distribution 0.6.0 → 0.8.0

data/spec/uniform_spec.rb

@@ -0,0 +1,154 @@
+require File.expand_path(File.dirname(__FILE__) + "/spec_helper.rb")
+require 'distribution/uniform'
+
+describe Distribution::Uniform do
+
+  shared_examples_for "uniform engine" do
+
+    it ".rng should generate sequences with the right mean & variance" do
+      skip("This method is very innacurrate due to the low convergence rate")
+      # samples = 100_000
+      # sum = 0
+      # ss = 0
+      # lower = 0
+      # upper = 20
+
+      # # Expectations
+      # exp_mean = (upper + lower) / 2
+      # exp_variance = ((upper - lower) ** 2) / 12
+      # rng = @engine.rng(lower, upper)
+
+      # samples.times do
+      #   v = rng.call
+      #   sum += v
+      #   ss += (v - exp_mean) ** 2
+      # end
+
+      # mean = sum.to_f / samples
+      # variance = ss.to_f / samples
+      # mean.should be_within(1e-5).of(exp_mean)
+      # variance.should be_within(1e-5).of(exp_variance)
+    end
+
+    it ".rng with a specified seed should be reproducible" do
+      seed = Random.new_seed.modulo 100000007
+      gen_a = @engine.rng(0, 1, seed)
+      gen_b = @engine.rng(0, 1, seed)
+
+      expect((gen_a.call)).to eq(gen_b.call)
+    end
+
+    it ".pdf should return correct pdf for values within the defined range" do
+      if @engine.respond_to? :pdf
+        10.times do
+          low, width = rand, rand
+          x = low + rand * width
+          epdf = 1.0 / width
+          expect(@engine.pdf(x, low, low + width)).to be_within(1e-10).of(epdf)
+        end
+
+      else
+        pending("No #{@engine}.pdf")
+      end
+    end
+
+    it ".pdf should return 0 for values outside the defined range" do
+      if @engine.respond_to? :pdf
+        10.times do
+          low, width = rand, rand
+          # x lies just outside of  where the pdf exists as a non-zero value
+          # A small amount (1e-10) is removed from bad_x to ensure no overlap
+          x = low - (1 + rand) * width - 1e-10
+          expect(@engine.pdf(x, low, low + width)).to be_within(1e-10).of(0.0)
+        end
+
+      else
+        pending("No #{@engine}.pdf")
+      end
+    end
+
+
+    it ".cdf should return 0 for values smaller than the lower bound" do
+      if @engine.respond_to? :cdf
+        low, width = rand, rand
+        x = low - rand * width
+        expect(@engine.cdf(x, low, low + width)).to be_within(1e-10).of(0.0)
+      else
+        pending("No #{@engine}.cdf")
+      end
+    end
+
+    it ".cdf should return correct cdf for x within defined range" do
+      if @engine.respond_to? :cdf
+        low, width = rand, rand
+        x = low + rand * width
+        ecdf = (x - low) / width
+        expect(@engine.cdf(x, low, low + width)).to be_within(1e-10).of(ecdf)
+      else
+        pending("No #{@engine}.cdf")
+      end
+    end
+
+    it ".cdf should return 1 for values greater than the upper bound" do
+      if @engine.respond_to? :cdf
+        low, width = rand, rand
+        x = low + (1 + rand) * (width)
+        expect(@engine.cdf(x, low, low + width)).to be_within(1e-10).of(1.0)
+      else
+        pending("No #{@engine}.cdf")
+      end
+    end
+    
+    it ".quantile should return correct inverse cdf" do
+      if @engine.respond_to? :quantile
+        low, width = rand, rand
+        scale = rand
+        x = low + scale * width
+        qn = (x - low) / width
+        expect(@engine.quantile(qn, low, low + width)).to be_within(1e-10).of(x)
+      else
+        pending("No #{@engine}.quantile")
+      end
+    end
+    
+    it ".p_value should return same result as .quantile" do
+      if @engine.respond_to? :p_value and @engine.respond_to? :quantile
+        low, width = rand, rand
+        scale = rand
+        x = low + scale * width
+        qn = (x - low) / width
+        
+        expect(@engine.quantile(qn, low, low + width)).to eq(@engine.p_value(qn, low, low + width))
+      else
+        pending("No #{@engine}.p_value")
+      end
+    end
+  end
+
+
+  describe "singleton" do
+    before do
+      @engine = Distribution::Uniform
+    end
+    it_should_behave_like "uniform engine"
+  end
+
+  describe Distribution::Uniform::Ruby_ do
+    before do
+      @engine = Distribution::Uniform::Ruby_
+    end
+    it_should_behave_like "uniform engine"
+
+  end
+
+  if Distribution.has_gsl?
+    describe Distribution::Uniform::GSL_ do
+      before do
+        @engine = Distribution::Uniform::GSL_
+      end
+      it_should_behave_like "uniform engine"
+    end
+  end
+
+
+end

