distrb 0.1.0

checksums.yaml

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data/.gitignore

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+*.gem
+*.rbc
+/.config
+/coverage/
+/InstalledFiles
+/pkg/
+/spec/reports/
+/spec/examples.txt
+/test/tmp/
+/test/version_tmp/
+/tmp/
+
+# Used by dotenv library to load environment variables.
+# .env
+
+## Specific to RubyMotion:
+.dat*
+.repl_history
+build/
+*.bridgesupport
+build-iPhoneOS/
+build-iPhoneSimulator/
+
+## Specific to RubyMotion (use of CocoaPods):
+#
+# We recommend against adding the Pods directory to your .gitignore. However
+# you should judge for yourself, the pros and cons are mentioned at:
+# https://guides.cocoapods.org/using/using-cocoapods.html#should-i-check-the-pods-directory-into-source-control
+#
+# vendor/Pods/
+
+## Documentation cache and generated files:
+/.yardoc/
+/_yardoc/
+/doc/
+/rdoc/
+
+## Environment normalization:
+/.bundle/
+/vendor/bundle
+/lib/bundler/man/
+
+# for a library or gem, you might want to ignore these files since the code is
+# intended to run in multiple environments; otherwise, check them in:
+Gemfile.lock
+.ruby-version
+.ruby-gemset
+
+# unless supporting rvm < 1.11.0 or doing something fancy, ignore this:
+.rvmrc
+
+.rspec_status

data/.rspec

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+--format documentation
+--color
+--require spec_helper

data/.rubocop.yml

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+# Cop supports --auto-correct.
+# Configuration parameters: AutoCorrect, EnforcedStyle.
+# SupportedStyles: nested, compact
+Style/ClassAndModuleChildren:
+  EnforcedStyle: compact
+
+# Cop supports --auto-correct.
+# Configuration parameters: EnforcedStyle.
+# SupportedStyles: require_parentheses, require_no_parentheses, require_no_parentheses_except_multiline
+Style/MethodDefParentheses:
+  EnforcedStyle: require_no_parentheses
+
+# Cop supports --auto-correct.
+Style/RedundantSelf:
+  Enabled: false
+
+Style/Documentation:
+  Exclude:
+    - 'spec/**/*'
+    - 'test/**/*'

data/.travis.yml

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+sudo: false
+language: ruby
+rvm:
+  - 2.3.2
+before_install: gem install bundler -v 1.16.0

data/Gemfile

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+# frozen_string_literal: true
+
+source 'https://rubygems.org'
+
+git_source(:github) { |repo_name| "https://github.com/#{repo_name}" }
+
+# Specify your gem's dependencies in distrb.gemspec
+gemspec

data/Guardfile

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+# frozen_string_literal: true
+
+# More info at https://github.com/guard/guard#readme
+
+## Uncomment and set this to only include directories you want to watch
+# directories %w(app lib config test spec features) \
+#  .select{|d| Dir.exists?(d) ? d : UI.warning("Directory #{d} does not exist")}
+
+# Note: The cmd option is now required due to the increasing number of ways
+#       rspec may be run, below are examples of the most common uses.
+#  * bundler: 'bundle exec rspec'
+#  * bundler binstubs: 'bin/rspec'
+#  * spring: 'bin/rspec' (This will use spring if running and you have
+#                          installed the spring binstubs per the docs)
+#  * zeus: 'zeus rspec' (requires the server to be started separately)
+#  * 'just' rspec: 'rspec'
+
+guard :rspec, cmd: 'bundle exec rspec' do
+  require 'guard/rspec/dsl'
+  dsl = Guard::RSpec::Dsl.new(self)
+
+  # Feel free to open issues for suggestions and improvements
+
+  # RSpec files
+  rspec = dsl.rspec
+  watch(rspec.spec_helper) { rspec.spec_dir }
+  watch(rspec.spec_support) { rspec.spec_dir }
+  watch(rspec.spec_files)
+
+  # Ruby files
+  ruby = dsl.ruby
+  dsl.watch_spec_files_for(ruby.lib_files)
+end
+
+guard :rubocop do
+  watch(/.+\.rb$/)
+  watch(%r{(?:.+/)?\.rubocop(?:_todo)?\.yml$}) { |m| File.dirname(m[0]) }
+end

data/LICENSE

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+MIT License
+
+Copyright (c) 2018 Arai Hiroki
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

data/README.md

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+# distrb
+
+This gem is probability distribution for Ruby.
+Currently, this aims to sample from some distributions.
+
+## Installation
+
+```ruby
+gem 'distrb'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install distrb
+
+## Usage
+
+    > dist = Distrb::Uniform.new
+    > dist.sample # => 0.31009806817895547
+
+That's all!
+
+Supported probabiliry distributions: [Distrb::Uniform](lib/distrb/uniform.rb), [Distrb::Normal](lib/distrb/normal.rb), [Distrb::Gamma](lib/distrb/gamma.rb), [Distrb::Beta](lib/distrb/beta.rb)
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/hiroara/distrb.

