module Nuggets::Array::VarianceMixin - nuggets Application documentation (v1.6.1)

cov()

Alias for: covariance

covariance → aFloat click to toggle source

Calculates the covariance of the {x,y} pairs in array. If array only contains values instead of pairs, y will be the value and x will be each value's position (rank) in array.

   # File lib/nuggets/array/variance_mixin.rb
60 def covariance
61   sx, sy, sp = 0.0, 0.0, 0.0
62 
63   return sx if empty?
64 
65   target = first.respond_to?(:to_ary) ? self :
66     self.class.new(size) { |i| [i + 1, at(i)] }
67 
68   target.each { |x, y|
69     sx += x
70     sy += y
71     sp += x * y
72   }
73 
74   (sp - sx * sy / size) / size
75 end

Also aliased as: cov

var()

Alias for: variance

variance → aFloat click to toggle source

Calculates the variance of the values in array.

   # File lib/nuggets/array/variance_mixin.rb
36 def variance
37   sx, sq = 0.0, 0.0
38 
39   return sx if empty?
40 
41   each { |x|
42     x = yield x if block_given?
43 
44     sx += x
45     sq += x ** 2
46   }
47 
48   (sq - sx ** 2 / size) / size
49 end

Also aliased as: var