Class: Parameters

Inherits:
Object
  • Object
show all
Defined in:
lib/parameters.rb

Overview

object Coefficient

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(serie_a, serie_b) ⇒ Parameters

Returns a new instance of Parameters.



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# File 'lib/parameters.rb', line 9

def initialize(serie_a, serie_b)
  @a = calculate_a(serie_a, serie_b)
  @b = calculate_b(serie_a, serie_b)
  @coefficient = calculate_coefficient(serie_a, serie_b)
end

Instance Attribute Details

#a ⇒ Object

Returns the value of attribute a.



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# File 'lib/parameters.rb', line 7

def a
  @a
end

#b ⇒ Object

Returns the value of attribute b.



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# File 'lib/parameters.rb', line 7

def b
  @b
end

#coefficient ⇒ Object

Returns the value of attribute coefficient.



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# File 'lib/parameters.rb', line 7

def coefficient
  @coefficient
end

Instance Method Details

#calculate_a(serie_a, serie_b) ⇒ Object 



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# File 'lib/parameters.rb', line 32

def calculate_a(serie_a, serie_b)
  prod_variances(serie_a, serie_b).reduce(:+) / serie_a.squared_variances.reduce(:+)
end

#calculate_b(serie_a, serie_b) ⇒ Object 



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# File 'lib/parameters.rb', line 36

def calculate_b(serie_a, serie_b)
  serie_b.average - (@a * serie_a.average)
end

#calculate_coefficient(serie_a, serie_b) ⇒ Object

calculation of the slope between the 2 series sigma(xi - moy_x)(yi - moy y) / squared_root(sigma(xi - moy_x)^2) x squared_root(sigma(yi - moy_y)^2))



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# File 'lib/parameters.rb', line 17

def calculate_coefficient(serie_a, serie_b)
  sum_prod_variances = prod_variances(serie_a, serie_b).reduce(:+)
  squared_root_sum_variances_x = serie_a.squared_variances.reduce(:+)**0.5
  squared_root_sum_variances_y = serie_b.squared_variances.reduce(:+)**0.5
  sum_prod_variances / (squared_root_sum_variances_x * squared_root_sum_variances_y)
end

#prod_variances(serie_a, serie_b) ⇒ Object

array of (xi - moy_x)(yi - moy_y) i periods i periods



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# File 'lib/parameters.rb', line 26

def prod_variances(serie_a, serie_b)
  prod_variances = serie_a.variances.zip(serie_b.variances)
  prod_variances.map! { |couple| couple.reduce(:*) }
  prod_variances
end