distribution 0.6.0 → 0.8.0
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- checksums.yaml +7 -0
- data/.gitignore +7 -0
- data/.travis.yml +13 -0
- data/.yardopts +5 -0
- data/Gemfile +5 -0
- data/History.txt +24 -8
- data/LICENCE.md +26 -0
- data/README.md +155 -0
- data/Rakefile +15 -19
- data/benchmark/binomial_coefficient.rb +19 -23
- data/benchmark/binomial_coefficient/experiment.rb +33 -36
- data/benchmark/factorial_hash.rb +7 -8
- data/benchmark/factorial_method.rb +4 -6
- data/benchmark/odd.rb +6 -7
- data/benchmark/power.rb +11 -11
- data/bin/distribution +26 -26
- data/data/template/spec.erb +7 -6
- data/distribution.gemspec +25 -0
- data/lib/distribution.rb +79 -124
- data/lib/distribution/beta.rb +6 -8
- data/lib/distribution/beta/gsl.rb +14 -9
- data/lib/distribution/beta/java.rb +1 -1
- data/lib/distribution/beta/ruby.rb +41 -7
- data/lib/distribution/binomial.rb +10 -11
- data/lib/distribution/binomial/gsl.rb +6 -5
- data/lib/distribution/binomial/java.rb +1 -1
- data/lib/distribution/binomial/ruby.rb +22 -15
- data/lib/distribution/bivariatenormal.rb +4 -5
- data/lib/distribution/bivariatenormal/gsl.rb +2 -2
- data/lib/distribution/bivariatenormal/java.rb +1 -1
- data/lib/distribution/bivariatenormal/ruby.rb +245 -254
- data/lib/distribution/chisquare.rb +8 -10
- data/lib/distribution/chisquare/gsl.rb +24 -19
- data/lib/distribution/chisquare/java.rb +1 -1
- data/lib/distribution/chisquare/ruby.rb +60 -55
- data/lib/distribution/chisquare/statistics2.rb +16 -13
- data/lib/distribution/distributable.rb +40 -0
- data/lib/distribution/exponential.rb +4 -5
- data/lib/distribution/exponential/gsl.rb +13 -9
- data/lib/distribution/exponential/ruby.rb +17 -11
- data/lib/distribution/f.rb +10 -11
- data/lib/distribution/f/gsl.rb +26 -22
- data/lib/distribution/f/java.rb +1 -1
- data/lib/distribution/f/ruby.rb +104 -105
- data/lib/distribution/f/statistics2.rb +22 -19
- data/lib/distribution/gamma.rb +5 -7
- data/lib/distribution/gamma/gsl.rb +13 -9
- data/lib/distribution/gamma/java.rb +1 -1
- data/lib/distribution/gamma/ruby.rb +5 -11
- data/lib/distribution/hypergeometric.rb +5 -8
- data/lib/distribution/hypergeometric/gsl.rb +5 -6
- data/lib/distribution/hypergeometric/java.rb +1 -1
- data/lib/distribution/hypergeometric/ruby.rb +34 -35
- data/lib/distribution/logistic.rb +6 -9
- data/lib/distribution/logistic/ruby.rb +14 -9
- data/lib/distribution/lognormal.rb +37 -0
- data/lib/distribution/lognormal/gsl.rb +21 -0
- data/lib/distribution/lognormal/ruby.rb +16 -0
- data/lib/distribution/math_extension.rb +187 -231
- data/lib/distribution/math_extension/chebyshev_series.rb +281 -272
- data/lib/distribution/math_extension/erfc.rb +28 -31
- data/lib/distribution/math_extension/exponential_integral.rb +17 -17
- data/lib/distribution/math_extension/gammastar.rb +19 -20
- data/lib/distribution/math_extension/gsl_utilities.rb +12 -12
- data/lib/distribution/math_extension/incomplete_beta.rb +52 -61
- data/lib/distribution/math_extension/incomplete_gamma.rb +166 -168
- data/lib/distribution/math_extension/log_utilities.rb +20 -22
- data/lib/distribution/normal.rb +11 -13
- data/lib/distribution/normal/gsl.rb +13 -10
- data/lib/distribution/normal/java.rb +30 -1
- data/lib/distribution/normal/ruby.rb +69 -59
- data/lib/distribution/normal/statistics2.rb +5 -2
- data/lib/distribution/normalmultivariate.rb +64 -64
- data/lib/distribution/poisson.rb +12 -14
- data/lib/distribution/poisson/gsl.rb +7 -7
- data/lib/distribution/poisson/java.rb +26 -0
- data/lib/distribution/poisson/ruby.rb +38 -9
- data/lib/distribution/shorthand.rb +17 -0
- data/lib/distribution/t.rb +16 -16
- data/lib/distribution/t/gsl.rb +27 -24
- data/lib/distribution/t/java.rb +1 -1
- data/lib/distribution/t/ruby.rb +99 -100
- data/lib/distribution/t/statistics2.rb +19 -19
- data/lib/distribution/uniform.rb +26 -0
- data/lib/distribution/uniform/gsl.rb +36 -0
- data/lib/distribution/uniform/ruby.rb +91 -0
- data/lib/distribution/version.rb +3 -0
- data/lib/distribution/weibull.rb +10 -0
- data/lib/distribution/weibull/gsl.rb +21 -0
- data/lib/distribution/weibull/ruby.rb +34 -0
- data/spec/beta_spec.rb +48 -50
- data/spec/binomial_spec.rb +80 -84
- data/spec/bivariatenormal_spec.rb +28 -35
- data/spec/chisquare_spec.rb +49 -52
- data/spec/distribution_spec.rb +11 -11
- data/spec/exponential_spec.rb +48 -39
- data/spec/f_spec.rb +73 -71
- data/spec/gamma_spec.rb +50 -53
- data/spec/hypergeometric_spec.rb +63 -69
- data/spec/logistic_spec.rb +31 -37
- data/spec/lognormal_spec.rb +54 -0
- data/spec/math_extension_spec.rb +192 -209
- data/spec/normal_spec.rb +80 -73
- data/spec/poisson_spec.rb +78 -36
- data/spec/shorthand_spec.rb +19 -22
- data/spec/spec_helper.rb +31 -6
- data/spec/t_spec.rb +63 -77
- data/spec/uniform_spec.rb +154 -0
- data/spec/weibull_spec.rb +17 -0
- data/vendor/java/commons-math-2.2.jar +0 -0
- metadata +91 -111
- data.tar.gz.sig +0 -0
- data/.autotest +0 -23
- data/.gemtest +0 -0
- data/Manifest.txt +0 -95
- data/README.txt +0 -100
- metadata.gz.sig +0 -0
data/.gemtest
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data/Manifest.txt
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.autotest
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History.txt
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Manifest.txt
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README.txt
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Rakefile
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benchmark/binomial_coefficient.rb
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benchmark/binomial_coefficient/binomial_coefficient.ds
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benchmark/binomial_coefficient/binomial_coefficient.xls
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benchmark/binomial_coefficient/experiment.rb
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benchmark/factorial_hash.rb
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benchmark/factorial_method.rb
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benchmark/odd.rb
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benchmark/power.rb
