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Author SHA1 Message Date
Arthur Poulet 924893d02d
migrate 2019-02-18 12:09:58 +01:00
Arthur POULET 2c76ea54fc
Update readme 2018-11-30 00:56:32 +01:00
Arthur POULET 7c8a0e01ca
Merge branch 'fix-big' 2018-11-30 00:55:54 +01:00
Arthur POULET 0d9304d183
Bump v0.3.0 2018-11-30 00:55:40 +01:00
Arthur POULET 15aad6fd73
Fix some big test and functions 2018-11-30 00:55:08 +01:00
Arthur POULET 9739e3d42c
Fix coding style 2018-11-29 00:17:23 +01:00
Arthur POULET 7ba3ee31ee
Update README freq exemple 2018-11-29 00:08:19 +01:00
Arthur POULET 59fa29a95d
Update readme development section 2018-11-29 00:05:17 +01:00
Arthur POULET 2f0a0ad399
Dump version v0.2.6 2018-11-29 00:04:03 +01:00
Arthur POULET e82eac24e1
Add all_frequencies 2018-11-29 00:03:38 +01:00
Arthur POULET 6af7fa3a3e
Bump v0.2.5 2018-11-28 19:48:20 +01:00
Arthur POULET 9a3b930177
Add frequency of 2018-11-28 19:47:52 +01:00
Arthur POULET 4e9af8e8a3
Bump v0.2.4 2018-11-21 21:10:49 +01:00
Arthur POULET 5b1f28512e
Merge branch 'median_quartiles' of git://github.com/pyrokar/stats 2018-11-21 21:09:48 +01:00
Gunter Solf e009c2943d Add method quartiles 2018-11-14 22:18:47 +01:00
Arthur POULET d2408b7c66
Remove changelog file 2018-11-06 00:31:36 +01:00
Arthur POULET da2d6566c1
Update README.md 2018-11-06 00:31:28 +01:00
Arthur POULET 78025d09be
Dump version 0.2.3 2018-10-28 02:22:58 +01:00
Arthur POULET 93a1c0841c
Merge branch 'pyrokar-median_quartiles' 2018-10-28 02:21:47 +01:00
Gunter Solf 3b032c8973 Add median / quartiles 2018-10-20 15:26:35 +02:00
Arthur POULET 7b82b989bc Dump version v0.2.2 2018-10-17 10:01:59 +02:00
Arthur POULET 072ed3e455 Update and fix the README 2018-08-13 14:41:37 +02:00
Arthur POULET 4b7435ad9a
Merge branch 'kojix2-patch-1' 2018-02-03 16:32:11 +01:00
Arthur POULET f586adfe1c
Update README 2018-02-03 16:31:46 +01:00
Arthur POULET 90da6764cf
Update specs to 0.24.1 2018-02-03 16:31:14 +01:00
kojix2 c9f356795b fix typo in README.md 2018-02-03 22:49:50 +09:00
kojix2 b85095c51d change require big_int or big_float to big 2018-02-03 22:46:54 +09:00
Arthur POULET 8d37e7f5d6
Improve a bit the documentation, specs, minor bugfix 2017-07-08 02:57:07 +01:00
Arthur POULET 69f3647119
Add correlation coef 2017-07-08 02:39:07 +01:00
Arthur POULET 40cf508311
Update version
Change architecture

Upgrade crystal version

Change license to GPL-3

Add several new functions and helpers (radian/degree, means, macd, ...)
2017-07-06 15:02:13 +01:00
Arthur POULET 105799a6c2
Update readme: Working with crystal 0.23 2017-07-06 13:14:20 +01:00
Arthur POULET b66cec9d8b
Add basic MACD 2017-07-06 13:13:08 +01:00
Arthur POULET 5120570423
Rename quadratic mean 2017-07-06 12:53:08 +01:00
Arthur POULET 89b1bfe430
Add new means (geometric, harmonic) 2017-07-06 12:52:01 +01:00
Arthur POULET e1e52df242
Fix example in the readme 2017-07-06 03:36:06 +01:00
Arthur POULET 4bb139b4f3
Improve factorial module and some arc details 2017-07-06 03:32:49 +01:00
Arthur POULET 6f63b43fff
add root mean square 2017-07-06 03:28:24 +01:00
Arthur POULET 163ae26d66
Add variance / standard_deviation 2017-07-06 03:16:53 +01:00
Arthur POULET b955ef06dd
Add radian-degree conversion 2017-07-06 02:42:37 +01:00
Arthur POULET 0853be6b7a
Improve readme example 2017-07-05 16:44:04 +01:00
Arthur POULET 5fd9f504c4
Improve type inference 2017-07-05 16:27:53 +01:00
Arthur POULET 730f4f04f9
Move architecture 2017-07-05 16:08:04 +01:00
Arthur POULET 2443333bbf
Change LICENSE to GPL-3.0 2017-04-13 22:42:05 +01:00
Arthur POULET 7fda40ad05
Ugrade to crystal v0.20 2017-02-11 13:52:47 +00:00
Arthur POULET a071b2336a
Fix BigNumbers handlement 2016-10-12 11:43:26 +01:00
Arthur POULET e841b1f93c
fix format (crystal tool format) 2016-07-03 00:19:54 +02:00
Arthur POULET 97da757213
fix readme 2016-07-01 01:25:33 +02:00
39 changed files with 1449 additions and 212 deletions

