distribution 0.6.0 → 0.8.0

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Files changed (117) hide show
  1. checksums.yaml +7 -0
  2. data/.gitignore +7 -0
  3. data/.travis.yml +13 -0
  4. data/.yardopts +5 -0
  5. data/Gemfile +5 -0
  6. data/History.txt +24 -8
  7. data/LICENCE.md +26 -0
  8. data/README.md +155 -0
  9. data/Rakefile +15 -19
  10. data/benchmark/binomial_coefficient.rb +19 -23
  11. data/benchmark/binomial_coefficient/experiment.rb +33 -36
  12. data/benchmark/factorial_hash.rb +7 -8
  13. data/benchmark/factorial_method.rb +4 -6
  14. data/benchmark/odd.rb +6 -7
  15. data/benchmark/power.rb +11 -11
  16. data/bin/distribution +26 -26
  17. data/data/template/spec.erb +7 -6
  18. data/distribution.gemspec +25 -0
  19. data/lib/distribution.rb +79 -124
  20. data/lib/distribution/beta.rb +6 -8
  21. data/lib/distribution/beta/gsl.rb +14 -9
  22. data/lib/distribution/beta/java.rb +1 -1
  23. data/lib/distribution/beta/ruby.rb +41 -7
  24. data/lib/distribution/binomial.rb +10 -11
  25. data/lib/distribution/binomial/gsl.rb +6 -5
  26. data/lib/distribution/binomial/java.rb +1 -1
  27. data/lib/distribution/binomial/ruby.rb +22 -15
  28. data/lib/distribution/bivariatenormal.rb +4 -5
  29. data/lib/distribution/bivariatenormal/gsl.rb +2 -2
  30. data/lib/distribution/bivariatenormal/java.rb +1 -1
  31. data/lib/distribution/bivariatenormal/ruby.rb +245 -254
  32. data/lib/distribution/chisquare.rb +8 -10
  33. data/lib/distribution/chisquare/gsl.rb +24 -19
  34. data/lib/distribution/chisquare/java.rb +1 -1
  35. data/lib/distribution/chisquare/ruby.rb +60 -55
  36. data/lib/distribution/chisquare/statistics2.rb +16 -13
  37. data/lib/distribution/distributable.rb +40 -0
  38. data/lib/distribution/exponential.rb +4 -5
  39. data/lib/distribution/exponential/gsl.rb +13 -9
  40. data/lib/distribution/exponential/ruby.rb +17 -11
  41. data/lib/distribution/f.rb +10 -11
  42. data/lib/distribution/f/gsl.rb +26 -22
  43. data/lib/distribution/f/java.rb +1 -1
  44. data/lib/distribution/f/ruby.rb +104 -105
  45. data/lib/distribution/f/statistics2.rb +22 -19
  46. data/lib/distribution/gamma.rb +5 -7
  47. data/lib/distribution/gamma/gsl.rb +13 -9
  48. data/lib/distribution/gamma/java.rb +1 -1
  49. data/lib/distribution/gamma/ruby.rb +5 -11
  50. data/lib/distribution/hypergeometric.rb +5 -8
  51. data/lib/distribution/hypergeometric/gsl.rb +5 -6
  52. data/lib/distribution/hypergeometric/java.rb +1 -1
  53. data/lib/distribution/hypergeometric/ruby.rb +34 -35
  54. data/lib/distribution/logistic.rb +6 -9
  55. data/lib/distribution/logistic/ruby.rb +14 -9
  56. data/lib/distribution/lognormal.rb +37 -0
  57. data/lib/distribution/lognormal/gsl.rb +21 -0
  58. data/lib/distribution/lognormal/ruby.rb +16 -0
  59. data/lib/distribution/math_extension.rb +187 -231
  60. data/lib/distribution/math_extension/chebyshev_series.rb +281 -272
  61. data/lib/distribution/math_extension/erfc.rb +28 -31
  62. data/lib/distribution/math_extension/exponential_integral.rb +17 -17
  63. data/lib/distribution/math_extension/gammastar.rb +19 -20
  64. data/lib/distribution/math_extension/gsl_utilities.rb +12 -12
  65. data/lib/distribution/math_extension/incomplete_beta.rb +52 -61
