Module: Alglib

Defined in:
lib/alglib.rb,
lib/alglib/logit.rb,
lib/alglib/correlation.rb,
lib/alglib/linearregression.rb

Defined Under Namespace

Classes: LinearRegression, Logit

Constant Summary collapse

VERSION = 
'1.0.1'

Class Method Summary collapse

Class Method Details

.array_to_real1darray(a) ⇒ Object 



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# File 'lib/alglib.rb', line 24

def self.array_to_real1darray(a)
    v=Alglib_ext::Real1dArray.new
    Alglib_ext.array_to_real1d(a,v)
    v
end

.pearson_correlation(a, b) ⇒ Object

Retrieves Pearson correlation for two arrays



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# File 'lib/alglib/correlation.rb', line 3

def self.pearson_correlation(a,b)
    raise ArgumentError "argument should be the same size" if a.size!=b.size
    Alglib_ext::pearsoncorrelation(a,b,a.size)
end

.pearson_correlation_significance(r, size) ⇒ Object

Retrieves significance for pearson correlation for one or two tails Returns a hash with keys :both, :left and :right



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# File 'lib/alglib/correlation.rb', line 16

def self.pearson_correlation_significance(r,size)
    out={}
    out[:both], out[:left], out[:right] = Alglib_ext::pearsoncorrelationsignificance(r, size)
    out
end

.real2darray_to_array(a) ⇒ Object 



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# File 'lib/alglib.rb', line 30

def self.real2darray_to_array(a)
    lr=a.getlowbound(1)
    lc=a.getlowbound(2)
    hr=a.gethighbound(1)
    hc=a.gethighbound(2)
    out=[]
    (lr..hr).each{|x|
        row=[]
        (lc..hc).each{|y|
            row[y]=a[x,y]
        }
        out[x]=row
    }
    out
end

.spearman_correlation(a, b) ⇒ Object

Retrieves Spearman ranked correlation for two arrays Equal to Pearson correlation for ranked data



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# File 'lib/alglib/correlation.rb', line 10

def self.spearman_correlation(a,b)
    raise ArgumentError "argument should be the same size" if a.size!=b.size
    Alglib_ext::spearmanrankcorrelation(a,b,a.size)
end

.spearman_correlation_significance(r, size) ⇒ Object 



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# File 'lib/alglib/correlation.rb', line 21

def self.spearman_correlation_significance(r,size)
    out={}
    out[:both], out[:left], out[:right] = Alglib_ext::spearmanrankcorrelationsignificance(r, size)
    out
end