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# v0.1.6
- Improve factorial (handle BigInt)
- Improve distributions (handle BigFloat and BigInt)
- Define more specs
- Improve Normale Distribution parameters (min-max instead of a-b)
# v0.1.5
- add specs for every function
- improve file architecture
# v0.1.4
- fix binomial distribution
# v0.1.3
- renamed crystal_proba to stats
# v0.1.2
- renamed CrystalProba to crystal_proba
# v0.1.0
## Added
- Initialization of the project
- The Binomial Distribution and Normale Distribution are added
- Basic specs are provided as documentation and unitary tests
- License set to MIT
- Compatibility with crystal v0.18
## Notes
- Project inherited from RubyBinomial and RubyNormale, from myself

687
LICENSE
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@ -1,21 +1,674 @@
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119
README.md
View File

@ -1,7 +1,9 @@
**Migrated to <https://git.sceptique.eu/Sceptique/stats>**
# stats
An expressive implementation of statistical distributions.
Compatible with crystal v0.18
Compatible with crystal v0.27.0.
## Installation
@ -9,30 +11,131 @@ Add this to your application's `shard.yml`:
```yaml
dependencies:
Stats:
github: Nephos/stats
stats:
git: https://git.sceptique.eu/Sceptique/stats
```
## Usage
### Include it
```crystal
require "stats"
include Stats
```
You should read the specs to understand how it works.
### Normal distribution
```crystal
NormaleDistribution::between standard_deviation: 15, esperance: 100, min: 85, max: 115 # => 0.6826894921370859
Math.binomial_distribution(tries: 3, probability: 0.5, success: 1) # => 0.375
NormaleDistribution.between # less_than, greater_than
standard_deviation: 15,
esperance: 100,
min: 85,
max: 115
# => 0.6826894921370859
```
### Binomial distribution
```crystal
Math.binomial_distribution(
tries: 3,
probability: 0.5,
success: 1)
# => 0.375
```
### Binomial coefficient
```crystal
Math.coef_binomial(5, 2) # => 10
```
### Factorial
```crystal
Math.factorial(4) # => 24
```
### Radian and degree
```crystal
90.radian # => (Math::PI / 2)
(Math::PI / 4) # => 45.0
```
### Series & Statistics
```crystal
[1, 2, 3].mean # => 2.0
[1, 2, 3].variance # => 0.6667
[1, 2, 3].standard_deviation # => 0.8165
[1, 2, 3].quadratic_mean # => 2.16
[2, 32].geometric_mean # => 8.0
[40, 60].harmonic_mean # => 48.0
[1,2,3,2,1].macd 3 # => [2.0, 2.333, 2.0]
```
### Correlations
```crystal
[1,2,3,4].covariance [4,2,1,0] # => -1.625
[1,2,3,4].correlation_coef [1,2,3,3] + 1 > 1.5 # => true
[1,2,3,4].correlation_coef [-14,14,101,-100] + 1 > 1.5 # => false
```
### Median
```crystal
[1, 2, 5].median # => 2.0
[42, 1337].median # => 685.5
```
### Quartiles & Boxplot
*Note: not big compatible yet*
```crystal
[1, 3, 5].first_quartile # => 2.0 (alias of lower_quartile)
[1, 3, 5].second_quartile # => 3.0 (alias of median)
[1, 3, 5].third_quartile # => 4.0 (alias of upper_quartile)
[1, 3, 5].quartiles # => [2.0, 3.0, 4.0] ([Q1, Q2, Q3])
```
```crystal
arr = [-23, -5, 2, 5, 5, 6, 7, 8, 14, 15, 42, 1337]
arr.first_quartile # => 3.5 (Q1)
arr.second_quartile # => 6.5 (Q2)
arr.third_quartile # => 14.5 (Q3)
arr.interquartile_range # => 11.0 (alias of iqr) (IQR = Q3 - Q1)
# Tukey's fences with k = 1.5 (default parameter value)
arr.lower_fence # => -13.0 (Q1 - 1.5 * IQR)
arr.upper_fence # => 31 (Q3 + 1.5 * IQR)
arr.lower_outliers # => [-23]
arr.upper_outliers # => [42, 1337]
# Tukey's fences with k = 3 for "far out" outliers
arr.upper_fence(3) # => 47.5 (Q3 + 3 * IQR)
arr.upper_outliers(3) # => [1337]
```
### Frequency
```crystal
[0, 1, 2, 3].frequency_of(0) # => 0.25 (amount of X in the population, by the size of the population)
[0, 0, 1, 2, 3].all_frequencies # => { 0 => 0.4, 1 => 0.2, 2 => 0.2, 3 => 0.2}
```
## Development
- The lib is adapted to be usable with BigInt and BigFloat values
- The lib should take care of "big" numbers
## Contributing
1. Fork it ( https://github.com/Nephos/crystal_proba/fork )
1. Fork it ( https://github.com/Nephos/stats/fork )
2. Create your feature branch (git checkout -b my-new-feature)
3. Commit your changes (git commit -am 'Add some feature')
4. Push to the branch (git push origin my-new-feature)

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@ -1,7 +1,7 @@
name: stats
version: 0.1.6
version: 0.3.0
authors:
- Arthur Poulet <arthur.poulet@mailoo.org>
license: MIT
license: GPL-3.0

