statsample 1.3.0 → 1.3.1
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.
- checksums.yaml +7 -0
- data/Gemfile +5 -5
- data/Gemfile.lock +57 -9
- data/History.txt +8 -0
- data/Manifest.txt +0 -1
- data/README.txt +3 -2
- data/Rakefile +1 -1
- data/lib/statsample/regression/simple.rb +4 -4
- data/lib/statsample.rb +2 -2
- data/test/helpers_tests.rb +4 -5
- data/test/test_bartlettsphericity.rb +1 -1
- data/test/test_bivariate.rb +1 -1
- data/test/test_csv.rb +2 -1
- data/test/test_reliability_icc.rb +6 -2
- metadata +53 -115
- data/test/test_tseries.rb +0 -94
checksums.yaml
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---
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SHA1:
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metadata.gz: e32ce8b87a157542c8041bf3889f54813676210e
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data.tar.gz: 8278c505bf3784168686f38127cb0cd77dde09c1
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SHA512:
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metadata.gz: 2f89743784e92b0f86d1bc689c04aad9410b106b03227af73ca42f04a574f3127209c13e08923045f2962e286cbe45019bd3da1493a0a7cf2475ff42d75c6ee8
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data.tar.gz: ae6ee9a5b2c52d273f665e428bfc2de1fc7cd6ff78f3ef9b32711848a2c9bf5d6b2f73047786999b07d15c0b0b97f6a5373aab8a6475957cebab1250b8e765c6
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data/Gemfile
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source
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source "https://www.rubygems.org"
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gem 'minitest'
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gem 'rdoc'
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gem 'mocha', '0.
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gem 'shoulda','
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gem 'shoulda-matchers','
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gem 'mocha', '0.14.0' #:require=>'mocha/setup'
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gem 'shoulda','3.5.0'
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gem 'shoulda-matchers','2.2.0'
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gem 'hoe'
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gem 'bio-statsample-timeseries'
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gem 'reportbuilder'
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data/Gemfile.lock
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GEM
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remote:
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remote: https://www.rubygems.org/
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specs:
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activesupport (3.2.10)
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i18n (~> 0.6)
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multi_json (~> 1.0)
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bio-statsample-timeseries (0.2.1)
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activesupport (= 3.2.10)
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statsample (= 1.2.0)
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clbustos-rtf (0.4.2)
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dirty-memoize (0.0.4)
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distribution (0.7.0)
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extendmatrix (0.3.1)
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fastercsv (1.5.5)
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hoe (3.4.0)
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rake (>= 0.8, < 11.0)
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i18n (0.6.
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i18n (0.6.5)
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json (1.7.6)
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metaclass (0.0.1)
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minimization (0.2.1)
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text-table (~> 1.2)
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minitest (4.3.3)
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mocha (0.
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mocha (0.14.0)
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metaclass (~> 0.0.1)
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multi_json (1.
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multi_json (1.8.0)
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prawn (0.8.4)
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prawn-core (>= 0.8.4, < 0.9)
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prawn-layout (>= 0.8.4, < 0.9)
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prawn-security (>= 0.8.4, < 0.9)
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prawn-core (0.8.4)
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prawn-layout (0.8.4)
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prawn-security (0.8.4)
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prawn-svg (0.9.1.11)
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prawn (>= 0.8.4)
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rake (10.0.3)
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rdoc (3.12)
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json (~> 1.4)
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reportbuilder (1.4.2)
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clbustos-rtf (~> 0.4.0)
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prawn (~> 0.8.4)
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prawn-svg (~> 0.9.1)
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text-table (~> 1.2)
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rserve-client (0.2.5)
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ruby-ole (1.2.11.7)
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rubyvis (0.6.0)
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shoulda (3.5.0)
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shoulda-context (~> 1.0, >= 1.0.1)
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shoulda-matchers (>= 1.4.1, < 3.0)
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shoulda-context (1.1.5)
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shoulda-matchers (2.2.0)
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activesupport (>= 3.0.0)
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spreadsheet (0.6.9)
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ruby-ole (>= 1.0)
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statsample (1.2.0)
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dirty-memoize (~> 0.0)
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distribution (~> 0.6)
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extendmatrix (~> 0.3.1)
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fastercsv (> 0)
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minimization (~> 0.2.0)
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reportbuilder (~> 1.4)
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rserve-client (~> 0.2.5)
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rubyvis (~> 0.5)
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spreadsheet (~> 0.6.5)
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statsample-bivariate-extension (> 0)
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statsample-bivariate-extension (1.1.0)
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distribution (~> 0.6)
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text-table (1.2.3)
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PLATFORMS
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ruby
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DEPENDENCIES
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bio-statsample-timeseries
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hoe
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minitest
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mocha (= 0.
