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Stats done the Ruby way
branch: master

README.md

Description

Ruby needs a solid, beautiful stats library. This is the beginning of a look at what that might be. (Note: this on hold for the moment, but with the right OSS team, it could be fun to start again.)

Try it out

This is not yet available as a gem (because I want to have better coverage of common statistical methods before that happens). I do plan to add a gemspec to this repository so that it can be installed using gem regardless. Until then, try out the following:

brew install gsl
gem install gsl
git clone https://github.com/davejacobs/stats.git
cd stats

To implement

For developers

  • Implement gemspec so this is installable via git URL

Distribution functions

  • Normal distribution - PDF & CDF
  • Chi square distribution - PDF
  • T distribution - PDF & CDF
  • F distribution - PDF & CDF

Basic functions

  • Mean, arithmetic
  • Mean, geometric
  • Median
  • Mode
  • Variance
  • Standard deviation
  • Standard error of the mean (for samples only)
  • Relative standard error of the mean (for samples only)
  • Coefficient of variation

Significance tests

  • Chi square, one-sided
  • T-test, single sample
  • T-test, two-sample
  • T-test, repeated measures
  • Wilcoxon rank sum test
  • Wilcoxon signed rank test
  • Median test
  • Kruskall-Wallis H test
  • Friedman test
  • 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

  • Basic assumption framework
  • Confidence intervals (general idea)
  • Basic data structures
  • Significance methods on data structures

Resources

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