distribution 0.6.0 → 0.8.0

checksums.yaml

@@ -0,0 +1,7 @@
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+  data.tar.gz: 63f7693122a361948ad79f60e26d5ab060fe69982477cf96e0eb7815dcf29d29
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data/.gitignore

@@ -0,0 +1,7 @@
+*~
+*.rbc
+doc/*
+pkg/*
+coverage
+Gemfile.lock
+.autotest

data/.travis.yml

@@ -0,0 +1,13 @@
+language: ruby
+rvm:
+  - 2.5
+  - 2.6
+  - 2.7
+
+script:
+  bundle exec rake
+
+before_install:
+  - sudo apt-get update -qq
+  - sudo apt-get install -y libgsl0-dev
+  - gem update && gem install bundler

data/.yardopts

@@ -0,0 +1,5 @@
+--title "Distribution"
+--markup markdown
+lib/**/*.rb
+README.md History.txt
+

data/Gemfile

@@ -0,0 +1,5 @@
+source "https://rubygems.org"
+
+gem 'rb-gsl', '~> 1.16'
+
+gemspec

data/History.txt

@@ -1,5 +1,21 @@
+=== 0.7.4 / 2018-04-11
+  * Removed reference to deprecated Fixnum class.
+
+=== 0.7.3 / 2015-05-28
+  * Fixed F::Ruby_.p_value.
+
+=== 0.7.2 / 2015-04-03
+  * Formatting files according to the community's best practices.
+  * Other minor improvements in gemspec, Rakefile, etc.
+
+=== 0.7.0 / 2011-11-30
++ Basic log-normal distribution support, with pdf and cdf for ruby [dennyabraham and clbustos]
+* Matthew Peterson add Java support for Poisson and Normal distributions.
+* Updated Logistic, Normal spec. Added LogNormal spec [clbustos]
+* Updated template for new distributions
+
 === 0.6.0 / 2011-09-23
-* Incomplete Beta functions on math renamed to Regularized beta, because MathExtension::IncompleteBeta calculates regularized beta function, not Incomplete Beta. 
+* Incomplete Beta functions on math renamed to Regularized beta, because MathExtension::IncompleteBeta calculates regularized beta function, not Incomplete Beta.
 * Corrected documention on F distribution and added comments on gamma and beta[Claudio Bustos]
 * Moved ported methods from GSL to lib/math_extension. Updated spec for gamma and beta distributions[Claudio Bustos]
 * Added beta distribution functions. p_value does not seem to work yet.[John Woods]
@@ -13,15 +29,15 @@
 === 0.5.0 / 2011-05-03
 
 * Exception raises on calculation of T's cdf with ruby engine. For now, stick to gsl implementation
-* Added logistic distribution. 
-* Raises an error on binomial if k>n. 
+* Added logistic distribution.
+* Raises an error on binomial if k>n.
 * New rng for exponential distribution, based on F^-1 [clbustos]
 * Added power benchmark
 
 === 0.4.0 / 2011-02-01
 
 * Poisson and exponential distributions implemented. Implementation of inverse cdf for poisson is not perfect, yet.
-* +distribution+ executable can create template files for new distributions. 
+* +distribution+ executable can create template files for new distributions.
 * MathExtension should work fine with Ruby 1.8. Fixed shadowed variable on MathExtension.naive_factorial
 * Added factorial lookup table for n<20.
 * Added exact cdf for Binomial
@@ -32,19 +48,19 @@
 
 * Included support for binomial distribution. p_value is not accurate
 * Included alias for ruby exact methods on discrete distributions, when they are available
-* Works on Jruby and Ruby 1.8.7 
+* Works on Jruby and Ruby 1.8.7
 * Binomial coefficient optimized. Falling factorial method with Swing Prime on factorial provides a 10x improvement over naive version.
 * Working on binomial coefficient using gamma. The same problem as using Sterling: faster than exact version, but when it requires BigDecimal, is 2-3x slower
 * Deleted Fixnum extension on Hypergeometric
 
