distribution 0.7.3 → 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 +5 -5
- data/.travis.yml +4 -6
- data/.yardopts +5 -0
- data/History.txt +3 -0
- data/README.md +87 -44
- 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/distribution.gemspec +3 -4
- data/lib/distribution.rb +55 -96
- data/lib/distribution/beta/gsl.rb +10 -5
- data/lib/distribution/beta/ruby.rb +3 -1
- data/lib/distribution/binomial/ruby.rb +5 -2
- 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 +25 -25
- 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 +14 -9
- data/lib/distribution/f.rb +1 -1
- data/lib/distribution/f/gsl.rb +26 -22
- data/lib/distribution/f/java.rb +1 -1
- data/lib/distribution/f/ruby.rb +16 -19
- 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 +4 -5
- data/lib/distribution/hypergeometric/java.rb +1 -1
- data/lib/distribution/hypergeometric/ruby.rb +34 -35
- data/lib/distribution/logistic.rb +5 -8
- data/lib/distribution/logistic/ruby.rb +13 -8
- data/lib/distribution/lognormal.rb +5 -7
- data/lib/distribution/lognormal/gsl.rb +8 -6
- data/lib/distribution/lognormal/ruby.rb +5 -9
- data/lib/distribution/math_extension.rb +6 -15
- data/lib/distribution/math_extension/chebyshev_series.rb +281 -272
- data/lib/distribution/math_extension/erfc.rb +26 -29
- 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 +14 -13
- data/lib/distribution/normal/ruby.rb +68 -58
- data/lib/distribution/normal/statistics2.rb +5 -2
- data/lib/distribution/normalmultivariate.rb +64 -64
- data/lib/distribution/poisson.rb +11 -13
- data/lib/distribution/poisson/gsl.rb +7 -7
- data/lib/distribution/poisson/java.rb +19 -24
- data/lib/distribution/poisson/ruby.rb +38 -9
- data/lib/distribution/shorthand.rb +17 -0
- data/lib/distribution/t.rb +13 -15
- 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 +1 -1
- data/lib/distribution/weibull.rb +6 -7
- data/lib/distribution/weibull/gsl.rb +16 -16
- data/lib/distribution/weibull/ruby.rb +30 -23
- data/spec/beta_spec.rb +45 -47
- data/spec/binomial_spec.rb +77 -85
- data/spec/bivariatenormal_spec.rb +28 -35
- data/spec/chisquare_spec.rb +48 -52
- data/spec/distribution_spec.rb +10 -10
- data/spec/exponential_spec.rb +44 -49
- data/spec/f_spec.rb +4 -4
- data/spec/gamma_spec.rb +50 -53
- data/spec/hypergeometric_spec.rb +63 -69
- data/spec/logistic_spec.rb +32 -37
- data/spec/lognormal_spec.rb +25 -31
- data/spec/math_extension_spec.rb +192 -210
- data/spec/normal_spec.rb +80 -73
- data/spec/poisson_spec.rb +63 -41
- data/spec/shorthand_spec.rb +19 -22
- data/spec/spec_helper.rb +8 -9
- data/spec/t_spec.rb +63 -77
- data/spec/uniform_spec.rb +154 -0
- data/spec/weibull_spec.rb +13 -14
- metadata +17 -8
@@ -0,0 +1,154 @@
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require File.expand_path(File.dirname(__FILE__) + "/spec_helper.rb")
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require 'distribution/uniform'
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describe Distribution::Uniform do
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shared_examples_for "uniform engine" do
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it ".rng should generate sequences with the right mean & variance" do
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skip("This method is very innacurrate due to the low convergence rate")
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# samples = 100_000
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# sum = 0
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# ss = 0
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# lower = 0
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# upper = 20
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# # Expectations
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# exp_mean = (upper + lower) / 2
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# exp_variance = ((upper - lower) ** 2) / 12
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# rng = @engine.rng(lower, upper)
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# samples.times do
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# v = rng.call
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# sum += v
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# ss += (v - exp_mean) ** 2
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# end
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# mean = sum.to_f / samples
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# variance = ss.to_f / samples
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# mean.should be_within(1e-5).of(exp_mean)
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# variance.should be_within(1e-5).of(exp_variance)
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end
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it ".rng with a specified seed should be reproducible" do
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seed = Random.new_seed.modulo 100000007
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gen_a = @engine.rng(0, 1, seed)
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gen_b = @engine.rng(0, 1, seed)
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expect((gen_a.call)).to eq(gen_b.call)
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end
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it ".pdf should return correct pdf for values within the defined range" do
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if @engine.respond_to? :pdf
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10.times do
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low, width = rand, rand
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x = low + rand * width
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epdf = 1.0 / width
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expect(@engine.pdf(x, low, low + width)).to be_within(1e-10).of(epdf)
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end
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else
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pending("No #{@engine}.pdf")
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end
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end
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it ".pdf should return 0 for values outside the defined range" do
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if @engine.respond_to? :pdf
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10.times do
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low, width = rand, rand
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# x lies just outside of where the pdf exists as a non-zero value
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# A small amount (1e-10) is removed from bad_x to ensure no overlap
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x = low - (1 + rand) * width - 1e-10
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expect(@engine.pdf(x, low, low + width)).to be_within(1e-10).of(0.0)
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end
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else
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pending("No #{@engine}.pdf")
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end
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end
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it ".cdf should return 0 for values smaller than the lower bound" do
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if @engine.respond_to? :cdf
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low, width = rand, rand
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x = low - rand * width
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expect(@engine.cdf(x, low, low + width)).to be_within(1e-10).of(0.0)
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else
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pending("No #{@engine}.cdf")
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end
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end
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it ".cdf should return correct cdf for x within defined range" do
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if @engine.respond_to? :cdf
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low, width = rand, rand
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x = low + rand * width
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ecdf = (x - low) / width
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expect(@engine.cdf(x, low, low + width)).to be_within(1e-10).of(ecdf)
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else
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pending("No #{@engine}.cdf")
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end
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end
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it ".cdf should return 1 for values greater than the upper bound" do
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if @engine.respond_to? :cdf
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low, width = rand, rand
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x = low + (1 + rand) * (width)
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expect(@engine.cdf(x, low, low + width)).to be_within(1e-10).of(1.0)
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else
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pending("No #{@engine}.cdf")
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end
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end
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it ".quantile should return correct inverse cdf" do
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if @engine.respond_to? :quantile
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low, width = rand, rand
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scale = rand
