Native Standard Deviation
An implementation of the standard deviation calculation in C, with much better performance (50x-100x) than using pure ruby.
Installation
Add this line to your application's Gemfile:
gem 'standard_deviation'
And then execute:
$ bundle
Or install it yourself as:
$ gem install standard_deviation
Usage
Just call standard_deviation or stdev on an array with numbers:
[1, 2, 3, 4, 5].stdev => 1.5811388300841898
[521.0, BigDecimal("1234.45"), 1_120].standard_deviation => 383.168958598336For population standard deviation, call stdevp:
[1, 2, 3, 4, 5].stdevp => 1.4142135623730951Also, the API exposes the sample_variance and population_variance calculations:
[1, 2, 3, 4, 5].sample_variance => 2.5
[1, 2, 3, 4, 5].population_variance => 2.0Benchmarks
# Basic ruby implementation
class Array
def stdev_ruby
total = inject :+
mean = total.to_f / size
variance = inject(0) { |variance, value| variance + (value - mean) ** 2 } / (size - 1)
Math.sqrt(variance)
end
end
# Running on a 2.4 GHz MacBook Pro
n = 10000
values = (1..10_000).map(&:to_f)
Benchmark.bm do |b|
b.report do
n.times { values.stdev }
end
b.report do
n.times { values.stdev_ruby }
end
end
# user system total real
# 1.070000 0.000000 1.070000 ( 1.065246)
# 88.180000 0.550000 88.730000 ( 93.835144)