 === 0.2.0 / 2011-01-27
-* Shorthands for F and T are 'fdist' and 'tdist' now, to avoid confussions 
+* Shorthands for F and T are 'fdist' and 'tdist' now, to avoid confussions
 * Added Hypergeometric distribution with pdf, cdf, p_value. The Ruby version uses a very slow factorial process, but also has pdf_with_stirling if you don't care about accuracy at all. This latter method needs to be improved, actually, in terms of which choose function it calls for the numerator and denominator. Once that's done, it can replace the slower pdf function. [John Woods]
-* Spec for cdf and p_value of Hypergeometric 
+* Spec for cdf and p_value of Hypergeometric
 * New cdf and p_value on Hypergeometric[clbustos]
 * Hypergeometric#pdf returns 0 on max(0,n+m-t)<=k<=min(m,n)
 * Improved factorial calculation, using Luschny algorithms
 
 === 0.1.0 / 2011-01-26
 
-* Basic set (pdf, cdf, p_value) for Normal, Chi Square, F and T distributions 
+* Basic set (pdf, cdf, p_value) for Normal, Chi Square, F and T distributions

data/LICENCE.md

@@ -0,0 +1,26 @@
+## LICENSE:
+
+Copyright (c) 2011-2012, Claudio Bustos
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+    * Redistributions of source code must retain the above copyright
+      notice, this list of conditions and the following disclaimer.
+    * Redistributions in binary form must reproduce the above copyright
+      notice, this list of conditions and the following disclaimer in the
+      documentation and/or other materials provided with the distribution.
+    * Neither the name of the copyright holder nor the
+      names of its contributors may be used to endorse or promote products
+      derived from this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL Claudio Bustos BE LIABLE FOR ANY
+DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