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@ -1,35 +1,34 @@
describe Math do
include Stats
describe Math do
it "binomial_distribution" do
0.0.step(by: 0.1, limit: 1.0) do |proba|
0.0.step(by: 0.1, to: 1.0) do |proba|
Math.binomial_distribution(tries: 1, probability: proba, success: 1).should eq(proba)
end
Math.binomial_distribution(tries: 10, probability: 0.2, success: 3).round(3).should eq(0.201)
Math.binomial_distribution(tries: 10, probability: 0.2, success: 6).round(4).should eq(0.0055)
end
end
describe BinomialDistribution do
it "initialize" do
BinomialDistribution.new(0).should be_a(BinomialDistribution)
BinomialDistribution.new(1).should be_a(BinomialDistribution)
BinomialDistribution.new(100).should be_a(BinomialDistribution)
BinomialDistribution.new(1, 0).should be_a(BinomialDistribution)
BinomialDistribution.new(1, 0.5).should be_a(BinomialDistribution)
BinomialDistribution.new(1, 1).should be_a(BinomialDistribution)
BinomialDistribution(Int32, Float64).new(0).should be_a(BinomialDistribution(Int32, Float64))
BinomialDistribution(Int32, Float64).new(1).should be_a(BinomialDistribution(Int32, Float64))
BinomialDistribution(Int32, Float64).new(100).should be_a(BinomialDistribution(Int32, Float64))
BinomialDistribution(Int32, Int32).new(1, 0).should be_a(BinomialDistribution(Int32, Int32))
BinomialDistribution.new(1, 0.5).should be_a(BinomialDistribution(Int32, Float64))
BinomialDistribution.new(1, 1).should be_a(BinomialDistribution(Int32, Int32))
end
it "initialize errors" do
expect_raises { BinomialDistribution.new(-1) }
expect_raises { BinomialDistribution.new(0, -1) }
expect_raises { BinomialDistribution.new(0, 1.5) }
expect_raises(Math::DomainError) { BinomialDistribution(Int32, Float64).new(-1) }
expect_raises(Math::DomainError) { BinomialDistribution.new(0, -1) }
expect_raises(Math::DomainError) { BinomialDistribution.new(0, 1.5) }
end
it "distribute" do
b = BinomialDistribution.new(2, 0.5)
b.should be_a(BinomialDistribution)
b.should be_a(BinomialDistribution(Int32, Float64))
b.distribute(0).should eq 0.25
b.distribute(1).should eq 0.5
b.distribute(2).should eq 0.25
@ -38,9 +37,16 @@ describe BinomialDistribution do
b.distribute([2, 1]).should eq 0.75
end
it "with BitNumber" do
BinomialDistribution.new(
BigInt.new(1), BigFloat.new(1)).should be_a(BinomialDistribution)
it "with spaces tests" do
end
it "with BitNumber" do
BinomialDistribution.new(BigInt.new(1), BigFloat.new(1)).should be_a(BinomialDistribution(BigInt, BigFloat))
((a = BinomialDistribution.new(BigInt.new(10), BigFloat.new(0.02)).distribute(BigInt.new(1)..BigInt.new(10))) > 0.02).should be_true
((b = BinomialDistribution.new(BigInt.new(20), BigFloat.new(0.02)).distribute(BigInt.new(1)..BigInt.new(20))) > 0.02).should be_true
((c = BinomialDistribution.new(BigInt.new(50), BigFloat.new(0.02)).distribute(BigInt.new(1)..BigInt.new(50))) > 0.02).should be_true
(b > a).should be_true
(c > b).should be_true
# p a, b, c
end
end

15
spec/math/angle.cr Normal file
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@ -0,0 +1,15 @@
describe Math::Angle do
it "verify radian to degree" do
45.radian.should eq(Math::PI / 4)
90.radian.should eq(Math::PI / 2)
180.radian.should eq(Math::PI)
360.radian.should eq(Math::PI * 2)
end
it "verify degree to radian" do
(Math::PI / 4).degree.should eq(45)
(Math::PI / 2).degree.should eq(90)
(Math::PI).degree.should eq(180)
(Math::PI * 2).degree.should eq(360)
end
end

View File

@ -12,11 +12,11 @@ describe Math do
Math.coef_binomial(261, 262).should eq 0
Math.coef_binomial(261, 263).should eq 0
Math.coef_binomial(261, 26372).should eq 0
20.times {|i| Math.coef_binomial(i + 1, i + rand(1..5) + 1).should eq 0}
20.times { |i| Math.coef_binomial(i + 1, i + rand(1..5) + 1).should eq 0 }
end
it "coef binomial tests a = b" do
20.times {|i| Math.coef_binomial(i + 1, i + 1).should eq 1}
20.times { |i| Math.coef_binomial(i + 1, i + 1).should eq 1 }
end
it "coef_binomial with BigInt" do
@ -25,5 +25,4 @@ describe Math do
BigInt.new("fffffffffffffffffffffffffffffffe", 16),
BigInt.new("ffffffffffffffffffffffffffffffff", 16)).should eq 0
end
end

21
spec/math/correlation.cr Normal file
View File

@ -0,0 +1,21 @@
require "big"
describe Math::Correlation do
it "test basic confidence interval" do
arr1 = [1, 2, 2.5, 3, 3.5, 3.8, 4, 4.2, 4.4, 4.5]
arr2 = [1, 2, 3, 4, 5, 6.5, 8, 10, 12, 15]
arr1.mean.round(4).should eq 3.29
arr2.mean.round(4).should eq 6.65
arr1.size.should eq 10
arr2.size.should eq 10
arr1.covariance(arr2).round(4).should eq 4.2215
arr1.correlation_coef(arr2).round(4).should eq 0.8906
end
it "test big" do
[BigInt.new(1), 2].correlation_coef([2, 3])
[1, 2].correlation_coef([BigInt.new(2), 3])
[BigInt.new(1), 2].correlation_coef([BigInt.new(2), 3])
[1, 2].correlation_coef([BigInt.new(2), BigInt.new(3)])
end
end