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x = low + scale * width
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qn = (x - low) / width
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expect(@engine.quantile(qn, low, low + width)).to be_within(1e-10).of(x)
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else
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pending("No #{@engine}.quantile")
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end
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end
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it ".p_value should return same result as .quantile" do
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if @engine.respond_to? :p_value and @engine.respond_to? :quantile
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low, width = rand, rand
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scale = rand
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x = low + scale * width
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qn = (x - low) / width
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expect(@engine.quantile(qn, low, low + width)).to eq(@engine.p_value(qn, low, low + width))
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else
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pending("No #{@engine}.p_value")
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end
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end
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end
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describe "singleton" do
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before do
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@engine = Distribution::Uniform
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end
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it_should_behave_like "uniform engine"
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end
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describe Distribution::Uniform::Ruby_ do
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before do
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@engine = Distribution::Uniform::Ruby_
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end
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it_should_behave_like "uniform engine"
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end
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if Distribution.has_gsl?
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describe Distribution::Uniform::GSL_ do
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before do
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@engine = Distribution::Uniform::GSL_
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end
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it_should_behave_like "uniform engine"
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end
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end
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end
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data/spec/weibull_spec.rb
CHANGED
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require File.expand_path(File.dirname(__FILE__)+
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require File.expand_path(File.dirname(__FILE__) + '/spec_helper.rb')
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include ExampleWithGSL
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describe Distribution::Weibull do
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end
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# shared_examples for "Weibull engine" do
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it 'should return correct pdf' do
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expect(Distribution::Weibull.pdf(2, 1, 1)).to be_within(1e-3).of(0.13533)
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end
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it 'should return correct cdf' do
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expect(Distribution::Weibull.cdf(2, 1, 1)).to be_within(1e-3).of(0.86466)
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end
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it 'should return correct p-value' do
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expect(Distribution::Weibull.p_value(0.86466, 1, 1)).to be_within(1e-3).of(2.0)
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end
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# end
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end
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metadata
CHANGED
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--- !ruby/object:Gem::Specification
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name: distribution
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version: !ruby/object:Gem::Version
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version: 0.
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version: 0.8.0
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platform: ruby
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authors:
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- Claudio Bustos
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-
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- Carlos Agarie
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autorequire:
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bindir: bin
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cert_chain: []
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date:
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date: 2020-07-05 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: bundler
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@@ -52,9 +53,11 @@ dependencies:
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- - "~>"
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- !ruby/object:Gem::Version
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version: '3.2'
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description: Distribution
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description: Distribution is a gem with several probabilistic distributions. Pure
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Ruby is used by default, C (GSL) or Java extensions are used if available
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email:
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- clbustos@gmail.com
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- carlos.agarie@gmail.com
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executables:
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- distribution
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extensions: []
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files:
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- ".gitignore"
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- ".travis.yml"
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- ".yardopts"
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- Gemfile
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- History.txt
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- LICENCE.md
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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/distributable.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/poisson/gsl.rb
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- lib/distribution/poisson/java.rb
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- lib/distribution/poisson/ruby.rb
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- lib/distribution/shorthand.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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- lib/distribution/uniform.rb
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- lib/distribution/uniform/gsl.rb
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- lib/distribution/uniform/ruby.rb
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- lib/distribution/version.rb
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- lib/distribution/weibull.rb
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- lib/distribution/weibull/gsl.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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- spec/uniform_spec.rb
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- spec/weibull_spec.rb
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- vendor/java/commons-math-2.2.jar
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homepage: https://github.com/sciruby/distribution
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licenses: []
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metadata: {}
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post_install_message:
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post_install_message:
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rdoc_options: []
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require_paths:
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- lib
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- !ruby/object:Gem::Version
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version: '0'
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requirements: []
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-
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signing_key:
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rubygems_version: 3.1.2
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signing_key:
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specification_version: 4
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summary: Distribution
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test_files: []
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