distribution 0.7.3 → 0.8.0
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- 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
data/benchmark/odd.rb
CHANGED
@@ -10,13 +10,12 @@ summary "
|
|
10
10
|
Which is faster, n%1==1 or n%2==1
|
11
11
|
"
|
12
12
|
|
13
|
-
reps 10_000 #number of repetitions
|
14
|
-
n=
|
15
|
-
measure
|
16
|
-
n%1==1
|
13
|
+
reps 10_000 # number of repetitions
|
14
|
+
n = 100_000
|
15
|
+
measure 'Using &' do
|
16
|
+
n % 1 == 1
|
17
17
|
end
|
18
18
|
|
19
|
-
measure
|
20
|
-
n
|
19
|
+
measure 'Using %' do
|
20
|
+
n.odd?
|
21
21
|
end
|
22
|
-
|
data/benchmark/power.rb
CHANGED
@@ -6,22 +6,22 @@ name 'Float vs Rational power'
|
|
6
6
|
author 'Claudio Bustos'
|
7
7
|
date '2011-02-02'
|
8
8
|
summary "
|
9
|
-
On ruby, the maximum size of a float is #{Float::MAX}.
|
9
|
+
On ruby, the maximum size of a float is #{Float::MAX}.
|
10
10
|
With Rational, we can raise to integer numbers and surpass Float maximum.
|
11
11
|
What is the speed reduction using Rational?"
|
12
12
|
|
13
|
-
reps 1000 #number of repetitions
|
14
|
-
int=10
|
15
|
-
rat=10.quo(1)
|
16
|
-
bd=BigDecimal(
|
17
|
-
measure
|
18
|
-
|
13
|
+
reps 1000 # number of repetitions
|
14
|
+
int = 10
|
15
|
+
rat = 10.quo(1)
|
16
|
+
bd = BigDecimal('10')
|
17
|
+
measure 'Using float pow' do
|
18
|
+
int**307
|
19
19
|
end
|
20
20
|
|
21
|
-
measure
|
22
|
-
|
21
|
+
measure 'Using rational' do
|
22
|
+
rat**307
|
23
23
|
end
|
24
24
|
|
25
|
-
measure
|
26
|
-
|
25
|
+
measure 'Using big decimal pow' do
|
26
|
+
bd**307
|
27
27
|
end
|
data/bin/distribution
CHANGED
@@ -3,27 +3,27 @@
|
|
3
3
|
require 'optparse'
|
4
4
|
require 'fileutils'
|
5
5
|
require 'erb'
|
6
|
-
gem_base=File.expand_path(File.dirname(__FILE__)+
|
7
|
-
require gem_base+
|
6
|
+
gem_base = File.expand_path(File.dirname(__FILE__) + '/..')
|
7
|
+
require gem_base + '/lib/distribution'
|
8
8
|
|
9
|
-
new=false
|
10
|
-
parameters=
|
9
|
+
new = false
|
10
|
+
parameters = ''
|
11
11
|
OptionParser.new do |opts|
|
12
|
-
opts.banner=
|
13
|
-
opts.on(
|
14
|
-
new=true
|
12
|
+
opts.banner = 'Usage: distribution [--new] [--params parameters] distribution'
|
13
|
+
opts.on('-n', '--new', 'Create a new template for distribution') do
|
14
|
+
new = true
|
15
15
|
end
|
16
|
-
opts.on(
|
17
|
-
parameters=", #{n_param}"
|
16
|
+
opts.on('-PMANDATORY', '--params MANDATORY', String, 'Parameters for distribution') do |n_param|
|
17
|
+
parameters = ", #{n_param}"
|
18
18
|
end
|
19
|
-
|
20
|
-
opts.on(
|
19
|
+
|
20
|
+
opts.on('-h', '--help', 'Show this message') do
|
21
21
|
puts opts
|
22
22
|
exit
|
23
23
|
end
|
24
24
|
|
25
25
|
begin
|
26
|
-
ARGV <<
|
26
|
+
ARGV << '-h' if ARGV.empty?
|
27
27
|
opts.parse!(ARGV)
|
28
28
|
rescue OptionParser::ParseError => e
|
29
29
|
STDERR.puts e.message, "\n", opts
|
@@ -33,19 +33,19 @@ end
|
|
33
33
|
|
34
34
|
ARGV.each do |distribution|
|
35
35
|
if new
|
36
|
-
basename=distribution.downcase
|
37
|
-
|
38
|
-
|
39
|
-
main=ERB.new(File.read(gem_base+
|
40
|
-
ruby=ERB.new(File.read(gem_base+
|
41
|
-
gsl=ERB.new(File.read(gem_base+
|
42
|
-
spec=ERB.new(File.read(gem_base+
|
43
|
-
|
44
|
-
FileUtils.mkdir(basename) unless File.
