distribution 0.7.3 → 0.8.0

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Files changed (100) hide show
  1. checksums.yaml +5 -5
  2. data/.travis.yml +4 -6
  3. data/.yardopts +5 -0
  4. data/History.txt +3 -0
  5. data/README.md +87 -44
  6. data/benchmark/binomial_coefficient.rb +19 -23
  7. data/benchmark/binomial_coefficient/experiment.rb +33 -36
  8. data/benchmark/factorial_hash.rb +7 -8
  9. data/benchmark/factorial_method.rb +4 -6
  10. data/benchmark/odd.rb +6 -7
  11. data/benchmark/power.rb +11 -11
  12. data/bin/distribution +26 -26
  13. data/distribution.gemspec +3 -4
  14. data/lib/distribution.rb +55 -96
  15. data/lib/distribution/beta/gsl.rb +10 -5
  16. data/lib/distribution/beta/ruby.rb +3 -1
  17. data/lib/distribution/binomial/ruby.rb +5 -2
  18. data/lib/distribution/bivariatenormal.rb +4 -5
  19. data/lib/distribution/bivariatenormal/gsl.rb +2 -2
  20. data/lib/distribution/bivariatenormal/java.rb +1 -1
  21. data/lib/distribution/bivariatenormal/ruby.rb +245 -254
  22. data/lib/distribution/chisquare.rb +8 -10
  23. data/lib/distribution/chisquare/gsl.rb +24 -19
  24. data/lib/distribution/chisquare/java.rb +1 -1
  25. data/lib/distribution/chisquare/ruby.rb +25 -25
  26. data/lib/distribution/chisquare/statistics2.rb +16 -13
  27. data/lib/distribution/distributable.rb +40 -0
  28. data/lib/distribution/exponential.rb +4 -5
  29. data/lib/distribution/exponential/gsl.rb +13 -9
  30. data/lib/distribution/exponential/ruby.rb +14 -9
  31. data/lib/distribution/f.rb +1 -1
  32. data/lib/distribution/f/gsl.rb +26 -22
  33. data/lib/distribution/f/java.rb +1 -1
  34. data/lib/distribution/f/ruby.rb +16 -19
  35. data/lib/distribution/f/statistics2.rb +22 -19
  36. data/lib/distribution/gamma.rb +5 -7
  37. data/lib/distribution/gamma/gsl.rb +13 -9
  38. data/lib/distribution/gamma/java.rb +1 -1
  39. data/lib/distribution/gamma/ruby.rb +5 -11
  40. data/lib/distribution/hypergeometric.rb +5 -8
  41. data/lib/distribution/hypergeometric/gsl.rb +4 -5
  42. data/lib/distribution/hypergeometric/java.rb +1 -1
  43. data/lib/distribution/hypergeometric/ruby.rb +34 -35
  44. data/lib/distribution/logistic.rb +5 -8
  45. data/lib/distribution/logistic/ruby.rb +13 -8
  46. data/lib/distribution/lognormal.rb +5 -7
  47. data/lib/distribution/lognormal/gsl.rb +8 -6
  48. data/lib/distribution/lognormal/ruby.rb +5 -9
  49. data/lib/distribution/math_extension.rb +6 -15
  50. data/lib/distribution/math_extension/chebyshev_series.rb +281 -272
  51. data/lib/distribution/math_extension/erfc.rb +26 -29
  52. data/lib/distribution/math_extension/exponential_integral.rb +17 -17
  53. data/lib/distribution/math_extension/gammastar.rb +19 -20
  54. data/lib/distribution/math_extension/gsl_utilities.rb +12 -12
  55. data/lib/distribution/math_extension/incomplete_beta.rb +52 -61
  56. data/lib/distribution/math_extension/incomplete_gamma.rb +166 -168
  57. data/lib/distribution/math_extension/log_utilities.rb +20 -22
  58. data/lib/distribution/normal.rb +11 -13
  59. data/lib/distribution/normal/gsl.rb +13 -10
  60. data/lib/distribution/normal/java.rb +14 -13
  61. data/lib/distribution/normal/ruby.rb +68 -58
  62. data/lib/distribution/normal/statistics2.rb +5 -2
  63. data/lib/distribution/normalmultivariate.rb +64 -64
  64. data/lib/distribution/poisson.rb +11 -13
  65. data/lib/distribution/poisson/gsl.rb +7 -7
  66. data/lib/distribution/poisson/java.rb +19 -24
  67. data/lib/distribution/poisson/ruby.rb +38 -9
  68. data/lib/distribution/shorthand.rb +17 -0
  69. data/lib/distribution/t.rb +13 -15
  70. data/lib/distribution/t/gsl.rb +27 -24
  71. data/lib/distribution/t/java.rb +1 -1
  72. data/lib/distribution/t/ruby.rb +99 -100
  73. data/lib/distribution/t/statistics2.rb +19 -19
  74. data/lib/distribution/uniform.rb +26 -0
  75. data/lib/distribution/uniform/gsl.rb +36 -0
  76. data/lib/distribution/uniform/ruby.rb +91 -0
  77. data/lib/distribution/version.rb +1 -1
  78. data/lib/distribution/weibull.rb +6 -7
  79. data/lib/distribution/weibull/gsl.rb +16 -16
  80. data/lib/distribution/weibull/ruby.rb +30 -23
  81. data/spec/beta_spec.rb +45 -47
  82. data/spec/binomial_spec.rb +77 -85
  83. data/spec/bivariatenormal_spec.rb +28 -35
  84. data/spec/chisquare_spec.rb +48 -52
  85. data/spec/distribution_spec.rb +10 -10
  86. data/spec/exponential_spec.rb +44 -49
  87. data/spec/f_spec.rb +4 -4
  88. data/spec/gamma_spec.rb +50 -53
  89. data/spec/hypergeometric_spec.rb +63 -69
  90. data/spec/logistic_spec.rb +32 -37
  91. data/spec/lognormal_spec.rb +25 -31
  92. data/spec/math_extension_spec.rb +192 -210
  93. data/spec/normal_spec.rb +80 -73
  94. data/spec/poisson_spec.rb +63 -41
  95. data/spec/shorthand_spec.rb +19 -22
  96. data/spec/spec_helper.rb +8 -9
  97. data/spec/t_spec.rb +63 -77
  98. data/spec/uniform_spec.rb +154 -0
  99. data/spec/weibull_spec.rb +13 -14
  100. metadata +17 -8
data/lib/distribution/lognormal/gsl.rb CHANGED
@@ -2,17 +2,19 @@ module Distribution
2
2
  module LogNormal
3
3
  module GSL_
4
4
  class << self
5
- def pdf(x,u,s)
6
- GSL::Ran::lognormal_pdf(x.to_f, u.to_f, s.to_f)
5
+ def pdf(x, u, s)
6
+ GSL::Ran.lognormal_pdf(x.to_f, u.to_f, s.to_f)
7
7
  end
8
8
 