data/README.md

@@ -0,0 +1,155 @@
+# [Distribution](https://github.com/sciruby/distribution)
+
+[![Build Status](https://travis-ci.org/SciRuby/distribution.svg?branch=master)](https://travis-ci.org/SciRuby/distribution)
+[![Code Climate](https://codeclimate.com/github/SciRuby/distribution/badges/gpa.svg)](https://codeclimate.com/github/SciRuby/distribution)
+
+Distribution is a gem with several probabilistic distributions. Pure Ruby is used by default, C (GSL) or Java extensions are used if available. Some facts:
+
+- Very fast ruby 1.9.3+ implementation, with improved method to calculate factorials and other common functions.
+- All methods tested on several ranges. See `spec/`.
+- Code for normal, Student's t and chi square is lifted from the [statistics2 gem](https://rubygems.org/gems/statistics2). Originally at [this site](http://blade.nagaokaut.ac.jp/~sinara/ruby/math/statistics2).
+- The code for some functions and RNGs was lifted from Julia's [Rmath-julia](https://github.com/JuliaLang/Rmath-julia), a patched version of R's standalone math library.
+
+The following table lists the available distributions and the methods available for each one. If a field is marked with an *x*, that distribution doesn't have that method implemented.
+
+| Distribution     | PDF | CDF | Quantile | RNG | Mean | Mode | Variance | Skewness | Kurtosis | Entropy |
+| :--------------- | :-: | :-: | :------: | :-: | :--: | :--: | :------: | :------: | :------: | :-----: |
+| Uniform          |     |     |          |     | x    | x    | x        | x        | x        | x       |
+| Normal           |     |     |          |     | x    | x    | x        | x        | x        | x       |
+| Lognormal        |     |     | x        | x   | x    | x    | x        | x        | x        | x       |
+| Bivariate Normal |     |     | x        | x   | x    | x    | x        | x        | x        | x       |
+| Exponential      |     |     |          |     | x    | x    | x        | x        | x        | x       |
+| Logistic         |     |     |          |     | x    | x    | x        | x        | x        | x       |
+| Student's T      |     |     |          | x   | x    | x    | x        | x        | x        | x       |
+| Chi Square       |     |     |          |     | x    | x    | x        | x        | x        | x       |
+| Fisher-Snedecor  |     |     |          | x   | x    | x    | x        | x        | x        | x       |
+| Beta             |     |     |          | x   | x    | x    | x        | x        | x        | x       |
+| Gamma            |     |     | x        | x   | x    | x    | x        | x        | x        | x       |
+| Weibull          |     |     |          | x   | x    | x    | x        | x        | x        | x       |
+| Binomial         |     |     |          | x   | x    | x    | x        | x        | x        | x       |
+| Poisson          |     |     |          |     | x    | x    | x        | x        | x        | x       |
+| Hypergeometric   |     |     |          | x   | x    | x    | x        | x        | x        | x       |
+
+## Installation
+
+```
+$ gem install distribution
+```
+
+You can install GSL for better performance:
+
+* For Mac OS X: `brew install gsl`
+* For Ubuntu / Debian: `sudo apt-get install libgsl0-dev`
+
+After successfully installing the library:
+
+```bash
+$ gem install rb-gsl
+```
+
+## Examples
+
+You can find automatically generated documentation on [RubyDoc](http://www.rubydoc.info/github/sciruby/distribution/master).
+
+```
+# Returns Gaussian PDF for x.
+pdf = Distribution::Normal.pdf(x)
+
+# Returns Gaussian CDF for x.
+cdf = Distribution::Normal.cdf(x)
+
+# Returns inverse CDF (or p-value) for x.
+pv = Distribution::Normal.p_value(x)
+
+# API.
+
+# You would normally use the following
+p = Distribution::T.cdf(x)
+
+# to get the cumulative probability of `x`. However, you can also:
+
+include Distribution::Shorthand
+tdist_cdf(x)
+```
+
+## API Structure
+
+```ruby
+Distribution::<name>.(cdf|pdf|p_value|rng)
+```
+
+On discrete distributions, exact Ruby implementations of pdf, cdf and p_value could be provided, using
+
+```
+  Distribution::<name>.exact_(cdf|pdf|p_value)
+```
+
+module Distribution::Shorthand provides (you guess?) shortands method to call all methods
+
+```
+  <Distribution shortname>_(cdf|pdf|p|r)
+```
+
+On discrete distributions, exact cdf, pdf and p_value are
+
+```
+  <Distribution shortname>_(ecdf|epdf|ep)
+```
+
+Shortnames for distributions:
+
+  * Normal: norm
+  * Bivariate Normal: bnor
+  * T: tdist
+  * F: fdist
+  * Chi Square: chisq
+  * Binomial: bino
+  * Hypergeometric: hypg
+  * Exponential: expo
+  * Poisson: pois
+  * Beta: beta
+  * Gamma: gamma
+  * LogNormal: lognormal
+  * Uniform: unif
+
+## Roadmap
+
+This gem wasn't updated for a long time before I started working on it, so there are a lot of work to do. The first priority is cleaning the interface and removing cruft whenever possible. After that, I want to implement more distributions and make sure that each one has a RNG.
+
+### Short-term
+
+- Define a minimal interface for continuous and discrete distributions (e.g. mean, variance, mode, skewness, kurtosis, pdf, cdf, quantile, cquantile).
+- Implement `Distribution::Uniform` with the default Ruby `Random`.
+- Clean up the implementation of normal distribution. Implement the necessary functions.
+- The same for Student's t, chi square, Fisher-Snedecor, beta, gamma, lognormal, logistic.
+- The same for discrete distributions: binomial, hypergeometric, bernoulli (still missing), etc.
+
+### Medium-term
+
+- Implement [DSFMT](http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/) for the uniform random generator.
+- Cauchy distribution.
+
+### Long-term
+
+- Implementing everything in the distributions x functions table above.
+
+## Issues
+
+* On JRuby and Rubinius, BivariateNormal returns incorrect pdf
+
+For current issues see the [issue tracker pages](https://github.com/sciruby/distribution/issues).
+
+## OMG! I want to help!
+
+Everyone is welcome to help! Please, test these distributions with your own use
+cases and give a shout on the issue tracker if you find a problem or something
+is strange or hard to use. Documentation pull requests are totally welcome.
+More generally, any ideas or suggestions are welcome -- even by private e-mail.
+
+If you want to provide a new distribution, run `lib/distribution`:
+
+```
+$ distribution --new your_distribution
+```
+
+This should create the main distribution file, the directory with Ruby and GSL engines and specs on the spec/ directory.

