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May 24, 2017 17:41
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Quick unoptimized model to perform certain stat operations
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module Statistics | |
def self.sum(data) | |
data.inject(0.0) { |s, val| s + val } | |
end | |
def self.mean(data) | |
sum(data) / data.size | |
end | |
def self.median(data) | |
data.sort[data.size / 2] | |
end | |
def self.mode(data) | |
val_counts = data.group_by { |v| v }.map { |k, v| [k, v.count] }.sort_by { |k, v| v }.reverse | |
val_counts.select { |k, v| v == val_counts[0][1] }.map { |k, _| k } | |
end | |
def self.stddev(data) | |
Math.sqrt(variance(data).abs) | |
end | |
def self.variance(data) | |
mu = mean(data) | |
squared_diff = data.map { |val| (mu - val) ** 2 } | |
sum(squared_diff) / (data.size == 1 ? 1 : data.size - 1) | |
end | |
def self.dot_product(x, y) | |
(0...x.size).inject(0) { |s, i| s + (x[i] * y[i]) } | |
end | |
def self.linear_reg(x, y) | |
m = s_xy(x, y) / s_xx(x) | |
b = mean(y) - (m * mean(x)) | |
[ m, b ] | |
end | |
def self.s_xy(x, y) | |
dot_product(x, y) - sum(x) * sum(y) / x.size | |
end | |
def self.s_xx(x) | |
dot_product(x, x) - sum(x) ** 2 / x.size | |
end | |
def self.sse(x, y, m, b) | |
dot_product(y, y) - m * dot_product(x, y) - b * sum(y) | |
end | |
def self.sst(y) | |
dot_product(y, y) - sum(y) ** 2 / y.size | |
end | |
def self.r(x, y) | |
s_xy(x, y) / (Math.sqrt(s_xx(x)) * Math.sqrt(s_xx(y))) | |
end | |
def self.r_squared(x, y, m, b) | |
1 - sse(x, y, m, b) / sst(y) | |
end | |
end |
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Thanks man. Updated the gist to take both of those into account