  66. data/lib/distribution/math_extension/incomplete_gamma.rb +166 -168
  67. data/lib/distribution/math_extension/log_utilities.rb +20 -22
  68. data/lib/distribution/normal.rb +11 -13
  69. data/lib/distribution/normal/gsl.rb +13 -10
  70. data/lib/distribution/normal/java.rb +30 -1
  71. data/lib/distribution/normal/ruby.rb +69 -59
  72. data/lib/distribution/normal/statistics2.rb +5 -2
  73. data/lib/distribution/normalmultivariate.rb +64 -64
  74. data/lib/distribution/poisson.rb +12 -14
  75. data/lib/distribution/poisson/gsl.rb +7 -7
  76. data/lib/distribution/poisson/java.rb +26 -0
  77. data/lib/distribution/poisson/ruby.rb +38 -9
  78. data/lib/distribution/shorthand.rb +17 -0
  79. data/lib/distribution/t.rb +16 -16
  80. data/lib/distribution/t/gsl.rb +27 -24
  81. data/lib/distribution/t/java.rb +1 -1
  82. data/lib/distribution/t/ruby.rb +99 -100
  83. data/lib/distribution/t/statistics2.rb +19 -19
  84. data/lib/distribution/uniform.rb +26 -0
  85. data/lib/distribution/uniform/gsl.rb +36 -0
  86. data/lib/distribution/uniform/ruby.rb +91 -0
  87. data/lib/distribution/version.rb +3 -0
  88. data/lib/distribution/weibull.rb +10 -0
  89. data/lib/distribution/weibull/gsl.rb +21 -0
  90. data/lib/distribution/weibull/ruby.rb +34 -0
  91. data/spec/beta_spec.rb +48 -50
  92. data/spec/binomial_spec.rb +80 -84
  93. data/spec/bivariatenormal_spec.rb +28 -35
  94. data/spec/chisquare_spec.rb +49 -52
  95. data/spec/distribution_spec.rb +11 -11
  96. data/spec/exponential_spec.rb +48 -39
  97. data/spec/f_spec.rb +73 -71
  98. data/spec/gamma_spec.rb +50 -53
  99. data/spec/hypergeometric_spec.rb +63 -69
  100. data/spec/logistic_spec.rb +31 -37
  101. data/spec/lognormal_spec.rb +54 -0
  102. data/spec/math_extension_spec.rb +192 -209
  103. data/spec/normal_spec.rb +80 -73
  104. data/spec/poisson_spec.rb +78 -36
  105. data/spec/shorthand_spec.rb +19 -22
  106. data/spec/spec_helper.rb +31 -6
  107. data/spec/t_spec.rb +63 -77
  108. data/spec/uniform_spec.rb +154 -0
  109. data/spec/weibull_spec.rb +17 -0
  110. data/vendor/java/commons-math-2.2.jar +0 -0
  111. metadata +91 -111
  112. data.tar.gz.sig +0 -0
  113. data/.autotest +0 -23
  114. data/.gemtest +0 -0
  115. data/Manifest.txt +0 -95
  116. data/README.txt +0 -100
  117. metadata.gz.sig +0 -0
@@ -1,85 +1,82 @@
1
- require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
1
+ require File.expand_path(File.dirname(__FILE__) + '/spec_helper.rb')
2
2
  include ExampleWithGSL
3
3
  describe Distribution::Gamma do
4
-
5
-
6
- shared_examples_for "Gamma engine" do
7
- it_only_with_gsl "should return correct pdf" do
4
+ shared_examples_for 'Gamma engine' do
5
+ it_only_with_gsl 'should return correct pdf' do
8
6
  if @engine.respond_to? :pdf
9
7
  1.upto(101) do |x|
10
- a=rand * x
11
- b=1 + rand * 5
12
- g=GSL::Ran.gamma_pdf(x,a,b)
13
- @engine.pdf(x,a,b).should be_within(1e-10).of(g)
8
+ a = rand * x
9
+ b = 1 + rand * 5
10
+ g = GSL::Ran.gamma_pdf(x, a, b)
11
+ expect(@engine.pdf(x, a, b)).to be_within(1e-10).of(g)
14
12
  end
15
13
  else
16
14
  pending("No #{@engine}.pdf")
17
15
  end
18
16
  end
19
- it_only_with_gsl "should return correct cdf" do
20
- if @engine.respond_to? :cdf
21
- # From GSL-1.9.