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bin/distribution
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data/template/distribution.erb
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data/template/distribution/gsl.erb
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data/template/distribution/ruby.erb
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data/template/spec.erb
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lib/distribution.rb
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lib/distribution/beta.rb
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lib/distribution/beta/gsl.rb
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lib/distribution/beta/java.rb
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lib/distribution/beta/ruby.rb
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lib/distribution/binomial.rb
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lib/distribution/binomial/gsl.rb
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lib/distribution/binomial/java.rb
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lib/distribution/binomial/ruby.rb
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lib/distribution/bivariatenormal.rb
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lib/distribution/bivariatenormal/gsl.rb
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lib/distribution/bivariatenormal/java.rb
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lib/distribution/bivariatenormal/ruby.rb
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lib/distribution/bivariatenormal/statistics2.rb
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lib/distribution/chisquare.rb
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lib/distribution/chisquare/gsl.rb
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lib/distribution/chisquare/java.rb
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lib/distribution/chisquare/ruby.rb
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lib/distribution/chisquare/statistics2.rb
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lib/distribution/exponential.rb
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lib/distribution/exponential/gsl.rb
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lib/distribution/exponential/ruby.rb
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lib/distribution/f.rb
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lib/distribution/f/gsl.rb
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lib/distribution/f/java.rb
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lib/distribution/f/ruby.rb
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lib/distribution/f/statistics2.rb
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lib/distribution/gamma.rb
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lib/distribution/gamma/gsl.rb
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lib/distribution/gamma/java.rb
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lib/distribution/gamma/ruby.rb
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lib/distribution/hypergeometric.rb
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lib/distribution/hypergeometric/gsl.rb
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lib/distribution/hypergeometric/java.rb
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lib/distribution/hypergeometric/ruby.rb
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lib/distribution/logistic.rb
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lib/distribution/logistic/ruby.rb
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lib/distribution/math_extension.rb
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lib/distribution/math_extension/chebyshev_series.rb
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lib/distribution/math_extension/erfc.rb
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lib/distribution/math_extension/exponential_integral.rb
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lib/distribution/math_extension/gammastar.rb
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lib/distribution/math_extension/gsl_utilities.rb
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lib/distribution/math_extension/incomplete_beta.rb
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lib/distribution/math_extension/incomplete_gamma.rb
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lib/distribution/math_extension/log_utilities.rb
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lib/distribution/normal.rb
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lib/distribution/normal/gsl.rb
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lib/distribution/normal/java.rb
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lib/distribution/normal/ruby.rb
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lib/distribution/normal/statistics2.rb
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lib/distribution/normalmultivariate.rb
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lib/distribution/poisson.rb
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lib/distribution/poisson/gsl.rb
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lib/distribution/poisson/ruby.rb
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lib/distribution/t.rb
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lib/distribution/t/gsl.rb
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lib/distribution/t/java.rb
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lib/distribution/t/ruby.rb
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lib/distribution/t/statistics2.rb
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spec/beta_spec.rb
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spec/binomial_spec.rb
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spec/bivariatenormal_spec.rb
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spec/chisquare_spec.rb
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spec/distribution_spec.rb
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spec/exponential_spec.rb
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spec/f_spec.rb