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mocha (= 0.14.0)
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rdoc
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-
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shoulda
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reportbuilder
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shoulda (= 3.5.0)
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shoulda-matchers (= 2.2.0)
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data/History.txt
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=== 1.3.1 / 2014-06-26
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* Example referred to a SimpleRegression class which doesn't exist. Updated to working example.
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* Merge pull request #15 from Blahah/patch-1
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* Updated Gemfile
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* Updated README.txt for v1.3.0
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* Updated to ruby 2.1.0
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=== 1.3.0 / 2013-09-19
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* Merge remote-tracking branch 'vpereira/master' into vpereira
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data/Manifest.txt
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data/README.txt
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== DESCRIPTION:
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A suite for basic and advanced statistics on Ruby. Tested on Ruby 1.8.7, 1.9.1, 1.9.2 (April, 2010), ruby-head(June, 2011) and JRuby 1.4 (Ruby 1.8.7 compatible).
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A suite for basic and advanced statistics on Ruby. Tested on Ruby 2.1.1p76 (June 2014), 1.8.7, 1.9.1, 1.9.2 (April, 2010), ruby-head(June, 2011) and JRuby 1.4 (Ruby 1.8.7 compatible).
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Include:
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* Descriptive statistics: frequencies, median, mean, standard error, skew, kurtosis (and many others).
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* Statsample::Test::Levene
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* Statsample::Test::UMannWhitney
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* Statsample::Test::T
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* Statsample::Test::WilcoxonSignedRank
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* Module Graph provides several classes to create beautiful graphs using rubyvis
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* Statsample::Graph::Boxplot
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* Statsample::Graph::Histogram
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* Statsample::Graph::Scatterplot
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*
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* Gem +bio-statsample-timeseries- provides module Statsample::TimeSeries with support for time series, including ARIMA estimation using Kalman-Filter.
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* Gem +statsample-sem+ provides a DSL to R libraries +sem+ and +OpenMx+
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* Close integration with gem <tt>reportbuilder</tt>, to easily create reports on text, html and rtf formats.
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data/Rakefile
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h=Hoe.spec('statsample') do
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self.version=Statsample::VERSION
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#self.testlib=:minitest
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self.rubyforge_name = "ruby-statsample"
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# self.rubyforge_name = "ruby-statsample"
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self.developer('Claudio Bustos', 'clbustos@gmail.com')
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self.extra_deps << ["spreadsheet","~>0.6.5"] << ["reportbuilder", "~>1.4"] << ["minimization", "~>0.2.0"] << ["fastercsv", ">0"] << ["dirty-memoize", "~>0.0"] << ["extendmatrix","~>0.3.1"] << ["statsample-bivariate-extension", ">0"] << ["rserve-client", "~>0.2.5"] << ["rubyvis", "~>0.5"] << ["distribution", "~>0.6"]
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module Regression
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# Class for calculation of linear regressions with form
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# y = a+bx
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# To create a
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# To create a Statsample::Regression::Simple object:
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# * <tt> Statsample::Regression::Simple.new_from_dataset(ds,x,y)</tt>
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# * <tt> Statsample::Regression::Simple.new_from_vectors(vx,vy)</tt>
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# * <tt> Statsample::Regression::Simple.new_from_gsl(gsl) </tt>
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#
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class Simple
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include Summarizable
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data/lib/statsample.rb
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# = statsample.rb -
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# Statsample - Statistic package for Ruby
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# Copyright (C) 2008-
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# Copyright (C) 2008-2014 Claudio Bustos
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#
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# This program is free software; you can redistribute it and/or
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# modify it under the terms of the GNU General Public License
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create_has_library :gsl
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VERSION = '1.3.
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VERSION = '1.3.1'
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SPLIT_TOKEN = ","
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autoload(:Analysis, 'statsample/analysis')
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autoload(:Database, 'statsample/converters')
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data/test/helpers_tests.rb
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require 'minitest'
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module MiniTest
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class TestCase
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class Test
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include Shoulda::Context::Assertions
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include Shoulda::Context::InstanceMethods
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extend Shoulda::Context::ClassMethods
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end
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end
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end
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class StatsampleBartlettSphericityTestCase < MiniTest::
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class StatsampleBartlettSphericityTestCase < MiniTest::Test
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include Statsample::Test
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context Statsample::Test::BartlettSphericity do
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setup do
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data/test/test_bivariate.rb
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class StatsampleBivariateTestCase < MiniTest::
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class StatsampleBivariateTestCase < MiniTest::Test
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should "method sum of squares should be correct" do
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v1=[1,2,3,4,5,6].to_vector(:scale)
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v2=[6,2,4,10,12,8].to_vector(:scale)
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}
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end
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=begin
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class StatsampleCSVTestCase2 < MiniTest::Unit::TestCase
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def setup
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@ds=Statsample::CSV.read19(File.dirname(__FILE__)+"/fixtures/test_csv.csv")
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}
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=end
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$reliability_icc=nil
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class StatsampleReliabilityIccTestCase < MiniTest::Test
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context Statsample::Reliability::ICC do
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setup do
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a=[9,6,8,7,10,6].to_scale
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require 'statsample/rserve_extension'
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context "McGraw and Wong" do
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teardown do
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@r=$reliability_icc[:r].close
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@r=$reliability_icc[:r].close unless $reliability_icc[:r].nil?