View File

@ -1,5 +1,4 @@
describe Math do
it "factorial" do
Math.factorial(0).should eq 1
Math.factorial(1).should eq 1
@ -11,9 +10,8 @@ describe Math do
Math.factorial(6).should eq 720
end
it "factorial bigint" do
res = (1..20).to_a.reduce(BigInt.new 1) {|e, i| e * BigInt.new(i) }
Math.factorial(BigInt.new 20).should eq res
it "factorial big" do
res = (1..20).to_a.reduce(BigInt.new(1)) { |e, i| e * BigInt.new(i) }
Math.factorial(BigInt.new(20)).should eq res
end
end

34
spec/math/frequency.cr Normal file
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@ -0,0 +1,34 @@
FREQ_LIMIT = 100
describe Math::Frequency do
it "test trivia" do
([] of Int32).frequency_of(0).should eq 0.0
[0, 1, 2, 3].frequency_of(0).should eq 0.25
[0, 0, 1, 2, 3].frequency_of(0).should eq 0.40
[0, 0, 1, 2, 3].all_frequencies.should eq({0 => 0.4, 1 => 0.2, 2 => 0.2, 3 => 0.2})
# allfreq1 = [0, 0, 1, 2, 3].all_frequencies(2)
# allfreq1[1].should eq 0.4
# allfreq1.size.should eq 2
# expect_raises(Error) { [0, 0, 1, 2, 3].all_frequencies(2, true) }
end
it "test basic" do
FREQ_LIMIT.times do |modi|
modulo = modi + 1
# we should have the same or more because we don't / modulo in the freq
arr = FREQ_LIMIT.times.to_a.map { |e| e % modulo }
(arr.frequency_of(0) >= (1.0f64 / modulo)).should be_true
next if modulo <= 20
# make an array with less or equal amount of iterations
arr_less = FREQ_LIMIT.times.to_a.map { |e| e % (modulo + 5) }
(arr.frequency_of(0) >= arr_less.frequency_of(0)).should be_true
# make an array with more or equal amount of iterations
arr_more = FREQ_LIMIT.times.to_a.map { |e| e % (modulo - 5) }
(arr.frequency_of(0) <= arr_more.frequency_of(0)).should be_true
end
[0, 0, 0, 0, 1, 1, 1, 2, 2, 3].all_frequencies.should eq({0 => 0.4, 1 => 0.3, 2 => 0.2, 3 => 0.1})
end
end

11
spec/math/macd.cr Normal file
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@ -0,0 +1,11 @@
require "big"
describe Math::MACD do
it "test basic macd" do
[1, 2, 3, 2, 1].macd(3).map { |e| e.round(3) }.should eq [2, 2.333, 2]
end
it "test big basic macd" do
puts [BigInt.new(1), BigInt.new(2), BigInt.new(3), BigInt.new(2), 1].macd(3).map { |e| e.round(3) }.should eq [2, 2.333, 2]
end
end

43
spec/math/mean.cr Normal file
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@ -0,0 +1,43 @@
require "big"
describe Math::Mean do
it "test several basic mean special case" do
arr = ([] of Int32)
arr.mean.should eq 0.0
arr.quadratic_mean.should eq 0.0
arr.harmonic_mean.should eq 0.0
arr.geometric_mean.should eq 0.0
end
it "test mean on Array(Float64)" do
[1.0, 2.0, 3.0].mean.should eq 2.0
[1.0, 2.0, -3.0].mean.should eq 0.0
end
it "test mean on Array(Int32)" do
[1, 2, 3].mean.should eq 2.0
[1, 2, -3].mean.should eq 0.0
end
it "test mean on big" do
[BigInt.new(1), 2, 3].mean.should eq 2.0
[BigInt.new(1), BigInt.new(2), BigFloat.new(-3)].mean.should eq 0.0
end
it "test quadratic mean" do
[1, 2, 3, 2].quadratic_mean.round(4).should eq(2.1213)
[1, 2, 1, 5, 10, 9, 1, -13, 2].quadratic_mean.round(4).should eq(6.549)
end
it "test geometric mean" do
[2, 32].geometric_mean.should eq(8)
[10, 15].geometric_mean.round(2).should eq(12.25)
[5, 3, 12].geometric_mean.round(2).should eq(5.65)
[7, 9, 12].geometric_mean.round(2).should eq(9.11)
end
it "test harmonic mean" do
[1, 4, 1, 2].harmonic_mean.round(3).should eq(1.455)
[13, 23, 12, 44, 55].harmonic_mean.round(3).should eq(20.438)
end
end

23
spec/math/median.cr Normal file
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@ -0,0 +1,23 @@
require "big"
describe Math::Median do
it "test trivia" do
arr = ([] of Int32)
arr.median.should eq 0.0
end
it "test basic" do
[1.0, 2.0].median.should eq 1.5
[42, 1337].median.should eq 689.5
[1, 2, 5].median.should eq 2.0
[2, 5, 1].median.should eq 2.0
[4, 1, 1, 1, 2].median.should eq 1.0
end
it "test big" do
[BigInt.new(1.0), 2.0].median.should eq 1.5
[BigInt.new(1.0), BigFloat.new(2.0)].median.should eq 1.5
end
end

