distribution 0.2.0 → 0.3.0
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- data.tar.gz.sig +0 -0
- data/History.txt +9 -0
- data/Manifest.txt +12 -0
- data/README.txt +24 -7
- data/Rakefile +2 -0
- data/benchmark/binomial_coefficient.rb +55 -0
- data/benchmark/factorial_method.rb +4 -1
- data/benchmark/odd.rb +22 -0
- data/lib/distribution.rb +11 -7
- data/lib/distribution/binomial.rb +22 -20
- data/lib/distribution/binomial/gsl.rb +14 -0
- data/lib/distribution/binomial/java.rb +9 -0
- data/lib/distribution/binomial/ruby.rb +26 -0
- data/lib/distribution/bivariatenormal.rb +7 -5
- data/lib/distribution/bivariatenormal/java.rb +9 -0
- data/lib/distribution/chisquare.rb +1 -0
- data/lib/distribution/chisquare/gsl.rb +3 -3
- data/lib/distribution/chisquare/java.rb +9 -0
- data/lib/distribution/f.rb +1 -0
- data/lib/distribution/f/gsl.rb +3 -3
- data/lib/distribution/f/java.rb +9 -0
- data/lib/distribution/hypergeometric.rb +2 -0
- data/lib/distribution/hypergeometric/gsl.rb +2 -2
- data/lib/distribution/hypergeometric/java.rb +9 -0
- data/lib/distribution/hypergeometric/ruby.rb +24 -27
- data/lib/distribution/math_extension.rb +90 -8
- data/lib/distribution/normal.rb +1 -0
- data/lib/distribution/normal/java.rb +9 -0
- data/lib/distribution/t.rb +2 -0
- data/lib/distribution/t/java.rb +9 -0
- data/lib/distribution/t/statistics2.rb +1 -1
- data/spec/binomial_spec.rb +118 -0
- data/spec/distribution_spec.rb +1 -1
- data/spec/f_spec.rb +1 -1
- data/spec/hypergeometric_spec.rb +49 -13
- data/spec/math_extension_spec.rb +57 -9
- data/spec/normal_spec.rb +7 -3
- data/spec/shorthand_spec.rb +16 -2
- data/spec/t_spec.rb +1 -1
- metadata +44 -5
- metadata.gz.sig +0 -0
data/spec/distribution_spec.rb
CHANGED
data/spec/f_spec.rb
CHANGED
data/spec/hypergeometric_spec.rb
CHANGED
@@ -1,6 +1,6 @@
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1
1
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require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
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2
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include ExampleWithGSL
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3
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-
require 'ruby-prof'
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3
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+
#require 'ruby-prof'
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4
4
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5
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# Need to test:
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6
6
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# * that Fixnum fast_choose returns same as choose
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@@ -8,30 +8,55 @@ require 'ruby-prof'
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8
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# * that cdf in Ruby_ returns the same value as cdf in GSL_
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9
9
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10
10
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describe Distribution::Hypergeometric do
|
11
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+
describe Distribution::Hypergeometric::GSL_ do
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before do
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+
@ruby=Distribution::Hypergeometric::Ruby_
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14
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+
@engine=Distribution::Hypergeometric::GSL_
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+
end
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it_only_with_gsl "cdf should return values near to exact Ruby calculations" do
|
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+
#RubyProf.start
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+
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19
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+
if @engine.respond_to? :cdf
|
20
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+
#[2].each do |k|
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21
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[0,1,2,4,8,16].each do |k|
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@engine.cdf(k, 80, 100, 10000).should be_within(1e-10).of(@ruby.cdf(k, 80, 100, 10000))
|
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+
end
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#result = RubyProf.stop
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+
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# Print a flat profile to text
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#printer = RubyProf::FlatPrinter.new(result)
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#printer.print(STDOUT)
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+
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else
|
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pending("No #{@engine}.pdf")
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end
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end
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+
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end
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describe Distribution::Hypergeometric::Ruby_ do
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before do
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@engine=Distribution::Hypergeometric::Ruby_
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14
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end
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it_only_with_gsl "pdf_fast should return same as pdf" do
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-
pending("
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42
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+
pending("Aprox. factorial doesn't work right")
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if @engine.respond_to? :pdf
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[0,1,2,4,8,16].each do |k|
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-
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45
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@engine.pdf_aprox(k, 80, 100, 1000).should be_within(1e-8).of(GSL::Ran::hypergeometric_pdf(k, 80, 920, 100))
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46
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end
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else
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pending("No #{@engine}.pdf")
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24
49
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end
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50
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end
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-
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-
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51
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+
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it_only_with_gsl "should return correct pdf" do
|
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#RubyProf.start
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55
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if @engine.respond_to? :pdf
|
32
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#[2].each do |k|
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33
57
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[0,1,2,4,8,16].each do |k|
|
34
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-
@engine.pdf(k, 80, 100, 10000).
