alglib4 0.0.0 → 0.0.2

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data/README.md

@@ -1,8 +1,9 @@
 # ruby-alglib
 
 [![test](https://github.com/kojix2/ruby-alglib/actions/workflows/ci.yml/badge.svg)](https://github.com/kojix2/ruby-alglib/actions/workflows/ci.yml)
+[![Gem Version](https://badge.fury.io/rb/alglib4.svg)](https://badge.fury.io/rb/alglib4)
 
-- `statistics.h` of [ALGLIB](https://www.alglib.net/) for Ruby.
+- [ALGLIB](https://www.alglib.net/) for Ruby.
 - ALGLIB is a numerical analysis and data processing library. This repository provides bindings primarily for statistics.
 
 ## Installation
@@ -26,21 +27,166 @@ rake install
 
 ## Usage
 
-`sample_moments` `sample_mean` `sample_variance` `sample_skewness` `sample_kurtosis` `sample_adev` `sample_median` `sample_percentile` `cov2` `pearson_corr2` `spearman_corr2` `pearson_correlation_significance` `spearman_rank_correlation_significance` `jarque_bera_test` `f_test` `one_sample_variance_test` `wilcoxon_signed_rank_test` `mann_whitney_u_test` `student_test_1` `student_test_2` `unequal_variance_t_test`
+### Supported Statistical Functions
+
+#### Special Functions (from alglib_specialfunctions.h)
+
+- `gamma_function`
+- `lngamma`
+- `error_function`
+- `error_functionc`
+- `normal_pdf`
+- `normal_cdf`
+- `inv_erf`
+- `inv_normal_cdf`
+- `bivariate_normal_pdf`
+- `bivariate_normal_cdf`
+- `incomplete_beta`
+- `inv_incomplete_beta`
+- `student_t_distribution`
+- `inv_student_t_distribution`
+- `f_distribution`
+- `fc_distribution`
+- `inv_f_distribution`
+- `incomplete_gamma`
+- `incomplete_gamma_c`
+- `inv_incomplete_gamma_c`
+- `chi_square_distribution`
+- `chi_square_c_distribution`
+- `inv_chi_square_distribution`
+- `binomial_distribution`
+- `binomial_c_distribution`
+- `inv_binomial_distribution`
+- `exponential_integralei`
+- `exponential_integralen`
+- `poisson_distribution`
+- `poisson_c_distribution`
+- `inv_poisson_distribution`
+- `beta`
+
+#### Data Analysis Functions (from alglib_dataanalysis.h)
+
+- `pca_build_basis`
+
+#### Miscellaneous Functions (from alglib_alglibmisc.h)
+
+- `hqrnd_normal`
+- `hqrnd_normalv`
+
+#### 1D Array Functions
+
+- `sample_moments`
+- `sample_mean`
+- `sample_variance`
+- `sample_skewness`
+- `sample_kurtosis`
+- `sample_adev`
+- `sample_median`
+- `sample_percentile`
+- `cov2`
+- `pearson_corr2`
+- `spearman_corr2`
+
+#### 2D Array / Matrix Functions
+
+- `cov_matrix`, `cov_matrix_with_size`
+- `pearson_corr_matrix`, `pearson_corr_matrix_with_size`
+- `spearman_corr_matrix`, `spearman_corr_matrix_with_size`
+- `cov_matrix2`, `cov_matrix2_with_size`
+- `pearson_corr_matrix2`, `pearson_corr_matrix2_with_size`
+- `spearman_corr_matrix2`, `spearman_corr_matrix2_with_size`
+- `rank_data`, `rank_data_with_size`
+- `rank_data_centered`, `rank_data_centered_with_size`
+
+#### Statistical Tests
+
+- `pearson_correlation_significance`
+- `spearman_rank_correlation_significance`
+- `jarque_bera_test`
+- `f_test`
+- `one_sample_variance_test`
+- `wilcoxon_signed_rank_test`
+- `mann_whitney_u_test`
+- `student_test_1`
+- `student_test_2`
+- `unequal_variance_t_test`
+
+### Example
+
+```ruby
+require 'alglib'
+
+# 1D statistics
+arr = [1.0, 2.0, 3.0, 4.0]
+mean = Alglib.sample_mean(arr)
+variance = Alglib.sample_variance(arr)
+moments = Alglib.sample_moments(arr) # => { "mean" => ..., "variance" => ..., ... }
+
+# 2D statistics
+mat = [[1, 2], [3, 4], [5, 6]]
+cov = Alglib.cov_matrix(mat)
+corr = Alglib.pearson_corr_matrix(mat)
+ranked = Alglib.rank_data(mat)
+centered_ranked = Alglib.rank_data_centered(mat)
+
+# with_size version
+cov2 = Alglib.cov_matrix_with_size(mat, 3, 2)
+
+# Statistical test
+result = Alglib.pearson_correlation_significance(0.8, 10) # => { "bothtails" => ..., ... }
+```
+
+### Testing
+
+- This project includes comprehensive tests for all statistical functions, special functions, data analysis, and miscellaneous utilities.
+- All results are compared with R's standard statistical functions (e.g., `mean`, `var`, `cor`, `cov`, `rank`, etc.) for correctness.
+- Both 1D and 2D array functions, all with_size variants, and special/data analysis/miscellaneous functions are covered by the test suite.
+- Rank-related functions are compared as sets due to possible differences in tie-breaking order between ALGLIB and R.
+- See `test/statistics_test.rb`, `test/dataanalysis_test.rb`, and other test files for details.
 
