distribution 0.7.1 → 0.7.2
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- checksums.yaml +4 -4
- data/.travis.yml +12 -9
- data/Gemfile +1 -3
- data/History.txt +13 -10
- data/README.md +37 -30
- data/Rakefile +14 -20
- data/distribution.gemspec +14 -8
- data/lib/distribution.rb +60 -70
- data/lib/distribution/binomial/ruby.rb +4 -2
- data/lib/distribution/hypergeometric/gsl.rb +1 -1
- data/lib/distribution/hypergeometric/ruby.rb +2 -2
- data/lib/distribution/math_extension.rb +193 -231
- data/lib/distribution/version.rb +1 -1
- data/spec/beta_spec.rb +8 -8
- data/spec/binomial_spec.rb +13 -9
- data/spec/chisquare_spec.rb +3 -3
- data/spec/distribution_spec.rb +4 -4
- data/spec/exponential_spec.rb +1 -1
- data/spec/gamma_spec.rb +1 -1
- data/spec/math_extension_spec.rb +1 -2
- data/spec/poisson_spec.rb +1 -1
- data/spec/spec_helper.rb +17 -2
- metadata +23 -9
- data/Manifest.txt +0 -105
checksums.yaml
CHANGED
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---
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SHA1:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 5ad89b4b418c98eadf4c2a4ed5c9cba5b63bb22d
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data.tar.gz: 52f3687e89e6ba1e76a13f8ff551a664efe21854
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 0163e569b86ac34b5beec82d883371482fa39a78c59705fd4236f41567f4fa1785ab7c35cdb08c3e1f9b0a7694d0787e190aad0898ba768185a6a88d72dc58fe
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7
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+
data.tar.gz: ad23f9bae7be679a5324b4b37dedabbc8d7702b360a602c4b24df92d210892143c7d8f3b9dcec677dadebddf08d18df2d3d24e2d42dcfe997446973656987e64
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data/.travis.yml
CHANGED
@@ -1,12 +1,15 @@
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language: ruby
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rvm:
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-
-
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-
-
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-
-
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-
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- jruby-19mode # JRuby in 1.9 mode
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- rbx-
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- rbx-19mode
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# uncomment this line if your project needs to run something other than `rake`:
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# script: bundle exec rspec spec
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- 1.9.3
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- 2.0
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- 2.1
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- 2.2
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# - jruby-19mode # JRuby in 1.9 mode -> Problems with bigint
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# - rbx-19mode
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9
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script:
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bundle exec rake
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before_install:
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- sudo apt-get update -qq
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- sudo apt-get install -y libgsl0-dev
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data/Gemfile
CHANGED
data/History.txt
CHANGED
@@ -1,12 +1,15 @@
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1
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-
=== 0.7.
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=== 0.7.2 / 2015-04-03
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* Formatting files according to the community's best practices.
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* Other minor improvements in gemspec, Rakefile, etc.
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=== 0.7.0 / 2011-11-30
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6
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+ Basic log-normal distribution support, with pdf and cdf for ruby [dennyabraham and clbustos]
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4
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-
* Matthew Peterson add Java support for Poisson and Normal distributions.
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7
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* Matthew Peterson add Java support for Poisson and Normal distributions.
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8
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* Updated Logistic, Normal spec. Added LogNormal spec [clbustos]
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* Updated template for new distributions
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=== 0.6.0 / 2011-09-23
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9
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-
* Incomplete Beta functions on math renamed to Regularized beta, because MathExtension::IncompleteBeta calculates regularized beta function, not Incomplete Beta.
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12
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* Incomplete Beta functions on math renamed to Regularized beta, because MathExtension::IncompleteBeta calculates regularized beta function, not Incomplete Beta.
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* Corrected documention on F distribution and added comments on gamma and beta[Claudio Bustos]
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* Moved ported methods from GSL to lib/math_extension. Updated spec for gamma and beta distributions[Claudio Bustos]
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* Added beta distribution functions. p_value does not seem to work yet.[John Woods]
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=== 0.5.0 / 2011-05-03
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* Exception raises on calculation of T's cdf with ruby engine. For now, stick to gsl implementation
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-
* Added logistic distribution.
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* Raises an error on binomial if k>n.
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* Added logistic distribution.
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* Raises an error on binomial if k>n.
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* New rng for exponential distribution, based on F^-1 [clbustos]
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* Added power benchmark
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=== 0.4.0 / 2011-02-01
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* Poisson and exponential distributions implemented. Implementation of inverse cdf for poisson is not perfect, yet.