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end
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setup do
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if($reliability_icc.nil?)
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@icc=Statsample::Reliability::ICC.new(@ds)
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@r=Rserve::Connection.new
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@r.assign('ds',@ds)
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@r.void_eval("library(irr);
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iccs=list(
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icc_1=icc(ds,'o','c','s'),
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metadata
CHANGED
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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: 1.3.
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prerelease:
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version: 1.3.1
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platform: ruby
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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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10
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cert_chain: []
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date:
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date: 2014-06-26 00:00:00.000000000 Z
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dependencies:
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name: mocha
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description:
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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).
|
|
289
|
-
|
|
251
|
+
description: |-
|
|
252
|
+
A suite for basic and advanced statistics on Ruby. Tested on Ruby 2.1.1p76 (June 2014), 1.8.7, 1.9.1, 1.9.2 (April, 2010), ruby-head(June, 2011) and JRuby 1.4 (Ruby 1.8.7 compatible).
|
|
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253
|
|
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291
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Include:
|
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292
|
-
|
|
293
|
-
* Descriptive statistics: frequencies, median, mean, standard error, skew, kurtosis
|
|
294
|
-
(and many others).
|
|
295
|
-
|
|
255
|
+
* Descriptive statistics: frequencies, median, mean, standard error, skew, kurtosis (and many others).
|
|
296
256
|
* Imports and exports datasets from and to Excel, CSV and plain text files.
|
|
297
|
-
|
|
298
|
-
* Correlations: Pearson''s r, Spearman''s rank correlation (rho), point biserial,
|
|
299
|
-
tau a, tau b and gamma. Tetrachoric and Polychoric correlation provides by +statsample-bivariate-extension+
|
|
300
|
-
gem.
|
|
301
|
-
|
|
257
|
+
* Correlations: Pearson's r, Spearman's rank correlation (rho), point biserial, tau a, tau b and gamma. Tetrachoric and Polychoric correlation provides by +statsample-bivariate-extension+ gem.
|
|
302
258
|
* Intra-class correlation
|
|
303
|
-
|
|
304
|
-
* Anova: generic and vector-based One-way ANOVA and Two-way ANOVA, with contrasts
|
|
305
|
-
for One-way ANOVA.
|
|
306
|
-
|
|
259
|
+
* Anova: generic and vector-based One-way ANOVA and Two-way ANOVA, with contrasts for One-way ANOVA.
|
|
307
260
|
* Tests: F, T, Levene, U-Mannwhitney.
|
|
308
|
-
|
|
309
261
|
* Regression: Simple, Multiple (OLS), Probit and Logit
|
|
310
|
-
|
|
311
|
-
*
|
|
312
|
-
Quartimax) and Parallel Analysis and Velicer''s MAP test, for estimation of number
|
|
313
|
-
of factors.
|
|
314
|
-
|
|
315
|
-
* 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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* Factorial Analysis: Extraction (PCA and Principal Axis), Rotation (Varimax, Equimax, Quartimax) and Parallel Analysis and Velicer's MAP test, for estimation of number of factors.
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* Reliability analysis for simple scale and a DSL to easily analyze multiple scales using factor analysis and correlations, if you want it.