 ## Development
 
-Not-To-Do List
+### Not-To-Do List
 
 - Creating namespaces under Alglib. (e.g. Alglib::Statistics)
 - Trying to implement all functions even if you do not plan to use them.
 - Adding features that will require frequent maintenance.
 - Enforcing the above policies on forked repos.
 
+### Rice - C++ binding
+
+We use [Rice](https://github.com/ruby-rice/rice) to create Ruby's C++ binding.
+
+### Ruby Gem Release
+
+1. Update the version number in `lib/alglib/version.rb`.
+2. Clean up the extension files:
+
+```sh
+rake ext:clean_alglib
+```
+
+3. Download the ALGLIB Free Edition:
+
+```sh
+rake ext:alglib
+```
+
+4. Publish the `alglib4` gem:
+
+```sh
+rake release
+```
+
+### Call for committers and owners
+
+This project is looking for a committer and an owner. The original developer, kojix2, is not familiar with the C++ programming language or mathematical calculations. If there is a suitable owner, kojix2 will gladly transfer this project (provided that kojix2 can maintain commit rights).
+
 ## License
 
-- ruby-alglib itself is distributed under the **MIT** license.
-- However, [ALGLIB for C++ Free Edition](https://www.alglib.net/download.php) is under the **GPL+** license.
+- ruby-alglib itself (the code in this repository) is distributed under the **MIT** license.
+- However, [ALGLIB for C++ Free Edition](https://www.alglib.net/download.php) is under the **GPL 2+** license.
+- [The algblib4 gem](https://rubygems.org/gems/alglib4) distributed with the RubyGem server is **GPL 2+** licensed because it contains ALGLIB for C++ Free Edition code.
 - Please read [FAQ](https://www.alglib.net/faq.php) carefully before you use ALGLIB to understand what is allowed in the free version.
   - [Can I use ALGLIB Free Edition in a commercial application which runs on server?](https://www.alglib.net/faq.php#6bca163136cda10b16de68704cbea625)
     > You can, but there is at least one reason to buy commercial license. Everything is OK while it is just running on your server. But any action connected with distribution - selling, sublicensing, transferring to someone under nondisclosure agreement - will trigger copyleft clause. So it is safer and more convenient to buy commercial license.

data/ext/alglib/alglib.cpp

@@ -2,449 +2,10 @@
 #include <rice/stl.hpp>
 #include <algorithm>
 // #include "numo.hpp"
-#include "dataanalysis.h"
-#include "statistics.h"
-#include "alglib_array_converters.h"
-#include "alglib_utils.h"
+#include "alglib.h"
 
 using namespace Rice;
 
