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@sstelfox
Last active May 24, 2017 17:41
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Quick unoptimized model to perform certain stat operations
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
@sstelfox
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Thanks man. Updated the gist to take both of those into account

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