topofocus / standard_deviation

Native extension for Ruby to calculate standard deviations with much better performance.

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 => 383.168958598336

For population standard deviation, call stdevp:

[1, 2, 3, 4, 5].stdevp => 1.4142135623730951

Also, 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 => 2.0

Benchmarks

# 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)