distribution 0.5.0 → 0.6.0
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- data.tar.gz.sig +0 -0
- data/.gemtest +0 -0
- data/History.txt +13 -1
- data/Manifest.txt +18 -0
- data/README.txt +3 -1
- data/Rakefile +5 -0
- data/lib/distribution.rb +6 -3
- data/lib/distribution/beta.rb +34 -0
- data/lib/distribution/beta/gsl.rb +24 -0
- data/lib/distribution/beta/java.rb +9 -0
- data/lib/distribution/beta/ruby.rb +42 -0
- data/lib/distribution/binomial.rb +1 -1
- data/lib/distribution/binomial/ruby.rb +3 -1
- data/lib/distribution/f.rb +1 -1
- data/lib/distribution/gamma.rb +37 -0
- data/lib/distribution/gamma/gsl.rb +24 -0
- data/lib/distribution/gamma/java.rb +9 -0
- data/lib/distribution/gamma/ruby.rb +53 -0
- data/lib/distribution/math_extension.rb +59 -13
- data/lib/distribution/math_extension/chebyshev_series.rb +411 -0
- data/lib/distribution/math_extension/erfc.rb +79 -0
- data/lib/distribution/math_extension/exponential_integral.rb +63 -0
- data/lib/distribution/math_extension/gammastar.rb +64 -0
- data/lib/distribution/math_extension/gsl_utilities.rb +31 -0
- data/lib/distribution/math_extension/incomplete_beta.rb +213 -0
- data/lib/distribution/math_extension/incomplete_gamma.rb +424 -0
- data/lib/distribution/math_extension/log_utilities.rb +80 -0
- data/lib/distribution/t/ruby.rb +2 -1
- data/spec/beta_spec.rb +82 -0
- data/spec/binomial_spec.rb +1 -1
- data/spec/gamma_spec.rb +85 -0
- data/spec/logistic_spec.rb +3 -3
- data/spec/math_extension_spec.rb +188 -13
- data/spec/t_spec.rb +13 -18
- metadata +24 -5
- metadata.gz.sig +0 -0
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# Added by John O. Woods, SciRuby project.
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# Derived from GSL-1.9 source files in the specfunc/ and cheb/ dirs.
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module Distribution
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module MathExtension
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# Adapted from GSL-1.9.
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class ChebyshevSeries
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DATA = {:lopx => [ 2.16647910664395270521272590407,
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:lopxmx => [ -1.12100231323744103373737274541,
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:gstar_a => [ 2.16786447866463034423060819465,
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0.00000000000001463,
|
|
254
|
+
-0.00000000000000461,
|
|
255
|
+
0.00000000000000148,
|
|
256
|
+
-0.00000000000000048,
|
|
257
|
+
0.00000000000000016,
|
|
258
|
+
-0.00000000000000005],
|
|
259
|
+
:erfc_xlt1 => [ 1.06073416421769980345174155056,
|
|
260
|
+
-0.42582445804381043569204735291,
|
|
261
|
+
0.04955262679620434040357683080,
|
|
262
|
+
0.00449293488768382749558001242,
|
|
263
|
+
-0.00129194104658496953494224761,
|
|
264
|
+
-0.00001836389292149396270416979,
|
|
265
|
+
0.00002211114704099526291538556,
|
|
266
|
+
-5.23337485234257134673693179020e-7,
|
|
267
|
+