|
58
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+
#puts "k:#{k}->#{@engine.pdf(k, 80, 100, 10000).to_f}"
|
59
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+
@engine.pdf(k, 80, 100, 10000).to_f.should be_within(1e-8).of(GSL::Ran::hypergeometric_pdf(k, 80, 9920, 100))
|
35
60
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end
|
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#result = RubyProf.stop
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@@ -44,24 +69,25 @@ describe Distribution::Hypergeometric do
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44
69
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end
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45
70
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end
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46
71
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72
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47
75
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it "should return correct cdf" do
|
48
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-
total=rand(5)+
|
76
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+
total=rand(5)+3000
|
49
77
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n=rand(10)+15
|
50
78
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m=rand(10)+5
|
51
79
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ac=0
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52
80
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0.upto(m) do |i|
|
53
81
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ac+=@engine.pdf(i,m,n,total)
|
54
82
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@engine.cdf(i,m,n,total).should eq(ac)
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55
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-
|
56
83
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end
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57
84
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end
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58
85
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|
59
86
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it "should return correct p_value" do
|
60
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-
|
61
87
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#0.upto(10) do |i|
|
62
88
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# puts "#{i}:#{@engine.pdf(i,5,7,10)}"
|
63
89
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#end
|
64
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-
total=rand(5)+
|
90
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+
total=rand(5)+3000
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65
91
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n=rand(10)+15
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66
92
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m=rand(10)+5
|
67
93
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ac=0
|
@@ -69,9 +95,19 @@ describe Distribution::Hypergeometric do
|
|
69
95
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ac+=@engine.pdf(k,m,n,total)
|
70
96
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@engine.p_value(ac, m, n, total).should eq(k)
|
71
97
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end
|
72
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-
end
|
73
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-
|
74
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-
|
98
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+
end
|
75
99
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end
|
100
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+
describe Distribution::Hypergeometric do
|
101
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+
before do
|
102
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+
@engine=Distribution::Hypergeometric
|
103
|
+
end
|
104
|
+
it {@engine.should respond_to(:exact_pdf) }
|
105
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+
it {@engine.should respond_to(:exact_cdf) }
|
106
|
+
it {@engine.should respond_to(:exact_p_value) }
|
107
|
+
it "exact pdf should return a Rational" do
|
108
|
+
@engine.exact_pdf(1,1,1,1).should_not be_a(Float)
|
109
|
+
@engine.exact_pdf(16, 80, 100, 10000).should_not be_a(Float)
|
110
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+
end
|
76
111
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|
112
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+
end
|
77
113
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end
|
data/spec/math_extension_spec.rb
CHANGED
@@ -1,17 +1,63 @@
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1
1
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require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
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2
2
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describe Distribution::MathExtension do
|
3
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-
it "
|
4
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-
|
5
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-
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6
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-
