distribution 0.1.0

data/spec/bivariatenormal_spec.rb

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+require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
+include ExampleWithGSL
+describe Distribution::BivariateNormal do
+  shared_examples_for "all pdf normal capables engines" do
+    it_only_with_gsl "should return correct pdf" do
+      if @engine.respond_to? :pdf
+        [0.2,0.4,0.6,0.8,0.9, 0.99,0.999,0.999999].each {|rho|
+          @engine.pdf(0,0, rho , 1,1).should be_within(1e-8).of(GSL::Ran::bivariate_gaussian_pdf(0, 0, 1,1,rho))
+        }
+      else
+        pending("No #{@engine}.pdf")
+      end
+    end
+  end
+  
+  shared_examples_for "all cdf normal capables engines" do
+    it "should return correct cdf" do
+      if @engine.respond_to? :cdf
+        @engine.cdf(2,0.5,0.5).should be_within(1e-3).of(0.686)
+        @engine.cdf(2,0.0,0.5).should be_within(1e-3).of(0.498)
+        @engine.cdf(1.5,0.5,0.5).should be_within(1e-3).of(0.671)
+        v=rand
+        @engine.cdf(10,0,v).should be_within(1e-3).of(Distribution::Normal.cdf(0))
+      else
+          pending("No #{@engine}.cdf")
+        
+      end
+    end
+    
+  end
+  describe "singleton" do
+    before do
+      @engine=Distribution::BivariateNormal
+    end
+    it_should_behave_like "all pdf normal capables engines"    
+    it_should_behave_like "all cdf normal capables engines"    
+    
+  end
+  
+  describe Distribution::Normal::Ruby_ do
+    before do
+      @engine=Distribution::BivariateNormal::Ruby_
+    end
+    it_should_behave_like "all pdf normal capables engines"    
+    it_should_behave_like "all cdf normal capables engines"    
+    it "Ganz method should return similar method to Hull one" do
+      [-3,-2,-1,0,1,1.5].each {|x|      
+        @engine.cdf_hull(x,x,0.5).should be_within(0.001).of(@engine.cdf_genz(x,x,0.5))
+
+      }
+    end
+    
+  end
+  describe Distribution::Normal::GSL_ do
+    before do
+      @engine=Distribution::BivariateNormal::GSL_
+    end
+    it_should_behave_like "all pdf normal capables engines"    
+
+  end
+  
+  
+end

data/spec/chisquare_spec.rb

@@ -0,0 +1,89 @@
+require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
+include ExampleWithGSL
+describe Distribution::ChiSquare do
+
+shared_examples_for "Chi-square engine(with pdf)" do
+    it_only_with_gsl "should return correct pdf" do
+      if @engine.respond_to? :pdf
+        1.upto(10) do |k|
+          v=1+rand(5)
+          chi=GSL::Ran.chisq_pdf(v,k)
+          @engine.pdf(v,k).should be_within(10e-10).of(chi)
+        end
+      else
+        pending("No #{@engine}.pdf")
+      end
+    end
+
+end
+  
+shared_examples_for "Chi-square engine" do
+
+  it_only_with_gsl "should return correct cdf" do
+    if @engine.respond_to? :cdf
+      1.upto(10) do |k|
+        v=1+rand(5)
+        chi=GSL::Cdf::chisq_P(v,k)
+        @engine.cdf(v,k).should be_within(10e-10).of(chi)
+      end
+    else
+      pending("No #{@engine}.cdf")
+    end  
+  end
+  it "should return correct p_value" do
+    if @engine.respond_to? :p_value
+      1.upto(10) do |k|
+        v=1+rand(5)
+        pr=@engine.cdf(v,k)
+        @engine.p_value(pr,k).should be_within(10e-4).of(v)
+       end
+    else
+      pending("No #{@engine}.p_value")
+    end
+  end
+end
+
+  describe "singleton" do
+    before do
+      @engine=Distribution::ChiSquare
+    end
+    it_should_behave_like "Chi-square engine"
+    it_should_behave_like "Chi-square engine(with pdf)"    
+  end
+  
+  describe Distribution::ChiSquare::Ruby_ do
+    before do
+      @engine=Distribution::ChiSquare::Ruby_
+    end
+    it_should_behave_like "Chi-square engine"    
+    it_should_behave_like "Chi-square engine(with pdf)"    
+  end
+  if Distribution.has_gsl?
+    describe Distribution::ChiSquare::GSL_ do
+      before do
+        @engine=Distribution::ChiSquare::GSL_
+      end
+    it_should_behave_like "Chi-square engine"    
+    it_should_behave_like "Chi-square engine(with pdf)"    
+    end
+  end  
+  if Distribution.has_statistics2?
+    describe Distribution::ChiSquare::Statistics2_ do
+      before do
+        @engine=Distribution::ChiSquare::Statistics2_
+      end
+    it_should_behave_like "Chi-square engine"    
+    end  
+  end
+  
+  if Distribution.has_java?
+    describe Distribution::ChiSquare::Java_ do
+      before do
+        @engine=Distribution::ChiSquare::Java_
+      end
+    it_should_behave_like "Chi-square engine"    
+    it_should_behave_like "Chi-square engine(with pdf)"    
+    end  
+  end
+  
+end

