u-mann-whitney 0.2.0

checksums.yaml

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+---
+SHA1:
+  metadata.gz: 112da382ec63a2542f288a107c5146a085fddf07
+  data.tar.gz: fcd41bb66d898a600d7612a589adcf9327725f9b
+SHA512:
+  metadata.gz: 68639f69f30c5a40beca736cb35525116efeda5dfa7d94f340eb22649e0c338b1e14d83b90eec764ffe85642ef4deb8fdb3c04574c6bd07cd3e07e146de9714c
+  data.tar.gz: 7de9b2175b79298bb2b2ea76471f79dccdb93d32e5eb8b7bf9dc9ced607117db736a49d96fe9c5871d00d0f450390a2dfed6c7e0ba5600bad180ea43d11eb975

data/.gitignore

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+/.bundle/
+/.yardoc
+/Gemfile.lock
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+
+# rspec failure tracking
+.rspec_status

data/.rspec

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+--format documentation
+--color

data/.travis.yml

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+sudo: false
+language: ruby
+rvm:
+  - 2.3.3
+before_install: gem install bundler -v 1.15.3

data/Gemfile

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+source "https://rubygems.org"
+
+git_source(:github) {|repo_name| "https://github.com/#{repo_name}" }
+
+# Specify your gem's dependencies in u-mann-whitney.gemspec
+gemspec

data/LICENSE.txt

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+The MIT License (MIT)
+
+Copyright (c) 2017 Michael Nutt
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

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+# UMannWhitney
+
+This gem is extracted from [statsample](https://github.com/sciruby/statsample) to reduce the number of dependencies.
+
+The U Mann-Whitney test is a non-parametric test for assessing whether two independent samples of observations come from the same distribution.
+
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'u-mann-whitney'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install u-mann-whitney
+
+## Usage
+
+```
+leader_values = Daru::Vector.new([1,2,3,4,5,6])
+challenger_values = Daru::Vector.new([7,8,9,10,11,12])
+mann_whitney_test = UMannWhitney.new(leader_values, challenger_values)
+
+mann_whitney_test.probability_z
+=> 0.0039477518569035475
+mann_whitney_test.probability_exact
+=> (1/462)
+```
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/movableink/u-mann-whitney.
+
+## License
+
+The gem is available as open source under the terms of the [MIT License](http://opensource.org/licenses/MIT).

data/Rakefile

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+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec)
+
+task :default => :spec

data/bin/bundler

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+#!/usr/bin/env ruby
+# frozen_string_literal: true
+#
+# This file was generated by Bundler.
+#
+# The application 'bundler' is installed as part of a gem, and
+# this file is here to facilitate running it.
+#
+
+require "pathname"
+ENV["BUNDLE_GEMFILE"] ||= File.expand_path("../../Gemfile",
+  Pathname.new(__FILE__).realpath)
+
+require "rubygems"
+require "bundler/setup"
+
+load Gem.bin_path("bundler", "bundler")

data/bin/console

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+#!/usr/bin/env ruby
+
+require "bundler/setup"
+require "u/mann/whitney"
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require "irb"
+IRB.start(__FILE__)

data/bin/distribution

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+#!/usr/bin/env ruby
+# frozen_string_literal: true
+#
+# This file was generated by Bundler.
+#
+# The application 'distribution' is installed as part of a gem, and
+# this file is here to facilitate running it.
+#
+
+require "pathname"
+ENV["BUNDLE_GEMFILE"] ||= File.expand_path("../../Gemfile",
+  Pathname.new(__FILE__).realpath)
+
+require "rubygems"
+require "bundler/setup"
+
+load Gem.bin_path("distribution", "distribution")

data/bin/htmldiff

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+#!/usr/bin/env ruby
+# frozen_string_literal: true
+#
+# This file was generated by Bundler.
+#
+# The application 'htmldiff' is installed as part of a gem, and
+# this file is here to facilitate running it.
+#
+
+require "pathname"
+ENV["BUNDLE_GEMFILE"] ||= File.expand_path("../../Gemfile",
+  Pathname.new(__FILE__).realpath)
+
+require "rubygems"
+require "bundler/setup"
+
+load Gem.bin_path("diff-lcs", "htmldiff")