22
- TOL = 1048576.0*Float::EPSILON
23
- @engine.cdf(0.0, 1.0, 1.0).should eq(0.0)
24
- @engine.cdf(1e-100, 1.0, 1.0).should be_within(TOL).of(1e-100)
25
- @engine.cdf(0.001, 1.0, 1.0).should be_within(TOL).of(9.99500166625008332e-4)
26
- @engine.cdf(0.01, 1.0, 1.0).should be_within(TOL).of(9.95016625083194643e-3)
27
- @engine.cdf(0.1, 1.0, 1.0).should be_within(TOL).of(9.51625819640404268e-2)
28
- @engine.cdf(0.325, 1.0, 1.0).should be_within(TOL).of(2.77472646357927811e-1)
29
- @engine.cdf(1.0, 1.0, 1.0).should be_within(TOL).of(6.32120558828557678e-1)
30
- @engine.cdf(1.5, 1.0, 1.0).should be_within(TOL).of(7.76869839851570171e-1)
31
- @engine.cdf(2.0, 1.0, 1.0).should be_within(TOL).of(8.64664716763387308e-1)
32
- @engine.cdf(10.0, 1.0, 1.0).should be_within(TOL).of(9.99954600070237515e-1)
33
- @engine.cdf(20.0, 1.0, 1.0).should be_within(TOL).of(9.99999997938846378e-1)
34
- @engine.cdf(100.0, 1.0, 1.0).should be_within(TOL).of(1e0)
35
- @engine.cdf(1000.0, 1.0, 1.0).should be_within(TOL).of(1e0)
36
- @engine.cdf(10000.0, 1.0, 1.0).should be_within(TOL).of(1e0)
37
- else
38
- pending("No #{@engine}.cdf")
17
+ it_only_with_gsl 'should return correct cdf' do
18
+ if @engine.respond_to? :cdf
19
+ # From GSL-1.9.
20
+ tol = 1_048_576.0 * Float::EPSILON
21
+ expect(@engine.cdf(0.0, 1.0, 1.0)).to eq(0.0)
22
+ expect(@engine.cdf(1e-100, 1.0, 1.0)).to be_within(tol).of(1e-100)
23
+ expect(@engine.cdf(0.001, 1.0, 1.0)).to be_within(tol).of(9.99500166625008332e-4)
24
+ expect(@engine.cdf(0.01, 1.0, 1.0)).to be_within(tol).of(9.95016625083194643e-3)
25
+ expect(@engine.cdf(0.1, 1.0, 1.0)).to be_within(tol).of(9.51625819640404268e-2)
26
+ expect(@engine.cdf(0.325, 1.0, 1.0)).to be_within(tol).of(2.77472646357927811e-1)
27
+ expect(@engine.cdf(1.0, 1.0, 1.0)).to be_within(tol).of(6.32120558828557678e-1)
28
+ expect(@engine.cdf(1.5, 1.0, 1.0)).to be_within(tol).of(7.76869839851570171e-1)
29
+ expect(@engine.cdf(2.0, 1.0, 1.0)).to be_within(tol).of(8.64664716763387308e-1)
30
+ expect(@engine.cdf(10.0, 1.0, 1.0)).to be_within(tol).of(9.99954600070237515e-1)
31
+ expect(@engine.cdf(20.0, 1.0, 1.0)).to be_within(tol).of(9.99999997938846378e-1)
32
+ expect(@engine.cdf(100.0, 1.0, 1.0)).to be_within(tol).of(1e0)
33
+ expect(@engine.cdf(1000.0, 1.0, 1.0)).to be_within(tol).of(1e0)
34
+ expect(@engine.cdf(10_000.0, 1.0, 1.0)).to be_within(tol).of(1e0)
35
+ else
36
+ pending("No #{@engine}.cdf")
37
+ end
39
38
  end
40
- end
41
- it "should return correct p_value" do
42
- if @engine.respond_to? :p_value
43
- 1.upto(20) do |x|
44
- a=rand()*0.5
45
- b=1 + rand() * 5
46
- pr=@engine.cdf(x,a,b)
47
- @engine.p_value(pr,a,b).should be_within(1e-3).of(x)
48
- end
