distribution 0.6.0 → 0.8.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- 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/benchmark/factorial_hash.rb
CHANGED
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@@ -1,4 +1,4 @@
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-
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$LOAD_PATH.unshift(File.expand_path(File.dirname(__FILE__) + '/../lib'))
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require 'bench_press'
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require 'distribution'
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extend BenchPress
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@@ -8,17 +8,16 @@ author 'Claudio Bustos'
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date '2011-01-31'
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summary "
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Is better create a lookup table for factorial or just calculate it?
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Distribution::MathExtension::SwingFactorial has a lookup table
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Distribution::MathExtension::SwingFactorial has a lookup table
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for factorials n<20
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"
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reps 1000 #number of repetitions
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reps 1000 # number of repetitions
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measure
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measure 'Lookup' do
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Math.factorial(19)
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end
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measure
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measure 'calculate' do
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Distribution::MathExtension::SwingFactorial.naive_factorial(19)
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end
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$LOAD_PATH.unshift(File.dirname(__FILE__) + '/../lib')
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require 'distribution'
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require 'bench_press'
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@@ -10,19 +10,17 @@ date '2011-01-27'
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summary "
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Factorization requires a lot of processing, so approximation method could be required. But for greats value, bigdecimal are required and things start to get harder.
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* Approximation (fast_factorial): Luschny f.3
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* Exact (factorial): Luschny Swing Prime
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* Exact (factorial): Luschny Swing Prime
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"
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reps 10 #number of repetitions
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reps 10 # number of repetitions
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x=200
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x = 200
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measure "Math.factorial(#{x})" do
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Math.factorial(x)
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end
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measure "Math.fast_factorial(#{x})" do
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Math.fast_factorial(x)
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end
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data/benchmark/odd.rb
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Which is faster, n%1==1 or n%2==1
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"
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reps 10_000 #number of repetitions
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n=
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measure
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n%1==1
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reps 10_000 # number of repetitions
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n = 100_000
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measure 'Using &' do
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n % 1 == 1
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end
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measure
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n
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measure 'Using %' do
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n.odd?
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end
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data/benchmark/power.rb
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@@ -6,22 +6,22 @@ name 'Float vs Rational power'
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author 'Claudio Bustos'
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date '2011-02-02'
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summary "
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On ruby, the maximum size of a float is #{Float::MAX}.
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On ruby, the maximum size of a float is #{Float::MAX}.
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With Rational, we can raise to integer numbers and surpass Float maximum.
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What is the speed reduction using Rational?"
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reps 1000 #number of repetitions
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int=10
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rat=10.quo(1)
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bd=BigDecimal(
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measure
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reps 1000 # number of repetitions
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int = 10
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rat = 10.quo(1)
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bd = BigDecimal('10')
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measure 'Using float pow' do
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int**307
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end
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measure
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measure 'Using rational' do
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rat**307
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end
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measure
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measure 'Using big decimal pow' do
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bd**307
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end
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data/bin/distribution
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require 'optparse'
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require 'fileutils'
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require 'erb'
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gem_base=File.expand_path(File.dirname(__FILE__)+
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require gem_base+
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gem_base = File.expand_path(File.dirname(__FILE__) + '/..')
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require gem_base + '/lib/distribution'
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new=false
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parameters=
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new = false
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parameters = ''
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OptionParser.new do |opts|
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opts.banner=
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opts.on(
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new=true
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opts.banner = 'Usage: distribution [--new] [--params parameters] distribution'
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opts.on('-n', '--new', 'Create a new template for distribution') do
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new = true
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end
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opts.on(
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parameters=", #{n_param}"
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opts.on('-PMANDATORY', '--params MANDATORY', String, 'Parameters for distribution') do |n_param|
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parameters = ", #{n_param}"
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end
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opts.on(
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opts.on('-h', '--help', 'Show this message') do
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puts opts
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exit
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end
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begin
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ARGV <<
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ARGV << '-h' if ARGV.empty?
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opts.parse!(ARGV)
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rescue OptionParser::ParseError => e
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STDERR.puts e.message, "\n", opts
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ARGV.each do |distribution|
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if new
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basename=distribution.downcase
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main=ERB.new(File.read(gem_base+
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ruby=ERB.new(File.read(gem_base+
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gsl=ERB.new(File.read(gem_base+
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spec=ERB.new(File.read(gem_base+
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FileUtils.mkdir(basename) unless File.
