -3
- data/grab_references.rb +1 -0
- data/lib/statsample.rb +2 -1
- data/lib/statsample/matrix.rb +5 -5
- data/lib/statsample/regression/simple.rb +1 -1
- data/lib/statsample/timeseries.rb +169 -0
- data/test/fixtures/stock_data.csv +500 -0
- data/test/test_factor_map.rb +1 -1
- data/test/test_tseries.rb +94 -0
- metadata +251 -214
- metadata.gz.sig +0 -0
data/test/test_factor_map.rb
CHANGED
@@ -0,0 +1,94 @@
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require(File.expand_path(File.dirname(__FILE__)+'/helpers_tests.rb'))
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class StatsampleTestTimeSeries < MiniTest::Unit::TestCase
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include Statsample::Shorthand
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# All calculations are compared to the output of the equivalent function in R
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def setup
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# daily closes of iShares XIU on the TSX
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@xiu = Statsample::TimeSeries::TimeSeries.new [17.28, 17.45, 17.84, 17.74, 17.82, 17.85, 17.36, 17.3, 17.56, 17.49, 17.46, 17.4, 17.03, 17.01,
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16.86, 16.86, 16.56, 16.36, 16.66, 16.77], :scale
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end
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def test_acf
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acf = @xiu.acf
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assert_equal 14, acf.length
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# test the first few autocorrelations
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assert_in_delta 1.0, acf[0], 0.0001
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assert_in_delta 0.852, acf[1], 0.001
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assert_in_delta 0.669, acf[2], 0.001
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assert_in_delta 0.486, acf[3], 0.001
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end
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def test_lag
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assert_in_delta 16.66, @xiu.lag[@xiu.size - 1], 0.001
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assert_in_delta 16.36, @xiu.lag(2)[@xiu.size - 1], 0.001
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end
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def test_delta
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diff = @xiu.diff
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assert_in_delta 0.11, diff[@xiu.size - 1], 0.001
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assert_in_delta 0.30, diff[@xiu.size - 2], 0.001
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assert_in_delta -0.20, diff[@xiu.size - 3], 0.001
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end
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def test_ma
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# test default
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ma10 = @xiu.ma
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assert_in_delta ma10[-1], 16.897, 0.001
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assert_in_delta ma10[-5], 17.233, 0.001
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assert_in_delta ma10[-10], 17.587, 0.001
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# test with a different lookback period
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ma5 = @xiu.ma 5
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assert_in_delta ma5[-1], 16.642, 0.001
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assert_in_delta ma5[-10], 17.434, 0.001
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assert_in_delta ma5[-15], 17.74, 0.001
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end
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def test_ema
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# test default
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ema10 = @xiu.ema
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assert_in_delta ema10[-1], 16.87187, 0.00001
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assert_in_delta ema10[-5], 17.19187, 0.00001
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assert_in_delta ema10[-10], 17.54918, 0.00001
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# test with a different lookback period
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ema5 = @xiu.ema 5
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assert_in_delta ema5[-1], 16.71299, 0.0001
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assert_in_delta ema5[-10], 17.49079, 0.0001
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assert_in_delta ema5[-15], 17.70067, 0.0001
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# test with a different smoother
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ema_w = @xiu.ema 10, true
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assert_in_delta ema_w[-1], 17.08044, 0.00001
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assert_in_delta ema_w[-5], 17.33219, 0.00001
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assert_in_delta ema_w[-10], 17.55810, 0.00001
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end
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def test_macd
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# MACD uses a lot more data than the other ones, so we need a bigger vector
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data = File.readlines(File.dirname(__FILE__) + "/fixtures/stock_data.csv").map(&:to_f).to_time_series
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macd, signal = data.macd
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# check the MACD
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assert_in_delta 3.12e-4, macd[-1], 1e-6
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assert_in_delta -1.07e-2, macd[-10], 1e-4
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assert_in_delta -5.65e-3, macd[-20], 1e-5
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# check the signal
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assert_in_delta -0.00628, signal[-1], 1e-5
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assert_in_delta -0.00971, signal[-10], 1e-5
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assert_in_delta -0.00338, signal[-20], 1e-5
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end
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end
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metadata
CHANGED
@@ -1,247 +1,296 @@
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-
--- !ruby/object:Gem::Specification
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--- !ruby/object:Gem::Specification
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name: statsample
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-
version: !ruby/object:Gem::Version
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version: !ruby/object:Gem::Version
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version: 1.2.0
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prerelease:
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version: 1.1.0
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platform: ruby
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authors:
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authors:
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- Claudio Bustos
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autorequire:
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bindir: bin
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cert_chain:
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cert_chain:
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- !binary |-
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ZW9UdkJCdApycFAwampzMAotLS0tLUVORCBDRVJUSUZJQ0FURS0tLS0tCg==
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date: 2011-12-15 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: spreadsheet
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requirement: &id001 !ruby/object:Gem::Requirement
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requirement: &16328900 !ruby/object:Gem::Requirement
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none: false
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requirements:
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requirements:
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- - ~>
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- !ruby/object:Gem::Version
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- !ruby/object:Gem::Version
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version: 0.6.5
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type: :runtime
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version_requirements: *id001
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- !ruby/object:Gem::Dependency
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name: reportbuilder
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prerelease: false
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version_requirements: *16328900
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- !ruby/object:Gem::Dependency
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name: reportbuilder
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requirement: &16340700 !ruby/object:Gem::Requirement
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none: false
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requirements:
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requirements:
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- - ~>
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- !ruby/object:Gem::Version
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version:
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- !ruby/object:Gem::Version
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version: '1.4'
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type: :runtime
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version_requirements: *id002
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- !ruby/object:Gem::Dependency
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name: minimization
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prerelease: false
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version_requirements: *16340700
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- !ruby/object:Gem::Dependency