data/Rakefile

@@ -1,26 +1,22 @@
-# -*- ruby -*-
-$:.unshift(File.expand_path(File.dirname(__FILE__)+"/lib/"))
-require 'rubygems'
-require 'hoe'
-require 'distribution'
-require 'rubyforge'
-# Hoe.plugin :compiler
-# Hoe.plugin :gem_prelude_sucks
- Hoe.plugin :git
-# Hoe.plugin :inline
-# Hoe.plugin :racc
- Hoe.plugin :rubyforge
-
-Hoe.spec 'distribution' do
-  self.developer('Claudio Bustos', 'clbustos_at_gmail.com')
-  self.version=Distribution::VERSION
-  self.extra_dev_deps << ["rspec",">=2.0"] << ["rubyforge",">=0"]
+require 'bundler'
+require 'bundler/gem_tasks'
+require 'rake'
+require 'rspec/core/rake_task'
 
+# Setup the necessary gems, specified in the gemspec.
+begin
+  Bundler.setup(:default, :development)
+rescue Bundler::BundlerError => e
+  $stderr.puts e.message
+  $stderr.puts "Run `bundle install` to install missing gems"
+  exit e.status_code
 end
-# git log --pretty=format:"*%s[%cn]" v0.5.0..HEAD >> History.txt
+
 desc "Open an irb session preloaded with distribution"
 task :console do
   sh "irb -rubygems -I lib -r distribution.rb"
 end
 
-# vim: syntax=ruby
+RSpec::Core::RakeTask.new(:spec)
+
+task :default => :spec

data/benchmark/binomial_coefficient.rb

@@ -1,56 +1,52 @@
-$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../lib"))
+$LOAD_PATH.unshift(File.expand_path(File.dirname(__FILE__) + '/../lib'))
 require 'distribution'
 require 'bench_press'
 
 extend BenchPress
 
-
-
-samples=10.times.map {|i| 2**(i+1)}
+samples = 10.times.map { |i| 2**(i + 1) }
 
 name 'binomial coefficient: multiplicative, factorial and optimized factorial methods'
 author 'Claudio Bustos'
 date '2011-01-27'
-summary "Exact calculation of Binomial Coefficient could be obtained using multiplicative, pure factorial or optimized factorial algorithm (failing + factorial). 
+summary "Exact calculation of Binomial Coefficient could be obtained using multiplicative, pure factorial or optimized factorial algorithm (failing + factorial).
 Which one is faster?
 
-Lower k is the best for all 
+Lower k is the best for all
 k=n/2 is the worst case.
 
 The factorial method uses the fastest Swing Prime Algorithm."
 
-reps 10 #number of repetitions
-
-x=100
-
-n=100
-k=50
+reps 10 # number of repetitions
 
+x = 100
 
+n = 100
+k = 50
 
-measure "Multiplicative" do
+measure 'Multiplicative' do
   samples.each do |n|
-    [5,n/2].each do |k|
-      k=[k,n-k].min
-      (1..k).inject(1) {|ac, i| (ac*(n-k+i).quo(i))}
+    [5, n / 2].each do |k|
+      k = [k, n - k].min
+      (1..k).inject(1) { |ac, i| (ac * (n - k + i).quo(i)) }
     end
   end
 end
 
-measure "Pure Factorial" do
+measure 'Pure Factorial' do
   samples.each do |n|
-    [5,n/2].each do |k|
-      k=[k,n-k].min
+    [5, n / 2].each do |k|
+      k = [k, n - k].min
       Math.factorial(n).quo(Math.factorial(k) * Math.factorial(n - k))
     end
   end
 end
 