|
7
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-
n
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8
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-
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9
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-
|
10
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-
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11
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-
|
3
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+
it "binomial coefficient should be correctly calculated" do
|
4
|
+
|
5
|
+
n=50
|
6
|
+
n.times do |k|
|
7
|
+
Math.binomial_coefficient(n,k).should eq(Math.factorial(n).quo(Math.factorial(k)*Math.factorial(n-k)))
|
8
|
+
end
|
9
|
+
end
|
10
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+
|
11
|
+
it "binomial coefficient(gamma) with n<=48 should be correct " do
|
12
|
+
|
13
|
+
[1,5,10,25,48].each {|n|
|
14
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+
k=(n/2).to_i
|
15
|
+
Math.binomial_coefficient_gamma(n,k).round.should eq(Math.binomial_coefficient(n,k))
|
16
|
+
}
|
17
|
+
end
|
18
|
+
it "rising_factorial should return correct values" do
|
19
|
+
|
20
|
+
x=rand(10)+1
|
21
|
+
Math.rising_factorial(x,0).should eq 1
|
22
|
+
Math.rising_factorial(x,1).should eq x
|
23
|
+
Math.rising_factorial(x,2).should eq x**2+x
|
24
|
+
Math.rising_factorial(x,3).should eq x**3+3*x**2+2*x
|
25
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+
Math.rising_factorial(x,4).should eq x**4+6*x**3+11*x**2+6*x
|
26
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+
|
27
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+
end
|
28
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+
it "incomplete beta function should return similar results to R" do
|
29
|
+
pending("Not working yet")
|
30
|
+
Math.incomplete_beta(0.5,5,6).should be_within(1e-6).of(Math.beta(5,6)*0.6230469)
|
31
|
+
Math.incomplete_beta(0.6,5,6).should be_within(1e-6).of(Math.beta(5,6)*0.0006617154)
|
32
|
+
end
|
33
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+
it "regularized incomplete beta should behave properly" do
|
34
|
+
|
35
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+
Math.regularized_beta_function(0.5,5,5).should eq 0.5
|
36
|
+
Math.regularized_beta_function(0.5,5,6).should be_within(1e-6).of(0.6230469)
|
37
|
+
Math.regularized_beta_function(0.5,5,7).should be_within(1e-6).of(0.725586)
|
38
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+
|
39
|
+
a=5
|
40
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+
b=5
|
41
|
+
Math.regularized_beta_function(0,a,b).should eq 0
|
42
|
+
Math.regularized_beta_function(1,a,b).should eq 1
|
43
|
+
x=rand()
|
44
|
+
|
45
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+
Math.regularized_beta_function(x,a,b).should be_within(1e-6). of(1-Math.regularized_beta_function(1-x,b,a))
|
46
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+
|
47
|
+
|
48
|
+
end
|
49
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+
it "binomial coefficient(gamma) with 48<n<1000 should have 12 correct digits" do
|
50
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+
|
51
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+
[50,100,1000].each {|n|
|
52
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+
k=n/2.to_i
|
53
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+
obs=Math.binomial_coefficient_gamma(n,k).to_i.to_s[0,12]
|
54
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+
exp=Math.binomial_coefficient(n,k).to_i.to_s[0,12]
|
55
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+
obs.should eq(exp)
|
12
56
|
}
|
13
57
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end
|
58
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+
|
14
59
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describe Distribution::MathExtension::SwingFactorial do
|
60
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+
|
15
61
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it "Math.factorial should return correct values x<20" do
|
16
62
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ac=3628800 # 10!
|
17
63
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11.upto(19).each do |i|
|
@@ -21,6 +67,7 @@ describe Distribution::MathExtension do
|
|
21
67
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end
|
22
68
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|
23
69
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it "Math.factorial should return correct values for values 21<x<33" do
|
70
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+
|
24
71
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ac=2432902008176640000 # 20!
|
25
72
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21.upto(33).each do |i|
|
26
73
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ac*=i
|
@@ -30,6 +77,7 @@ describe Distribution::MathExtension do
|
|
30
77
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end
|
31
78
|
|
32
79
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it "Math.factorial should return correct values for values x>33" do
|
80
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+
|
33
81
|
ac=8683317618811886495518194401280000000 # 33!