data/bin/ldiff

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+#!/usr/bin/env ruby
+# frozen_string_literal: true
+#
+# This file was generated by Bundler.
+#
+# The application 'ldiff' is installed as part of a gem, and
+# this file is here to facilitate running it.
+#
+
+require "pathname"
+ENV["BUNDLE_GEMFILE"] ||= File.expand_path("../../Gemfile",
+  Pathname.new(__FILE__).realpath)
+
+require "rubygems"
+require "bundler/setup"
+
+load Gem.bin_path("diff-lcs", "ldiff")

data/bin/rake

@@ -0,0 +1,17 @@
+#!/usr/bin/env ruby
+# frozen_string_literal: true
+#
+# This file was generated by Bundler.
+#
+# The application 'rake' is installed as part of a gem, and
+# this file is here to facilitate running it.
+#
+
+require "pathname"
+ENV["BUNDLE_GEMFILE"] ||= File.expand_path("../../Gemfile",
+  Pathname.new(__FILE__).realpath)
+
+require "rubygems"
+require "bundler/setup"
+
+load Gem.bin_path("rake", "rake")

data/bin/rspec

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+#!/usr/bin/env ruby
+# frozen_string_literal: true
+#
+# This file was generated by Bundler.
+#
+# The application 'rspec' is installed as part of a gem, and
+# this file is here to facilitate running it.
+#
+
+require "pathname"
+ENV["BUNDLE_GEMFILE"] ||= File.expand_path("../../Gemfile",
+  Pathname.new(__FILE__).realpath)
+
+require "rubygems"
+require "bundler/setup"
+
+load Gem.bin_path("rspec-core", "rspec")

data/bin/setup

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+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/lib/u_mann_whitney/version.rb

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+class UMannWhitney
+  VERSION = "0.2.0"
+end