-measure "Failing factorial + factorial" do
+measure 'Failing factorial + factorial' do
   samples.each do |n|
-    [5,n/2].each do |k|
-      k=[k,n-k].min
-      (((n-k+1)..n).inject(1) {|ac,v| ac * v}).quo(Math.factorial(k))
+    [5, n / 2].each do |k|
+      k = [k, n - k].min
+      (((n - k + 1)..n).inject(1) { |ac, v| ac * v }).quo(Math.factorial(k))
     end
   end
 end

data/benchmark/binomial_coefficient/experiment.rb

@@ -1,54 +1,51 @@
 # This test create a database to adjust the best algorithm
 # to use on correlation matrix
-$:.unshift(File.expand_path(File.dirname(__FILE__)+"/../../lib"))
+$LOAD_PATH.unshift(File.expand_path(File.dirname(__FILE__) + '/../../lib'))
 require 'distribution'
 require 'statsample'
 require 'benchmark'
 
-if !File.exists?("binomial_coefficient.ds") or File.mtime(__FILE__) > File.mtime("binomial_coefficient.ds")
-reps=100 #number of repetitions
-ns={
-  5=>    [1,3],
-  10=>   [1,3,5],
-  50=>   [1,3,5,10,25],
-  100=>  [1,3,5,10,25,50],
-  500=>  [1,3,5,10,25,50,100,250],
-  1000=> [1,3,5,10,25,50,100,250,500],
-  5000=> [1,3,5,10,25,50,100,250,500,1000,2500],
-  10000=>[1,3,5,10,25,50,100,250,500,1000,2500,5000]
-}
-
-rs=Statsample::Dataset.new(%w{n k mixed_factorial multiplicative})
-
-ns.each do |n,ks|
-  ks.each do |k|
-      
-      time_factorial= Benchmark.realtime do
-        reps.times { 
-           (((n-k+1)..n).inject(1) {|ac,v| ac * v}).quo(Math.factorial(k))
+if !File.exist?('binomial_coefficient.ds') or File.mtime(__FILE__) > File.mtime('binomial_coefficient.ds')
+  reps = 100 # number of repetitions
+  ns = {
+    5 => [1, 3],
+    10 => [1, 3, 5],
+    50 => [1, 3, 5, 10, 25],
+    100 => [1, 3, 5, 10, 25, 50],
+    500 => [1, 3, 5, 10, 25, 50, 100, 250],
+    1000 => [1, 3, 5, 10, 25, 50, 100, 250, 500],
+    5000 => [1, 3, 5, 10, 25, 50, 100, 250, 500, 1000, 2500],
+    10_000 => [1, 3, 5, 10, 25, 50, 100, 250, 500, 1000, 2500, 5000]
+  }
+
+  rs = Statsample::Dataset.new(%w(n k mixed_factorial multiplicative))
+
+  ns.each do |n, ks|
+    ks.each do |k|
+      time_factorial = Benchmark.realtime do
+        reps.times {
+          (((n - k + 1)..n).inject(1) { |ac, v| ac * v }).quo(Math.factorial(k))
         }
       end
-      
-      time_multiplicative= Benchmark.realtime do
-        reps.times { 
-          (1..k).inject(1) {|ac, i| (ac*(n-k+i).quo(i))}
+
+      time_multiplicative = Benchmark.realtime do
+        reps.times {
+          (1..k).inject(1) { |ac, i| (ac * (n - k + i).quo(i)) }
         }
       end
-      
+
       puts "n:#{n}, k:#{k} -> factorial:%0.3f | multiplicative: %0.3f " % [time_factorial, time_multiplicative]
-      
-      rs.add_case({'n'=>n,'k'=>k,'mixed_factorial'=>time_factorial, 'multiplicative'=>time_multiplicative})
+
+      rs.add_case('n' => n, 'k' => k, 'mixed_factorial' => time_factorial, 'multiplicative' => time_multiplicative)
     end
   end
-  
+
 else
-  rs=Statsample.load("binomial_coefficient.ds")
+  rs = Statsample.load('binomial_coefficient.ds')
 end
 
-
-rs.fields.each {|f| rs[f].type=:scale}
-
+rs.fields.each { |f| rs[f].type = :scale }
 
 rs.update_valid_data
-rs.save("binomial_coefficient.ds")
-Statsample::Excel.write(rs,"binomial_coefficient.xls")
+rs.save('binomial_coefficient.ds')
+Statsample::Excel.write(rs, 'binomial_coefficient.xls')