Module: Enumerable

Defined in:
lib/floatstats.rb

Overview

expects floating point arrays

Class Method Summary collapse

Instance Method Summary collapse

Class Method Details

.distance(x, y) ⇒ Object 



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# File 'lib/floatstats.rb', line 59

def self.distance(x,y)
  x.zip(y).map{|i,j| i-j}
end

.pearson_correlation(x, y) ⇒ Object 



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# File 'lib/floatstats.rb', line 65

def self.pearson_correlation(x, y)
  xda = x.diffavg
  yda = y.diffavg
  num = self.product(xda, yda).sum
  den = Math.sqrt(xda.sum_of_squares * yda.sum_of_squares)
  num / den
end

.product(x, y) ⇒ Object

operations with 2 enumerable vectors



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# File 'lib/floatstats.rb', line 56

def self.product(x,y)
  x.zip(y).map{|i,j| i*j}
end

.ratio(x, y) ⇒ Object 



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# File 'lib/floatstats.rb', line 62

def self.ratio(x,y)
  x.zip(y).map{|i,j| i.to_f / j.to_f}
end

.spearman_rank(x, y) ⇒ Object 



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# File 'lib/floatstats.rb', line 72

def self.spearman_rank(x, y)
  n = x.size
  num = 6 * self.distance(x.rank, y.rank).sum_of_squares
  den = n * (n**2 - 1)
  1.0 - num.to_f/den.to_f 
end

.spearman_rank2(x, y) ⇒ Object 



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# File 'lib/floatstats.rb', line 78

def self.spearman_rank2(x, y)
  self.pearson_correlation(x.rank, y.rank)
end

Instance Method Details

#average ⇒ Object 



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# File 'lib/floatstats.rb', line 18

def average
  self.sum / self.length.to_f
end

#diffavg ⇒ Object 



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# File 'lib/floatstats.rb', line 21

def diffavg
  avg = self.average
  self.map{|v| v - avg}
end

#mad ⇒ Object

median absolute deviation



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# File 'lib/floatstats.rb', line 40

def mad # median absolute deviation
  med = self.median
  deviation_set = (self.map{|n| (n-med).abs }).sort.delete_if{|x| x == 0.0 }
  1.4826 * deviation_set.median # scale for consistency with std dev
end

#median ⇒ Object 



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# File 'lib/floatstats.rb', line 31

def median
  n = (self.length - 1) / 2
  n2 = (self.length) / 2
  if self.length % 2 == 0 # even case
    (self[n] + self[n2]) / 2
  else
    self[n]
  end
end

#rank ⇒ Object 



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# File 'lib/floatstats.rb', line 45

def rank
  ranked = []
  order = (0...self.size).to_a
  self.zip(order).sort{|a,b| b[0]<=>a[0]}.each_with_index do |elem, i|
    ranked[elem[1]] = i + 1 
  end
  ranked
end

#sample_variance ⇒ Object 



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# File 'lib/floatstats.rb', line 25

def sample_variance
  self.diffavg.sum_of_squares / self.length.to_f
end

#standard_deviation ⇒ Object 



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# File 'lib/floatstats.rb', line 28

def standard_deviation
  Math.sqrt(self.sample_variance)
end

#sum ⇒ Object 



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# File 'lib/floatstats.rb', line 12

def sum
  self.inject(0){|acc,i|acc + i}
end

#sum_of_squares ⇒ Object 



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# File 'lib/floatstats.rb', line 15

def sum_of_squares
  self.inject(0){|acc,i| acc + i**2}
end