data/spec/weibull_spec.rb

@@ -0,0 +1,17 @@
+require File.expand_path(File.dirname(__FILE__) + '/spec_helper.rb')
+
+include ExampleWithGSL
+
+describe Distribution::Weibull do
+  # shared_examples for "Weibull engine" do
+  it 'should return correct pdf' do
+    expect(Distribution::Weibull.pdf(2, 1, 1)).to be_within(1e-3).of(0.13533)
+  end
+  it 'should return correct cdf' do
+    expect(Distribution::Weibull.cdf(2, 1, 1)).to be_within(1e-3).of(0.86466)
+  end
+  it 'should return correct p-value' do
+    expect(Distribution::Weibull.p_value(0.86466, 1, 1)).to be_within(1e-3).of(2.0)
+  end
+  # end
+end

metadata

@@ -1,104 +1,75 @@
---- !ruby/object:Gem::Specification 
+--- !ruby/object:Gem::Specification
 name: distribution
-version: !ruby/object:Gem::Version 
-  prerelease: 
-  version: 0.6.0
+version: !ruby/object:Gem::Version
+  version: 0.8.0
 platform: ruby
-authors: 
+authors:
 - Claudio Bustos
-autorequire: 
+- Carlos Agarie
+autorequire:
 bindir: bin
-cert_chain: 
-- |
-  -----BEGIN CERTIFICATE-----
-  MIIDMjCCAhqgAwIBAgIBADANBgkqhkiG9w0BAQUFADA/MREwDwYDVQQDDAhjbGJ1
-  c3RvczEVMBMGCgmSJomT8ixkARkWBWdtYWlsMRMwEQYKCZImiZPyLGQBGRYDY29t
-  MB4XDTEwMDMyOTIxMzg1NVoXDTExMDMyOTIxMzg1NVowPzERMA8GA1UEAwwIY2xi
-  dXN0b3MxFTATBgoJkiaJk/IsZAEZFgVnbWFpbDETMBEGCgmSJomT8ixkARkWA2Nv
-  bTCCASIwDQYJKoZIhvcNAQEBBQADggEPADCCAQoCggEBALf8JVMGqE7m5kYb+PNN
-  neZv2pcXV5fQCi6xkyG8bi2/SIFy/LyxuvLzEeOxBeaz1Be93bayIUquOIqw3dyw
-  /KXWa31FxuNuvAm6CN8fyeRYX/ou4cw3OIUUnIvB7RMNIu4wbgeM6htV/QEsNLrv
-  at1/mh9JpqawPrcjIOVMj4BIp67vmzJCaUf+S/H2uYtSO09F+YQE3tv85TPeRmqU
-  yjyXyTc/oJiw1cXskUL8UtMWZmrwNLHXuZWWIMzkjiz3UNdhJr/t5ROk8S2WPznl
-  0bMy/PMIlAbqWolRn1zl2VFJ3TaXScbqImY8Wf4g62b/1ZSUlGrtnLNsCYXrWiso
-  UPUCAwEAAaM5MDcwCQYDVR0TBAIwADALBgNVHQ8EBAMCBLAwHQYDVR0OBBYEFGu9
-  rrJ1H64qRmNNu3Jj/Qjvh0u5MA0GCSqGSIb3DQEBBQUAA4IBAQCV0Unka5isrhZk
-  GjqSDqY/6hF+G2pbFcbWUpjmC8NWtAxeC+7NGV3ljd0e1SLfoyBj4gnFtFmY8qX4
-  K02tgSZM0eDV8TpgFpWXzK6LzHvoanuahHLZEtk/+Z885lFene+nHadkem1n9iAB
-  cs96JO9/JfFyuXM27wFAwmfHCmJfPF09R4VvGHRAvb8MGzSVgk2i06OJTqkBTwvv
-  JHJdoyw3+8bw9RJ+jLaNoQ+xu+1pQdS2bb3m7xjZpufml/m8zFCtjYM/7qgkKR8z
-  /ZZt8lCiKfFArppRrZayE2FVsps4X6WwBdrKTMZ0CKSXTRctbEj1BAZ67eoTvBBt
-  rpP0jjs0
-  -----END CERTIFICATE-----
-
-date: 2011-08-23 00:00:00 -03:00
-default_executable: 
-dependencies: 
-- !ruby/object:Gem::Dependency 
-  name: rubyforge
-  prerelease: false
-  requirement: &id001 !ruby/object:Gem::Requirement 
-    none: false
-    requirements: 
+cert_chain: []
+date: 2020-07-05 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
     - - ">="
-      - !ruby/object:Gem::Version 
-        version: 2.0.4
+      - !ruby/object:Gem::Version
+        version: '0'
   type: :development
-  version_requirements: *id001
-- !ruby/object:Gem::Dependency 
-  name: rspec
   prerelease: false
-  requirement: &id002 !ruby/object:Gem::Requirement 