-2.78184788833537885382530989578e-7,
|
|
268
|
+
1.41158092748813114560316684249e-8,
|
|
269
|
+
2.72571296330561699984539141865e-9,
|
|
270
|
+
-2.06343904872070629406401492476e-10,
|
|
271
|
+
-2.14273991996785367924201401812e-11,
|
|
272
|
+
2.22990255539358204580285098119e-12,
|
|
273
|
+
1.36250074650698280575807934155e-13,
|
|
274
|
+
-1.95144010922293091898995913038e-14,
|
|
275
|
+
-6.85627169231704599442806370690e-16,
|
|
276
|
+
1.44506492869699938239521607493e-16,
|
|
277
|
+
2.45935306460536488037576200030e-18,
|
|
278
|
+
-9.29599561220523396007359328540e-19 ],
|
|
279
|
+
:erfc_x15 => [ 0.44045832024338111077637466616,
|
|
280
|
+
-0.143958836762168335790826895326,
|
|
281
|
+
0.044786499817939267247056666937,
|
|
282
|
+
-0.013343124200271211203618353102,
|
|
283
|
+
0.003824682739750469767692372556,
|
|
284
|
+
-0.001058699227195126547306482530,
|
|
285
|
+
0.000283859419210073742736310108,
|
|
286
|
+
-0.000073906170662206760483959432,
|
|
287
|
+
0.000018725312521489179015872934,
|
|
288
|
+
-4.62530981164919445131297264430e-6,
|
|
289
|
+
1.11558657244432857487884006422e-6,
|
|
290
|
+
-2.63098662650834130067808832725e-7,
|
|
291
|
+
6.07462122724551777372119408710e-8,
|
|
292
|
+
-1.37460865539865444777251011793e-8,
|
|
293
|
+
3.05157051905475145520096717210e-9,
|
|
294
|
+
-6.65174789720310713757307724790e-10,
|
|
295
|
+
1.42483346273207784489792999706e-10,
|
|
296
|
+
-3.00141127395323902092018744545e-11,
|
|
297
|
+
6.22171792645348091472914001250e-12,
|
|
298
|
+
-1.26994639225668496876152836555e-12,
|
|
299
|
+
2.55385883033257575402681845385e-13,
|
|
300
|
+
-5.06258237507038698392265499770e-14,
|
|
301
|
+
9.89705409478327321641264227110e-15,
|
|
302
|
+
-1.90685978789192181051961024995e-15,
|
|
303
|
+
3.50826648032737849245113757340e-16 ],
|
|
304
|
+
:erfc_x510 => [ 1.11684990123545698684297865808,
|
|
305
|
+
0.003736240359381998520654927536,
|
|
306
|
+
-0.000916623948045470238763619870,
|
|
307
|
+
0.000199094325044940833965078819,
|
|
308
|
+
-0.000040276384918650072591781859,
|
|
309
|
+
7.76515264697061049477127605790e-6,
|
|
310
|
+
-1.44464794206689070402099225301e-6,
|
|
311
|
+
2.61311930343463958393485241947e-7,
|
|
312
|
+
-4.61833026634844152345304095560e-8,
|
|
313
|
+
8.00253111512943601598732144340e-9,
|
|
314
|
+
-1.36291114862793031395712122089e-9,
|
|
315
|
+
2.28570483090160869607683087722e-10,
|
|
316
|
+
-3.78022521563251805044056974560e-11,
|
|
317
|
+
6.17253683874528285729910462130e-12,
|
|
318
|
+
-9.96019290955316888445830597430e-13,
|
|
319
|
+
1.58953143706980770269506726000e-13,
|
|
320
|
+
-2.51045971047162509999527428316e-14,
|
|
321
|
+
3.92607828989125810013581287560e-15,
|
|
322
|
+
-6.07970619384160374392535453420e-16,
|
|
323
|
+
9.12600607264794717315507477670e-17 ],
|
|
324
|
+
:sin => [ -0.3295190160663511504173,
|
|
325
|
+
0.0025374284671667991990,
|
|
326
|
+
0.0006261928782647355874,
|
|
327
|
+
-4.6495547521854042157541e-06,
|
|
328
|
+
-5.6917531549379706526677e-07,
|
|
329
|
+
3.7283335140973803627866e-09,
