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require(File.expand_path(File.dirname(__FILE__)+'/helpers_benchmark.rb')) extend BenchPress cases=250 vars=20 name "gsl matrix based vs. manual ruby correlation matrix (#{vars} vars, #{cases} cases)" author 'Clbustos' date '2011-01-18' summary " A correlation matrix could be constructed using matrix algebra or mannualy, calculating covariances, means and sd for each pair of vectors. In this test, we test the calculation using #{vars} variables with #{cases} cases on each vector " reps 200 #number of repetitions ds=vars.times.inject({}) {|ac,v| ac["x#{v}"]=Statsample::Vector.new_scale(cases) {rand()} ac }.to_dataset measure "Statsample::Bivariate.correlation_matrix_optimized" do Statsample::Bivariate.correlation_matrix_optimized(ds) end measure "Statsample::Bivariate.correlation_matrix_pairwise" do Statsample::Bivariate.correlation_matrix_pairwise(ds) end
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10 entries across 10 versions & 1 rubygems