Module: Statsample::CovariateMatrix

Defined in:
lib/statsample/matrix.rb

Overview

Module to add method for variance/covariance and correlation matrices

Usage

matrix=Matrix[[1,2],[2,3]]
matrix.extend CovariateMatrix

Instance Method Summary collapse

Instance Method Details

#correlation ⇒ Object 



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# File 'lib/statsample/matrix.rb', line 123

def correlation
  if(type==:covariance)
  matrix=Matrix.rows(row_size.times.collect { |i|
    column_size.times.collect { |j|
      if i==j
        1.0
      else
        self[i,j].quo(Math::sqrt(self[i,i])*Math::sqrt(self[j,j]))
      end
    }
  })
  matrix.extend CovariateMatrix 
  matrix.fields_x=fields_x
  matrix.fields_y=fields_y
  matrix.type=:correlation
  matrix
  else
    self
  end
end

#fields ⇒ Object 



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# File 'lib/statsample/matrix.rb', line 143

def fields
  raise "Should be square" if !square?
  @fields_x
end

#fields=(v) ⇒ Object 



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# File 'lib/statsample/matrix.rb', line 147

def fields=(v)
  raise "Matrix should be square" if !square?
  @fields_x=v
  @fields_y=v
end

#fields_x ⇒ Object 



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# File 'lib/statsample/matrix.rb', line 160

def fields_x
  if @fields_x.nil?
    @fields_x=row_size.times.collect {|i| i} 
  end
  @fields_x
end

#fields_x=(v) ⇒ Object 



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# File 'lib/statsample/matrix.rb', line 152

def fields_x=(v)
  raise "Size of fields != row_size" if v.size!=row_size
  @fields_x=v
end

#fields_y ⇒ Object 



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# File 'lib/statsample/matrix.rb', line 166

def fields_y
  if @fields_y.nil?
    @fields_y=column_size.times.collect {|i| i} 
  end
  @fields_y
end

#fields_y=(v) ⇒ Object 



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# File 'lib/statsample/matrix.rb', line 156

def fields_y=(v)
  raise "Size of fields != column_size" if v.size!=column_size
  @fields_y=v
end

#name ⇒ Object 



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# File 'lib/statsample/matrix.rb', line 176

def name
  @name
end

#name=(v) ⇒ Object 



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# File 'lib/statsample/matrix.rb', line 173

def name=(v)
  @name=v
end

#report_building(generator) ⇒ Object 



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# File 'lib/statsample/matrix.rb', line 212

def report_building(generator)
  @name||= (type==:correlation ? "Correlation":"Covariance")+" Matrix"
  t=ReportBuilder::Table.new(:name=>@name, :header=>[""]+fields_y)
  row_size.times {|i|
    t.row([fields_x[i]]+@rows[i].collect {|i1| sprintf("%0.3f",i1).gsub("0.",".")})
  }
  generator.parse_element(t)
end

#submatrix(rows, columns = nil) ⇒ Object

Select a submatrix of factors. You could use labels or index to select the factors. If you don’t specify columns, will be equal to rows Example:

a=Matrix[[1.0, 0.3, 0.2], [0.3, 1.0, 0.5], [0.2, 0.5, 1.0]]
a.extends CovariateMatrix
a.labels=%w{a b c}
a.submatrix(%{c a}, %w{b})
=> Matrix[[0.5],[0.3]]
a.submatrix(%{c a})
=> Matrix[[1.0, 0.2] , [0.2, 1.0]]



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# File 'lib/statsample/matrix.rb', line 190

def submatrix(rows,columns=nil)
  columns||=rows
  # Convert all labels on index
  row_index=rows.collect {|v| 
    v.is_a?(Numeric) ? v : fields_x.index(v)
  }
  column_index=columns.collect {|v| 
    v.is_a?(Numeric) ? v : fields_y.index(v)
  }
  
  
  fx=row_index.collect {|v| fields_x[v]}
  fy=column_index.collect {|v| fields_y[v]}
    
  matrix= Matrix.rows(row_index.collect {|i|
    row=column_index.collect {|j| self[i,j]}})
  matrix.extend CovariateMatrix 
  matrix.fields_x=fx
  matrix.fields_y=fy
  matrix.type=type
  matrix
end

#summary ⇒ Object

Gives a nice



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# File 'lib/statsample/matrix.rb', line 102

def summary
  rp=ReportBuilder.new()
  rp.add(self)
  rp.to_text
end

#type ⇒ Object

Get type of covariate matrix. Could be :covariance or :correlation



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# File 'lib/statsample/matrix.rb', line 108

def type
  if row_size==column_size
    if row_size.times.find {|i| self[i,i]!=1.0}
      :covariance
    else
      :correlation
    end
  else
    @type
  end
  
end

#type=(t) ⇒ Object 



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# File 'lib/statsample/matrix.rb', line 120

def type=(t)
  @type=t
end