croupier 1.0.1 → 1.1.0

data/MIT-LICENSE.txt

@@ -1,4 +1,4 @@
-Copyright (c) 2011 Juanjo Bazán
+Copyright (c) 2012 Juanjo Bazán
 
 Permission is hereby granted, free of charge, to any person obtaining
 a copy of this software and associated documentation files (the

data/README.md

@@ -7,14 +7,14 @@ Croupier generates random samples of numbers with specific probability distribut
 You need to have Ruby and Rubygems installed in your system. Then install croupier with:
 
     $ gem install croupier
-  
+
 ## Getting Started
 
 Once you have croupier installed in your machine, you can run the gem using the `croupier` executable:
 
     $ croupier
 
-The common case for invoking Cruopier is:
+The common case for invoking Croupier is:
 
     $ croupier <distribution> <sample_size> [<options>]
 
@@ -33,7 +33,7 @@ where:
 ### Available distributions and options
 
 To get a list of all the available distributions use the ```--help``` (or ```-h```) option with croupier:
-    
+
     $ croupier --help
 
 To get a list of all the available options for a given distribution use ```--help``` (or ```-h```) option with any available distribution:
@@ -48,11 +48,11 @@ First of all require the croupier library:
 
     require 'croupier'
 
-And then use the the distribution you want to generate the sample. You can get just one number (using ```.generate_single_number```) or an array of any given size (using ```.generate_numbers(N)```)
+And then use the the distribution you want to generate the sample. You can get just one number (using ```.generate_number```) or an array of any given size (using ```.generate_sample(N)```)
 
-    dist = ::Croupier::Distributions::Exponential.new(:lambda => 1.7)
-    dist.generate_numbers(100) #=> returns an array of 100 random numbers following an exponential with rate 1.7
-    dist.generate_single_number #=> returns one random number following an exponential with rate 1.7
+    dist = Croupier::Distributions::Exponential.new(:lambda => 1.7)
+    dist.generate_sample(100) #=> returns an array of 100 random numbers following an exponential with rate 1.7
+    dist.generate_number #=> returns one random number following an exponential with rate 1.7
 
 ## License
 
@@ -60,4 +60,4 @@ Croupier is released under the MIT license.
 
 ## Credits
 
-Developed by Juanjo Bazán [`@xuanxu`](http://twitter.com/xuanxu) & Sergio Arbeo [`@serabe`](http://twitter.com/serabe)
+Developed by Juanjo Bazán [`@xuanxu`](http://twitter.com/xuanxu) & Sergio Arbeo [`@serabe`](http://twitter.com/serabe)

data/RUNNING_TESTS.md

@@ -3,11 +3,11 @@
 The tests suite of the gem is located in the /test folder, and it's divided in two sets that run separately:
 
 * Ruby Tests
-* R tests 
+* R tests
 
 ### Ruby Tests
 
-The ruby set of tests are meant to test the general behaviour of the library. 
+The ruby set of tests are meant to test the general behaviour of the library.
 You can run these tests using the default Rake task:
 
     $ rake
@@ -15,12 +15,12 @@ You can run these tests using the default Rake task:
 ### R tests
 
 There's a group of tests validating the probability distribution of several samples of numbers generated with Croupier.
-These tests are statistical tests included in R scripts. 
+These tests are statistical tests included in R scripts.
 To run them you need to have R installed in your system. You can get the R software from ```http://www.r-project.org/```
 The testsuite uses the 'testthat' package. You can install it from the R console with the folowing command:
 
     install.packages("testthat", repos = "http://cran.r-project.org/", type="source")
-    
+
 Once you have R and all the dependencies installed in your system, you can run the test/testsuite.R file:
 
 Using Rscript:

data/bin/croupier

@@ -23,4 +23,4 @@
 #++
 
 require 'croupier'
-Croupier.application.run
+Croupier.application.run

data/lib/croupier/cli/application.rb

@@ -1,9 +1,9 @@
 module Croupier
   module CLI
     #####################################################################
-    # Croupier main command line interface application object. 
-    # 
-    # When invoking +croupier+ from the command line, 
+    # Croupier main command line interface application object.
+    #
+    # When invoking +croupier+ from the command line,
     # a Croupier::CLI::Application object is created and run.
     #
     class Application
@@ -30,11 +30,11 @@ module Croupier
       def run
         Croupier.trap_interrupt
         distribution, sample_size, params = parse_distribution_options
-        distribution.new(params).generate_numbers(sample_size).each{|n| Croupier.message n}
+        distribution.new(params).generate_sample(sample_size).each{|n| Croupier.message n}
       end
 
       private
-      
+
       def parse_distribution_options
         #Trollop needs this vars locally
         available_distribution_list     = @distribution_list.keys
@@ -48,11 +48,11 @@ Currently you can use this distributions:
 [#{available_distribution_list.join(', ')}]
 
 Usage:
-  croupier <distribution> <n> [options] 
+  croupier <distribution> <n> [options]
    where <n> is the quantity of numbers Croupier will generate.
 