data/spec/distribution_spec.rb

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+require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
+describe Distribution do
+  it "should respond to has_gsl?" do
+    lambda {Distribution.has_gsl?}.should_not raise_exception
+    if Distribution.has_gsl?
+      defined?(GSL).should be_true
+    else
+      defined?(GSL).should be_false
+    end 
+  end
+  it "should respond to has_statistics2?" do
+    lambda {Distribution.has_statistics2?}.should_not raise_exception
+    if Distribution.has_statistics2?
+      defined?(Statistics2).should be_true
+    else
+      defined?(Statistics2).should be_true
+    end 
+  end
+end

data/spec/f_spec.rb

@@ -0,0 +1,107 @@
+require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
+
+include ExampleWithGSL
+
+describe Distribution::F do
+shared_examples_for "F engine(with rng)" do
+  it "should return correct rng" do
+  pending()
+  end
+end
+
+shared_examples_for "F engine(with pdf)" do
+  it_only_with_gsl "should return correct pdf" do
+    if @engine.respond_to? :pdf
+      [0.1,0.5,1,2,10,20,30].each{|f|
+      [2,5,10].each{|n2|
+      [2,5,10].each{|n1|
+      @engine.pdf(f,n1,n2).should be_within(1e-4).of(GSL::Ran.fdist_pdf(f,n1,n2))
+      }
+      }
+      }
+    else
+      pending("No #{@engine}.pdf")
+    end
+  end
+end
+
+shared_examples_for "F engine" do
+  
+  it_only_with_gsl "should return correct cdf" do
+    if @engine.respond_to? :cdf
+      [0.1,0.5,1,2,10,20,30].each{|f|
+      [2,5,10].each{|n2|
+      [2,5,10].each{|n1|
+      @engine.cdf(f,n1,n2).should be_within(1e-4).of(GSL::Cdf.fdist_P(f,n1,n2))
+      
+      }
+      }
+      }
+    else
+      pending("No #{@engine}.cdf")
+    end
+  
+  end
+  it "should return correct p_value" do
+    if @engine.respond_to? :p_value
+  
+    [0.1,0.5,1,2,10,20,30].each{|f|
+    [2,5,10].each{|n2|
+    [2,5,10].each{|n1|
+    area=@engine.cdf(f,n1,n2)
+    @engine.p_value(area,n1,n2).should be_within(1e-4).of(GSL::Cdf.fdist_Pinv(area,n1,n2))
+    }
+    }
+    }
+  
+    
+    else
+      pending("No #{@engine}.p_value")
+    end
+  end
+end
+
+  describe "singleton" do
+    before do
+      @engine=Distribution::F
+    end
+    it_should_behave_like "F engine"    
+    it_should_behave_like "F engine(with pdf)"    
+  end
+  
+  describe Distribution::F::Ruby_ do
+    before do
+      @engine=Distribution::F::Ruby_
+    end
+    it_should_behave_like "F engine"    
+    it_should_behave_like "F engine(with pdf)"    
+  end
+  if Distribution.has_gsl?
+    describe Distribution::F::GSL_ do
+      before do
+        @engine=Distribution::F::GSL_
+      end
+    it_should_behave_like "F engine"    
+    it_should_behave_like "F engine(with pdf)"    
+    end
+  end  
+  if Distribution.has_statistics2?
+    describe Distribution::F::Statistics2_ do
+      before do
+        @engine=Distribution::F::Statistics2_
+      end
+    it_should_behave_like "F engine"    
+    end  
+  end
+  
+  if Distribution.has_java?
+    describe Distribution::F::Java_ do
+      before do
+        @engine=Distribution::F::Java_
+      end
+    it_should_behave_like "F engine"    
+    it_should_behave_like "F engine(with pdf)"    
+    end  
+  end
+  
+end