49
- else
50
- pending("No #{@engine}.p_value")
39
+ it 'should return correct p_value' do
40
+ if @engine.respond_to? :p_value
41
+ 1.upto(20) do |x|
42
+ a = rand * 0.5
43
+ b = 1 + rand * 5
44
+ pr = @engine.cdf(x, a, b)
45
+ expect(@engine.p_value(pr, a, b)).to be_within(1e-3).of(x)
46
+ end
47
+ else
48
+ skip("No #{@engine}.p_value")
49
+ end
51
50
  end
52
51
  end
53
- end
54
52
 
55
- describe "singleton" do
53
+ describe 'singleton' do
56
54
  before do
57
- @engine=Distribution::Gamma
55
+ @engine = Distribution::Gamma
58
56
  end
59
- it_should_behave_like "Gamma engine"
57
+ it_should_behave_like 'Gamma engine'
60
58
  end
61
-
59
+
62
60
  describe Distribution::Gamma::Ruby_ do
63
61
  before do
64
- @engine=Distribution::Gamma::Ruby_
62
+ @engine = Distribution::Gamma::Ruby_
65
63
  end
66
- it_should_behave_like "Gamma engine"
64
+ it_should_behave_like 'Gamma engine'
67
65
  end
68
66
  if Distribution.has_gsl?
69
67
  describe Distribution::Gamma::GSL_ do
70
68
  before do
71
- @engine=Distribution::Gamma::GSL_
69
+ @engine = Distribution::Gamma::GSL_
72
70
  end
73
- it_should_behave_like "Gamma engine"
71
+ it_should_behave_like 'Gamma engine'
74
72
  end
75
73
  end
76
74
  if Distribution.has_java?
77
75
  describe Distribution::Gamma::Java_ do
78
76
  before do
79
- @engine=Distribution::Gamma::Java_
77
+ @engine = Distribution::Gamma::Java_
80
78
  end
81
- it_should_behave_like "Gamma engine"
82
- end
79
+ it_should_behave_like 'Gamma engine'
80
+ end
83
81
  end
84
-
85
82
  end
@@ -1,6 +1,6 @@
1
- require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
1
+ require File.expand_path(File.dirname(__FILE__) + '/spec_helper.rb')
2
2
  include ExampleWithGSL
3
- #require 'ruby-prof'
3
+ # require 'ruby-prof'
4
4
 
5
5
  # Need to test:
6
6
  # * that Fixnum fast_choose returns same as choose
@@ -9,105 +9,99 @@ include ExampleWithGSL
9
9
 
10
10
  describe Distribution::Hypergeometric do
11
11
  describe Distribution::Hypergeometric::GSL_ do
12
- before do
13
- @ruby=Distribution::Hypergeometric::Ruby_
14
- @engine=Distribution::Hypergeometric::GSL_
12
+ before do
13
+ @ruby = Distribution::Hypergeometric::Ruby_
14
+ @engine = Distribution::Hypergeometric::GSL_
15
15
  end
16
- it_only_with_gsl "cdf should return values near to exact Ruby calculations" do
17
- #RubyProf.start
18
-
16
+ it_only_with_gsl 'cdf should return values near to exact Ruby calculations' do
17
+ # RubyProf.start
18
+
19
19
  if @engine.respond_to? :cdf
20
- #[2].each do |k|
21
- [0,1,2,4,8,16].each do |k|
22
- @engine.cdf(k, 80, 100, 10000).should be_within(1e-10).of(@ruby.cdf(k, 80, 100, 10000))
23
- end
24
- #result = RubyProf.stop
25
-
20