 Get options list for any distribution with: croupier <distrib> --help
- 
+
           EOS
           stop_on available_distribution_list
         end
@@ -69,12 +69,12 @@ Get options list for any distribution with: croupier <distrib> --help
         else
           Trollop::die "unknown distribution #{dist.inspect}"
         end
-        
+
         sample_size = ARGV.shift.to_i # get the sample size
         Trollop::die "Sample size must be a positive integer" if sample_size.nil? || sample_size < 1
-        
+
         return [@distribution_list[dist], sample_size, dist_opts]
       end
     end
   end
-end
+end

data/lib/croupier/cli/trollop.rb

@@ -12,7 +12,7 @@ VERSION = "1.16.2"
 ## Thrown by Parser in the event of a commandline error. Not needed if
 ## you're using the Trollop::options entry.
 class CommandlineError < StandardError; end
-  
+
 ## Thrown by Parser if the user passes in '-h' or '--help'. Handled
 ## automatically by Trollop#options.
 class HelpNeeded < StandardError; end
@@ -250,7 +250,7 @@ class Parser
     syms.each { |sym| raise ArgumentError, "unknown option '#{sym}'" unless @specs[sym] }
     @constraints << [:depends, syms]
   end
-  
+
   ## Marks two (or more!) options as conflicting.
   def conflicts *syms
     syms.each { |sym| raise ArgumentError, "unknown option '#{sym}'" unless @specs[sym] }
@@ -427,7 +427,7 @@ class Parser
           # call this unless the cursor's at the beginning of a line.
 
     left = {}
-    @specs.each do |name, spec| 
+    @specs.each do |name, spec|
       left[name] = "--#{spec[:long]}" +
         (spec[:short] && spec[:short] != :none ? ", -#{spec[:short]}" : "") +
         case spec[:type]
@@ -656,7 +656,7 @@ private
     start = 0
     ret = []
     until start > str.length
-      nextt = 
+      nextt =
         if start + width >= str.length
           str.length
         else

data/lib/croupier/distribution.rb

@@ -1,5 +1,5 @@
 module Croupier
-  
+
   #####################################################################
   # Distribution represents the probability distribution used to
   # generate the sample of random numbers.
@@ -26,14 +26,15 @@ module Croupier
     end
 
     # Main method to generate n random numbers using the current probability distribution
-    def generate_numbers(n=1)
-      (1..n).map { generate_single_number }
+    def generate_sample(n=1)
+      (1..n).map { generate_number }
     end
 
     # Generates one random number using the current probability distribution
-    def generate_single_number
+    def generate_number
+      generate_sample 1
     end
-    
+
     # Defines a hash with banner and all available CLI options.
     # It is a hash with two keys:
     #  :banner =>  A string used as banner in the command line help
@@ -45,7 +46,7 @@ module Croupier
     #      [:mean, 'The mean of the distribution', {:default => 33}],
     #      [:median, 'Median of the distribution',{:default => 33.0, :type => :float}]
     #    ]
-    #   } 
+    #   }
     def self.cli_options
       {:banner => nil, :options=>[]}
     end
@@ -58,4 +59,4 @@ module Croupier
 
   module Distributions
   end
-end
+end

data/lib/croupier/distributions/exponential.rb

@@ -1,20 +1,20 @@
 module Croupier
   module Distributions
-    
+
     #####################################################################
-    # Uniform Distribution 
-    # Continous distribution where all points in an interval have 
-    # the same probability.
+    # Exponential Distribution
+    # Continuous probability distribution with a lambda param rate
+    # describing the time between events in a Poisson process
     #
     class Exponential < ::Croupier::Distribution
-      
+
       def initialize(options={})
         @name = "Exponential distribution"
         @description = "Continuous probability distribution with a lambda param rate describing the time between events in a Poisson process"
         configure(options)
       end
 
-      def generate_single_number
+      def generate_number
         raise Croupier::InputParamsError, "Invalid interval values" if @parameters[:lambda] <= 0
         (-1/@parameters[:lambda]) * Math.log(rand)
       end
@@ -36,4 +36,4 @@ module Croupier
       end
     end
   end
-end
+end