-// pca subpackage
-
-// void pcabuildbasis(const real_2d_array &x, real_1d_array &s2, real_2d_array &v, const xparams _xparams = alglib::xdefault);
-Hash rb_pcabuildbasis(Array x)
-{
-    Hash result;
-    auto a = ruby_array_to_real_2d_array(x);
-    alglib::real_1d_array s2;
-    alglib::real_2d_array v;
-    alglib::pcabuildbasis(a, s2, v, alglib::xdefault);
-    result["s2"] = real_1d_array_to_ruby_array(s2);
-    result["v"] = real_2d_array_to_ruby_array(v);
-    return result;
-}
-
-// statistics package
-
-// void samplemoments(const real_1d_array &x, const ae_int_t n, double &mean, double &variance, double &skewness, double &kurtosis, const xparams _xparams = alglib::xdefault);
-Hash rb_samplemoments(Array x)
-{
-    Hash result;
-    auto a = ruby_array_to_real_1d_array(x);
-    double mean, variance, skewness, kurtosis;
-
-    alglib::samplemoments(a, x.size(), mean, variance, skewness, kurtosis, alglib::xdefault);
-
-    result["mean"] = mean;
-    result["variance"] = variance;
-    result["skewness"] = skewness;
-    result["kurtosis"] = kurtosis;
-
-    return result;
-}
-
-// double samplemean(const real_1d_array &x, const ae_int_t n, const xparams _xparams = alglib::xdefault);
-double rb_samplemean(Array x)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    return alglib::samplemean(a, x.size());
-}
-
-// double samplevariance(const real_1d_array &x, const ae_int_t n, const xparams _xparams = alglib::xdefault);
-double rb_samplevariance(Array x)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    return alglib::samplevariance(a, x.size());
-}
-
-// double sampleskewness(const real_1d_array &x, const ae_int_t n, const xparams _xparams = alglib::xdefault);
-double rb_sampleskewness(Array x)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    return alglib::sampleskewness(a, x.size());
-}
-
-// double samplekurtosis(const real_1d_array &x, const ae_int_t n, const xparams _xparams = alglib::xdefault);
-double rb_samplekurtosis(Array x)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    return alglib::samplekurtosis(a, x.size());
-}
-
-// void sampleadev(const real_1d_array &x, const ae_int_t n, double &adev, const xparams _xparams = alglib::xdefault);
-double rb_sampleadev(Array x)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    double adev;
-    alglib::sampleadev(a, x.size(), adev);
-    return adev;
-}
-
-// void samplemedian(const real_1d_array &x, const ae_int_t n, double &median, const xparams _xparams = alglib::xdefault);
-double rb_samplemedian(Array x)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    double median;
-    alglib::samplemedian(a, x.size(), median);
-    return median;
-}
-
-// void samplepercentile(const real_1d_array &x, const ae_int_t n, const double p, double &v, const xparams _xparams = alglib::xdefault);
-double rb_samplepercentile(Array x, double p)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    double v;
-    alglib::samplepercentile(a, x.size(), p, v);
-    return v;
-}
-
-// double cov2(const real_1d_array &x, const real_1d_array &y, const ae_int_t n, const xparams _xparams = alglib::xdefault);
-double rb_cov2(Array x, Array y)
-{
-    check_size(x, y);
-    auto a = ruby_array_to_real_1d_array(x);
-    auto b = ruby_array_to_real_1d_array(y);
-    return alglib::cov2(a, b, x.size());
-}
-
-// double pearsoncorr2(const real_1d_array &x, const real_1d_array &y, const ae_int_t n, const xparams _xparams = alglib::xdefault);
-double rb_pearsoncorr2(Array x, Array y)
-{
-    check_size(x, y);
-    auto a = ruby_array_to_real_1d_array(x);
-    auto b = ruby_array_to_real_1d_array(y);
-    return alglib::pearsoncorr2(a, b, x.size());
-}
-
-// double spearmancorr2(const real_1d_array &x, const real_1d_array &y, const ae_int_t n, const xparams _xparams = alglib::xdefault);
-double rb_spearmancorr2(Array x, Array y)
-{
-    check_size(x, y);
-    auto a = ruby_array_to_real_1d_array(x);
-    auto b = ruby_array_to_real_1d_array(y);
-    return alglib::spearmancorr2(a, b, x.size());
-}
-
-// void covm(const real_2d_array &x, const ae_int_t n, const ae_int_t m, real_2d_array &c, const xparams _xparams = alglib::xdefault);
-
-// void pearsoncorrm(const real_2d_array &x, const ae_int_t n, const ae_int_t m, real_2d_array &c, const xparams _xparams = alglib::xdefault);
-
-// void spearmancorrm(const real_2d_array &x, const ae_int_t n, const ae_int_t m, real_2d_array &c, const xparams _xparams = alglib::xdefault);
-
-// void covm2(const real_2d_array &x, const real_2d_array &y, const ae_int_t n, const ae_int_t m1, const ae_int_t m2, real_2d_array &c, const xparams _xparams = alglib::xdefault);
-
-// void pearsoncorrm2(const real_2d_array &x, const real_2d_array &y, const ae_int_t n, const ae_int_t m1, const ae_int_t m2, real_2d_array &c, const xparams _xparams = alglib::xdefault);
-
-// void spearmancorrm2(const real_2d_array &x, const real_2d_array &y, const ae_int_t n, const ae_int_t m1, const ae_int_t m2, real_2d_array &c, const xparams _xparams = alglib::xdefault);
-
-// void rankdata(real_2d_array &xy, const ae_int_t npoints, const ae_int_t nfeatures, const xparams _xparams = alglib::xdefault);
-
-// void rankdatacentered(real_2d_array &xy, const ae_int_t npoints, const ae_int_t nfeatures, const xparams _xparams = alglib::xdefault);