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name: minimization
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requirement: &16366980 !ruby/object:Gem::Requirement
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none: false
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requirements:
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requirements:
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- - ~>
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- !ruby/object:Gem::Version
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- !ruby/object:Gem::Version
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version: 0.2.0
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type: :runtime
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version_requirements: *id003
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- !ruby/object:Gem::Dependency
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name: fastercsv
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prerelease: false
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version_requirements: *16366980
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- !ruby/object:Gem::Dependency
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name: fastercsv
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requirement: &16365020 !ruby/object:Gem::Requirement
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none: false
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requirements:
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version:
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requirements:
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- - ! '>'
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- !ruby/object:Gem::Version
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version: '0'
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type: :runtime
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version_requirements: *id004
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- !ruby/object:Gem::Dependency
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name: dirty-memoize
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prerelease: false
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-
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version_requirements: *16365020
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- !ruby/object:Gem::Dependency
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name: dirty-memoize
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requirement: &16362640 !ruby/object:Gem::Requirement
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none: false
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requirements:
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requirements:
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- - ~>
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version:
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version: '0.0'
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type: :runtime
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version_requirements: *id005
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- !ruby/object:Gem::Dependency
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name: extendmatrix
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prerelease: false
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-
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version_requirements: *16362640
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- !ruby/object:Gem::Dependency
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name: extendmatrix
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requirement: &16360700 !ruby/object:Gem::Requirement
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none: false
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requirements:
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requirements:
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- - ~>
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- !ruby/object:Gem::Version
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- !ruby/object:Gem::Version
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version: 0.3.1
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type: :runtime
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version_requirements: *id006
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- !ruby/object:Gem::Dependency
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name: statsample-bivariate-extension
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prerelease: false
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version_requirements: *16360700
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- !ruby/object:Gem::Dependency
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name: statsample-bivariate-extension
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requirement: &16385380 !ruby/object:Gem::Requirement
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none: false
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requirements:
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requirements:
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- - ! '>'
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version: '0'
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type: :runtime
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version_requirements: *id007
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- !ruby/object:Gem::Dependency
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name: rserve-client
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prerelease: false
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version_requirements: *16385380
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- !ruby/object:Gem::Dependency
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name: rserve-client
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requirement: &16383940 !ruby/object:Gem::Requirement
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none: false
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requirements:
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requirements:
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- !ruby/object:Gem::Version
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version: 0.2.5
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type: :runtime
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version_requirements: *id008
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- !ruby/object:Gem::Dependency
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name: rubyvis
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prerelease: false
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version_requirements: *16383940
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- !ruby/object:Gem::Dependency
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name: rubyvis
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requirement: &16381840 !ruby/object:Gem::Requirement
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none: false
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requirements:
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requirements:
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- - ~>
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version: 0.
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- !ruby/object:Gem::Version
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version: '0.5'
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type: :runtime
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version_requirements: *id009
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- !ruby/object:Gem::Dependency
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name: distribution
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version_requirements: *16381840
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- !ruby/object:Gem::Dependency
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name: distribution
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requirement: &16379020 !ruby/object:Gem::Requirement
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none: false
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requirements:
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requirements:
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- - ~>
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version:
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- !ruby/object:Gem::Version
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version: '0.6'
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type: :runtime
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version_requirements: *id010
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- !ruby/object:Gem::Dependency
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name: hoe
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description: ! 'A suite for basic and advanced statistics on Ruby. Tested on Ruby
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1.8.7, 1.9.1, 1.9.2 (April, 2010), ruby-head(June, 2011) and JRuby 1.4 (Ruby 1.8.7
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compatible).
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* Descriptive statistics: frequencies, median, mean, standard error, skew, kurtosis
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(and many others).
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* Correlations: Pearson''s r, Spearman''s rank correlation (rho), point biserial,
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tau a, tau b and gamma. Tetrachoric and Polychoric correlation provides by +statsample-bivariate-extension+
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gem.
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* Anova: generic and vector-based One-way ANOVA and Two-way ANOVA, with contrasts
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for One-way ANOVA.
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* Factorial Analysis: Extraction (PCA and Principal Axis), Rotation (Varimax, Equimax,
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Quartimax) and Parallel Analysis and Velicer''s MAP test, for estimation of number
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of factors.
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* Reliability analysis for simple scale and a DSL to easily analyze multiple scales
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using factor analysis and correlations, if you want it.