|
45
|
-
File.open(basename+
|
46
|
-
File.open(basename+
|
47
|
-
File.open(basename+
|
48
|
-
File.open("../../spec/#{basename}_spec.rb",
|
49
|
-
|
36
|
+
basename = distribution.downcase
|
37
|
+
fail 'You should be inside distribution lib directory' unless File.exist? '../distribution.rb'
|
38
|
+
fail 'Distribution already created' if File.exist? basename + '.rb'
|
39
|
+
main = ERB.new(File.read(gem_base + '/data/template/distribution.erb'))
|
40
|
+
ruby = ERB.new(File.read(gem_base + '/data/template/distribution/ruby.erb'))
|
41
|
+
gsl = ERB.new(File.read(gem_base + '/data/template/distribution/gsl.erb'))
|
42
|
+
spec = ERB.new(File.read(gem_base + '/data/template/spec.erb'))
|
43
|
+
|
44
|
+
FileUtils.mkdir(basename) unless File.exist? basename
|
45
|
+
File.open(basename + '.rb', 'w') { |fp| fp.write(main.result(binding)) }
|
46
|
+
File.open(basename + '/ruby.rb', 'w') { |fp| fp.write(ruby.result(binding)) }
|
47
|
+
File.open(basename + '/gsl.rb', 'w') { |fp| fp.write(gsl.result(binding)) }
|
48
|
+
File.open("../../spec/#{basename}_spec.rb", 'w') { |fp| fp.write(spec.result(binding)) }
|
49
|
+
|
50
50
|
end
|
51
51
|
end
|
data/distribution.gemspec
CHANGED
@@ -9,12 +9,11 @@ Gem::Specification.new do |s|
|
|
9
9
|
s.date = Date.today.to_s
|
10
10
|
s.homepage = "https://github.com/sciruby/distribution"
|
11
11
|
|
12
|
-
s.authors = ['Claudio Bustos']
|
13
|
-
s.email = ['clbustos@gmail.com']
|
14
|
-
|
12
|
+
s.authors = ['Claudio Bustos', 'Carlos Agarie']
|
13
|
+
s.email = ['clbustos@gmail.com', 'carlos.agarie@gmail.com']
|
15
14
|
s.platform = Gem::Platform::RUBY
|
16
15
|
s.summary = "Distribution"
|
17
|
-
s.description = "Distribution"
|
16
|
+
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"
|
18
17
|
|
19
18
|
s.files = `git ls-files`.split("\n")
|
20
19
|
s.executables = `git ls-files`.split("\n").map{|f| f =~ /^bin\/(.*)/ ? $1 : nil}.compact