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spec/gamma_spec.rb
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spec/hypergeometric_spec.rb
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spec/logistic_spec.rb
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spec/math_extension_spec.rb
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spec/normal_spec.rb
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spec/poisson_spec.rb
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spec/shorthand_spec.rb
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spec/spec.opts
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spec/spec_helper.rb
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spec/t_spec.rb
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= distribution
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* https://github.com/clbustos/distribution
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== DESCRIPTION:
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Statistical Distributions library. Includes Normal univariate and bivariate, T, F, Chi Square, Binomial, Hypergeometric, Exponential, Poisson, Beta and Gamma.
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Uses Ruby by default and C (statistics2/GSL) or Java extensions where available.
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Includes code from statistics2 on Normal, T, F and Chi Square ruby code [http://blade.nagaokaut.ac.jp/~sinara/ruby/math/statistics2]
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== FEATURES/PROBLEMS:
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* Very fast ruby 1.8.7/1.9.+ implementation, with improved method to calculate factorials and others common functions
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* All methods tested on several ranges. See spec/
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* On Jruby and Rubinius, BivariateNormal returns incorrect pdf
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* Ruby t distribution's cdf can't calculate fractional df. Install gsl, for now.
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== API structure
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Distribution::<name>.(cdf|pdf|p_value|rng)
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On discrete distributions, exact Ruby implementations of pdf, cdf and p_value could be provided, using
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Distribution::<name>.exact_(cdf|pdf|p_value)
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module Distribution::Shorthand provides (you guess?) shortands method to call all methods
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<Distribution shortname>_(cdf|pdf|p|r)
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Shortnames for distributions:
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* Normal: norm
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* Bivariate Normal: bnor
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* T: tdist
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* F: fdist
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* Chi Square: chisq
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* Binomial: bino
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* Hypergeometric: hypg
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* Exponential: expo
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* Poisson: pois
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* Beta: beta
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* Gamma: gamma
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For example
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could be called after including Distribution::Shorthand
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tdist_cdf
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== SYNOPSIS:
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# Returns Gaussian PDF for x
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pdf=Distribution::Normal.pdf(x)
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# Returns Gaussian CDF for x
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cdf=Distribution::Normal.cdf(x)
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# Returns inverse CDF (or p-value) for x
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pv =Distribution::Normal.p_value(x)
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== REQUIREMENTS:
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I try to provide a Ruby version for each method. To increase (notably!) the speed, please install
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* Ruby 1.8-1.9: gsl or statistics2
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* Java: Apache Math (not yet implemented)
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== INSTALL:
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gem install distribution
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To speep up
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gem install gsl
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gem install statistics
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== DEVELOPERS:
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After checking out the source, run:
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$ rake newb
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This task will install any missing dependencies, run the tests/specs,
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and generate the RDoc.
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If you want to provide a new distribution, /lib/distribution run
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$ distribution --new your_distribution
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This should create the main distribution file, the directory with ruby and gsl engines and the rspec on /spec directory.
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== LICENSE:
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GPL V2
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