|
34
82
|
Math.factorial(33).should eq ac
|
35
83
|
34.upto(40).each do |i|
|
data/spec/normal_spec.rb
CHANGED
@@ -40,8 +40,12 @@ end
|
|
40
40
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|
41
41
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shared_examples_for "gaussian engine" do
|
42
42
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it "should return correct cdf" do
|
43
|
-
@engine.cdf
|
44
|
-
|
43
|
+
if @engine.respond_to? :cdf
|
44
|
+
@engine.cdf(1.96).should be_within(1e-10).of(0.97500210485178)
|
45
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+
@engine.cdf(0).should be_within(1e-10).of(0.5)
|
46
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+
else
|
47
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+
pending("No #{@engine}.cdf")
|
48
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+
end
|
45
49
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end
|
46
50
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it "should return correct p_value" do
|
47
51
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if @engine.respond_to? :p_value
|
@@ -98,7 +102,7 @@ end
|
|
98
102
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before do
|
99
103
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@engine=Distribution::Normal::Java_
|
100
104
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end
|
101
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-
|
105
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+
it_should_behave_like "gaussian engine"
|
102
106
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end
|
103
107
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end
|
104
108
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data/spec/shorthand_spec.rb
CHANGED
@@ -2,15 +2,29 @@ require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
|
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2
2
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describe Distribution::Shorthand do
|
3
3
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include Distribution::Shorthand
|
4
4
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it "should have basic methods for all distributions" do
|
5
|
-
[:Normal,:ChiSquare, :F, :Hypergeometric, :T].each do |d|
|
5
|
+
[:Normal,:ChiSquare, :F, :Hypergeometric, :Binomial, :T].each do |d|
|
6
6
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klass=Distribution.const_get(d)
|
7
7
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shortname=klass::SHORTHAND
|
8
8
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methods=[:pdf, :cdf, :p_value].map {|m| "#{shortname}_#{m}".to_sym}
|
9
9
|
methods.each do |m|
|
10
|
-
Distribution::Shorthand.instance_methods.should include(m)
|
10
|
+
Distribution::Shorthand.instance_methods.map {|v| v.to_sym}.should include(m)
|
11
11
|
end
|
12
12
|
end
|
13
|
+
|
13
14
|
end
|
15
|
+
it "should have exact methods discrete distributions" do
|
16
|
+
[:Hypergeometric, :Binomial].each do |d|
|
17
|
+
klass=Distribution.const_get(d)
|
18
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+
shortname=klass::SHORTHAND
|
19
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+
methods=[:epdf, :ecdf].map {|m| "#{shortname}_#{m}".to_sym}
|
20
|
+
methods.each do |m|
|
21
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+
Distribution::Shorthand.instance_methods.map {|v| v.to_sym}.should include(m)
|
22
|
+
end
|
23
|
+
end
|
24
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+
|
25
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+
end
|
26
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+
|
27
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+
|
14
28
|
it "returns same values as long form" do
|
15
29
|
x=rand()
|
16
30
|
norm_cdf(x).should eql(Distribution::Normal.cdf(x))
|
data/spec/t_spec.rb
CHANGED
metadata
CHANGED
@@ -4,9 +4,9 @@ version: !ruby/object:Gem::Version
|
|
4
4
|
prerelease: false
|
5
5
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segments:
|
6
6
|
- 0
|
7
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-
-
|
7
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+
- 3
|
8
8
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- 0
|
9
|
-
version: 0.
|
9
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+
version: 0.3.0
|
10
10
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platform: ruby
|
11
11
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authors:
|
12
12
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- Claudio Bustos
|
@@ -35,7 +35,7 @@ cert_chain:
|
|
35
35
|
rpP0jjs0
|
36
36
|
-----END CERTIFICATE-----
|
37
37
|
|
38
|
-
date: 2011-01-
|
38
|
+
date: 2011-01-28 00:00:00 -03:00
|
39
39
|
default_executable:
|
40
40
|
dependencies:
|
41
41
|
- !ruby/object:Gem::Dependency
|
@@ -54,9 +54,36 @@ dependencies:
|
|
54
54
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type: :development
|
55
55
|
version_requirements: *id001
|
56
56
|
- !ruby/object:Gem::Dependency
|
57
|
-
name:
|
57
|
+
name: rspec
|
58
58
|
prerelease: false
|
59
59
|
requirement: &id002 !ruby/object:Gem::Requirement
|
60
|
+
none: false
|
61
|
+
requirements:
|
62
|
+
- - ">="
|
63
|
+
- !ruby/object:Gem::Version
|
64
|
+
segments:
|
65
|
+
- 2
|
66
|
+
- 0
|
67
|
+
version: "2.0"
|
68
|
+
type: :development
|
69
|
+
version_requirements: *id002
|
70
|
+
- !ruby/object:Gem::Dependency
|
71
|
+
name: rubyforge
|
72
|
+
prerelease: false
|
73
|
+
requirement: &id003 !ruby/object:Gem::Requirement
|
74
|
+
none: false
|
75
|
+
requirements:
|
76
|
+
- - ">="
|
77
|
+
- !ruby/object:Gem::Version
|
78
|
+
segments:
|
79
|
+
- 0
|
80
|
+
version: "0"
|
81
|
+
type: :development
|
82
|
+
version_requirements: *id003
|
83
|
+
- !ruby/object:Gem::Dependency
|
84
|
+
name: hoe
|
85
|
+
prerelease: false
|
86
|
+
requirement: &id004 !ruby/object:Gem::Requirement
|
60
87
|
none: false
|
61
88
|
requirements:
|
62
89
|
- - ">="
|
@@ -67,7 +94,7 @@ dependencies:
|
|
67
94
|
- 0
|
68
95
|
version: 2.8.0
|
69
96
|
type: :development
|
70
|
-
version_requirements: *
|
97
|
+
version_requirements: *id004
|
71
98
|
description: |-
|
72
99
|
Statistical Distributions multi library wrapper.