|
data/lib/distribution.rb
CHANGED
@@ -1,21 +1,30 @@
|
|
1
1
|
# = distribution.rb -
|
2
2
|
# Distribution - Statistical Distributions package for Ruby
|
3
3
|
#
|
4
|
-
# Copyright (
|
4
|
+
# Copyright (c) 2011-2012, Claudio Bustos
|
5
|
+
# All rights reserved.
|
5
6
|
#
|
6
|
-
#
|
7
|
-
#
|
8
|
-
#
|
9
|
-
#
|
10
|
-
#
|
11
|
-
#
|
12
|
-
#
|
13
|
-
#
|
14
|
-
#
|
15
|
-
#
|
16
|
-
|
17
|
-
#
|
18
|
-
#
|
7
|
+
# Redistribution and use in source and binary forms, with or without
|
8
|
+
# modification, are permitted provided that the following conditions are met:
|
9
|
+
# * Redistributions of source code must retain the above copyright
|
10
|
+
# notice, this list of conditions and the following disclaimer.
|
11
|
+
# * Redistributions in binary form must reproduce the above copyright
|
12
|
+
# notice, this list of conditions and the following disclaimer in the
|
13
|
+
# documentation and/or other materials provided with the distribution.
|
14
|
+
# * Neither the name of the copyright holder nor the
|
15
|
+
# names of its contributors may be used to endorse or promote products
|
16
|
+
# derived from this software without specific prior written permission.
|
17
|
+
|
18
|
+
# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
|
19
|
+
# ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
|
20
|
+
# WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
21
|
+
# DISCLAIMED. IN NO EVENT SHALL <COPYRIGHT HOLDER> BE LIABLE FOR ANY
|
22
|
+
# DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
|
23
|
+
# (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
|
24
|
+
# LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
|
25
|
+
# ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
|
26
|
+
# (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
|
27
|
+
# SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
|
19
28
|
#
|
20
29
|
# == Other Sources
|
21
30
|
#
|
@@ -28,6 +37,8 @@
|
|
28
37
|
#
|
29
38
|
|
30
39
|
require 'distribution/math_extension'
|
40
|
+
require 'distribution/shorthand'
|
41
|
+
require 'distribution/distributable'
|
31
42
|
require 'distribution/version'
|
32
43
|
|
33
44
|
# Several distributions modules to calculate pdf, cdf, inverse cdf and generate
|
@@ -41,99 +52,47 @@ require 'distribution/version'
|
|
41
52
|
module Distribution
|
42
53
|
SQ2PI = Math.sqrt(2 * Math::PI)
|
43
54
|
|
44
|
-
|
45
|
-
|
46
|
-
|
47
|
-
|
48
|
-
def
|
49
|
-
|
50
|
-
|
51
|
-
|
52
|
-
|
53
|
-
|
54
|
-
|
55
|
-
|
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
|
69
|
+
end
|
70
|
+
class_variable_get(cv)
|
56
71
|
end
|
57
72
|
end
|
58
|
-
end
|
59
73
|
|
60
|
-
|
61
|
-
|
62
|
-
|
63
|
-
|
64
|
-
|
65
|
-
|
66
|
-
|
67
|
-
|
68
|
-
require library.to_s
|
69
|
-
class_variable_set(cv, true)
|
70
|
-
rescue LoadError
|
71
|
-
class_variable_set(cv, false)
|
72
|
-
end
|
73
|
-
end
|
74
|
-
class_variable_get(cv)
|
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
|
75
82
|
end
|
76
|
-
end
|
77
83
|
|
78
|
-
|
79
|
-
|
80
|
-
|
81
|
-
|
82
|
-
|
83
|
-
|
84
|
-
order.unshift(:Java_) if has_java?
|
85
|
-
order
|
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'
|
89
|
+
end
|
86
90
|
end
|
87
91
|
|
88
92
|
create_has_library :gsl
|
89
93
|
create_has_library :statistics2
|
90
94
|
create_has_library :java
|
91
95
|
|
92
|
-
# Magic module
|
93
|
-
module Distributable #:nodoc:
|
94
|
-
# Create methods for each module and add methods to
|
95
|
-
# Distribution::Shorthand.
|
96
|
-
#
|
97
|
-
# Traverse Distribution.libraries_order adding
|
98
|
-
# methods availables for each engine module on
|
99
|
-
# the current library
|
100
|
-
#
|
101
|
-
# Kids: Metaprogramming trickery! Don't do at work.
|
102
|
-
# This section was created between a very long reunion
|
103
|
-
# and a 456 Km. travel
|
104
|
-
def create_distribution_methods
|
105
|
-
Distribution.libraries_order.each do |l_name|
|
106
|
-
if const_defined? l_name
|
107
|
-
l = const_get(l_name)
|
108
|
-
# Add methods from engine to base base, if not yet included
|
109
|
-
l.singleton_methods.each do |m|
|
110
|
-
unless singleton_methods.include? m
|
111
|
-
define_method(m) do |*args|
|
112
|
-
l.send(m, *args)
|
113
|
-
end
|
114
|
-
# Add method to Distribution::Shorthand
|
115
|
-
sh = const_get(:SHORTHAND)
|
116
|
-
Distribution::Shorthand.add_shortcut(sh, m) do |*args|
|
117
|
-
l.send(m, *args)
|
118
|
-
end
|
119
|
-
|
120
|
-
module_function m
|
121
|
-
end
|
122
|
-
end
|
123
|
-
end
|
124
|
-
end
|
125
|
-
# create alias for common methods
|
126
|
-
alias_method :inverse_cdf, :p_value if singleton_methods.include? :p_value
|
127
|
-
end
|
128
|
-
end
|
129
|
-
|
130
|
-
def self.init_java
|
131
|
-
$LOAD_PATH.unshift File.expand_path('../../vendor/java', __FILE__)
|
132
|
-
require 'commons-math-2.2.jar'
|
133
|
-
java_import 'org.apache.commons.math.distribution.NormalDistributionImpl'
|
134
|
-
java_import 'org.apache.commons.math.distribution.PoissonDistributionImpl'
|
135
|
-
end
|
136
|
-
|
137
96
|
require 'distribution/normal'
|
138
97
|
require 'distribution/chisquare'
|
139
98
|
require 'distribution/gamma'
|
@@ -2,14 +2,11 @@ module Distribution
|
|
2
2
|
module Beta
|
3
3
|
module GSL_
|
4
4
|
class << self
|
5
|
+
# PDF.
|
5
6
|
def pdf(x, a, b)
|
6
7
|
GSL::Ran.beta_pdf(x.to_f, a.to_f, b.to_f)
|
7
8
|
end
|
8
|
-
|
9
|
-
# k degrees of freedom
|
10
|
-
def p_value(pr, a, b)
|
11
|
-
GSL::Cdf.beta_Pinv(pr.to_f, a.to_f, b.to_f)