data/spec/normal_spec.rb

@@ -0,0 +1,105 @@
+require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
+  
+describe Distribution::Normal do
+  shared_examples_for "gaussian engine(with rng)" do
+  it "should return correct rng" do
+      samples=100
+      sum=0
+      ss=0
+      exp_mean=rand(10)-5
+      exp_sd=1
+      rng=@engine.rng(exp_mean,exp_sd)
+      
+      samples.times do 
+        v=rng.call
+        sum+=v
+        ss+=(v-exp_mean)**2
+      end
+      
+      
+      mean=sum.to_f/samples
+      sd=Math::sqrt(ss.to_f/samples)
+      mean.should be_within(0.5).of(exp_mean)
+      sd.should be_within(0.3).of(exp_sd)
+  end
+end
+
+shared_examples_for "gaussian engine(with pdf)" do
+  it "should return correct pdf" do
+    if @engine.respond_to? :pdf
+      10.times do |i|
+        x=(i-5)/2.0
+        pdf=(1.0 / Distribution::SQ2PI)*Math::exp(-(x**2/2.0))
+        @engine.pdf(x).should be_within(1e-10).of(pdf)
+      end
+    else
+      pending("No #{@engine}.pdf")
+    end
+  end
+end
+
+shared_examples_for "gaussian engine" do
+  it "should return correct cdf" do
+    @engine.cdf(1.96).should be_within(1e-10).of(0.97500210485178)
+    @engine.cdf(0).should be_within(1e-10).of(0.5)
+  end
+  it "should return correct p_value" do
+    if @engine.respond_to? :p_value
+      @engine.p_value(0.5).should be_within(1e-3).of(0)
+      10.times do |i|
+        x=(i-5) / 2.0
+        cdf=@engine.cdf(x)
+        @engine.p_value(cdf).should be_within(1e-6).of(x)
+      end
+    else
+      pending("No #{@engine}.p_value")
+    end
+  end
+end
+
+  describe "singleton" do
+    before do
+      @engine=Distribution::Normal
+    end
+    it_should_behave_like "gaussian engine"    
+    it_should_behave_like "gaussian engine(with rng)"    
+    it_should_behave_like "gaussian engine(with pdf)"    
+  end
+  
+  describe Distribution::Normal::Ruby_ do
+    before do
+      @engine=Distribution::Normal::Ruby_
+    end
+    it_should_behave_like "gaussian engine"    
+    it_should_behave_like "gaussian engine(with rng)"    
+    it_should_behave_like "gaussian engine(with pdf)"    
+  end
+  if Distribution.has_gsl?
+    describe Distribution::Normal::GSL_ do
+      before do
+        @engine=Distribution::Normal::GSL_
+      end
+    it_should_behave_like "gaussian engine"    
+    it_should_behave_like "gaussian engine(with rng)"    
+    it_should_behave_like "gaussian engine(with pdf)"    
+    end
+  end  
+  if Distribution.has_statistics2?
+    describe Distribution::Normal::Statistics2_ do
+      before do
+        @engine=Distribution::Normal::Statistics2_
+      end
+    it_should_behave_like "gaussian engine"    
+    end  
+  end
+  
+  if Distribution.has_java?
+    describe Distribution::Normal::Java_ do
+      before do
+        @engine=Distribution::Normal::Java_
+      end
+      it_should_behave_like "all gaussian engines"
+    end  
+  end
+  
+end

data/spec/shorthand_function.rb

@@ -0,0 +1,6 @@
+require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
+describe Distribution::Function do
+  it "should correct factorial" do
+    Distribution::Function.factorial(5).should eq(5*4*3*2*1)
+  end
+end