|
|
330
|
+
3.0267376484747473727186e-10,
|
|
331
|
+
-1.7400875016436622322022e-12,
|
|
332
|
+
-1.0554678305790849834462e-13,
|
|
333
|
+
5.3701981409132410797062e-16,
|
|
334
|
+
2.5984137983099020336115e-17,
|
|
335
|
+
-1.1821555255364833468288e-19],
|
|
336
|
+
}
|
|
337
|
+
|
|
338
|
+
PARAMS = {
|
|
339
|
+
:lopx => [20, -1, 1, 10],
|
|
340
|
+
:lopxmx => [19, -1, 1, 9],
|
|
341
|
+
:gstar_a => [29, -1, 1, 17],
|
|
342
|
+
:gstar_b => [29, -1, 1, 18],
|
|
343
|
+
:e11 => [18, -1, 1, 13],
|
|
344
|
+
:e12 => [15, -1, 1, 10],
|
|
345
|
+
:ae11 => [38, -1, 1, 20],
|
|
346
|
+
:ae12 => [24, -1, 1, 15],
|
|
347
|
+
:ae13 => [24, -1, 1, 15],
|
|
348
|
+
:ae14 => [25, -1, 1, 13],
|
|
349
|
+
:erfc_xlt1 => [19, -1, 1, 12],
|
|
350
|
+
:erfc_x15 => [24, -1, 1, 16],
|
|
351
|
+
:erfc_x510 => [19, -1, 1, 12],
|
|
352
|
+
:sin => [11, -1, 1, 11]
|
|
353
|
+
}
|
|
354
|
+
|
|
355
|
+
def initialize(coefficients, expansion_order, lower_interval_point, upper_interval_point, single_precision_order)
|
|
356
|
+
@c = coefficients.is_a?(Symbol) ? DATA[coefficients] : coefficients
|
|
357
|
+
@order = expansion_order
|
|
358
|
+
@lower_interval_point = lower_interval_point
|
|
359
|
+
@upper_interval_point = upper_interval_point
|
|
360
|
+
@single_precision_order = single_precision_order
|
|
361
|
+
end
|
|
362
|
+
#double * c; /* coefficients */
|
|
363
|
+
#int order; /* order of expansion */
|
|
364
|
+
#double a; /* lower interval point */
|
|
365
|
+
#double b; /* upper interval point */
|
|
366
|
+
#int order_sp; /* effective single precision order */
|
|
367
|
+
|
|
368
|
+
attr_reader :lower_interval_point, :upper_interval_point, :single_precision_order, :order, :c
|
|
369
|
+
def a; @lower_interval_point; end
|
|
370
|
+
def b; @upper_interval_point; end
|
|
371
|
+
def order_sp; @single_precision_order; end
|
|
372
|
+
def coefficients(idx); @c[idx]; end
|
|
373
|
+
|
|
374
|
+
class << self
|
|
375
|
+
# cheb_eval_e in specfunc/cheb_eval.c (gsl-1.9)
|
|
376
|
+
def evaluate series, x, with_error = false
|
|
377
|
+
cs = Math.const_get "#{series.to_s.upcase}_CS"
|
|
378
|
+
raise(ArgumentError, "Unrecognized series #{series.to_s}") if cs.nil?
|
|
379
|
+
|
|
380
|
+
d = 0.0
|
|
381
|
+
dd = 0.0
|
|
382
|
+
y = (2*x - cs.a - cs.b).quo(cs.b - cs.a)
|
|
383
|
+
y2 = 2*y
|
|
384
|
+
|
|
385
|
+
e = 0.0
|
|
386
|
+
|
|
387
|
+
cs.order.downto(1) do |j|
|
|
388
|
+
temp = d
|
|
389
|
+
d = y2*d - dd + cs.c[j]
|
|
390
|
+
e += (y2*temp).abs + dd.abs + cs.c[j].abs
|
|
391
|
+
dd = temp
|
|
392
|
+
end
|
|
393
|
+
|
|
394
|
+
begin
|
|
395
|
+
temp = d
|
|
396
|
+
d = y*d - dd + 0.5 * cs.c[0]
|
|
397
|
+
e += (y*temp).abs + dd.abs + 0.5*cs.c[0].abs
|
|
398
|
+
end
|
|
399
|
+
|
|
400
|
+
with_error ? [d, Float::EPSILON*e + (cs.c[cs.order])] : d
|
|
401
|
+
end
|
|
402
|
+
end
|
|
403
|
+
|
|
404
|
+
end
|
|
405
|
+
|
|
406
|
+
ChebyshevSeries::DATA.keys.each do |series|
|
|
407
|
+
Math.const_set "#{series.to_s.upcase}_CS", ChebyshevSeries.new(series, *(ChebyshevSeries::PARAMS[series]))