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File.open(basename+
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File.open(basename+
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File.open(basename+
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File.open("../../spec/#{basename}_spec.rb",
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basename = distribution.downcase
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fail 'You should be inside distribution lib directory' unless File.exist? '../distribution.rb'
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fail 'Distribution already created' if File.exist? basename + '.rb'
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main = ERB.new(File.read(gem_base + '/data/template/distribution.erb'))
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ruby = ERB.new(File.read(gem_base + '/data/template/distribution/ruby.erb'))
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gsl = ERB.new(File.read(gem_base + '/data/template/distribution/gsl.erb'))
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spec = ERB.new(File.read(gem_base + '/data/template/spec.erb'))
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FileUtils.mkdir(basename) unless File.exist? basename
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File.open(basename + '.rb', 'w') { |fp| fp.write(main.result(binding)) }
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File.open(basename + '/ruby.rb', 'w') { |fp| fp.write(ruby.result(binding)) }
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File.open(basename + '/gsl.rb', 'w') { |fp| fp.write(gsl.result(binding)) }
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File.open("../../spec/#{basename}_spec.rb", 'w') { |fp| fp.write(spec.result(binding)) }
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end
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end
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data/data/template/spec.erb
CHANGED
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@@ -41,13 +41,14 @@ describe Distribution::<%= distribution.capitalize %> do
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it_should_behave_like "<%= distribution %> engine"
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end
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if Distribution.has_gsl?
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describe Distribution::<%= distribution.capitalize %>::GSL_ do
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before do
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@engine=Distribution::<%= distribution.capitalize %>::GSL_
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end
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it_should_behave_like "<%= distribution %> engine"
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end
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it_should_behave_like "<%= distribution %> engine"
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-
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end
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$LOAD_PATH.unshift File.expand_path('../lib', __FILE__)
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require 'date'
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require 'distribution/version'
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Gem::Specification.new do |s|
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s.name = "distribution"
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s.version = Distribution::VERSION
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s.date = Date.today.to_s
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s.homepage = "https://github.com/sciruby/distribution"
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s.authors = ['Claudio Bustos', 'Carlos Agarie']
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s.email = ['clbustos@gmail.com', 'carlos.agarie@gmail.com']
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s.platform = Gem::Platform::RUBY
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s.summary = "Distribution"
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s.description = "Distribution is a gem with several probabilistic distributions. Pure Ruby is used by default, C (GSL) or Java extensions are used if available"
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s.files = `git ls-files`.split("\n")
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s.executables = `git ls-files`.split("\n").map{|f| f =~ /^bin\/(.*)/ ? $1 : nil}.compact
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s.require_path = 'lib'
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s.add_development_dependency 'bundler'
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s.add_development_dependency 'rake'
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s.add_development_dependency "rspec", '~> 3.2'
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end
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data/lib/distribution.rb
CHANGED
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# = distribution.rb -
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# = distribution.rb -
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# Distribution - Statistical Distributions package for Ruby
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#
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# Copyright (C) 2011 Claudio Bustos
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#
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#
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#
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# as published by the Free Software Foundation; either version 2
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# of the License, or (at your option) any later version.
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# Copyright (c) 2011-2012, Claudio Bustos
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# All rights reserved.
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#
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#
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#
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#
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#
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#
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-
#
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#
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#
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7
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+
# Redistribution and use in source and binary forms, with or without
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# modification, are permitted provided that the following conditions are met:
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9
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# * Redistributions of source code must retain the above copyright
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10
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+
# notice, this list of conditions and the following disclaimer.
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+
# * Redistributions in binary form must reproduce the above copyright
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12
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+
# notice, this list of conditions and the following disclaimer in the
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+
# documentation and/or other materials provided with the distribution.
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14
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# * Neither the name of the copyright holder nor the
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# names of its contributors may be used to endorse or promote products
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# derived from this software without specific prior written permission.
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+
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18
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+
# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
|
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# ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
|
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20
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+
# WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
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# DISCLAIMED. IN NO EVENT SHALL <COPYRIGHT HOLDER> BE LIABLE FOR ANY