98
spec/math/quartile.cr Normal file
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@ -0,0 +1,98 @@
require "big"
module Math::Quartile
it "trivial" do
arr = [1, 3, 5]
arr.first_quartile.should eq 2.0
arr.second_quartile.should eq 3.0
arr.third_quartile.should eq 4.0
arr.quartiles.should eq [2.0, 3.0, 4.0]
arr.iqr.should eq 2.0
end
# TODO
# it "big" do
# arr = [BigInt.new(1), BigFloat.new(3), 5]
#
# arr.first_quartile.should eq 2.0
# arr.second_quartile.should eq 3.0
# arr.third_quartile.should eq 4.0
#
# arr.quartiles.should eq [2.0, 3.0, 4.0]
#
# arr.iqr.should eq 2.0
# end
it "odd size input" do
arr = [6, 7, 15, 36, 39, 40, 41, 42, 43, 47, 49]
arr.first_quartile.should eq 25.5
arr.second_quartile.should eq 40
arr.third_quartile.should eq 42.5
arr.quartiles.should eq [25.5, 40, 42.5]
arr.iqr.should eq 17.0
end
it "even size input" do
arr = [7, 15, 36, 39, 40, 41]
arr.first_quartile.should eq 15.0
arr.second_quartile.should eq 37.5
arr.third_quartile.should eq 40.0
arr.quartiles.should eq [15, 37.5, 40]
arr.iqr.should eq 25.0
end
it "complex" do
arr = [7, 7, 31, 31, 47, 75, 87, 115, 116, 119, 119, 155, 177]
arr.first_quartile.should eq 31
arr.second_quartile.should eq 87
arr.third_quartile.should eq 119
arr.quartiles.should eq [31, 87, 119]
arr.iqr.should eq 88
end
it "complex 2" do
# https://en.wikipedia.org/wiki/Quartile#Example_1
arr = [6, 7, 15, 36, 39, 40, 41, 42, 43, 47, 49]
arr.first_quartile.should eq 25.5
arr.second_quartile.should eq 40
arr.third_quartile.should eq 42.5
arr.quartiles.should eq [25.5, 40, 42.5]
arr.iqr.should eq 17
end
it "boxplot values" do
arr = [-23, -5, 2, 5, 5, 6, 7, 8, 14, 15, 42, 1337]
arr.first_quartile.should eq 3.5
arr.second_quartile.should eq 6.5
arr.third_quartile.should eq 14.5
arr.quartiles.should eq [3.5, 6.5, 14.5]
arr.iqr.should eq 11.0
arr.lower_fence.should eq -13.0
arr.upper_fence.should eq 31
arr.lower_outliers.should eq [-23]
arr.upper_outliers.should eq [42, 1337]
arr.upper_fence(3).should eq 47.5
arr.upper_outliers(3).should eq [1337]
end
end

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@ -0,0 +1,37 @@
describe Math::StandardDeviation do
it "test variance & std dev explained" do
arr = [1, 2, 3, 4, 4]
mean = (4 + 4 + 3 + 2 + 1) / 5.0
variance = ((4 - mean)**2 + (4 - mean)**2 + (3 - mean)**2 + (2 - mean)**2 + (1 - mean)**2) / 5.0
standard_deviation = Math.sqrt(variance)
arr.mean.should eq(mean)
arr.variance.should eq(variance)
arr.standard_deviation.should eq(standard_deviation)
end
it "test big" do
arr = [BigInt.new(1), BigFloat.new(2), 3, 4.0, 4]
mean = (4 + 4 + 3 + 2 + 1) / 5.0
variance = ((4 - mean)**2 + (4 - mean)**2 + (3 - mean)**2 + (2 - mean)**2 + (1 - mean)**2) / 5.0
standard_deviation = Math.sqrt(variance)
arr.mean.should eq(mean)
arr.variance.should eq(variance)
arr.standard_deviation.should eq(standard_deviation)
end
it "test standard deviation without explanations" do
arr = [1, 5, 23, 2, 0, 0, 1]
arr.mean.round(2).should eq 4.57
arr.variance.round(2).should eq 59.10
arr.standard_deviation.round(2).should eq 7.69
[1.0, 2.0, 3.0].variance.round(4).should eq(0.6667)
[1.0, 2.0, 3.0].standard_deviation.round(4).should eq(0.8165)
end
it "test several special case" do
arr = [] of Int32
arr.variance.should eq 0.0
arr.standard_deviation.should eq 0.0
end
end

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@ -1,3 +1,5 @@
include Stats
describe NormaleDistribution do
it "between" do
bet = NormaleDistribution.between standard_deviation: 1, esperance: 0, min: -1, max: 1
@ -8,11 +10,10 @@ describe NormaleDistribution do
end
describe NormaleDistribution::Persistant do
it "instances" do
NormaleDistribution::Persistant.new
NormaleDistribution::Persistant.new(standard_deviation: 12).standard_deviation.should eq(12)
NormaleDistribution::Persistant.new(esperance: 14).esperance.should eq(14)
NormaleDistribution::Persistant(Float64, Float64).new
NormaleDistribution::Persistant(Int32, Float64).new(standard_deviation: 12).standard_deviation.should eq(12)
NormaleDistribution::Persistant(Float64, Int32).new(esperance: 14).esperance.should eq(14)
end
it "instances with BigNumber" do
@ -29,8 +30,8 @@ describe NormaleDistribution::Persistant do
end
it "centroid" do
[0.1, 1, 2, 4.1324].each do |space|
[0, 1, -1, 12, 41, 0.2, 0.233].each do |center|
[0.1, 1.0, 2.0, 4.1324].each do |space|
[0.0, 1.0, -1.0, 12.0, 41.0, 0.2, 0.233].each do |center|
rule = NormaleDistribution::Persistant.new standard_deviation: space, esperance: center
[0.2, 0.4, 0.45, 0.55, 0.94, 1.1].each do |diff|
(-rule.between(diff, center)).should eq(rule.between(center, diff))
@ -40,8 +41,7 @@ describe NormaleDistribution::Persistant do
end
it "must fail" do
expect_raises { NormaleDistribution::Persistant.new standard_deviation: -1 }
expect_raises { NormaleDistribution::Persistant.new standard_deviation: 0 }
expect_raises(ArgumentError) { NormaleDistribution::Persistant(Int32, Float64).new standard_deviation: -1 }
expect_raises(ArgumentError) { NormaleDistribution::Persistant(Int32, Float64).new standard_deviation: 0 }
end
end