-
-// Helper function to generic statistical tests
-template <typename Func, typename... Args>
-Hash perform_test(Func test, Args... args)
-{
-    Hash result;
-    double bothtails, lefttail, righttail;
-    test(args..., bothtails, lefttail, righttail, alglib::xdefault);
-    result["bothtails"] = bothtails;
-    result["lefttail"] = lefttail;
-    result["righttail"] = righttail;
-    return result;
-}
-
-// void pearsoncorrelationsignificance(const double r, const ae_int_t n, double &bothtails, double &lefttail, double &righttail, const xparams _xparams = alglib::xdefault);
-Hash rb_pearsoncorrelationsignificance(double r, alglib::ae_int_t n)
-{
-    return perform_test(alglib::pearsoncorrelationsignificance, r, n);
-}
-
-// void spearmanrankcorrelationsignificance(const double r, const ae_int_t n, double &bothtails, double &lefttail, double &righttail, const xparams _xparams = alglib::xdefault);
-Hash rb_spearmanrankcorrelationsignificance(double r, alglib::ae_int_t n)
-{
-    return perform_test(alglib::spearmanrankcorrelationsignificance, r, n);
-}
-
-Hash rb_jarqueberatest(Array x)
-{
-    Hash result;
-    auto a = ruby_array_to_real_1d_array(x);
-    double p;
-    alglib::jarqueberatest(a, x.size(), p);
-    result["p"] = p;
-    return result;
-}
-
-Hash rb_ftest(Array x, Array y)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    auto b = ruby_array_to_real_1d_array(y);
-    return perform_test(alglib::ftest, a, x.size(), b, y.size());
-}
-
-Hash rb_onesamplevariancetest(Array x, double variance)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    return perform_test(alglib::onesamplevariancetest, a, x.size(), variance);
-}
-
-Hash rb_wilcoxonsignedranktest(Array x, double e)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    return perform_test(alglib::wilcoxonsignedranktest, a, x.size(), e);
-}
-
-Hash rb_mannwhitneyutest(Array x, Array y)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    auto b = ruby_array_to_real_1d_array(y);
-    return perform_test(alglib::mannwhitneyutest, a, x.size(), b, y.size());
-}
-
-Hash rb_studentttest1(Array x, double mean)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    return perform_test(alglib::studentttest1, a, x.size(), mean);
-}
-
-Hash rb_studentttest2(Array x, Array y)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    auto b = ruby_array_to_real_1d_array(y);
-    return perform_test(alglib::studentttest2, a, x.size(), b, y.size());
-}
-
-Hash rb_unequalvariancettest(Array x, Array y)
-{
-    auto a = ruby_array_to_real_1d_array(x);
-    auto b = ruby_array_to_real_1d_array(y);
-    return perform_test(alglib::unequalvariancettest, a, x.size(), b, y.size());
-}
-
-// specialfunctions.h
-
-// double gammafunction(const double x, const xparams _xparams = alglib::xdefault);
-double rb_gammafunction(double x)
-{
-    return alglib::gammafunction(x);
-}
-
-// double lngamma(const double x, double &sgngam, const xparams _xparams = alglib::xdefault);
-Array rb_lngamma(double x)
-{
-    Array result = Array(rb_ary_new2(2));
-    double sgngam;
-    result.push(alglib::lngamma(x, sgngam));
-    result.push(sgngam);
-    return result;
-}
-
-// double errorfunction(const double x, const xparams _xparams = alglib::xdefault);
-double rb_errorfunction(double x)
-{
-    return alglib::errorfunction(x);
-}
-
-// double errorfunctionc(const double x, const xparams _xparams = alglib::xdefault);
-double rb_errorfunctionc(double x)
-{
-    return alglib::errorfunctionc(x);
-}
-
-// double normalpdf(const double x, const xparams _xparams = alglib::xdefault);
-double rb_normalpdf(double x)
-{
-    return alglib::normalpdf(x);
-}
-
-// double normalcdf(const double x, const xparams _xparams = alglib::xdefault);
-double rb_normalcdf(double x)
-{
-    return alglib::normalcdf(x);
-}
-
-// double inverf(const double e, const xparams _xparams = alglib::xdefault);
-double rb_inverf(double e)
-{
-    return alglib::inverf(e);
-}
-
-// double invnormalcdf(const double y0, const xparams _xparams = alglib::xdefault);
-double rb_invnormalcdf(double y0)
-{
-    return alglib::invnormalcdf(y0);
-}
-
-// double bivariatenormalpdf(const double x, const double y, const double rho, const xparams _xparams = alglib::xdefault);
-double rb_bivariatenormalpdf(double x, double y, double rho)
-{
-    return alglib::bivariatenormalpdf(x, y, rho);
-}
-
-// double bivariatenormalcdf(const double x, const double y, const double rho, const xparams _xparams = alglib::xdefault);
-double rb_bivariatenormalcdf(double x, double y, double rho)
-{
-    return alglib::bivariatenormalcdf(x, y, rho);
-}
-
-// double incompletebeta(const double a, const double b, const double x, const xparams _xparams = alglib::xdefault);
-double rb_incompletebeta(double a, double b, double x)
-{
-    return alglib::incompletebeta(a, b, x);
-}
-
-// double invincompletebeta(const double a, const double b, const double y, const xparams _xparams = alglib::xdefault);
-double rb_invincompletebeta(double a, double b, double y)
-{
-    return alglib::invincompletebeta(a, b, y);
-}
-
-// double studenttdistribution(const ae_int_t k, const double t, const xparams _xparams = alglib::xdefault);
-double rb_studenttdistribution(alglib::ae_int_t k, double t)
-{
