Class: Statsample::Regression::Simple

Inherits:
Object
  • Object
show all
Defined in:
lib/statsample/regression/simple.rb

Overview

Class for calculation of linear regressions with form

y = a+bx

To create a SimpleRegression object:

  • SimpleRegression.new_from_dataset(ds,x,y)

  • SimpleRegression.new_from_vectors(vx,vy)

  • SimpleRegression.new_from_gsl(gsl)

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(init_method, *argv) ⇒ Simple

Returns a new instance of Simple.



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# File 'lib/statsample/regression/simple.rb', line 13

def initialize(init_method, *argv)
  self.send(init_method, *argv)
end

Instance Attribute Details

#a ⇒ Object

Returns the value of attribute a.



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# File 'lib/statsample/regression/simple.rb', line 11

def a
  @a
end

#b ⇒ Object

Returns the value of attribute b.



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# File 'lib/statsample/regression/simple.rb', line 11

def b
  @b
end

#chisq ⇒ Object

Returns the value of attribute chisq.



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# File 'lib/statsample/regression/simple.rb', line 11

def chisq
  @chisq
end

#cov00 ⇒ Object

Returns the value of attribute cov00.



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# File 'lib/statsample/regression/simple.rb', line 11

def cov00
  @cov00
end

#cov01 ⇒ Object

Returns the value of attribute cov01.



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# File 'lib/statsample/regression/simple.rb', line 11

def cov01
  @cov01
end

#covx1 ⇒ Object

Returns the value of attribute covx1.



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# File 'lib/statsample/regression/simple.rb', line 11

def covx1
  @covx1
end

#status ⇒ Object

Returns the value of attribute status.



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# File 'lib/statsample/regression/simple.rb', line 11

def status
  @status
end

Class Method Details

.new_from_dataset(ds, x, y) ⇒ Object

Create a simple regression using a dataset and two vector names.



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# File 'lib/statsample/regression/simple.rb', line 68

def new_from_dataset(ds,x,y)
  new(:init_vectors,ds[x],ds[y])
end

.new_from_gsl(ar) ⇒ Object

Create a regression object giving an array with following parameters: a,b,cov00, cov01, covx1, chisq, status Useful to obtain x and y values with a and b values.



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# File 'lib/statsample/regression/simple.rb', line 60

def new_from_gsl(ar)
  new(:init_gsl, *ar)
end

.new_from_vectors(vx, vy) ⇒ Object

Create a simple regression using two vectors



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# File 'lib/statsample/regression/simple.rb', line 64

def new_from_vectors(vx,vy)
  new(:init_vectors,vx,vy)
end

Instance Method Details

#r ⇒ Object

Value of r



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# File 'lib/statsample/regression/simple.rb', line 49

def r
  @b * (@vx.sds / @vy.sds)
end

#r2 ⇒ Object

Value of r^2



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# File 'lib/statsample/regression/simple.rb', line 53

def r2
  r**2
end

#sse ⇒ Object

Sum of square error



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# File 'lib/statsample/regression/simple.rb', line 29

def sse
  (0...@vx.size).inject(0) {|acum,i| acum+((@vy[i]-y(@vx[i]))**2)
  }
end

#ssr ⇒ Object

Sum of square regression



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# File 'lib/statsample/regression/simple.rb', line 37

def ssr
  vy_mean=@vy.mean
  (0...@vx.size).inject(0) {|a,i|
    a+((y(@vx[i])-vy_mean)**2)
  }

end

#sst ⇒ Object

Sum of square total



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# File 'lib/statsample/regression/simple.rb', line 45

def sst
  @vy.sum_of_squared_deviation
end

#standard_error ⇒ Object 



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# File 'lib/statsample/regression/simple.rb', line 33

def standard_error
  Math::sqrt(sse / (@vx.size-2).to_f)
end

#x(val_y) ⇒ Object

Obtain x value given y value x=(y-a)/b



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# File 'lib/statsample/regression/simple.rb', line 25

def x(val_y)
  (val_y-@a) / @b.to_f
end

#y(val_x) ⇒ Object

Obtain y value given x value x=a+bx



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# File 'lib/statsample/regression/simple.rb', line 20

def y(val_x)
  @a+@b*val_x
end