-    none: false
-    requirements: 
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
     - - ">="
-      - !ruby/object:Gem::Version 
-        version: "2.0"
+      - !ruby/object:Gem::Version
+        version: '0'
   type: :development
-  version_requirements: *id002
-- !ruby/object:Gem::Dependency 
-  name: rubyforge
   prerelease: false
-  requirement: &id003 !ruby/object:Gem::Requirement 
-    none: false
-    requirements: 
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
     - - ">="
-      - !ruby/object:Gem::Version 
-        version: "0"
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.2'
   type: :development
-  version_requirements: *id003
-- !ruby/object:Gem::Dependency 
-  name: hoe
   prerelease: false
-  requirement: &id004 !ruby/object:Gem::Requirement 
-    none: false
-    requirements: 
-    - - ~>
-      - !ruby/object:Gem::Version 
-        version: "2.12"
-  type: :development
-  version_requirements: *id004
-description: |-
-  Statistical Distributions library. Includes Normal univariate and bivariate, T, F, Chi Square, Binomial, Hypergeometric, Exponential, Poisson, Beta and Gamma.
-  
-  Uses Ruby by default and C (statistics2/GSL) or Java extensions where available.
-  
-  Includes code from statistics2 on Normal, T, F and Chi Square ruby code [http://blade.nagaokaut.ac.jp/~sinara/ruby/math/statistics2]
-email: 
-- clbustos_at_gmail.com
-executables: 
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.2'
+description: Distribution is a gem with several probabilistic distributions. Pure
+  Ruby is used by default, C (GSL) or Java extensions are used if available
+email:
+- clbustos@gmail.com
+- carlos.agarie@gmail.com
+executables:
 - distribution
 extensions: []
-
-extra_rdoc_files: 
-- History.txt
-- Manifest.txt
-- README.txt
-files: 
-- .autotest
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".travis.yml"
+- ".yardopts"
+- Gemfile
 - History.txt
-- Manifest.txt
-- README.txt
+- LICENCE.md
+- README.md
 - Rakefile
 - benchmark/binomial_coefficient.rb
 - benchmark/binomial_coefficient/binomial_coefficient.ds
@@ -113,6 +84,7 @@ files:
 - data/template/distribution/gsl.erb
 - data/template/distribution/ruby.erb
 - data/template/spec.erb
+- distribution.gemspec
 - lib/distribution.rb
 - lib/distribution/beta.rb
 - lib/distribution/beta/gsl.rb
@@ -132,6 +104,7 @@ files:
 - lib/distribution/chisquare/java.rb
 - lib/distribution/chisquare/ruby.rb
 - lib/distribution/chisquare/statistics2.rb
+- lib/distribution/distributable.rb
 - lib/distribution/exponential.rb
 - lib/distribution/exponential/gsl.rb
 - lib/distribution/exponential/ruby.rb
@@ -150,6 +123,9 @@ files:
 - lib/distribution/hypergeometric/ruby.rb
 - lib/distribution/logistic.rb
 - lib/distribution/logistic/ruby.rb
+- lib/distribution/lognormal.rb
+- lib/distribution/lognormal/gsl.rb
