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
data/benchmark/odd.rb
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@@ -10,13 +10,12 @@ summary "
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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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-
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data/benchmark/power.rb
CHANGED
@@ -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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-
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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
CHANGED
@@ -3,27 +3,27 @@
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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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-
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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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-
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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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-
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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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-
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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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+
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end
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end
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data/distribution.gemspec
CHANGED
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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 = ['clbustos@gmail.com']
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-
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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"
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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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data/lib/distribution.rb
CHANGED
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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 (
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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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#
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#
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#
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#
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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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# * Redistributions of source code must retain the above copyright
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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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# 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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# * 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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# 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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# 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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# (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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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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# == Other Sources
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#
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@@ -28,6 +37,8 @@
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#
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require 'distribution/math_extension'
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require 'distribution/shorthand'
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require 'distribution/distributable'
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require 'distribution/version'
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# Several distributions modules to calculate pdf, cdf, inverse cdf and generate
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@@ -41,99 +52,47 @@ require 'distribution/version'
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module Distribution
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SQ2PI = Math.sqrt(2 * Math::PI)
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-
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def
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class << self
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# Create a method 'has_<library>' on Module
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# which require a library and return true or false
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# according to success of failure
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def create_has_library(library) #:nodoc:
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define_singleton_method("has_#{library}?") do
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cv = "@@#{library}"
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unless class_variable_defined? cv
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begin
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require library.to_s
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class_variable_set(cv, true)
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rescue LoadError
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class_variable_set(cv, false)
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end
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end
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class_variable_get(cv)
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end
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end
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end
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require library.to_s
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class_variable_set(cv, true)
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rescue LoadError
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class_variable_set(cv, false)
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end
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end
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class_variable_get(cv)
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# Retrieves the libraries used to calculate
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# distributions
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def libraries_order
|
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order = [:Ruby_]
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order.unshift(:Statistics2_) if has_statistics2?
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order.unshift(:GSL_) if has_gsl?
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order.unshift(:Java_) if has_java?
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order
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end
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end
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order.unshift(:Java_) if has_java?
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order
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def init_java
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$LOAD_PATH.unshift File.expand_path('../../vendor/java', __FILE__)
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require 'commons-math-2.2.jar'
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java_import 'org.apache.commons.math.distribution.NormalDistributionImpl'
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java_import 'org.apache.commons.math.distribution.PoissonDistributionImpl'
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end
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end
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create_has_library :gsl
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create_has_library :statistics2
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create_has_library :java
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# Magic module
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module Distributable #:nodoc:
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# Create methods for each module and add methods to
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# Distribution::Shorthand.
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#
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# Traverse Distribution.libraries_order adding
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# methods availables for each engine module on
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# the current library
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#
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# Kids: Metaprogramming trickery! Don't do at work.
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# This section was created between a very long reunion
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# and a 456 Km. travel
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def create_distribution_methods
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Distribution.libraries_order.each do |l_name|
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if const_defined? l_name
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l = const_get(l_name)
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# Add methods from engine to base base, if not yet included
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-
l.singleton_methods.each do |m|
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-
unless singleton_methods.include? m
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-
define_method(m) do |*args|
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l.send(m, *args)
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-
end
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# 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
|