-    return alglib::studenttdistribution(k, t);
-}
-
-// double invstudenttdistribution(const ae_int_t k, const double p, const xparams _xparams = alglib::xdefault);
-double rb_invstudenttdistribution(alglib::ae_int_t k, double p)
-{
-    return alglib::invstudenttdistribution(k, p);
-}
-
-// double fdistribution(const ae_int_t a, const ae_int_t b, const double x, const xparams _xparams = alglib::xdefault);
-double rb_fdistribution(alglib::ae_int_t a, alglib::ae_int_t b, double x)
-{
-    return alglib::fdistribution(a, b, x);
-}
-
-// double fcdistribution(const ae_int_t a, const ae_int_t b, const double x, const xparams _xparams = alglib::xdefault);
-double rb_fcdistribution(alglib::ae_int_t a, alglib::ae_int_t b, double x)
-{
-    return alglib::fcdistribution(a, b, x);
-}
-
-// double invfdistribution(const ae_int_t a, const ae_int_t b, const double y, const xparams _xparams = alglib::xdefault);
-double rb_invfdistribution(alglib::ae_int_t a, alglib::ae_int_t b, double y)
-{
-    return alglib::invfdistribution(a, b, y);
-}
-
-// double incompletegamma(const double a, const double x, const xparams _xparams = alglib::xdefault);
-double rb_incompletegamma(double a, double x)
-{
-    return alglib::incompletegamma(a, x);
-}
-
-// double incompletegammac(const double a, const double x, const xparams _xparams = alglib::xdefault);
-double rb_incompletegammac(double a, double x)
-{
-    return alglib::incompletegammac(a, x);
-}
-
-// double invincompletegammac(const double a, const double y0, const xparams _xparams = alglib::xdefault);
-double rb_invincompletegammac(double a, double y0)
-{
-    return alglib::invincompletegammac(a, y0);
-}
-
-// double chisquaredistribution(const double v, const double x, const xparams _xparams = alglib::xdefault);
-double rb_chisquaredistribution(double v, double x)
-{
-    return alglib::chisquaredistribution(v, x);
-}
-
-// double chisquarecdistribution(const double v, const double x, const xparams _xparams = alglib::xdefault);
-double rb_chisquarecdistribution(double v, double x)
-{
-    return alglib::chisquarecdistribution(v, x);
-}
-
-// double invchisquaredistribution(const double v, const double y, const xparams _xparams = alglib::xdefault);
-double rb_invchisquaredistribution(double v, double y)
-{
-    return alglib::invchisquaredistribution(v, y);
-}
-
-// double binomialdistribution(const ae_int_t k, const ae_int_t n, const double p, const xparams _xparams = alglib::xdefault);
-double rb_binomialdistribution(alglib::ae_int_t k, alglib::ae_int_t n, double p)
-{
-    return alglib::binomialdistribution(k, n, p);
-}
-
-// double binomialcdistribution(const ae_int_t k, const ae_int_t n, const double p, const xparams _xparams = alglib::xdefault);
-double rb_binomialcdistribution(alglib::ae_int_t k, alglib::ae_int_t n, double p)
-{
-    return alglib::binomialcdistribution(k, n, p);
-}
-
-// double invbinomialdistribution(const ae_int_t k, const ae_int_t n, const double y, const xparams _xparams = alglib::xdefault);
-double rb_invbinomialdistribution(alglib::ae_int_t k, alglib::ae_int_t n, double y)
-{
-    return alglib::invbinomialdistribution(k, n, y);
-}
-
-// double exponentialintegralei(const double x, const xparams _xparams = alglib::xdefault);
-double rb_exponentialintegralei(double x)
-{
-    return alglib::exponentialintegralei(x);
-}
-
-// double exponentialintegralen(const double x, const ae_int_t n, const xparams _xparams = alglib::xdefault);
-double rb_exponentialintegralen(double x, alglib::ae_int_t n)
-{
-    return alglib::exponentialintegralen(x, n);
-}
-
-//
-
-// double poissondistribution(const ae_int_t k, const double m, const xparams _xparams = alglib::xdefault);
-double rb_poissondistribution(alglib::ae_int_t k, double m)
-{
-    return alglib::poissondistribution(k, m);
-}
-
-// double poissoncdistribution(const ae_int_t k, const double m, const xparams _xparams = alglib::xdefault);
-double rb_poissoncdistribution(alglib::ae_int_t k, double m)
-{
-    return alglib::poissoncdistribution(k, m);
-}
-
-// double invpoissondistribution(const ae_int_t k, const double y, const xparams _xparams = alglib::xdefault);
-double rb_invpoissondistribution(alglib::ae_int_t k, double y)
-{
-    return alglib::invpoissondistribution(k, y);
-}
-
-// double beta(const double a, const double b, const xparams _xparams = alglib::xdefault);
-double rb_beta(double a, double b)
-{
-    return alglib::beta(a, b);
-}
-
-// alglibmisc.h
-
-double rb_hqrndnormal()
-{
-    alglib::hqrndstate state;
-    alglib::hqrndrandomize(state);
-    return alglib::hqrndnormal(state);
-}
-
-Array rb_hqrndnormalv(alglib::ae_int_t n)
-{
-    Array result = Array(rb_ary_new2(n));
-    alglib::hqrndstate state;
-    alglib::hqrndrandomize(state);
-    alglib::real_1d_array x;
-    alglib::hqrndnormalv(state, n, x);
-    for (alglib::ae_int_t i = 0; i < n; i++)
-    {
-        result.push(x[i]);
-    }
-    return result;
-}
-
 extern "C" void Init_alglib()
 {
     Module rb_mAlglib = define_module("Alglib");
@@ -469,13 +30,22 @@ extern "C" void Init_alglib()
             .define_constructor(Constructor<alglib::real_2d_array>())
             .define_method("getcontent", static_cast<double *(alglib::real_2d_array::*)(alglib::ae_int_t)>(&alglib::real_2d_array::operator[]));
 