+- lib/distribution/lognormal/ruby.rb
 - lib/distribution/math_extension.rb
 - lib/distribution/math_extension/chebyshev_series.rb
 - lib/distribution/math_extension/erfc.rb
@@ -167,12 +143,21 @@ files:
 - lib/distribution/normalmultivariate.rb
 - lib/distribution/poisson.rb
 - lib/distribution/poisson/gsl.rb
+- lib/distribution/poisson/java.rb
 - lib/distribution/poisson/ruby.rb
+- lib/distribution/shorthand.rb
 - lib/distribution/t.rb
 - lib/distribution/t/gsl.rb
 - lib/distribution/t/java.rb
 - lib/distribution/t/ruby.rb
 - lib/distribution/t/statistics2.rb
+- lib/distribution/uniform.rb
+- lib/distribution/uniform/gsl.rb
+- lib/distribution/uniform/ruby.rb
+- lib/distribution/version.rb
+- lib/distribution/weibull.rb
+- lib/distribution/weibull/gsl.rb
+- lib/distribution/weibull/ruby.rb
 - spec/beta_spec.rb
 - spec/binomial_spec.rb
 - spec/bivariatenormal_spec.rb
@@ -183,6 +168,7 @@ files:
 - spec/gamma_spec.rb
 - spec/hypergeometric_spec.rb
 - spec/logistic_spec.rb
+- spec/lognormal_spec.rb
 - spec/math_extension_spec.rb
 - spec/normal_spec.rb
 - spec/poisson_spec.rb
@@ -190,35 +176,29 @@ files:
 - spec/spec.opts
 - spec/spec_helper.rb
 - spec/t_spec.rb
-- .gemtest
-has_rdoc: true
-homepage: https://github.com/clbustos/distribution
+- spec/uniform_spec.rb
+- spec/weibull_spec.rb
+- vendor/java/commons-math-2.2.jar
+homepage: https://github.com/sciruby/distribution
 licenses: []
-
-post_install_message: 
-rdoc_options: 
-- --main
-- README.txt
-require_paths: 
+metadata: {}
+post_install_message:
+rdoc_options: []
+require_paths:
 - lib
-required_ruby_version: !ruby/object:Gem::Requirement 
-  none: false
-  requirements: 
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
   - - ">="
-    - !ruby/object:Gem::Version 
-      version: "0"
-required_rubygems_version: !ruby/object:Gem::Requirement 
-  none: false
-  requirements: 
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
   - - ">="
-    - !ruby/object:Gem::Version 
-      version: "0"
+    - !ruby/object:Gem::Version
+      version: '0'
 requirements: []
-
-rubyforge_project: distribution
-rubygems_version: 1.6.0
-signing_key: 
-specification_version: 3
-summary: Statistical Distributions library
+rubygems_version: 3.1.2
+signing_key:
+specification_version: 4
+summary: Distribution
 test_files: []
-

data/.autotest

@@ -1,23 +0,0 @@
-# -*- ruby -*-
-
-require 'autotest/restart'
-
-# Autotest.add_hook :initialize do |at|
-#   at.extra_files << "../some/external/dependency.rb"
-#
-#   at.libs << ":../some/external"
-#
-#   at.add_exception 'vendor'
-#
-#   at.add_mapping(/dependency.rb/) do |f, _|
-#     at.files_matching(/test_.*rb$/)
-#   end
-#
-#   %w(TestA TestB).each do |klass|
-#     at.extra_class_map[klass] = "test/test_misc.rb"
-#   end
-# end
-
-# Autotest.add_hook :run_command do |at|
-#   system "rake build"
-# end