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Comment by cheald | Hacker News Reader

We do regressions with rb-gsl.

    require 'gsl'
    x = GSL::Vector.alloc(array_of_x_values)
    y = GSL::Vector.alloc(array_of_y_values)
    c0, c1, cov00, cov01, cov11, chisq, status = GSL::Fit::linear(x, y)

It's not nearly as much work, and it's much faster than doing it in pure Ruby. :)

(It also does weighted regressions and exponential fitting, among a host of other things. That wheel's gone done been invented already.)

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As pointed out by Tony Arkles in blog post comments, GSL is a bit restrictive in it's licensing:

  GSL can be used internally ("in-house") without restriction, but only redistributed in other software that is under the GNU GPL.

http://www.gnu.org/software/gsl/

I did look at GSL :). I decided to write it by hand because I wanted to help people understand the underlying math. I find that too many people use libraries without understand the math which can become problematic especially when performing statistical analysis.

Thanks for pointing out GSL. I appreciate the feedback.

It's definitely good to understand the underlying math, and it's a good article on "this is how to translate a formula into Ruby code", but given that the article is positioned as "We needed to solve this problem, and this is how we solved it", it seems like it'd make more sense to focus on solving it with the least work and the best performance, which is why I mentioned GSL.

It's great to see other people doing statistical work in Ruby, though, so please don't let my criticism keep you from continuing to do it! :)

I appreciate the feedback, especially when it is constructive criticism. It helps me understand how other people were interpreting the post. Perhaps I got the positioning slightly wrong as I wanted it to be more about teaching the basic math and how to translate that into Ruby. I will try and get the positioning better next time.

While we do some stats in Ruby it definitely doesn't represent the entire "this is how we solved it". In fact we use a large amount of R and Java to solve all our statistics problems.

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