ruby_native_statistics

Ruby Native Statistics

This is a native extension to Ruby that adds native (C) statistical functions to the Array class. At present the following functions are provided:

• Sample Standard Deviation (stdev, stdevs)
• Population Standard Deviation (stdevp)
• Sample Variance (var)
• Population Variance (varp)
• Median (median)
• Mean (mean)
• Percentile (percentile)

Check the Github Actions build to see the currently supported versions of Ruby. This list will match whatever stable versions are specified at https://www.ruby-lang.org/en/downloads/.

It is generally more performant than calculating these values with pure Ruby. For a comparison, run the benchmarks with rake benchmark.

Test (Ruby 3.3.0)	Run 1	Run 2	Run 3	Run 4	Run 5
bench_native_stdev	0.000069	0.000074	0.000064	0.000065	0.000065
bench_ruby_stdev	0.000947	0.000932	0.000927	0.000948	0.000909

Test (Ruby 3.3.0)	Run 1	Run 2	Run 3	Run 4	Run 5
bench_native_median	0.000719	0.00067	0.000659	0.000638	0.000668
bench_ruby_median	0.000774	0.000743	0.000724	0.000697	0.000683

Test (Ruby 3.3.0)	Run 1	Run 2	Run 3	Run 4	Run 5
bench_native_mean	0.000035	0.000035	0.000034	0.000032	0.000033
bench_ruby_mean	0.000291	0.000287	0.000291	0.000299	0.000281

Found a bug? Need a function?

If you found a bug or need a particular function, please let me know! I work on this gem in my spare time, mainly for learning purposes. Feel free to open a PR or a Github issue and I'll take a look as soon as possible.

Usage

require 'ruby_native_statistics'
r = [1,3,21,32,42]

# calculate sample standard deviation, you can also use "stdevs"
p r.stdev

# calculate population standard deviation
p r.stdevp

# calculate mean
p r.mean

# calculate median
p r.median

# calculate percentile
p r.percentile(0.3333)

Implementation notes

Percentile

Percentile uses the same rounding method as Excel, sometimes called R7.

Links

This is the third version of this gem, and it is a total rewrite of a SWIG-based design. Lots of thanks to the following resources:

• https://blog.jcoglan.com/2012/07/29/your-first-ruby-native-extension-c/
• https://github.com/andremedeiros/ruby-c-cheat-sheet
• http://silverhammermba.github.io/emberb/c/
• http://docs.ruby-lang.org/en/2.3.0/extension_rdoc.html