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@ -1,12 +1,12 @@
class BinomialDistribution
@n : Int::All
@p : Number::All
class Stats::BinomialDistribution(N, P)
getter n : N
getter p : P
# @param n [Fixnum] number of tries
# @param p [Float] probability of success
# @note if no probability is defined, the default value will be 0.5
def initialize(@n, @p = 0.5)
#
# NOTE if no probability is defined, the default value will be 0.5
def initialize(@n : N, @p : P = 0.5)
raise Math::DomainError.new "The argument `p` `#{@p}` is not in greater or equal to 0" if @p < 0.0
raise Math::DomainError.new "The argument `p` `#{@p}` is not in lesser or equal to 1" if @p > 1.0
raise Math::DomainError.new "The argument `n` `#{@n}` is not in greater or equal to 0" if @n < 0.0
@ -17,17 +17,15 @@ class BinomialDistribution
end
# @param k [Fixnum] number of test successful.
# @return [Float] probability
# TODO : Enumerable of Int
#
# TODO : Enumerable of Int
def distribute(k : Enumerable)
k.map{|p| distribute(p) }.reduce{|a, b| a + b}
k.map { |p| distribute(p) }.reduce { |a, b| a + b }
end
# @param k [Enumerable] list of number of test successful.
# @return [Float] probability
def distribute(k : Int::All)
def distribute(k : Int)
raise Math::SuperiorityError.new "the number of success must be lesser or equal to the number of tries (#{@n})" if k > @n
Math.coef_binomial(@n, k) * (@p**k) * ((1 - @p) ** (@n - k))
end
end

1
src/lib/math.cr Normal file
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@ -0,0 +1 @@
require "./math/*"

14
src/lib/math/angles.cr Normal file
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@ -0,0 +1,14 @@
module Math::Angle
# Convert degree to radian
def radian
(Math::PI * self) / 180
end
def degree
(self * 180) / (Math::PI)
end
end
abstract struct Number
include Math::Angle
end

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@ -1,23 +1,34 @@
require "big_int"
require "big_float"
# This file defines new operations on big numbers with native data types
# :nodoc:
require "big"
{% for klass in [Float32, Float64, Int8, Int16, Int32, Int64, UInt8, UInt16, UInt32, UInt64] %}
# :nodoc:
struct {{klass}}
{% for op in ["+", "-", "*", "%", "/"] %}
{% for other_klass in [BigFloat, BigInt] %}
# :nodoc:
def {{op.id}}(other : {{other_klass}})
{{other_klass}}.new(self) {{op.id}} other
end
{% end %}
{% end %}
# :nodoc:
def unsafe_div(other : BigInt)
BigInt.new(self) / other
end
# :nodoc:
def unsafe_mod(other : BigInt)
BigInt.new(self) % other
end
end
{% end %}
# :nodoc:
struct BigInt
{% for op in ["+", "-", "*", "%", "/"] %}
def {{op.id}}(other : Float::Primitive)
@ -28,4 +39,8 @@ struct BigInt
def /(other : BigFloat)
self / other
end
def unsafe_shr(other : Int::All)
BigInt.new(self) ** other
end
end

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@ -0,0 +1,22 @@
# :nodoc:
require "big"
require "./factorial"
module Math
include Math::Factorial
# Computes the binomial coefficient of (n, k)
def coef_binomial(n : Int, k : Int)
return 0 if n < 0 || k < 0 || n < k
# puts "n=#{n},k=#{k},n-k=#{n - k}, factorial(#{n})=#{factorial(n)}, (factorial(#{n}) * factorial(#{n - k}))=#{(factorial(k) * factorial(n - k))}"
return factorial(n) / (factorial(k) * factorial(n - k))
end
# Computes the Binomial distributions of *success* among *tries* given a *probability* of success.
#
# NOTE if no named parameters are used, then it will try to use the unamed parameters (tries, success, probability).
def binomial_distribution(tries : Int, success : Int, probability : Number)
Stats::BinomialDistribution(typeof(tries), typeof(probability)).new(n: tries, p: probability).distribute(success)
end
end

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@ -0,0 +1,25 @@
require "./std_dev"
module Math::Correlation
# Computes the correlation coefficient with another list
def correlation_coef(rhs : Enumerable)
raise "Impossible to computes the covariance for #{rhs.size} list (require #{size})" if rhs.size != size
e = self.standard_deviation * rhs.standard_deviation
covariance(rhs) / e
end
# Computes the covariance with another list
def covariance(rhs : Enumerable)
raise "Impossible to computes the covariance for #{rhs.size} list (require #{size})" if rhs.size != size
e = self.mean * rhs.mean
self.zip(rhs).map do |t|
x = t[0]
y = t[1]
x*y - e
end.mean
end
end
module Enumerable(T)
include Math::Correlation
end