data/spec/shorthand_spec.rb

@@ -0,0 +1,14 @@
+require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
+describe Distribution::Shorthand do
+  include Distribution::Shorthand
+  it "should have normal methods" do
+    Distribution::Shorthand.instance_methods.map{|v| v.to_sym}.should include(:norm_pdf, :norm_cdf, :norm_rng,:norm_p_value)
+  end
+  it "returns same values as long form" do
+    x=rand()
+    norm_cdf(x).should eql(Distribution::Normal.cdf(x))
+    norm_pdf(x).should eql(Distribution::Normal.pdf(x))
+    norm_p_value(x).should eql(Distribution::Normal.p_value(x))
+    
+  end
+end

data/spec/spec.opts

@@ -0,0 +1,3 @@
+--color
+-f s
+-b

data/spec/spec_helper.rb

@@ -0,0 +1,23 @@
+$:.unshift(File.dirname(__FILE__)+"/../lib")
+begin
+  require 'simplecov'
+  SimpleCov.start do
+    add_filter "/spec/"
+    add_group "Libraries", "lib"
+  end
+rescue LoadError
+end
+require 'rspec'
+require 'distribution'
+
+module ExampleWithGSL
+  def it_only_with_gsl(name,&block)
+    it(name) do
+      if Distribution.has_gsl?
+        instance_eval(&block)
+      else
+        pending("Requires GSL")  
+      end
+    end
+  end
+end

data/spec/t_spec.rb

@@ -0,0 +1,98 @@
+require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
+
+include ExampleWithGSL
+
+describe Distribution::T do
+shared_examples_for "T engine(with rng)" do
+  it "should return correct rng" do
+  pending()
+  end
+end
+
+shared_examples_for "T engine(with pdf)" do
+  it_only_with_gsl "should return correct pdf" do
+    if @engine.respond_to? :pdf
+      [-2,0.1,0.5,1,2].each{|t|
+        [2,5,10].each{|n|
+          @engine.pdf(t,n).should be_within(1e-6).of(GSL::Ran.tdist_pdf(t,n))
+
+        }
+      }
+    else
+      pending("No #{@engine}.pdf")
+    end
+  end
+end
+
+shared_examples_for "T engine" do
+  
+  it_only_with_gsl "should return correct cdf" do
+    if @engine.respond_to? :cdf
+      [-2,0.1,0.5,1,2].each{|t|
+        [2,5,10].each{|n|
+          @engine.cdf(t,n).should be_within(1e-4).of(GSL::Cdf.tdist_P(t,n))
+        }
+      }
+    else
+      pending("No #{@engine}.cdf")
+    end
+  
+  end
+  it "should return correct p_value" do
+    if @engine.respond_to? :p_value
+   [-2,0.1,0.5,1,2].each{|t|
+        [2,5,10].each{|n|
+          area=Distribution::T.cdf(t,n)
+          @engine.p_value(area,n).should be_within(1e-4).of(GSL::Cdf.tdist_Pinv(area,n))
+    }
+    }
+    else
+      pending("No #{@engine}.p_value")
+    end
+  end
+end
+
+  describe "singleton" do
+    before do
+      @engine=Distribution::T
+    end
+    it_should_behave_like "T engine"    
+    it_should_behave_like "T engine(with pdf)"    
+  end
+  
+  describe Distribution::T::Ruby_ do
+    before do
+      @engine=Distribution::T::Ruby_
+    end
+    it_should_behave_like "T engine"    
+    it_should_behave_like "T engine(with pdf)"    
+  end
+  if Distribution.has_gsl?
+    describe Distribution::T::GSL_ do
+      before do
+        @engine=Distribution::T::GSL_
+      end
+    it_should_behave_like "T engine"    
+    it_should_behave_like "T engine(with pdf)"    
+    end
+  end  
+  if Distribution.has_statistics2?
+    describe Distribution::T::Statistics2_ do
+      before do
+        @engine=Distribution::T::Statistics2_
+      end
+    it_should_behave_like "T engine"    
+    end  
+  end
+  
+  if Distribution.has_java?
+    describe Distribution::T::Java_ do
+      before do
+        @engine=Distribution::T::Java_
+      end
+    it_should_behave_like "T engine"    
+    it_should_behave_like "T engine(with pdf)"    
+    end  
+  end
+  
+end