data/lib/croupier/distributions/normal.rb

@@ -0,0 +1,56 @@
+module Croupier
+  module Distributions
+
+    #####################################################################
+    # Normal Distribution
+    # Continuous distribution (mu,sigma) (defaults to (0,1) ) where
+    # mu is the mean and sigma the standard deviation.
+    #
+    class Normal < ::Croupier::Distribution
+
+      def initialize(options={})
+        @name = "Uniform distribution"
+        @description = "Continuous distribution (mu,sigma) (defaults to (0,1) ) where mu is the mean and sigma the standard deviation."
+        configure(options)
+      end
+
+      def generate_sample(n=1)
+        sample = n.odd? ? n+1 : n
+
+        # Generate
+        gen = (1..sample).map do |x|
+          1 - rand # because uniform need to be in (0,1]
+        end.each_slice(2).flat_map do |x, y|
+          [
+            Math.sqrt(-2*Math.log(x)) * Math.cos(2*Math::PI*y),
+            Math.sqrt(-2*Math.log(x)) * Math.sin(2*Math::PI*y)
+          ]
+        end
+
+        # Adjust parameters.
+        gen.map!{ |x| x * @parameters[:std] }  if @parameters[:std] != 1
+        gen.map!{ |x| x + @parameters[:mean] } if @parameters[:mean] != 0
+
+        # Adjust length
+        n.odd? ? gen[0..-2] : gen
+      end
+
+      def default_parameters
+        {:mean => 0, :std => 1}
+      end
+
+      def self.cli_name
+        "normal"
+      end
+
+      def self.cli_options
+        {:options => [
+           [:mean, 'mean of the distribution', {:type=>:float, :default => 0.0}],
+           [:std, 'standard deviation of the distribution', {:type=>:float, :default => 1.0}]
+         ],
+         :banner => "Normal distribution. Generate numbers following a continuous distribution the real line with mean :mean and standard deviation :std."
+        }
+      end
+    end
+  end
+end

data/lib/croupier/distributions/uniform.rb

@@ -1,20 +1,20 @@
 module Croupier
   module Distributions
-    
+
     #####################################################################
-    # Uniform Distribution 
-    # Continous distribution where all points in an interval have 
+    # Uniform Distribution
+    # Continous distribution where all points in an interval have
     # the same probability.
     #
     class Uniform < ::Croupier::Distribution
-      
+
       def initialize(options={})
         @name = "Uniform distribution"
         @description = "Continuous distribution on [a,b] (defaults to [0,1]) where all points in the interval are equally likely"
         configure(options)
       end
 
-      def generate_single_number
+      def generate_number
         raise Croupier::InputParamsError, "Invalid interval values" if @parameters[:b] < @parameters[:a]
         rand Range.new(@parameters[:a], @parameters[:b])
       end
@@ -37,4 +37,4 @@ module Croupier
       end
     end
   end
-end
+end

data/lib/croupier/exceptions.rb

@@ -5,4 +5,4 @@ module Croupier
   class InvalidOptionError < Error; end
   # Error in some of the input params.
   class InputParamsError < Error; end
-end
+end

data/test/distributions/R_tests/test_normal.R

@@ -0,0 +1,52 @@
+context('** Normal Distribution **')
+# Run a K-S test on the Croupier sample against a exponential R-generated sample
+# Accept Croupier's sample as normal if p-value > 0.05
+# Also check for a statistic near 0
+
+context('Kolmogorov-Smirnov test for default mean = 0 and std = 1')
+  croupier_normal <- read.table("../generated_samples/normal_0_1.data")
+  ks_result<-ks.test(croupier_normal$V1, "pnorm")
+
+  test_that("p-value > 0.05", {
+    expect_true(ks_result$p.value > 0.05)
+  })
+
+  test_that("statistic converging to 0", {
+    expect_true(as.numeric(ks_result$statistic) < 0.05)
+  })
+
+context('Shapiro test for default mean = 0 and std = 1')
+  croupier_normal <- read.table("../generated_samples/normal_0_1.data")
+  s_result<-shapiro.test(croupier_normal$V1[1:5000])
+
+  test_that("p-value > 0.05", {
+    expect_true(s_result$p.value > 0.05)
+  })
+
+  test_that("statistic converging to 0", {
+    expect_true(as.numeric(ks_result$statistic) < 0.05)
+  })
+
+context('Kolmogorov-Smirnov test for given mean = 5 and std = 6')
+  croupier_normal <- read.table("../generated_samples/normal_5_6.data")
+  ks_result<-ks.test((croupier_normal$V1 - 5)/6, "pnorm")
+
+  test_that("p-value > 0.05", {
+    expect_true(ks_result$p.value > 0.05)
+  })
+
+  test_that("statistic converging to 0", {
+    expect_true(as.numeric(ks_result$statistic) < 0.05)
+  })
+
+context('Shapiro test for default mean = 5 and std = 1')
+  croupier_normal <- read.table("../generated_samples/normal_0_1.data")
+  s_result<-shapiro.test((croupier_normal$V1[1:5000] - 5 ) / 6)
+
+  test_that("p-value > 0.05", {
+    expect_true(s_result$p.value > 0.05)
+  })
+
+  test_that("statistic converging to 0", {
+    expect_true(as.numeric(ks_result$statistic) < 0.05)
+  })