data/Rakefile

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+# frozen_string_literal: true
+
+require 'bundler/gem_tasks'
+require 'rspec/core/rake_task'
+
+RSpec::Core::RakeTask.new(:spec)
+
+task default: :spec

data/bin/console

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+#!/usr/bin/env ruby
+# frozen_string_literal: true
+
+require 'bundler/setup'
+require 'distrb'
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require 'irb'
+IRB.start(__FILE__)

data/bin/setup

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+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/distrb.gemspec

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+# frozen_string_literal: true
+
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'distrb/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = 'distrb'
+  spec.version       = Distrb::VERSION
+  spec.authors       = ['Hiroki Arai']
+  spec.email         = ['hiroara62@gmail.com']
+
+  spec.summary       = 'Probability Distribution for Ruby'
+  spec.description   = 'This library implements probability distributions.'
+  spec.homepage      = 'https://github.com/hiroara/distrb'
+
+  spec.files         = `git ls-files -z`.split("\x0").reject do |f|
+    f.match(%r{^(test|spec|features)/})
+  end
+  spec.bindir        = 'exe'
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ['lib']
+
+  spec.add_development_dependency 'bundler', '~> 1.16'
+  spec.add_development_dependency 'guard', '~> 2.14.0'
+  spec.add_development_dependency 'guard-rspec', '~> 4.7.0'
+  spec.add_development_dependency 'guard-rubocop', '~> 1.3.0'
+  spec.add_development_dependency 'rake', '~> 10.0'
+  spec.add_development_dependency 'rspec', '~> 3.0'
+  spec.add_development_dependency 'rubocop', '~> 0.52.0'
+end

data/lib/distrb/beta/tgv.rb

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+# frozen_string_literal: true
+
+#
+# Sampling from Beta distribution using two Gamma ditributions
+# Porting from Numpy
+# See: https://github.com/numpy/numpy/blob/69fb4f160518ac347efc63dc17ebdf81285c1958/numpy/random/mtrand/distributions.c#L219-L224
+#
+class Distrb::Beta::TGV
+  def initialize alpha, beta
+    @gamma_alpha = Distrb::Gamma.new alpha, 1
+    @gamma_beta = Distrb::Gamma.new beta, 1
+  end
+
+  def sample
+    r1 = @gamma_alpha.sample
+    r2 = @gamma_beta.sample
+    r1 / (r1 + r2)
+  end
+end

data/lib/distrb/beta.rb

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+# frozen_string_literal: true
+
+#
+# Beta distribution
+# See: https://en.wikipedia.org/wiki/Beta_distribution
+#
+class Distrb::Beta < Distrb::Distribution
+  require_relative './beta/tgv'
+
+  attr_reader :sampler
+
+  def initialize alpha, beta
+    @sampler = TGV.new alpha, beta
+  end
+end

data/lib/distrb/distribution.rb

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+# frozen_string_literal: true
+
+#
+# Base class of probability distribution
+# Currently, this class only supports sampling feature.
+#
+class Distrb::Distribution
+  def sampler
+    raise NotImplementedError
+  end
+
+  def sample
+    self.sampler.sample
+  end
+end

data/lib/distrb/gamma/marsaglia_tsang/high_alpha.rb

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+# frozen_string_literal: true
+
+#
+# Internal class for Marsaglia and Tsang's method.
+#
+# Actual implementation of the algorithm for `alpha < 1`.
+#
+class Distrb::Gamma::MarsagliaTsang::HighAlpha
+  def initialize alpha
+    @alpha = alpha
+    @normal = Distrb::Normal.new
+    @uniform = Distrb::Uniform.new
+
+    @d = @alpha - 1.0 / 3.0
+    @c = 1.0 / Math.sqrt(9.0 * @d)
+  end
+
+  def sample
+    loop do
+      v = 0.0
+      until v.positive?
+        x = @normal.sample
+        v = 1.0 + @c * x
+      end
+      v **= 3
+      u = @uniform.sample
+      return @d * v if should_stop? u, x, v
+    end
+  end
+
+  private
+
+  def should_stop? u, x, v
+    u < 1.0 - 0.0331 * x**4 ||
+      Math.log(u) < 0.5 * x**2 + @d * (1.0 - v + Math.log(v))
+  end
+end

data/lib/distrb/gamma/marsaglia_tsang/low_alpha.rb

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+# frozen_string_literal: true
+
+#
+# Internal class for Marsaglia and Tsang's method.
+#
+# The method cannot be applied for `alpha < 1` without do anything.
+# (Where `alpha` is shape parameter of Gamma distribution.)
+# So this class achieves it with sampling from other Gamma distribution
+# with `alpha` plus 1 and modifying it.
+#
+class Distrb::Gamma::MarsagliaTsang::LowAlpha
+  def initialize alpha
+    @alpha = alpha
+    @gamma = Distrb::Gamma.new @alpha + 1
+    @uniform = Distrb::Uniform.new
+  end
+
+  def sample
+    x = @gamma.sample
+    u = @uniform.sample
+    x * u**(1 / @alpha)
+  end
+end

