https://github.com/davejacobs/stats

An experiment with stats, the Ruby way
https://github.com/davejacobs/stats

ruby statistics

Last synced: about 2 months ago
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An experiment with stats, the Ruby way

• Host: GitHub
• URL: https://github.com/davejacobs/stats
• Owner: davejacobs
• License: other
• Created: 2011-03-15T23:58:12.000Z (over 13 years ago)
• Default Branch: master
• Last Pushed: 2017-04-02T07:02:38.000Z (over 7 years ago)
• Last Synced: 2024-07-19T04:34:55.948Z (3 months ago)
• Topics: ruby, statistics
• Language: Ruby
• Homepage:
• Size: 420 KB
• Stars: 39
• Watchers: 2
• Forks: 4
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: COPYING

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README

        
# Stats #

## Description ##

This is a prototype of a statistical library for Ruby. Starting out, the purpose of the library is to be readable (for people studying statistics), to be well-tested (against R and Python statistical functions), and to be useful for Small Data. Big Data can come later, if I have enough fun. With `stats`, I aim to create an API that makes statistics intuitive and harder to mess up. For example, I'd like to take a stab at an assumption framework that can tag specific functions with assumptions that will throw warnings if they're not met.

---

## Try it out ##

Once this is stable and fully tested (it is so far for all the functions listed below), I'll consider publishing it as a gem. Until then, you can play around with `master`:

    brew install gsl

    git clone https://github.com/davejacobs/stats.git

    cd stats

    bundle

## Running tests ##

I've started integrating R into my tests to make testing as easy and repeatable as possible. I'm also planning to incorporate something like Randly to expand the values that I test.

To run tests:

    brew install homebrew/science/r

    rspec

## Progress ##

### For developers ###

- [x] Get Ruby GSL bindings (`gem install gsl`) to work on Ruby 2.0/OS X

- [ ] Implement gemspec so this is installable via git URL

### Distribution functions ###

I've added a wrapper around GSL distribution functions, for more intuitive access and testing.

- [x] Normal distribution - PDF & CDF

- [x] Chi square distribution - PDF & CDF

- [x] T distribution - PDF & CDF

- [x] F distribution - PDF & CDF

### Basic functions ###

- [x] Mean, arithmetic

- [x] Mean, geometric

- [x] Median

- [x] Mode

- [x] Variance

- [x] Standard deviation

- [x] Standard error of the mean (for samples only)

- [x] Relative standard error of the mean (for samples only)

- [x] Coefficient of variation

### Significance tests ###

- [x] Chi square

- [x] T-test, single sample

- [x] T-test, two-sample

- [x] T-test, repeated measures

- [x] Wilcoxon rank sum test

- [ ] Wilcoxon signed rank test

- [ ] Median test

- [ ] Kruskall-Wallis H test

- [ ] Friedman test

- [x] ANOVA, one-way

- [ ] Factorial ANOVA, two-way

- [ ] Factorial ANOVA, three-way

- [ ] ANOVA, repeated measures

- [ ] MANOVA

- [ ] ANCOVA

- [ ] Welch's ANOVA

- [ ] Fisher's least significant difference

### Regressions ###

- [ ] Linear regression

- [ ] Multiple linear regression

- [ ] Pearson's correlation

- [ ] Spearman correlation

### Support & other ###

- [x] Basic assumption framework

- [ ] Confidence intervals (general idea)

- [ ] Basic data structures

- [ ] Significance methods on data structures

- [ ] Test using R integration and something like [Rantly](https://github.com/hayeah/rantly)

## Resources ##

- [How to choose the right statistical test](http://www.graphpad.com/support/faqid/1790/)

- [Wilkinson's *Statistics Quiz* (RTF)](http://tspintl-test.com/products/tsp/benchmarks/wilk.rtf)

- Assessing the reliability of statistical software

  - [Part 1](http://www.questia.com/googleScholar.qst?docId=5001390400)

  - [Part 2](http://www.questia.com/googleScholar.qst?docId=5001888610)