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* +distribution+ executable can create template files for new distributions.
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* +distribution+ executable can create template files for new distributions.
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* MathExtension should work fine with Ruby 1.8. Fixed shadowed variable on MathExtension.naive_factorial
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* Added factorial lookup table for n<20.
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* Added exact cdf for Binomial
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* Included support for binomial distribution. p_value is not accurate
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* Included alias for ruby exact methods on discrete distributions, when they are available
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* Works on Jruby and Ruby 1.8.7
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* Works on Jruby and Ruby 1.8.7
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* Binomial coefficient optimized. Falling factorial method with Swing Prime on factorial provides a 10x improvement over naive version.
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* 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
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* Deleted Fixnum extension on Hypergeometric
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=== 0.2.0 / 2011-01-27
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-
* Shorthands for F and T are 'fdist' and 'tdist' now, to avoid confussions
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* Shorthands for F and T are 'fdist' and 'tdist' now, to avoid confussions
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* 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]
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* Spec for cdf and p_value of Hypergeometric
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* Spec for cdf and p_value of Hypergeometric
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* New cdf and p_value on Hypergeometric[clbustos]
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* Hypergeometric#pdf returns 0 on max(0,n+m-t)<=k<=min(m,n)
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* Improved factorial calculation, using Luschny algorithms
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=== 0.1.0 / 2011-01-26
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* Basic set (pdf, cdf, p_value) for Normal, Chi Square, F and T distributions
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* Basic set (pdf, cdf, p_value) for Normal, Chi Square, F and T distributions
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data/README.md
CHANGED
@@ -1,10 +1,21 @@
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1
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-
# [Distribution](https://github.com/
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# [Distribution](https://github.com/sciruby/distribution)
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[![Build Status](https://travis-ci.org/SciRuby/distribution.svg?branch=master)](https://travis-ci.org/SciRuby/distribution)
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[![Code Climate](https://codeclimate.com/github/SciRuby/distribution/badges/gpa.svg)](https://codeclimate.com/github/SciRuby/distribution)
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## Installation
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```
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-
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$ gem install distribution
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```
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-
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If you have GSL installed and want to speed things up, install `rb-gsl`:
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```bash
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$ gem install rb-gsl
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```
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## Description
|
8
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Statistical Distributions library. Includes Normal univariate and bivariate, T, F, Chi Square, Binomial, Hypergeometric, Exponential, Poisson, Beta, LogNormal and Gamma.
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10
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@@ -12,47 +23,41 @@ Uses Ruby by default and C (statistics2/GSL) or Java extensions where available.
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12
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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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|
15
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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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## Synopsis
|
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* Returns Gaussian PDF for x
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```
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pdf=Distribution::Normal.pdf(x)
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```
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*
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* Java: Not yet implemented
|
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* Returns Gaussian CDF for x
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## User Installation:
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```
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cdf=Distribution::Normal.cdf(x)
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```
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+
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* Returns inverse CDF (or p-value) for x
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```
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-
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gem install statistics
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pv=Distribution::Normal.p_value(x)
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```
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## Developers
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## Developers
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-
After checking out the source, run:
|
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```
|
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-
|
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$ git clone https://github.com/SciRuby/distribution.git
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```
|
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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,
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If you want to provide a new distribution, run `lib/distribution`:
|
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+
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```
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-
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$ distribution --new your_distribution
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```
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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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This should create the main distribution file, the directory with Ruby and GSL engines and specs on the spec/ directory.
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+
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## API Structure
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56
61
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Distribution::<name>.(cdf|pdf|p_value|rng)
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@@ -88,7 +93,9 @@ Shortnames for distributions:
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```
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94
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Distribution::T.cdf
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```
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+
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could be called after including Distribution::Shorthand
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+
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```
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tdist_cdf
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```
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## Issues
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102
109
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* On
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* On JRuby and Rubinius, BivariateNormal returns incorrect pdf
|
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105
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-
For current issues see the [issue tracker pages](https://github.com/
|
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For current issues see the [issue tracker pages](https://github.com/sciruby/distribution/issues).
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data/Rakefile
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require '
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require 'distribution'
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# Hoe.plugin :compiler
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# Hoe.plugin :gem_prelude_sucks
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# Hoe.plugin :git
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# Hoe.plugin :inline
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# Hoe.plugin :racc
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# Hoe.plugin :rubyforge
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require 'bundler'
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require 'bundler/gem_tasks'
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require 'rake'
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require 'rspec/core/rake_task'
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#
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-
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# Setup the necessary gems, specified in the gemspec.