data/lib/distrb/gamma/marsaglia_tsang.rb

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+# frozen_string_literal: true
+
+#
+# Marsaglia and Tsang's method to sample from Gamma distribution
+# See: https://dl.acm.org/citation.cfm?id=358414
+#
+class Distrb::Gamma::MarsagliaTsang
+  require_relative './marsaglia_tsang/high_alpha'
+  require_relative './marsaglia_tsang/low_alpha'
+
+  def initialize shape, rate = 1
+    @sampler = shape < 1 ? LowAlpha.new(shape) : HighAlpha.new(shape)
+    @rate = rate
+  end
+
+  def sample
+    @sampler.sample / @rate
+  end
+end

data/lib/distrb/gamma.rb

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+# frozen_string_literal: true
+
+#
+# Gamma distribution
+# See: https://en.wikipedia.org/wiki/Gamma_distribution
+#
+class Distrb::Gamma < Distrb::Distribution
+  require_relative './gamma/marsaglia_tsang'
+
+  attr_reader :sampler
+
+  def initialize alpha, beta = 1
+    @sampler = MarsagliaTsang.new alpha, beta
+  end
+end

data/lib/distrb/normal/box_muller_transform.rb

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+# frozen_string_literal: true
+
+#
+# Box-Muller transform to sample from Normal distribution
+# See: https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform
+#
+class Distrb::Normal::BoxMullerTransform
+  def initialize
+    @uniform = Distrb::Uniform.new
+  end
+
+  def sample
+    x = @uniform.sample
+    y = @uniform.sample
+    Math.sqrt(-2 * Math.log(x)) * Math.cos(2 * Math::PI * y)
+  end
+end

data/lib/distrb/normal.rb

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+# frozen_string_literal: true
+
+#
+# Normal distribution
+# See: https://en.wikipedia.org/wiki/Normal_distribution
+#
+class Distrb::Normal < Distrb::Distribution
+  require_relative './normal/box_muller_transform'
+
+  attr_reader :sampler
+
+  def initialize
+    @sampler = BoxMullerTransform.new
+  end
+end

data/lib/distrb/uniform/mersenne_twister.rb

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+# frozen_string_literal: true
+
+#
+# Mersenne Twister algorithm to sample from Uniform distribution
+# See: https://en.wikipedia.org/wiki/Mersenne_Twister
+#
+# This implementation uses Random class of Ruby core.
+# See: http://ruby-doc.org/core-2.5.0/Random.html
+#
+class Distrb::Uniform::MersenneTwister
+  def initialize
+    @random = Random.new
+  end
+
+  def sample *args
+    @random.rand(*args)
+  end
+end

data/lib/distrb/uniform.rb

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+# frozen_string_literal: true
+
+#
+# Uniform distribution
+# See: https://en.wikipedia.org/wiki/Uniform_distribution_(continuous)
+#
+class Distrb::Uniform < Distrb::Distribution
+  require_relative './uniform/mersenne_twister'
+
+  attr_reader :sampler
+
+  def initialize
+    @sampler = MersenneTwister.new
+  end
+end

data/lib/distrb/version.rb

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+# frozen_string_literal: true
+
+module Distrb
+  VERSION = '0.1.0'
+end

data/lib/distrb.rb

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+# frozen_string_literal: true
+
+#
+# Top-level module of distrb gem.
+#
+module Distrb
+  require_relative './distrb/version'
+  require_relative './distrb/distribution'
+  require_relative './distrb/uniform'
+  require_relative './distrb/normal'
+  require_relative './distrb/gamma'
+  require_relative './distrb/beta'
+end

metadata

@@ -0,0 +1,166 @@
+--- !ruby/object:Gem::Specification
+name: distrb
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- Hiroki Arai
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2018-02-26 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.16'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.16'
+- !ruby/object:Gem::Dependency
+  name: guard
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 2.14.0
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 2.14.0
+- !ruby/object:Gem::Dependency
+  name: guard-rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 4.7.0
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 4.7.0
+- !ruby/object:Gem::Dependency
+  name: guard-rubocop
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 1.3.0
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 1.3.0
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+- !ruby/object:Gem::Dependency
+  name: rubocop
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.52.0
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.52.0
+description: This library implements probability distributions.
+email:
+- hiroara62@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".rspec"
+- ".rubocop.yml"
+- ".travis.yml"
+- Gemfile
+- Guardfile
+- LICENSE
+- README.md
+- Rakefile
+- bin/console
+- bin/setup
+- distrb.gemspec
+- lib/distrb.rb
+- lib/distrb/beta.rb
+- lib/distrb/beta/tgv.rb
+- lib/distrb/distribution.rb
+- lib/distrb/gamma.rb
+- lib/distrb/gamma/marsaglia_tsang.rb
+- lib/distrb/gamma/marsaglia_tsang/high_alpha.rb
+- lib/distrb/gamma/marsaglia_tsang/low_alpha.rb
+- lib/distrb/normal.rb
+- lib/distrb/normal/box_muller_transform.rb
+- lib/distrb/uniform.rb
+- lib/distrb/uniform/mersenne_twister.rb
+- lib/distrb/version.rb
+homepage: https://github.com/hiroara/distrb
+licenses: []
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.7.3
+signing_key: 
+specification_version: 4
+summary: Probability Distribution for Ruby
+test_files: []