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@ -1,4 +1,7 @@
module Math
# :nodoc:
class SuperiorityError < Exception; end
# :nodoc:
class DomainError < Exception; end
end

10
src/lib/math/factorial.cr Normal file
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@ -0,0 +1,10 @@
module Math
module Factorial
# A factorial(N) = 1x2x3x...xN
def factorial(n : Number)
raise Math::DomainError.new "The argument must be a natural (out of domain -- factorial)" if n < 0
return (typeof(n)).new(1) if n == 0
return (1..n).to_a.reduce((typeof(n)).new(1)) { |a, b| a * b }
end
end
end

18
src/lib/math/frequency.cr Normal file
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@ -0,0 +1,18 @@
module Math::Frequency(T)
def frequency_of(value : T) : Float64
return 0.0f64 if empty?
count { |curr| curr == value }.to_f64 / size.to_f64
end
def all_frequencies : Hash(T, Float64)
values = to_set
frequencies = Hash(T, Float64).new(0.0f64, values.size)
each { |value| frequencies[value] += 1 }
frequencies.each { |k, _| frequencies[k] = frequencies[k] / size }
frequencies
end
end
module Enumerable(T)
include Math::Frequency(T)
end

34
src/lib/math/macd.cr Normal file
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@ -0,0 +1,34 @@
module Math::MACD
# Computes the MACD (sliding mean) over N values.
# It will return another list of *size - n + 1* elements, because it is not
# possible to computes the n/2 first and lasts means.
# NOTE for now it is impossible to computes a MACD with a pair window (n should be odd)
#
# TODO: maybe computing a reduced MACD is good solution against reduced returns ?
def macd(n : Int)
((n.odd?) ? macd_odd(n) : macd_pair(n)).compact
end
# :nodoc:
#
# MACD computation if n is odd
private def macd_odd(n)
map_with_index do |_, i|
next if i < n / 2
next if i + n / 2 >= size
range = (i - n / 2)..(i + n / 2)
self[range].mean
end
end
# :nodoc:
#
# MACD computation if n is pair
private def macd_pair(n)
raise ArgumentError.new "The MACD should be computed for an odd window (you should retry with #{n + 1})"
end
end
module Enumerable(T)
include Math::MACD
end

34
src/lib/math/mean.cr Normal file
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@ -0,0 +1,34 @@
module Math::Mean
# Standard arithmetic mean
# TODO: Handle big Float/Int
def mean
return 0.0_f64 if empty?
sum.to_f64 / size.to_f64
end
# The root square mean of the list.
# TODO: Handle big Float/Int
def quadratic_mean
return 0.0_f64 if empty?
Math.sqrt map { |e| e ** 2 }.mean
end
# The geometric mean of the list.
# For [a, b], a/c = c/b; c**2 = a*b
# TODO: Handle big Float/Int
def geometric_mean
return 0.0_f64 if empty?
reduce { |l, r| l * r } ** (1.0 / size.to_f64)
end
# The harmonic mean of the list.
# TODO: Handle big Float/Int
def harmonic_mean
return 0.0_f64 if empty?
size.to_f64 / map { |e| 1.0 / e }.sum
end
end
module Enumerable(T)
include Math::Mean
end

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src/lib/math/median.cr Normal file
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@ -0,0 +1,13 @@
module Math::Median
def median
return 0.0_f64 if empty?
sorted = sort
size = size()
return sorted[(size - 1) / 2] / 1.0 if size.odd?
(sorted[(size / 2) - 1] + sorted[size / 2]) / 2.0
end
end
module Enumerable(T)
include Math::Median
end

70
src/lib/math/quartile.cr Normal file
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@ -0,0 +1,70 @@
# There are several methods for computing the quartiles of an array.
#
# This library utilizes the method proposed by John Tukey
# https://en.wikipedia.org/wiki/Quartile#Method_2
#
module Math::Quartile
def lower_quartile : Float64
return 0.0_f64 if empty?
m = self.median
lower_half = self.select { |i| i <= m }
lower_half.median
end
# alias
def first_quartile : Float64
lower_quartile
end
# alias
def second_quartile : Float64
median
end
def upper_quartile : Float64
return 0.0_f64 if empty?
m = self.median
upper_half = self.select { |i| i >= m }
upper_half.median
end
# alias
def third_quartile : Float64
upper_quartile
end
def quartiles : Array(Float64)
[first_quartile, second_quartile, third_quartile]
end
def iqr : Float64
third_quartile - first_quartile
end
# alias
def interquartile_range : Float64
iqr
end
def lower_fence(k : Number = 1.5) : Float64
lower_quartile - k * iqr
end
def upper_fence(k : Number = 1.5) : Float64
upper_quartile + k * iqr
end
def lower_outliers(k : Number = 1.5) : Array
lf = lower_fence k
self.select { |i| i < lf }
end
def upper_outliers(k : Number = 1.5) : Array
uf = upper_fence k
self.select { |i| i > uf }
end
end
module Enumerable(T)
include Math::Quartile
end

19
src/lib/math/std_dev.cr Normal file
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@ -0,0 +1,19 @@
require "./mean"
module Math::StandardDeviation
# Squared deviation from the mean.
def variance
return 0.0_f64 if empty?
mean = mean()
self.map { |e| (e - mean)**2 }.mean
end
# Population standard deviation.
def standard_deviation
Math.sqrt variance
end
end
module Enumerable(T)
include Math::StandardDeviation
end