+ # [2].each do |k|
21
+ [0, 1, 2, 4, 8, 16].each do |k|
22
+ expect(@engine.cdf(k, 80, 100, 10_000)).to be_within(1e-10).of(@ruby.cdf(k, 80, 100, 10_000))
23
+ end
24
+ # result = RubyProf.stop
25
+
26
26
  # Print a flat profile to text
27
- #printer = RubyProf::FlatPrinter.new(result)
28
- #printer.print(STDOUT)
29
-
27
+ # printer = RubyProf::FlatPrinter.new(result)
28
+ # printer.print(STDOUT)
29
+
30
30
  else
31
31
  pending("No #{@engine}.pdf")
32
32
  end
33
33
  end
34
-
35
34
  end
36
35
  describe Distribution::Hypergeometric::Ruby_ do
37
-
38
36
  before do
39
- @engine=Distribution::Hypergeometric::Ruby_
37
+ @engine = Distribution::Hypergeometric::Ruby_
40
38
  end
41
- it_only_with_gsl "pdf_fast should return same as pdf" do
39
+ it_only_with_gsl 'pdf_fast should return same as pdf' do
42
40
  pending("Aprox. factorial doesn't work right")
43
41
  if @engine.respond_to? :pdf
44
- [0,1,2,4,8,16].each do |k|
45
- @engine.pdf_aprox(k, 80, 100, 1000).should be_within(1e-8).of(GSL::Ran::hypergeometric_pdf(k, 80, 920, 100))
42
+ [0, 1, 2, 4, 8, 16].each do |k|
43
+ expect(@engine.pdf_aprox(k, 80, 100, 1000)).to be_within(1e-8).of(GSL::Ran.hypergeometric_pdf(k, 80, 920, 100))
46
44
  end
47
45
  else
48
46
  pending("No #{@engine}.pdf")
49
47
  end
50
48
  end
51
-
52
- it_only_with_gsl "should return correct pdf" do
53
- #RubyProf.start
54
-
49
+
50
+ it_only_with_gsl 'should return correct pdf' do
51
+ # RubyProf.start
52
+
55
53
  if @engine.respond_to? :pdf
56
- #[2].each do |k|
57
- [0,1,2,4,8,16].each do |k|
58
- #puts "k:#{k}->#{@engine.pdf(k, 80, 100, 10000).to_f}"
59
- @engine.pdf(k, 80, 100, 10000).to_f.should be_within(1e-8).of(GSL::Ran::hypergeometric_pdf(k, 80, 9920, 100))
60
- end
61
- #result = RubyProf.stop
62
-
54
+ # [2].each do |k|
55
+ [0, 1, 2, 4, 8, 16].each do |k|
56
+ # puts "k:#{k}->#{@engine.pdf(k, 80, 100, 10000).to_f}"
57
+ expect(@engine.pdf(k, 80, 100, 10_000).to_f).to be_within(1e-8).of(GSL::Ran.hypergeometric_pdf(k, 80, 9920, 100))
58
+ end
59
+ # result = RubyProf.stop
60
+
63
61
  # Print a flat profile to text
64
- #printer = RubyProf::FlatPrinter.new(result)
65
- #printer.print(STDOUT)
66
-
62
+ # printer = RubyProf::FlatPrinter.new(result)
63
+ # printer.print(STDOUT)
64
+
67
65
  else
68
66
  pending("No #{@engine}.pdf")
69
67
  end
70
68
  end
71
-
72
-
73
-
74
-
75
- it "should return correct cdf" do
76
- total=rand(5)+3000
77
- n=rand(10)+15
78
- m=rand(10)+5
79
- ac=0
80
- 0.upto(m) do |i|
81
- ac+=@engine.pdf(i,m,n,total)
82
- @engine.cdf(i,m,n,total).should eq(ac)
69
+
70
+ it 'should return correct cdf' do
71
+ total = rand(5) + 3000
72
+ n = rand(10) + 15
73
+ m = rand(10) + 5
74
+ ac = 0