|
73
100
|
Uses Ruby by default and C (statistics2/GSL) or Java extensions where available.
|
@@ -89,35 +116,47 @@ files:
|
|
89
116
|
- Manifest.txt
|
90
117
|
- README.txt
|
91
118
|
- Rakefile
|
119
|
+
- benchmark/binomial_coefficient.rb
|
92
120
|
- benchmark/factorial_method.rb
|
121
|
+
- benchmark/odd.rb
|
93
122
|
- bin/distribution
|
94
123
|
- lib/distribution.rb
|
95
124
|
- lib/distribution/binomial.rb
|
125
|
+
- lib/distribution/binomial/gsl.rb
|
126
|
+
- lib/distribution/binomial/java.rb
|
127
|
+
- lib/distribution/binomial/ruby.rb
|
96
128
|
- lib/distribution/bivariatenormal.rb
|
97
129
|
- lib/distribution/bivariatenormal/gsl.rb
|
130
|
+
- lib/distribution/bivariatenormal/java.rb
|
98
131
|
- lib/distribution/bivariatenormal/ruby.rb
|
99
132
|
- lib/distribution/bivariatenormal/statistics2.rb
|
100
133
|
- lib/distribution/chisquare.rb
|
101
134
|
- lib/distribution/chisquare/gsl.rb
|
135
|
+
- lib/distribution/chisquare/java.rb
|
102
136
|
- lib/distribution/chisquare/ruby.rb
|
103
137
|
- lib/distribution/chisquare/statistics2.rb
|
104
138
|
- lib/distribution/f.rb
|
105
139
|
- lib/distribution/f/gsl.rb
|
140
|
+
- lib/distribution/f/java.rb
|
106
141
|
- lib/distribution/f/ruby.rb
|
107
142
|
- lib/distribution/f/statistics2.rb
|
108
143
|
- lib/distribution/hypergeometric.rb
|
109
144
|
- lib/distribution/hypergeometric/gsl.rb
|
145
|
+
- lib/distribution/hypergeometric/java.rb
|
110
146
|
- lib/distribution/hypergeometric/ruby.rb
|
111
147
|
- lib/distribution/math_extension.rb
|
112
148
|
- lib/distribution/normal.rb
|
113
149
|
- lib/distribution/normal/gsl.rb
|
150
|
+
- lib/distribution/normal/java.rb
|
114
151
|
- lib/distribution/normal/ruby.rb
|
115
152
|
- lib/distribution/normal/statistics2.rb
|
116
153
|
- lib/distribution/normalmultivariate.rb
|
117
154
|
- lib/distribution/t.rb
|
118
155
|
- lib/distribution/t/gsl.rb
|
156
|
+
- lib/distribution/t/java.rb
|
119
157
|
- lib/distribution/t/ruby.rb
|
120
158
|
- lib/distribution/t/statistics2.rb
|
159
|
+
- spec/binomial_spec.rb
|
121
160
|
- spec/bivariatenormal_spec.rb
|
122
161
|
- spec/chisquare_spec.rb
|
123
162
|
- spec/distribution_spec.rb
|
metadata.gz.sig
CHANGED
Binary file
|