+    Data_Type<alglib::integer_2d_array> rb_cInteger2DArray =
+        define_class_under<alglib::integer_2d_array>(rb_mAlglib, "Integer2DArray")
+            .define_constructor(Constructor<alglib::integer_2d_array>())
+            .define_method("getcontent", static_cast<alglib::ae_int_t *(alglib::integer_2d_array::*)(alglib::ae_int_t)>(&alglib::integer_2d_array::operator[]));
+
     rb_mAlglib
         .define_module_function("ruby_array_to_real_1d_array", &ruby_array_to_real_1d_array)
         .define_module_function("ruby_array_to_integer_1d_array", &ruby_array_to_integer_1d_array)
         .define_module_function("ruby_array_to_real_2d_array", &ruby_array_to_real_2d_array)
+        .define_module_function("ruby_array_to_integer_2d_array", &ruby_array_to_integer_2d_array)
         .define_module_function("real_1d_array_to_ruby_array", &real_1d_array_to_ruby_array)
         .define_module_function("real_2d_array_to_ruby_array", &real_2d_array_to_ruby_array)
-        .define_module_function("integer_1d_array_to_ruby_array", &integer_1d_array_to_ruby_array)
+        .define_module_function("integer_2d_array_to_ruby_array", &integer_2d_array_to_ruby_array)
+        .define_module_function("integer_1d_array_to_ruby_array", &integer_1d_array_to_ruby_array);
+
+    rb_mAlglib
         .define_module_function("pca_build_basis", &rb_pcabuildbasis);
 