data/lib/u_mann_whitney.rb

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+require 'u_mann_whitney/version'
+require 'distribution'
+require 'daru'
+
+#
+# = U Mann-Whitney test
+#
+# Non-parametric test for assessing whether two independent samples
+# of observations come from the same distribution.
+#
+# == Assumptions
+#
+# * The two samples under investigation in the test are independent of each other and the observations within each sample are independent.
+# * The observations are comparable (i.e., for any two observations, one can assess whether they are equal or, if not, which one is greater).
+# * The variances in the two groups are approximately equal.
+#
+# Higher differences of distributions correspond to
+# to lower values of U.
+#
+class UMannWhitney
+  # Max for m*n allowed for exact calculation of probability
+  MAX_MN_EXACT=10000
+
+  def self.u_mannwhitney(v1, v2)
+    new(v1,v2)
+  end
+
+  # U sampling distribution, based on Dinneen & Blakesley (1973) algorithm.
+  # This is the algorithm used on SPSS.
+  #
+  # Parameters:
+  # * <tt>n1</tt>: group 1 size
+  # * <tt>n2</tt>: group 2 size
+  # == Reference:
+  # * Dinneen, L., & Blakesley, B. (1973). Algorithm AS 62: A Generator for the Sampling Distribution of the Mann- Whitney U Statistic. <em>Journal of the Royal Statistical Society, 22</em>(2), 269-273
+  #
+  def self.u_sampling_distribution_as62(n1,n2)
+
+    freq=[]
+    work=[]
+    mn1=n1*n2+1
+    max_u=n1*n2
+    minmn=n1<n2 ? n1 : n2
+    maxmn=n1>n2 ? n1 : n2
+    n1=maxmn+1
+    (1..n1).each{|i| freq[i]=1}
+    n1+=1
+    (n1..mn1).each{|i| freq[i]=0}
+    work[1]=0
+    xin=maxmn
+    (2..minmn).each do |i|
+      work[i]=0
+      xin=xin+maxmn
+      n1=xin+2
+      l=1+xin.quo(2)
+      k=i
+      (1..l).each do |j|
+        k=k+1
+        n1=n1-1
+        sum=freq[j]+work[j]
+        freq[j]=sum
+        work[k]=sum-freq[n1]
+        freq[n1]=sum
+      end
+    end
+
+    # Generate percentages for normal U
+    dist=(1+max_u/2).to_i
+    freq.shift
+    total=freq.inject(0) {|a,v| a+v }
+    (0...dist).collect {|i|
+      if i!=max_u-i
+        ues=freq[i]*2
+      else
+        ues=freq[i]
+      end
+      ues.quo(total)
+    }
+  end
+
+  # Sample 1 Rank sum
+  attr_reader :r1
+  # Sample 2 Rank sum
+  attr_reader :r2
+  # Sample 1 U (useful for demostration)
+  attr_reader :u1
+  # Sample 2 U (useful for demostration)
+  attr_reader :u2
+  # U Value
+  attr_reader :u
+  # Value of compensation for ties (useful for demostration)
+  attr_reader :t
+  # Name of test
+  attr_accessor :name
+  #
+  # Create a new U Mann-Whitney test
+  # Params: Two Daru::Vectors
+  #
+  def initialize(v1,v2, opts=Hash.new)
+    @v1      = v1
+    @v2      = v2
+    v1_valid = v1.reject_values(*Daru::MISSING_VALUES).reset_index!
+    v2_valid = v2.reject_values(*Daru::MISSING_VALUES).reset_index!
+    @n1      = v1_valid.size
+    @n2      = v2_valid.size
+    data     = Daru::Vector.new(v1_valid.to_a + v2_valid.to_a)
+    groups   = Daru::Vector.new(([0] * @n1) + ([1] * @n2))
+    ds       = Daru::DataFrame.new({:g => groups, :data => data})
+    @t       = nil
+    @ties    = data.to_a.size != data.to_a.uniq.size
+    if @ties
+      adjust_for_ties(ds[:data])
+    end
+    ds[:ranked] = ds[:data].ranked
+    @n = ds.nrows
+
+    @r1 = ds.filter_rows { |r| r[:g] == 0}[:ranked].sum || 0
+    @r2 = ((ds.nrows * (ds.nrows + 1)).quo(2)) - r1
+    @u1 = r1 - ((@n1 * (@n1 + 1)).quo(2))
+    @u2 = r2 - ((@n2 * (@n2 + 1)).quo(2))
+    @u  = (u1 < u2) ? u1 : u2
+    opts_default = { :name=>_("Mann-Whitney's U") }
+    @opts = opts_default.merge(opts)
+    opts_default.keys.each {|k|
+      send("#{k}=", @opts[k])
+    }
+  end
+  def report_building(generator) # :nodoc:
+    generator.section(:name=>@name) do |s|
+      s.table(:name=>_("%s results") % @name) do |t|
+        t.row([_("Sum of ranks %s") % @v1.name, "%0.3f" % @r1])
+        t.row([_("Sum of ranks %s") % @v2.name, "%0.3f" % @r2])
+        t.row([_("U Value"), "%0.3f" % @u])
+        t.row([_("Z"), "%0.3f (p: %0.3f)" % [z, probability_z]])
+        if @n1*@n2<MAX_MN_EXACT
+          t.row([_("Exact p (Dinneen & Blakesley, 1973):"), "%0.3f" % probability_exact])
+        end
+      end
+    end
+  end
+  # Shim for gettext
+  def _(t)
+    t
+  end
+  # Exact probability of finding values of U lower or equal to sample on U distribution. Use with caution with m*n>100000.
+  # Uses u_sampling_distribution_as62
+  def probability_exact
+    dist = UMannWhitney.u_sampling_distribution_as62(@n1,@n2)
+    sum = 0
+    (0..@u.to_i).each {|i|
+      sum+=dist[i]
+    }
+    sum
+  end
+  # Adjunt for ties.
+  #
+  # == Reference:
+  # * http://europe.isixsigma.com/library/content/c080806a.asp
+  def adjust_for_ties(data)
+    @t = data.frequencies.to_h.find_all { |k,v| v > 1 }.inject(0) { |a,v|
+      a + (v[1]**3 - v[1]).quo(12)
+    }
+  end
+
+  private :adjust_for_ties
+
+  # Z value for U, with adjust for ties.
+  # For large samples, U is approximately normally distributed.
+  # In that case, you can use z to obtain probabily for U.
+  # == Reference:
+  # * SPSS Manual
+  def z
+    mu=(@n1*@n2).quo(2)
+    if(!@ties)
+      ou=Math::sqrt(((@n1*@n2)*(@n1+@n2+1)).quo(12))
+    else
+      n=@n1+@n2
+      first=(@n1*@n2).quo(n*(n-1))
+      second=((n**3-n).quo(12))-@t
+      ou=Math::sqrt(first*second)
+    end
+    (@u-mu).quo(ou)
+  end
+  # Assuming H_0, the proportion of cdf with values of U lower
+  # than the sample, using normal approximation.
+  # Use with more than 30 cases per group.
+  def probability_z
+    (1-Distribution::Normal.cdf(z.abs()))*2
+  end
+end