|
12
|
-
end
|
9
|
+
|
13
10
|
# Beta cumulative distribution function (cdf).
|
14
11
|
#
|
15
12
|
# Returns the integral of Beta distribution
|
@@ -18,6 +15,14 @@ module Distribution
|
|
18
15
|
def cdf(x, a, b)
|
19
16
|
GSL::Cdf.beta_P(x.to_f, a.to_f, b.to_f)
|
20
17
|
end
|
18
|
+
|
19
|
+
# Return the P-value of the corresponding integral with
|
20
|
+
# k degrees of freedom
|
21
|
+
def quantile(pr, a, b)
|
22
|
+
GSL::Cdf.beta_Pinv(pr.to_f, a.to_f, b.to_f)
|
23
|
+
end
|
24
|
+
|
25
|
+
alias_method :p_value, :quantile
|
21
26
|
end
|
22
27
|
end
|
23
28
|
end
|
@@ -35,7 +35,7 @@ module Distribution
|
|
35
35
|
end
|
36
36
|
|
37
37
|
# Inverse of the beta distribution function
|
38
|
-
def
|
38
|
+
def quantile(p, a, b, rmin = 0, rmax = 1)
|
39
39
|
fail 'a <= 0' if a <= 0
|
40
40
|
fail 'b <= 0' if b <= 0
|
41
41
|
fail 'rmin == rmax' if rmin == rmax
|
@@ -68,6 +68,8 @@ module Distribution
|
|
68
68
|
|
69
69
|
rmin + guess * (rmax - rmin)
|
70
70
|
end
|
71
|
+
|
72
|
+
alias_method :p_value, :quantile
|
71
73
|
end
|
72
74
|
end
|
73
75
|
end
|
@@ -6,6 +6,9 @@ module Distribution
|
|
6
6
|
fail 'k>n' if k > n
|
7
7
|
Math.binomial_coefficient(n, k) * (pr**k) * (1 - pr)**(n - k)
|
8
8
|
end
|
9
|
+
|
10
|
+
alias_method :exact_pdf, :pdf
|
11
|
+
|
9
12
|
# TODO: Use exact_regularized_beta for
|
10
13
|
# small values and regularized_beta for bigger ones.
|
11
14
|
def cdf(k, n, pr)
|
@@ -19,7 +22,7 @@ module Distribution
|
|
19
22
|
out
|
20
23
|
end
|
21
24
|
|
22
|
-
def
|
25
|
+
def quantile(prob, n, pr)
|
23
26
|
ac = 0
|
24
27
|
(0..n).each do |i|
|
25
28
|
ac += pdf(i, n, pr)
|
@@ -27,7 +30,7 @@ module Distribution
|
|
27
30
|
end
|
28
31
|
end
|
29
32
|
|
30
|
-
alias_method :
|
33
|
+
alias_method :p_value, :quantile
|
31
34
|
end
|
32
35
|
end
|
33
36
|
end
|
@@ -7,21 +7,20 @@ module Distribution
|
|
7
7
|
# Pdf if easy to calculate, but CDF is not trivial. Several papers
|
8
8
|
# describe methods to calculate the integral.
|
9
9
|
module BivariateNormal
|
10
|
-
SHORTHAND='bnor'
|
10
|
+
SHORTHAND = 'bnor'
|
11
11
|
|
12
12
|
extend Distributable
|
13
13
|
create_distribution_methods
|
14
|
-
|
14
|
+
|
15
15
|
##
|
16
16
|
# :singleton-method: pdf(k,n,prob)
|
17
17
|
# Probability density function for exactly +k+ successes in +n+ trials
|
18
18
|
# with success probability +prob+
|
19
|
-
#
|
20
|
-
|
19
|
+
#
|
20
|
+
|
21
21
|
##
|
22
22
|
# :singleton-method: cdf(k,n,prob)
|
23
23
|
# Cumulative density function for +k+ or less successes in +n+ trials
|
24
24
|
# with success probability +prob+
|
25
|
-
|
26
25
|
end
|
27
26
|
end
|
@@ -2,8 +2,8 @@ module Distribution
|
|
2
2
|
module BivariateNormal
|
3
3
|
module GSL_
|
4
4
|
class <<self
|
5
|
-
def pdf(x,y,rho,s1=1.0,s2=1.0)
|
6
|
-
GSL::Ran
|
5
|
+
def pdf(x, y, rho, s1 = 1.0, s2 = 1.0)
|
6
|
+
GSL::Ran.bivariate_gaussian_pdf(x, y, s1, s2, rho)
|
7
7
|
end
|
8
8
|
end
|
9
9
|
end
|