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begin
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Bundler.setup(:default, :development)
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rescue Bundler::BundlerError => e
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$stderr.puts e.message
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$stderr.puts "Run `bundle install` to install missing gems"
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exit e.status_code
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end
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#end
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# git log --pretty=format:"*%s[%cn]" v0.5.0..HEAD >> History.txt
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desc "Open an irb session preloaded with distribution"
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task :console do
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sh "irb -rubygems -I lib -r distribution.rb"
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end
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-
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Bundler::GemHelper.install_tasks
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RSpec::Core::RakeTask.new(:spec)
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-
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task :default => :spec
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data/distribution.gemspec
CHANGED
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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.
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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']
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-
s.email = []
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-
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s.email = ['clbustos@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"
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s.required_rubygems_version = ">= 1.3.6"
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s.add_development_dependency "bundler", ">= 1.0.0"
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s.add_development_dependency "rspec"
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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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+
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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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#
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# Copyright (C) 2011-2014 Claudio Bustos
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#
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# This program is free software; you can redistribute it and/or
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@@ -18,62 +18,54 @@
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# Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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#
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# == Other Sources
|
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#
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# * Code of several Ruby engines came from statistics2.rb,
|
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#
|
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# * Code of several Ruby engines came from statistics2.rb,
|
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# created by Shin-ichiro HARA(sinara@blade.nagaokaut.ac.jp).
|
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# Retrieve from http://blade.nagaokaut.ac.jp/~sinara/ruby/math/statistics2/
|
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# * Code of Beta and Gamma distribution came from GSL project.
|
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# Ported by John O. Woods
|
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# Specific notices will be placed where there are appropiate
|
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#
|
29
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-
if !respond_to? :define_singleton_method
|
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class Module
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public :define_method
|
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-
end
|
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-
|
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class Object
|
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-
def define_singleton_method(name,&block)
|
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-
sc=class <<self;self;end
|
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-
sc.define_method(name,&block)
|
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-
end
|
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-
end
|
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-
end
|
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require 'distribution/math_extension'
|
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#
|
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require 'distribution/math_extension'
|
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require 'distribution/version'
|
43
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|
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# Several distributions modules to calculate pdf, cdf, inverse cdf and generate
|
45
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# pseudo-random numbers for several statistical distributions
|
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-
#
|
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+
#
|
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|
# == Usage:
|
48
37
|
# Distribution::Normal.cdf(1.96)
|
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|
# => 0.97500210485178
|
50
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|
# Distribution::Normal.p_value(0.95)
|
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# => 1.64485364660836
|
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module Distribution
|
42
|
+
|
43
|
+
SQ2PI = Math.sqrt(2 * Math::PI)
|
44
|
+
|
53
45
|
module Shorthand
|
54
|
-
EQUIVALENCES={:
|
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-
|
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|
-
|
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-
|
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-
|
59
|
-
|
60
|
-
define_method(
|
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-
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|
+
EQUIVALENCES = { p_value: :p, cdf: :cdf, pdf: :pdf, rng: :r,
|
47
|
+
exact_pdf: :epdf, exact_cdf: :ecdf, exact_p_value: :ep }
|
48
|
+
|
49
|
+
def self.add_shortcut(shortcut, method, &block)
|
50
|
+
if EQUIVALENCES.include? method.to_sym
|
51
|
+
name = shortcut + "_#{method}"
|
52
|
+
define_method(name, &block)
|
53
|
+
|
54
|
+
name = shortcut + "_#{EQUIVALENCES[method.to_sym]}"
|
55
|
+
define_method(name, &block)
|
56
|
+
|
62
57
|
end
|
63
58
|
end
|
64
59
|
end
|
65
|
-
|
66
|
-
|
67
|
-
SQ2PI = Math.sqrt(2 * Math::PI)
|
68
60
|
|
69
61
|
# Create a method 'has_<library>' on Module
|
70
62
|
# which require a library and return true or false
|
71
|
-
# according to success of failure
|
63
|
+
# according to success of failure
|
72
64
|
def self.create_has_library(library) #:nodoc:
|
73
65
|
define_singleton_method("has_#{library}?") do
|
74
|
-
cv="@@#{library}"
|
75
|
-
|
76
|
-
begin
|
66
|
+
cv = "@@#{library}"
|
67
|
+
unless class_variable_defined? cv
|
68
|
+
begin
|
77
69
|
require library.to_s
|
78
70
|
class_variable_set(cv, true)
|
79
71
|
rescue LoadError
|
@@ -83,24 +75,26 @@ module Distribution
|
|
83
75
|
class_variable_get(cv)
|
84
76
|
end
|
85
77
|
end
|
86
|
-
|
78
|
+
|
79
|
+
# Retrieves the libraries used to calculate
|
87
80
|
# distributions
|
88
81
|
def self.libraries_order
|
89
|
-
order=[:Ruby_]
|
82
|
+
order = [:Ruby_]
|
90
83
|
order.unshift(:Statistics2_) if has_statistics2?