75
+ 0.upto(m) do |i|
76
+ ac += @engine.pdf(i, m, n, total)
77
+ expect(@engine.cdf(i, m, n, total)).to eq(ac)
83
78
  end
84
79
  end
85
-
86
- it "should return correct p_value" do
87
- #0.upto(10) do |i|
80
+
81
+ it 'should return correct p_value' do
82
+ # 0.upto(10) do |i|
88
83
  # puts "#{i}:#{@engine.pdf(i,5,7,10)}"
89
- #end
90
- total=rand(5)+3000
91
- n=rand(10)+15
92
- m=rand(10)+5
93
- ac=0
84
+ # end
85
+ total = rand(5) + 3000
86
+ n = rand(10) + 15
87
+ m = rand(10) + 5
88
+ ac = 0
94
89
  0.upto(m) do |k|
95
- ac+=@engine.pdf(k,m,n,total)
96
- @engine.p_value(ac, m, n, total).should eq(k)
90
+ ac += @engine.pdf(k, m, n, total)
91
+ expect(@engine.p_value(ac, m, n, total)).to eq(k)
97
92
  end
98
- end
93
+ end
99
94
  end
100
95
  describe Distribution::Hypergeometric do
101
96
  before do
102
- @engine=Distribution::Hypergeometric
97
+ @engine = Distribution::Hypergeometric
103
98
  end
104
- it {@engine.should respond_to(:exact_pdf) }
105
- 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)
99
+ it { expect(@engine).to respond_to(:exact_pdf) }
100
+ it { expect(@engine).to respond_to(:exact_cdf) }
101
+ it { expect(@engine).to respond_to(:exact_p_value) }
102
+ it 'exact pdf should return a Rational' do
103
+ expect(@engine.exact_pdf(1, 1, 1, 1)).not_to be_a(Float)
104
+ expect(@engine.exact_pdf(16, 80, 100, 10_000)).not_to be_a(Float)
110
105
  end
111
-
112
106
  end
113
- end
107
+ end
@@ -1,68 +1,62 @@
1
- require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
2
-
1
+ require File.expand_path(File.dirname(__FILE__) + '/spec_helper.rb')
2
+
3
3
  describe Distribution::Logistic do
4
-
5
- shared_examples_for "logistic engine" do
6
- it "should return correct pdf" do
4
+ shared_examples_for 'logistic engine' do
5
+ it 'should return correct pdf' do
7
6
  if @engine.respond_to? :pdf
8
7
  1.upto(10) {
9
- u=rand()
10
- s=rand()+1
11
- x=rand()*100-50
12
- exp=Math.exp(-(x-u) / s) / (s*(1+Math.exp(-(x-u) / s)**2))
13
- @engine.pdf(x,u,s).should eq(exp)
8
+ u = rand
9
+ s = rand + 1
10
+ x = rand * 100 - 50
11
+ exp = Math.exp(-(x - u) / s) / (s * (1 + Math.exp(-(x - u) / s)**2))
12
+ expect(@engine.pdf(x, u, s)).to eq(exp)
14
13
  }
15
14
  else
16
15
  pending("No #{@engine}.pdf")
17
16
  end
18
17
  end
19
-
20
- it "should return correct cdf" do
21
- if @engine.respond_to? :cdf
22
-
23
18
 
19
+ it 'should return correct cdf' do
20
+ if @engine.respond_to? :cdf
24
21
  1.upto(100) {
25
- u=rand()
26
- s=rand()+1
27
- x=rand()*100-50
28
- exp=1/(1+Math.exp(-(x-u)/s))
29
- @engine.cdf(x,u,s).should eq(exp)
22
+ u = rand
23
+ s = rand * 100
24
+ x = rand * 100 - 50
25
+ exp = 1 / (1 + Math.exp(-(x - u) / s))
