gistfile1.rb

class FractionalIntegrator
  
  # Positive q is derivation
  # Negative q is integration
  def initialize(q = 0.5, history_length = 1000)
    @q = q
    @history = []
    @weights = []
    initialize_weights(q, history_length)
  end
  
  def add_number(number)
    @history.unshift number
    if @history.length > @weights.length
      # Do the coopmans approximation. Sorry cal.
      last = @history.pop
      @history[-1] += (last * @weights[-1])/2.0
    end
    self
  end
  
  alias :<< :add_number
  
  def max_history
    @weights.length
  end
  
  def to_f
    (0..@history.length-1).inject(0){ |sum,i| sum + @weights[i] * @history[i] }
  end
  
  def to_s
    to_f.to_s
  end
  
  private
  
  def initialize_weights(q, count)
    @weights[0] = 1.0
    (1..count-1).each do |k|
      @weights[k] = @weights[k-1] * ((k.to_f - 1.0 - q) / k.to_f)
    end
  end
  
end