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@ -0,0 +1,20 @@
require "./normale_distribution/persistant"
module Stats::NormaleDistribution
extend self
# Gives the probability of [ min; max ] for a normal distribution (*standard_deviation*)
def between(standard_deviation : Number, esperance : Number, min : Number, max : Number)
Stats::NormaleDistribution::Persistant.new(standard_deviation: standard_deviation, esperance: esperance).between min, max
end
# Gives the probability of [ min; +inf [ for a normal distribution (*standard_deviation*)
def greater_than(standard_deviation : Number, esperance : Number, min : Number)
Stats::NormaleDistribution::Persistant.new(standard_deviation: standard_deviation, esperance: esperance).greater_than min
end
# Gives the probability of ] -inf; max ] for a normal distribution (*standard_deviation*)
def less_than(standard_deviation : Number, esperance : Number, max : Number)
Stats::NormaleDistribution::Persistant.new(standard_deviation: standard_deviation, esperance: esperance).less_than max
end
end

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@ -0,0 +1,33 @@
class Stats::NormaleDistribution::Persistant(D, E)
property standard_deviation : D
property esperance : E
# Create a new normale distribution
def initialize(@standard_deviation : D = 1.0, @esperance : E = 0.0)
raise ArgumentError.new "standard_deviation must be > 0" unless @standard_deviation > 0.0
end
# Gives the probability of [ min; +inf [
def greater_than(min : Number)
1.0 - repartition(min)
end
# Gives the probability of ] -inf; max ]
def less_than(max : Number)
repartition max
end
# Gives the probability of [ min; max ]
def between(min : Number, max : Number)
repartition(max) - repartition(min)
end
# private def density(t : Number::All)
# 1.0 / (standard_deviation * (2 * Math::PI) ** 0.5) * Math::exp((t - esperance) / (2 * standard_deviation))
# end
private def repartition(t : Number)
erf = (t - esperance) / (standard_deviation * 2.0**0.5)
0.5 * (1.0 + Math.erf(erf))
end
end

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@ -1,8 +1,4 @@
#require "big_int"
#require "big_float"
require "./stats/*"
require "./stats/math/*"
# require "big"
module Stats
# TODO Put your code here
end
require "./stats/*"
require "./lib/*"

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@ -1,21 +0,0 @@
require "./factorial"
require "big_int"
module Math
{% for num_type in [Int8, Int16, Int32, Int64, UInt8, UInt16, UInt32, UInt64, BigInt] %}
include Math::Factorial({{num_type}})
{% end %}
extend self
def coef_binomial(n : Int::All, k : Int::All)
return 0 if n < 0 || k < 0 || n < k
return factorial(n) / (factorial(k) * factorial(n - k))
end
# @note if no named parameters are used, then it will try to use the unamed parameters (tries, success, probability)
def binomial_distribution(tries : Int::All, success : Int::All, probability : Number::All)
BinomialDistribution.new(n: tries, p: probability).distribute(success)
end
end

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@ -1,11 +0,0 @@
module Math
module Factorial(U)
def factorial(n : U)
raise Math::DomainError.new "The argument must be a natural (out of domain -- factorial)" if n < 0
return U.new(1) if n == 0
return (1..n).to_a.reduce(U.new(1)){|a, b| a * b}
end
end
end

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@ -1,12 +0,0 @@
abstract struct Int
alias All = Int::Primitive | BigInt
end
require "big_float"
abstract struct Float
alias All = Float::Primitive | BigFloat #| BigRational
end
abstract struct Number
alias All = Int::All | Float::All
end

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@ -1,19 +0,0 @@
require "./normale_distribution/persistant"
module NormaleDistribution
def between(standard_deviation : Number::All, esperance : Number::All, min : Number::All, max : Number::All)
NormaleDistribution::Persistant.new(standard_deviation: standard_deviation, esperance: esperance).between min, max
end
def greater_than(standard_deviation : Number::All, esperance : Number::All, min : Number::All)
NormaleDistribution::Persistant.new(standard_deviation: standard_deviation, esperance: esperance).greater_than min
end
def less_than(standard_deviation : Number::All, esperance : Number::All, max : Number::All)
NormaleDistribution::Persistant.new(standard_deviation: standard_deviation, esperance: esperance).less_than max
end
extend self
end

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@ -1,36 +0,0 @@
module NormaleDistribution
class Persistant
getter standard_deviation, esperance
setter standard_deviation, esperance
@standard_deviation : Number::All
@esperance : Number::All
def initialize(@standard_deviation = 1.0, @esperance = 0.0)
raise ArgumentError.new "standard_deviation must be > 0" unless @standard_deviation > 0.0
end
def greater_than(min : Number::All)
1.0 - repartition(min)
end
def less_than(max : Number::All)
repartition max
end
def between(min : Number::All, max : Number::All)
repartition(max) - repartition(min)
end
private def density(t : Number::All)
#1.0 / (standard_deviation * (2 * Math::PI) ** 0.5) * Math::exp((t - esperance) / (2 * standard_deviation)))
end
private def repartition(t : Number::All)
erf = (t - esperance) / (standard_deviation * 2.0**0.5)
0.5 * (1.0 + Math.erf(erf))
end
end
end

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@ -1,3 +1,3 @@
module Stats
VERSION = "0.1.0"
VERSION = "0.3"
end