|
91
84
|
order.unshift(:GSL_) if has_gsl?
|
92
85
|
order.unshift(:Java_) if has_java?
|
93
86
|
order
|
94
87
|
end
|
88
|
+
|
95
89
|
create_has_library :gsl
|
96
90
|
create_has_library :statistics2
|
97
91
|
create_has_library :java
|
98
|
-
|
92
|
+
|
99
93
|
# Magic module
|
100
94
|
module Distributable #:nodoc:
|
101
|
-
# Create methods for each module and add methods to
|
102
|
-
# Distribution::Shorthand.
|
103
|
-
#
|
95
|
+
# Create methods for each module and add methods to
|
96
|
+
# Distribution::Shorthand.
|
97
|
+
#
|
104
98
|
# Traverse Distribution.libraries_order adding
|
105
99
|
# methods availables for each engine module on
|
106
100
|
# the current library
|
@@ -108,41 +102,40 @@ module Distribution
|
|
108
102
|
# Kids: Metaprogramming trickery! Don't do at work.
|
109
103
|
# This section was created between a very long reunion
|
110
104
|
# and a 456 Km. travel
|
111
|
-
def create_distribution_methods
|
105
|
+
def create_distribution_methods
|
112
106
|
Distribution.libraries_order.each do |l_name|
|
113
|
-
|
114
|
-
|
115
|
-
|
116
|
-
|
117
|
-
|
118
|
-
|
119
|
-
|
120
|
-
|
121
|
-
|
122
|
-
|
123
|
-
|
124
|
-
|
107
|
+
if const_defined? l_name
|
108
|
+
l = const_get(l_name)
|
109
|
+
# Add methods from engine to base base, if not yet included
|
110
|
+
l.singleton_methods.each do |m|
|
111
|
+
unless singleton_methods.include? m
|
112
|
+
define_method(m) do |*args|
|
113
|
+
l.send(m, *args)
|
114
|
+
end
|
115
|
+
# Add method to Distribution::Shorthand
|
116
|
+
sh = const_get(:SHORTHAND)
|
117
|
+
Distribution::Shorthand.add_shortcut(sh, m) do |*args|
|
118
|
+
l.send(m, *args)
|
119
|
+
end
|
120
|
+
|
121
|
+
module_function m
|
125
122
|
end
|
126
|
-
|
127
|
-
module_function m
|
128
123
|
end
|
129
|
-
end
|
124
|
+
end
|
130
125
|
end
|
131
|
-
|
132
|
-
|
133
|
-
# create alias for common methods
|
134
|
-
alias_method :inverse_cdf, :p_value if singleton_methods.include? :p_value
|
126
|
+
# create alias for common methods
|
127
|
+
alias_method :inverse_cdf, :p_value if singleton_methods.include? :p_value
|
135
128
|
end
|
136
|
-
|
137
129
|
end
|
138
|
-
|
139
|
-
|
130
|
+
|
131
|
+
def self.init_java
|
132
|
+
$LOAD_PATH.unshift File.expand_path('../../vendor/java', __FILE__)
|
140
133
|
require 'commons-math-2.2.jar'
|
141
134
|
java_import 'org.apache.commons.math.distribution.NormalDistributionImpl'
|
142
135
|
java_import 'org.apache.commons.math.distribution.PoissonDistributionImpl'
|
143
|
-
|
144
136
|
end
|
145
|
-
|
137
|
+
|
138
|
+
require 'distribution/normal'
|
146
139
|
require 'distribution/chisquare'
|
147
140
|
require 'distribution/gamma'
|
148
141
|
require 'distribution/beta'
|
@@ -156,11 +149,8 @@ module Distribution
|
|
156
149
|
require 'distribution/logistic'
|
157
150
|
require 'distribution/lognormal'
|
158
151
|
require 'distribution/weibull'
|
159
|
-
|
152
|
+
|
160
153
|
if has_java?
|
161
|
-
init_java
|
154
|
+
init_java
|
162
155
|
end
|
163
156
|
end
|
164
|
-
|
165
|
-
|
166
|
-
|