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* Basic time series support
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* Dominance Analysis, with multivariate dependent and bootstrap (Azen & Budescu)
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* Sample calculation related formulas
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* Structural Equation Modeling (SEM), using R libraries +sem+ and +OpenMx+
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* Creates reports on text, html and rtf, using ReportBuilder gem
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* Graphics: Histogram, Boxplot and Scatterplot'
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* Graphics: Histogram, Boxplot and Scatterplot
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email:
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executables:
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- .gemtest
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homepage: http://ruby-statsample.rubyforge.org/
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licenses:
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- MIT
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metadata: {}
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post_install_message: "***************************************************\nThanks
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for installing statsample.\n\nOn *nix, you could install statsample-optimization\nto
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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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require_paths:
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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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version: '0'
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requirements:
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version: '0'
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requirements: []
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rubyforge_project:
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rubygems_version:
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rubygems_version: 2.2.2
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signing_key:
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specification_version:
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specification_version: 4
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summary: A suite for basic and advanced statistics on Ruby
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test_files:
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data/test/test_tseries.rb
DELETED
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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,
|
|
11
|
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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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14
|
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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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|
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|
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19
|
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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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|
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assert_in_delta 0.852, acf[1], 0.001
|
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|
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assert_in_delta 0.669, acf[2], 0.001
|
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|
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assert_in_delta 0.486, acf[3], 0.001
|
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|
-
end
|
|
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-
|
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|
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def test_lag
|
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|
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assert_in_delta 16.66, @xiu.lag[@xiu.size - 1], 0.001
|
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|
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assert_in_delta 16.36, @xiu.lag(2)[@xiu.size - 1], 0.001
|
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|
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end
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|
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|
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def test_delta
|
|
32
|
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diff = @xiu.diff
|
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33
|
-
|
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34
|
-
assert_in_delta 0.11, diff[@xiu.size - 1], 0.001
|
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|
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assert_in_delta 0.30, diff[@xiu.size - 2], 0.001
|
|
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|
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assert_in_delta -0.20, diff[@xiu.size - 3], 0.001
|
|
37
|
-
end
|
|
38
|
-
|
|
39
|
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def test_ma
|
|
40
|
-
# test default
|
|
41
|
-
ma10 = @xiu.ma
|
|
42
|
-
|
|
43
|
-
assert_in_delta ma10[-1], 16.897, 0.001
|
|
44
|
-
assert_in_delta ma10[-5], 17.233, 0.001
|
|
45
|
-
assert_in_delta ma10[-10], 17.587, 0.001
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|
46
|
-
|
|
47
|
-
# test with a different lookback period
|
|
48
|
-
ma5 = @xiu.ma 5
|
|
49
|
-
|
|
50
|
-
assert_in_delta ma5[-1], 16.642, 0.001
|
|
51
|
-
assert_in_delta ma5[-10], 17.434, 0.001
|
|
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|
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assert_in_delta ma5[-15], 17.74, 0.001
|
|
53
|
-
end
|
|
54
|
-
|
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55
|
-
def test_ema
|
|
56
|
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# test default
|
|
57
|
-
ema10 = @xiu.ema
|
|
58
|
-
|
|
59
|
-
assert_in_delta ema10[-1], 16.87187, 0.00001
|
|
60
|
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assert_in_delta ema10[-5], 17.19187, 0.00001
|
|
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|
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assert_in_delta ema10[-10], 17.54918, 0.00001
|
|
62
|
-
|
|
63
|
-
# test with a different lookback period
|
|
64
|
-
ema5 = @xiu.ema 5
|
|
65
|
-
|
|
66
|
-
assert_in_delta ema5[-1], 16.71299, 0.0001
|
|
67
|
-
assert_in_delta ema5[-10], 17.49079, 0.0001
|
|
68
|
-
assert_in_delta ema5[-15], 17.70067, 0.0001
|
|
69
|
-
|
|
70
|
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# test with a different smoother
|
|
71
|
-
ema_w = @xiu.ema 10, true
|
|
72
|
-
|
|
73
|
-
assert_in_delta ema_w[-1], 17.08044, 0.00001
|
|
74
|
-
assert_in_delta ema_w[-5], 17.33219, 0.00001
|
|
75
|
-
assert_in_delta ema_w[-10], 17.55810, 0.00001
|
|
76
|
-
end
|
|
77
|
-
|
|
78
|
-
def test_macd
|
|
79
|
-
# MACD uses a lot more data than the other ones, so we need a bigger vector
|
|
80
|
-
data = File.readlines(File.dirname(__FILE__) + "/fixtures/stock_data.csv").map(&:to_f).to_time_series
|
|
81
|
-
|
|
82
|
-
macd, signal = data.macd
|
|
83
|
-
|
|
84
|
-
# check the MACD
|
|
85
|
-
assert_in_delta 3.12e-4, macd[-1], 1e-6
|
|
86
|
-
assert_in_delta -1.07e-2, macd[-10], 1e-4
|
|
87
|
-
assert_in_delta -5.65e-3, macd[-20], 1e-5
|
|
88
|
-
|
|
89
|
-
# check the signal
|
|
90
|
-
assert_in_delta -0.00628, signal[-1], 1e-5
|
|
91
|
-
assert_in_delta -0.00971, signal[-10], 1e-5
|
|
92
|
-
assert_in_delta -0.00338, signal[-20], 1e-5
|
|
93
|
-
end
|
|
94
|
-
end
|