26
+
27
+ expect(@engine.cdf(x, u, s)).to eq(exp)
30
28
  }
31
-
29
+
32
30
  else
33
31
  pending("No #{@engine}.cdf")
34
32
  end
35
33
  end
36
-
37
-
38
- it "should return correct p_value" do
34
+
35
+ it 'should return correct p_value' do
39
36
  if @engine.respond_to? :p_value
40
- 1.upto(9) {|i|
41
- u=rand()
42
- s=rand()+1
43
- x=@engine.p_value(i/10,u,s)
44
- @engine.cdf(x,u,s).should eq i/10
37
+ 1.upto(9) {|i|
38
+ u = rand
39
+ s = rand * 100
40
+ x = @engine.p_value(i / 10.0, u, s)
41
+ expect(@engine.cdf(x, u, s)).to be_within(1e-10).of(i / 10.0)
45
42
  }
46
43
  else
47
44
  pending("No #{@engine}.cdf")
48
45
  end
49
46
  end
50
47
  end
51
-
52
48
 
53
- describe "singleton" do
49
+ describe 'singleton' do
54
50
  before do
55
- @engine=Distribution::Logistic
51
+ @engine = Distribution::Logistic
56
52
  end
57
- it_should_behave_like "logistic engine"
53
+ it_should_behave_like 'logistic engine'
58
54
  end
59
-
55
+
60
56
  describe Distribution::Logistic::Ruby_ do
61
57
  before do
62
- @engine=Distribution::Logistic::Ruby_
58
+ @engine = Distribution::Logistic::Ruby_
63
59
  end
64
- it_should_behave_like "logistic engine"
65
-
60
+ it_should_behave_like 'logistic engine'
66
61
  end
67
-
68
62
  end
@@ -0,0 +1,54 @@
1
+ require File.expand_path(File.dirname(__FILE__) + '/spec_helper.rb')
2
+
3
+ describe Distribution::LogNormal do
4
+ shared_examples_for 'log-normal engine' do
5
+ it 'should return correct pdf' do
6
+ if @engine.respond_to? :pdf
7
+ 1.upto(10) {
8
+ u = rand
9
+ s = rand * 100
10
+ x = rand * 50
11
+ exp = (1.0 / (x * s * Math.sqrt(2 * Math::PI))) * Math.exp(-((Math.log(x) - u)**2 / (2 * s**2)))
12
+ expect(@engine.pdf(x, u, s)).to be_within(1e-10).of(exp)
13
+ }
14
+ else
15
+ pending("No #{@engine}.pdf")
16
+ end
17
+ end
18
+ it 'should return correct cdf' do
19
+ if @engine.respond_to? :cdf
20
+ 1.upto(10) {
21
+ u = rand
22
+ s = rand * 100
23
+ x = rand * 50
24
+ exp = Distribution::Normal.cdf((Math.log(x) - u) / s)
25
+ expect(@engine.cdf(x, u, s)).to be_within(1e-10).of(exp)
26
+ }
27
+ else
28
+ pending("No #{@engine}.cdf")
29
+ end
30
+ end
31
+ end
32
+
33
+ describe 'singleton' do
34
+ before do
35
+ @engine = Distribution::LogNormal
36
+ end
37
+ it_should_behave_like 'log-normal engine'
38
+ end
39
+
40
+ describe Distribution::LogNormal::Ruby_ do
41
+ before do
42
+ @engine = Distribution::LogNormal::Ruby_
43
+ end
44
+ it_should_behave_like 'log-normal engine'
45
+ end
46
+ if Distribution.has_gsl?
47
+ describe Distribution::LogNormal::GSL_ do
48
+ before do
49
+ @engine = Distribution::LogNormal::GSL_
50
+ end
51
+ it_should_behave_like 'log-normal engine'
52
+ end
53
+ end
54
+ end