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* Basic time series support
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* Structural Equation Modeling (SEM), using R libraries +sem+ and +OpenMx+
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* Graphics: Histogram, Boxplot and Scatterplot'
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email:
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extensions: []
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has_rdoc: true
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homepage: http://ruby-statsample.rubyforge.org/
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licenses: []
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to speed some methods.
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$ sudo gem install statsample-optimization
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using apt-get. Compile ruby 1.8 or 1.9 from
|
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source code first.
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|
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*****************************************************
|
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|
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rdoc_options:
|
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post_install_message: ! "***************************************************\nThanks
|
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|
+
for installing statsample.\n\nOn *nix, you could install statsample-optimization\nto
|
464
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+
retrieve gems gsl, statistics2 and a C extension\nto speed some methods.\n\n $
|
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+
sudo gem install statsample-optimization\n\nOn Ubuntu, install build-essential
|
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|
+
and libgsl0-dev \nusing apt-get. Compile ruby 1.8 or 1.9 from \nsource code first.\n\n
|
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+
\ $ sudo apt-get install build-essential libgsl0-dev\n\n\n*****************************************************\n"
|
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rdoc_options:
|
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- --main
|
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- README.txt
|
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require_paths:
|
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require_paths:
|
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|
- lib
|
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|
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required_ruby_version: !ruby/object:Gem::Requirement
|
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required_ruby_version: !ruby/object:Gem::Requirement
|
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none: false
|
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requirements:
|
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- -
|
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version:
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required_rubygems_version: !ruby/object:Gem::Requirement
|
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requirements:
|
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|
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- - ! '>='
|
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|
+
- !ruby/object:Gem::Version
|
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|
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version: '0'
|
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required_rubygems_version: !ruby/object:Gem::Requirement
|
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none: false
|
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requirements:
|
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|
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- -
|
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- !ruby/object:Gem::Version
|
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version:
|
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requirements:
|
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|
+
- - ! '>='
|
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|
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- !ruby/object:Gem::Version
|
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|
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version: '0'
|
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|
requirements: []
|
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|
-
|
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|
rubyforge_project: ruby-statsample
|
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|
-
rubygems_version: 1.
|
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|
+
rubygems_version: 1.8.10
|
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|
signing_key:
|
453
489
|
specification_version: 3
|
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|
summary: A suite for basic and advanced statistics on Ruby
|
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|
-
test_files:
|
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- test/
|
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- test/
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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- test/test_srs.rb
|
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|
+
test_files:
|
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|
+
- test/test_bivariate.rb
|
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|
+
- test/test_factor_pa.rb
|
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|
+
- test/test_dominance_analysis.rb
|
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|
+
- test/test_factor.rb
|
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|
+
- test/test_test_kolmogorovsmirnov.rb
|
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|
- test/test_codification.rb
|
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|
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- test/
|
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|
-
- test/test_crosstab.rb
|
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|
+
- test/test_anovatwowaywithdataset.rb
|
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|
- test/test_umannwhitney.rb
|
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|
-
- test/test_gsl.rb
|
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|
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|
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|
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- test/
|
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|
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|
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|
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|
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|
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- test/test_test_t.rb
|
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|
-
- test/test_reliability.rb
|
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|
-
- test/test_bivariate.rb
|
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|
+
- test/test_factor_map.rb
|
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|
- test/test_anovawithvectors.rb
|
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|
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- test/
|
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|
-
- test/test_anovaoneway.rb
|
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|
-
- test/test_dataset.rb
|
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|
+
- test/test_crosstab.rb
|
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|
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|
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|
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- test/
|
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|
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- test/
|
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|
-
- test/test_stratified.rb
|
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|
+
- test/test_csv.rb
|
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|
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- test/test_analysis.rb
|
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|
- test/test_matrix.rb
|
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|
-
- test/
|
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|
-
- test/
|
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|
-
- test/
|
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|
+
- test/test_gsl.rb
|
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|
+
- test/test_tseries.rb
|
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|
+
- test/test_bartlettsphericity.rb
|
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|
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|
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|
+
- test/test_resample.rb
|
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|
+
- test/test_stratified.rb
|
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|
+
- test/test_vector.rb
|
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|
+
- test/test_srs.rb
|
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|
+
- test/test_ggobi.rb
|
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|
+
- test/test_xls.rb
|
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|
+
- test/test_logit.rb
|
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|
+
- test/test_stest.rb
|
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|
- test/test_statistics.rb
|
492
|
-
- test/
|
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|
-
- test/test_factor_pa.rb
|
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|
+
- test/test_reliability.rb
|
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|
- test/test_reliability_icc.rb
|
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|
+
- test/test_anovatwoway.rb
|
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|
+
- test/test_test_f.rb
|
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|
+
- test/test_test_t.rb
|
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|
+
- test/test_histogram.rb
|
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|
+
- test/test_dataset.rb
|
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|
+
- test/test_regression.rb
|
529
|
+
- test/test_multiset.rb
|
530
|
+
- test/test_reliability_skillscale.rb
|
531
|
+
- test/test_anovaoneway.rb
|