data/u-mann-whitney.gemspec

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+# coding: utf-8
+lib = File.expand_path("../lib", __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require "u_mann_whitney/version"
+
+Gem::Specification.new do |spec|
+  spec.name          = "u-mann-whitney"
+  spec.version       = UMannWhitney::VERSION
+  spec.authors       = ["Claudio Bustos", "Carlos Agarie", "Extracted by Michael Nutt"]
+  spec.email         = ["michael@nuttnet.net"]
+
+  spec.summary       = %q{Non-parametric test for assessing whether two independent samples of observations come from the same distribution. Extracted from StatSample (https://github.com/sciruby/statsample)}
+  spec.description   = %q{Non-parametric test for assessing whether two independent samples of observations come from the same distribution. Extracted from StatSample (https://github.com/sciruby/statsample)}
+  spec.homepage      = "https://github.com/movableink/u-mann-whitney"
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files -z`.split("\x0").reject do |f|
+    f.match(%r{^(test|spec|features)/})
+  end
+
+  spec.bindir        = "exe"
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+  spec.add_runtime_dependency "daru", "~> 0.1"
+  spec.add_runtime_dependency "distribution", "~> 0.7"
+
+  spec.add_development_dependency "bundler", "~> 1.15"
+  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency "rspec", "~> 3.0"
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: u-mann-whitney
+version: !ruby/object:Gem::Version
+  version: 0.2.0
+platform: ruby
+authors:
+- Claudio Bustos
+- Carlos Agarie
+- Extracted by Michael Nutt
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2018-01-08 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: daru
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.1'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.1'
+- !ruby/object:Gem::Dependency
+  name: distribution
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.7'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.7'
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.15'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.15'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+description: Non-parametric test for assessing whether two independent samples of
+  observations come from the same distribution. Extracted from StatSample (https://github.com/sciruby/statsample)
+email:
+- michael@nuttnet.net
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".rspec"
+- ".travis.yml"
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- bin/bundler
+- bin/console
+- bin/distribution
+- bin/htmldiff
+- bin/ldiff
+- bin/rake
+- bin/rspec
+- bin/setup
+- lib/u_mann_whitney.rb
+- lib/u_mann_whitney/version.rb
+- u-mann-whitney.gemspec
+homepage: https://github.com/movableink/u-mann-whitney
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.6.13
+signing_key: 
+specification_version: 4
+summary: Non-parametric test for assessing whether two independent samples of observations
+  come from the same distribution. Extracted from StatSample (https://github.com/sciruby/statsample)
+test_files: []