     rb_mAlglib
@@ -490,6 +60,23 @@ extern "C" void Init_alglib()
         .define_module_function("cov2", &rb_cov2)
         .define_module_function("pearson_corr2", &rb_pearsoncorr2)
         .define_module_function("spearman_corr2", &rb_spearmancorr2)
+        // 2D array/matrix statistical functions
+        .define_module_function("cov_matrix", &rb_covm)
+        .define_module_function("cov_matrix_with_size", &rb_covm_with_size)
+        .define_module_function("pearson_corr_matrix", &rb_pearsoncorrm)
+        .define_module_function("pearson_corr_matrix_with_size", &rb_pearsoncorrm_with_size)
+        .define_module_function("spearman_corr_matrix", &rb_spearmancorrm)
+        .define_module_function("spearman_corr_matrix_with_size", &rb_spearmancorrm_with_size)
+        .define_module_function("cov_matrix2", &rb_covm2)
+        .define_module_function("cov_matrix2_with_size", &rb_covm2_with_size)
+        .define_module_function("pearson_corr_matrix2", &rb_pearsoncorrm2)
+        .define_module_function("pearson_corr_matrix2_with_size", &rb_pearsoncorrm2_with_size)
+        .define_module_function("spearman_corr_matrix2", &rb_spearmancorrm2)
+        .define_module_function("spearman_corr_matrix2_with_size", &rb_spearmancorrm2_with_size)
+        .define_module_function("rank_data", &rb_rankdata)
+        .define_module_function("rank_data_with_size", &rb_rankdata_with_size)
+        .define_module_function("rank_data_centered", &rb_rankdatacentered)
+        .define_module_function("rank_data_centered_with_size", &rb_rankdatacentered_with_size)
         .define_module_function("pearson_correlation_significance", &rb_pearsoncorrelationsignificance)
         .define_module_function("spearman_rank_correlation_significance", &rb_spearmanrankcorrelationsignificance)
         .define_module_function("jarque_bera_test", &rb_jarqueberatest)

data/ext/alglib/alglib.h

@@ -0,0 +1,8 @@
+#include <rice/rice.hpp>
+#include <rice/stl.hpp>
+#include "alglib_alglibmisc.h"
+#include "alglib_dataanalysis.h"
+#include "alglib_statistics.h"
+#include "alglib_specialfunctions.h"
+
+using namespace Rice;