|
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+
# DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
|
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23
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+
# (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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24
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+
# LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
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+
# ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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+
# (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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+
# SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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#
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20
29
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# == Other Sources
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21
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-
#
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22
|
-
# * Code of several Ruby engines came from statistics2.rb,
|
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30
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+
#
|
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31
|
+
# * Code of several Ruby engines came from statistics2.rb,
|
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23
32
|
# created by Shin-ichiro HARA(sinara@blade.nagaokaut.ac.jp).
|
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24
33
|
# Retrieve from http://blade.nagaokaut.ac.jp/~sinara/ruby/math/statistics2/
|
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25
34
|
# * Code of Beta and Gamma distribution came from GSL project.
|
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26
35
|
# Ported by John O. Woods
|
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27
36
|
# Specific notices will be placed where there are appropiate
|
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28
|
-
#
|
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29
|
-
if !respond_to? :define_singleton_method
|
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30
|
-
class Module
|
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31
|
-
public :define_method
|
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32
|
-
end
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|
+
#
|
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33
38
|
|
|
34
|
-
class Object
|
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35
|
-
def define_singleton_method(name,&block)
|
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36
|
-
sc=class <<self;self;end
|
|
37
|
-
sc.define_method(name,&block)
|
|
38
|
-
end
|
|
39
|
-
end
|
|
40
|
-
end
|
|
41
39
|
require 'distribution/math_extension'
|
|
42
|
-
|
|
40
|
+
require 'distribution/shorthand'
|
|
41
|
+
require 'distribution/distributable'
|
|
42
|
+
require 'distribution/version'
|
|
43
43
|
|
|
44
44
|
# Several distributions modules to calculate pdf, cdf, inverse cdf and generate
|
|
45
45
|
# pseudo-random numbers for several statistical distributions
|
|
46
|
-
#
|
|
46
|
+
#
|
|
47
47
|
# == Usage:
|
|
48
48
|
# Distribution::Normal.cdf(1.96)
|
|
49
49
|
# => 0.97500210485178
|
|
50
50
|
# Distribution::Normal.p_value(0.95)
|
|
51
51
|
# => 1.64485364660836
|
|
52
52
|
module Distribution
|
|
53
|
-
VERSION="0.6.0"
|
|
54
|
-
|
|
55
|
-
module Shorthand
|
|
56
|
-
EQUIVALENCES={:p_value=>:p, :cdf=>:cdf, :pdf=>:pdf, :rng=>:r, :exact_pdf=>:epdf, :exact_cdf=>:ecdf, :exact_p_value=>:ep}
|
|
57
|
-
def self.add_shortcut(sh,m, &block)
|
|
58
|
-
if EQUIVALENCES.include? m.to_sym
|
|
59
|
-
sh_name=sh+"_#{m}"
|
|
60
|
-
define_method(sh_name,&block)
|
|
61
|
-
sh_name=sh+"_#{EQUIVALENCES[m.to_sym]}"
|
|
62
|
-
define_method(sh_name,&block)
|
|
63
|
-
|
|
64
|
-
end
|
|
65
|
-
end
|
|
66
|
-
end
|
|
67
|
-
|
|
68
|
-
|
|
69
53
|
SQ2PI = Math.sqrt(2 * Math::PI)
|
|
70
54
|
|
|
71
|
-
|
|
72
|
-
|
|
73
|
-
|
|
74
|
-
|
|
75
|
-
|
|
76
|
-
|
|
77
|
-
|
|
78
|
-
|
|
79
|
-
|
|
80
|
-
|
|
81
|
-
|
|
82
|
-
|
|
55
|
+
class << self
|
|
56
|
+
# Create a method 'has_<library>' on Module
|
|
57
|
+
# which require a library and return true or false
|
|
58
|
+
# according to success of failure
|
|
59
|
+
def create_has_library(library) #:nodoc:
|
|
60
|
+
define_singleton_method("has_#{library}?") do
|
|
61
|
+
cv = "@@#{library}"
|
|
62
|
+
unless class_variable_defined? cv
|
|
63
|
+
begin
|
|
64
|
+
require library.to_s
|
|
65
|
+
class_variable_set(cv, true)
|
|
66
|
+
rescue LoadError
|
|
67
|
+
class_variable_set(cv, false)
|
|
68
|
+
end
|
|
83
69
|
end
|
|
70
|
+
class_variable_get(cv)
|
|
84
71
|
end
|
|
85
|
-
|
|
72
|
+
end
|
|
73
|
+
|
|
74
|
+
# Retrieves the libraries used to calculate
|
|
75
|
+
# distributions
|
|
76
|
+
def libraries_order
|
|
77
|
+
order = [:Ruby_]
|
|
78
|
+
order.unshift(:Statistics2_) if has_statistics2?
|
|
79
|
+
order.unshift(:GSL_) if has_gsl?
|
|
80
|
+
order.unshift(:Java_) if has_java?
|
|
81
|
+
order
|
|
82
|
+
end
|
|
83
|
+
|
|
84
|
+
def init_java
|
|
85
|
+
$LOAD_PATH.unshift File.expand_path('../../vendor/java', __FILE__)
|
|
86
|
+
require 'commons-math-2.2.jar'
|
|
87
|
+
java_import 'org.apache.commons.math.distribution.NormalDistributionImpl'
|
|
88
|
+
java_import 'org.apache.commons.math.distribution.PoissonDistributionImpl'
|
|
86
89
|
end
|
|
87
90
|
end
|
|
88
|
-
|
|
89
|
-
# distributions
|
|
90
|
-
def self.libraries_order
|
|
91
|
-
order=[:Ruby_]
|
|
92
|
-
order.unshift(:Statistics2_) if has_statistics2?
