Module: RandomWalk

Defined in:
lib/rbbt/statistics/random_walk.rb

Constant Summary collapse

COLORS = 
{
  :red =>   PNG::Color::Red,
  :green => PNG::Color::Green,
  :white => PNG::Color::White,
  :black => PNG::Color::Black,
  :gray => PNG::Color::Gray,
}

Class Attribute Summary collapse

Class Method Summary collapse

Class Attribute Details

.scoring_method ⇒ Object

Returns the value of attribute scoring_method.



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# File 'lib/rbbt/statistics/random_walk.rb', line 215

def scoring_method
  @scoring_method
end

Class Method Details

.combine(up, down) ⇒ Object 



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# File 'lib/rbbt/statistics/random_walk.rb', line 226

def self.combine(up, down)
  return down if up == 0
  return up if down == 0

  return up - down
  if (up > 0) == (down > 0)
    return 0
  else
    up - down
  end
end

.draw_hits(hits, total, filename = nil, options = {}) ⇒ Object 



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# File 'lib/rbbt/statistics/random_walk.rb', line 302

def self.draw_hits(hits, total, filename = nil, options = {})
  update = options[:update]

  size = options[:size] || total
  bg_color = options[:bg_color] || :white
  width = options[:width] || 20
  sections = options[:sections] || []

  size = [size, total].min
  canvas = PNG::Canvas.new size, width, COLORS[bg_color] || PNG::Color.from(bg_color)

  hits = hits.collect{|h| h - 1}
  if size < total
    hits = hits.collect{|h| (h.to_f * size / total).to_i}
  end

  sections.each{|color, info|
    start = info[0]
    finish = info[1]
    (start..finish).each{|x|
      (0..width - 1).each{|y|
        canvas[x,y] = COLORS[color]
      }
    }
  }

  hits.each{|hit|
    canvas.line hit, 0, hit , width - 1, PNG::Color::Black
  }

  png = PNG.new canvas

  if filename
    png.save filename
  else
    png.to_blob
  end
end

.permutations(size, total, missing = 0, times = 10_000) ⇒ Object 



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# File 'lib/rbbt/statistics/random_walk.rb', line 246

def self.permutations(size, total, missing = 0, times = 10_000)
  if size == 0
    [0] * times
  else
    (1..times).collect do
      p = []
      sample_without_replacement(total, size, p)

      score(p, total, missing).abs
    end
  end
end

.permutations_up_down(size_up, size_down, total, missing = 0, times = 10000) ⇒ Object 



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# File 'lib/rbbt/statistics/random_walk.rb', line 279

def self.permutations_up_down(size_up, size_down, total, missing = 0, times = 10000)
  (1..times).collect do
    score_up_down(Array.new(size_up){ (rand * total).to_i }.sort, Array.new(size_down){ (rand * total).to_i }.sort, total, missing).abs
  end
end

.persisted_permutations(size, total, missing = 0, times = 10_000) ⇒ Object 



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# File 'lib/rbbt/statistics/random_walk.rb', line 259

def self.persisted_permutations(size, total, missing = 0, times = 10_000)
  repo_file = "/tmp/rw_repo7"
  repo = Persist.open_tokyocabinet(repo_file, false, :float_array)
  key = Misc.digest([size, total, missing, times, scoring_method].inspect)
  begin
    repo.read
    if repo[key]
      repo[key]
    else
      p = permutations(size, total, missing, times)
      repo.write_and_close do
        repo[key] = p
      end
      p
    end
  ensure
    repo.close
  end
end

.pvalue(permutations, score) ⇒ Object 



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# File 'lib/rbbt/statistics/random_walk.rb', line 285

def self.pvalue(permutations, score)
  score = score.abs
  permutations.inject(1){|acc, per| 

    acc += 1 if per > score
    acc
  }.to_f / permutations.length
end

.score_up_down(up, down, total, missing = 0) ⇒ Object

Two sided



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# File 'lib/rbbt/statistics/random_walk.rb', line 239

def self.score_up_down(up, down, total, missing = 0)
  scores_up   = score(up, total, missing)
  scores_down = score(down, total, missing)

  combine(scores_up, scores_down)
end

.set_scoring(method) ⇒ Object 



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# File 'lib/rbbt/statistics/random_walk.rb', line 217

def set_scoring(method)
  scoring_method = method
  class << self; self end.send(:alias_method, :score, method.to_sym)
end