|
|
408
|
+
end
|
|
409
|
+
|
|
410
|
+
end
|
|
411
|
+
end
|
|
@@ -0,0 +1,79 @@
|
|
|
1
|
+
# Added by John O. Woods, SciRuby project.
|
|
2
|
+
# Derived from GSL-1.9 source files in the specfunc/ dir.
|
|
3
|
+
|
|
4
|
+
module Distribution
|
|
5
|
+
module MathExtension
|
|
6
|
+
|
|
7
|
+
# Error function from GSL-1.9, with epsilon information. Access it using Math.erfc_e
|
|
8
|
+
module Erfc
|
|
9
|
+
P = [ 2.97886562639399288862,
|
|
10
|
+
7.409740605964741794425,
|
|
11
|
+
6.1602098531096305440906,
|
|
12
|
+
5.019049726784267463450058,
|
|
13
|
+
1.275366644729965952479585264,
|
|
14
|
+
0.5641895835477550741253201704 ]
|
|
15
|
+
Q = [ 3.3690752069827527677,
|
|
16
|
+
9.608965327192787870698,
|
|
17
|
+
17.08144074746600431571095,
|
|
18
|
+
12.0489519278551290360340491,
|
|
19
|
+
9.396034016235054150430579648,
|
|
20
|
+
2.260528520767326969591866945,
|
|
21
|
+
1.0 ]
|
|
22
|
+
|
|
23
|
+
class << self
|
|
24
|
+
# Estimates erfc(x) valid for 8 < x < 100
|
|
25
|
+
# erfc8_sum from GSL-1.9
|
|
26
|
+
def erfc8_sum x
|
|
27
|
+
num = P[5]
|
|
28
|
+
4.downto(0) { |i| num = x*num + P[i] }
|
|
29
|
+
den = Q[6]
|
|
30
|
+
5.downto(0) { |i| den = x*den + Q[i] }
|
|
31
|
+
num / den
|
|
32
|
+
end
|
|
33
|
+
|
|
34
|
+
def erfc8 x
|
|
35
|
+
erfc8_sum(x) * Math.exp(-x*x)
|
|
36
|
+
end
|
|
37
|
+
|
|
38
|
+
# gsl_sf_erfc_e
|
|
39
|
+
def evaluate(x, with_error = false)
|
|
40
|
+
ax = x.abs
|
|
41
|
+
e = nil
|
|
42
|
+
|
|
43
|
+
if ax <= 1.0
|
|
44
|
+
t = 2*ax-1
|
|
45
|
+
e = ChebyshevSeries.evaluate(:erfc_xlt1, t, with_error)
|
|
46
|
+
elsif ax <= 5.0
|
|
47
|
+
ex2 = Math.exp(-x*x)
|
|
48
|
+
t = (ax-3).quo(2)
|
|
49
|
+
e = ChebyshevSeries.evaluate(:erfc_x15, t, with_error)
|
|
50
|
+
if with_error
|
|
51
|
+
e[0] *= ex2
|
|
52
|
+
e[1] = ex2 * (e[1] + 2*x.abs*Float::EPSILON)
|
|
53
|
+
else
|
|
54
|
+
e *= ex2
|
|
55
|
+
end
|
|
56
|
+
elsif ax < 10.0
|
|
57
|
+
exterm = Math.exp(-x*x)/ax
|
|
58
|
+
t = (2*ax-15).quo(5)
|
|
59
|
+
e = ChebyshevSeries.evaluate(:erfc_x510, t, with_error)
|
|
60
|
+
if with_error
|
|
61
|
+
e[0] *= exterm
|
|
62
|
+
e[1] = exterm * (e[1] + 2*x.abs*Float::EPSILON + Float::EPSILON)
|
|
63
|
+
else
|
|
64
|
+
e *= exterm
|
|
65
|
+
end
|
|
66
|
+
else
|
|
67
|
+
e8 = erfc8(ax)
|
|
68
|
+
e = with_error ? [e8, (x*x + 1) * Float::EPSILON * e8.abs] : e8
|
|
69
|
+
end
|
|
70
|
+
|
|
71
|
+
result = x < 0 ? 2 - (with_error ? e.first : e) : (with_error ? e.first : e)
|
|
72
|
+
with_error ? [result, e.last + 2*Float::EPSILON*result.abs] : result
|
|
73
|
+
end
|
|
74
|
+
end
|
|
75
|
+
|
|
76
|
+
end
|
|
77
|
+
|
|
78
|
+
end
|
|
79
|
+
end
|