Class: ExoBasic::AvgMeta

Inherits:
Object
  • Object
show all
Defined in:
lib/exobasic/stats/avg_meta.rb

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize ⇒ AvgMeta

Returns a new instance of AvgMeta.


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# File 'lib/exobasic/stats/avg_meta.rb', line 12

def initialize
  @n                  = 0
  @change             = 0.0
  @averageChange      = 0.0
  @squareOfChange     = 0.0
  @variance           = 0.0
  @averageDirectional = 0.0
  @minPossibility     = Float::MAX
  @maxPossibility     = Float::MIN
end

Instance Attribute Details

#averageChange ⇒ Object (readonly)

Returns the value of attribute averageChange.


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# File 'lib/exobasic/stats/avg_meta.rb', line 3

def averageChange
  @averageChange
end

#averageDirectional ⇒ Object (readonly)

Returns the value of attribute averageDirectional.


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# File 'lib/exobasic/stats/avg_meta.rb', line 3

def averageDirectional
  @averageDirectional
end

#change ⇒ Object (readonly)

Returns the value of attribute change.


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# File 'lib/exobasic/stats/avg_meta.rb', line 3

def change
  @change
end

#maxPossibility ⇒ Object (readonly)

Returns the value of attribute maxPossibility.


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# File 'lib/exobasic/stats/avg_meta.rb', line 3

def maxPossibility
  @maxPossibility
end

#minPossibility ⇒ Object (readonly)

Returns the value of attribute minPossibility.


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# File 'lib/exobasic/stats/avg_meta.rb', line 3

def minPossibility
  @minPossibility
end

#n ⇒ Object (readonly)

Returns the value of attribute n.


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# File 'lib/exobasic/stats/avg_meta.rb', line 3

def n
  @n
end

#squareOfChange ⇒ Object (readonly)

Returns the value of attribute squareOfChange.


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# File 'lib/exobasic/stats/avg_meta.rb', line 3

def squareOfChange
  @squareOfChange
end

#variance ⇒ Object (readonly)

Returns the value of attribute variance.


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# File 'lib/exobasic/stats/avg_meta.rb', line 3

def variance
  @variance
end

Class Method Details

.append_helper(n1, d1, n2, d2, nAll) ⇒ Object 


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# File 'lib/exobasic/stats/avg_meta.rb', line 82

def self.append_helper(n1, d1, n2, d2, nAll)
  d1 * n1 / nAll + d2 * n2 / nAll
end

.mk(h) ⇒ Object 


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# File 'lib/exobasic/stats/avg_meta.rb', line 34

def self.mk(h)
  x = AvgMeta.new
  x.from_hash(h)

  x
end

.zero ⇒ Object

Monoid


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# File 'lib/exobasic/stats/avg_meta.rb', line 78

def self.zero
  AvgMeta.new
end

Instance Method Details

#+(other) ⇒ Object 


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# File 'lib/exobasic/stats/avg_meta.rb', line 86

def +(other)
  n_prime = @n + other.n

  nd = n_prime.to_f
  n1 = @n.to_f
  n2 = other.n.to_f

  x = {
    :n => n_prime
  }
  if n1 <= 0
    x[:change]             = other.change
    x[:averageChange]      = other.averageChange
    x[:squareOfChange]     = other.squareOfChange
    x[:variance]           = other.variance
    x[:averageDirectional] = other.averageDirectional
  elsif n2 <= 0
    x[:change]             = @change
    x[:averageChange]      = @averageChange
    x[:squareOfChange]     = @squareOfChange
    x[:variance]           = @variance
    x[:averageDirectional] = @averageDirectional
  else
    x[:change]             = AvgMeta.append_helper(n1, @change,
                                                   n2, other.change,
                                                   nd),
    x[:averageChange]      = AvgMeta.append_helper(n1, @averageChange,
                                                   n2, other.averageChange,
                                                   nd),
    x[:squareOfChange]     = AvgMeta.append_helper(n1, @squareOfChange,
                                                   n2, other.squareOfChange,
                                                   nd),
    x[:variance]           = AvgMeta.append_helper(n1, @variance,
                                                   n2, other.variance,
                                                   nd),
    x[:averageDirectional] = AvgMeta.append_helper(n1, @averageDirectional,
                                                   n2, other.averageDirectional,
                                                   nd)
  end

  x[:minPossibility] = [@minPossibility, other.minPossibility].min
  x[:maxPossibility] = [@maxPossibility, other.maxPossibility].max

  AvgMeta.mk(x)
end

#==(other) ⇒ Object

Equal


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# File 'lib/exobasic/stats/avg_meta.rb', line 69

def ==(other)
  StatsHelpers.double_equals(@change,             other.change) &&
  StatsHelpers.double_equals(@variance,           other.variance) &&
  StatsHelpers.double_equals(@averageDirectional, other.averageDirectional) &&
  StatsHelpers.double_equals(@minPossibility,     other.minPossibility) &&
  StatsHelpers.double_equals(@maxPossibility,     other.maxPossibility)
end

#deep_copy ⇒ Object

Copy


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# File 'lib/exobasic/stats/avg_meta.rb', line 64

def deep_copy
  Marshal.load(Marshal.dump(self))
end

#empty? ⇒ Boolean

Returns:

  • (Boolean) 

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# File 'lib/exobasic/stats/avg_meta.rb', line 41

def empty?
  @n == 0
end

#from_hash(h) ⇒ Object 


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# File 'lib/exobasic/stats/avg_meta.rb', line 23

def from_hash(h)
  @n                  = h[:n]
  @change             = h[:change]
  @averageChange      = h[:averageChange]
  @squareOfChange     = h[:squareOfChange]
  @variance           = h[:variance]
  @averageDirectional = h[:averageDirectional]
  @minPossibility     = h[:minPossibility]
  @maxPossibility     = h[:maxPossibility]
end

#offer(x, prev_mean, d) ⇒ Object 


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# File 'lib/exobasic/stats/avg_meta.rb', line 45

def offer(x, prev_mean, d)
  delta                  = x - prev_mean
  d2                     = d <= 0 ? 1.0 : d.to_f
  change_prime           = delta.abs
  square_of_change_prime = delta * delta

  AvgMeta.mk({
    :n => @n + 1,
    :change => change_prime,
    :averageChange => change_prime / d2 + (d2 - 1.0) * @averageChange / d2,
    :squareOfChange => square_of_change_prime,
    :variance => square_of_change_prime / d2 + (d2 - 1.0) * @variance / d2,
    :averageDirectional => delta,
    :minPossibility => [x, @minPossibility].min,
    :maxPossibility => [x, @maxPossibility].max
  })
end

#possibilityRange ⇒ Object 


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# File 'lib/exobasic/stats/avg_meta.rb', line 136

def possibilityRange
  [@minPossibility, @maxPossibility]
end

#standardDeviation ⇒ Object 


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# File 'lib/exobasic/stats/avg_meta.rb', line 132

def standardDeviation
  Math.sqrt(@variance)
end