|
|
93
|
-
order.unshift(:GSL_) if has_gsl?
|
|
94
|
-
order.unshift(:Java_) if has_java?
|
|
95
|
-
order
|
|
96
|
-
end
|
|
91
|
+
|
|
97
92
|
create_has_library :gsl
|
|
98
93
|
create_has_library :statistics2
|
|
99
94
|
create_has_library :java
|
|
100
|
-
|
|
101
|
-
# Magic module
|
|
102
|
-
module Distributable #:nodoc:
|
|
103
|
-
# Create methods for each module and add methods to
|
|
104
|
-
# Distribution::Shorthand.
|
|
105
|
-
#
|
|
106
|
-
# Traverse Distribution.libraries_order adding
|
|
107
|
-
# methods availables for each engine module on
|
|
108
|
-
# the current library
|
|
109
|
-
#
|
|
110
|
-
# Kids: Metaprogramming trickery! Don't do at work.
|
|
111
|
-
# This section was created between a very long reunion
|
|
112
|
-
# and a 456 Km. travel
|
|
113
|
-
def create_distribution_methods()
|
|
114
|
-
|
|
115
|
-
Distribution.libraries_order.each do |l_name|
|
|
116
|
-
if const_defined? l_name
|
|
117
|
-
l =const_get(l_name)
|
|
118
|
-
# Add methods from engine to base base, if not yet included
|
|
119
|
-
l.singleton_methods.each do |m|
|
|
120
|
-
if !singleton_methods.include? m
|
|
121
|
-
define_method(m) do |*args|
|
|
122
|
-
l.send(m,*args)
|
|
123
|
-
end
|
|
124
|
-
# Add method to Distribution::Shorthand
|
|
125
|
-
sh=const_get(:SHORTHAND)
|
|
126
|
-
Distribution::Shorthand.add_shortcut(sh,m) do |*args|
|
|
127
|
-
l.send(m,*args)
|
|
128
|
-
end
|
|
129
|
-
|
|
130
|
-
module_function m
|
|
131
|
-
end
|
|
132
|
-
end
|
|
133
|
-
end
|
|
134
|
-
|
|
135
|
-
end
|
|
136
|
-
# create alias for common methods
|
|
137
|
-
alias_method :inverse_cdf, :p_value if singleton_methods.include? :p_value
|
|
138
|
-
end
|
|
139
95
|
|
|
140
|
-
|
|
96
|
+
require 'distribution/normal'
|
|
97
|
+
require 'distribution/chisquare'
|
|
98
|
+
require 'distribution/gamma'
|
|
99
|
+
require 'distribution/beta'
|
|
100
|
+
require 'distribution/t'
|
|
101
|
+
require 'distribution/f'
|
|
102
|
+
require 'distribution/bivariatenormal'
|
|
103
|
+
require 'distribution/binomial'
|
|
104
|
+
require 'distribution/hypergeometric'
|
|
105
|
+
require 'distribution/exponential'
|
|
106
|
+
require 'distribution/poisson'
|
|
107
|
+
require 'distribution/logistic'
|
|
108
|
+
require 'distribution/lognormal'
|
|
109
|
+
require 'distribution/weibull'
|
|
141
110
|
|
|
142
|
-
|
|
143
|
-
autoload(:ChiSquare, 'distribution/chisquare')
|
|
144
|
-
autoload(:Gamma, 'distribution/gamma')
|
|
145
|
-
autoload(:Beta, 'distribution/beta')
|
|
146
|
-
autoload(:T, 'distribution/t')
|
|
147
|
-
autoload(:F, 'distribution/f')
|
|
148
|
-
autoload(:BivariateNormal, 'distribution/bivariatenormal')
|
|
149
|
-
autoload(:Binomial, 'distribution/binomial')
|
|
150
|
-
autoload(:Hypergeometric, 'distribution/hypergeometric')
|
|
151
|
-
autoload(:Exponential, 'distribution/exponential')
|
|
152
|
-
autoload(:Poisson, 'distribution/poisson')
|
|
153
|
-
autoload(:Logistic, 'distribution/logistic')
|
|
111
|
+
init_java if has_java?
|
|
154
112
|
end
|
|
155
|
-
|
|
156
|
-
|
|
157
|
-
|