9
- def p_value(pr,u,s)
10
- GSL::Cdf::lognormal_Pinv(pr.to_f, u.to_f, s.to_f)
9
+ def cdf(x, u, s)
10
+ GSL::Cdf.lognormal_P(x.to_f, u.to_f, s.to_f)
11
11
  end
12
12
 
13
- def cdf(x,u,s)
14
- GSL::Cdf::lognormal_P(x.to_f, u.to_f, s.to_f)
13
+ def quantile(pr, u, s)
14
+ GSL::Cdf.lognormal_Pinv(pr.to_f, u.to_f, s.to_f)
15
15
  end
16
+
17
+ alias_method :p_value, :quantile
16
18
  end
17
19
  end
18
20
  end
data/lib/distribution/lognormal/ruby.rb CHANGED
@@ -2,17 +2,13 @@ module Distribution
2
2
  module LogNormal
3
3
  module Ruby_
4
4
  class << self
5
-
6
- def pdf(x,u,s)
7
- raise "x should be > 0 " if x < 0
8
- (1.0/(x*s*Math.sqrt(2*Math::PI)))*Math.exp(-((Math.log(x)-u)**2 / (2*s**2)))
5
+ def pdf(x, u, s)
6
+ fail 'x should be > 0 ' if x < 0
7
+ (1.0 / (x * s * Math.sqrt(2 * Math::PI))) * Math.exp(-((Math.log(x) - u)**2 / (2 * s**2)))
9
8
  end
10
9
 
11
- #def p_value(pr,u,s)
12
- #end
13
-
14
- def cdf(x,u,s)
15
- Distribution::Normal.cdf((Math.log(x)-u) / s)
10
+ def cdf(x, u, s)
11
+ Distribution::Normal.cdf((Math.log(x) - u) / s)
16
12
  end
17
13
  end
18
14
  end
data/lib/distribution/math_extension.rb CHANGED
@@ -14,16 +14,13 @@ require 'distribution/math_extension/incomplete_beta'
14
14
  require 'distribution/math_extension/log_utilities'
15
15
 
16
16
  module Distribution
17
-
18
17
  # Useful additions to Math
19
18
  module MathExtension
20
-
21
19
  # Factorization based on Prime Swing algorithm, by Luschny (the king of factorial numbers analysis :P )
22
20
  # == Reference
23
21
  # * The Homepage of Factorial Algorithms. (C) Peter Luschny, 2000-2010
24
22
  # == URL: http://www.luschny.de/math/factorial/csharp/FactorialPrimeSwing.cs.html
25
23
  class SwingFactorial
26
-
27
24
  SmallOddSwing = [1, 1, 1, 3, 3, 15, 5, 35, 35, 315, 63, 693, 231, 3003,
28
25
  429, 6435, 6435, 109_395, 12_155, 230_945, 46_189,
29
26
  969_969, 88_179, 2_028_117, 676_039, 16_900_975,
@@ -76,9 +73,7 @@ module Distribution
76
73
  _p = 1
77
74
 
78
75
  while (q = (q / prime).truncate) > 0
79
- if q.odd?
80
- _p *= prime
81
- end
76
+ _p *= prime if q.odd?
82
77
  end
83
78
  if _p > 1
84
79
  @prime_list[count] = _p
@@ -119,7 +114,6 @@ module Distribution
119
114
  # == Reference
120
115
  # * http://www.luschny.de/math/factorial/approx/SimpleCases.html
121
116
  module ApproxFactorial
122
-
123
117
  class << self
124
118
  def stieltjes_ln_factorial(z)
125
119
  a0 = 1.quo(12); a1 = 1.quo(30); a2 = 53.quo(210); a3 = 195.quo(371)
@@ -147,9 +141,7 @@ module Distribution
147
141
  y = x
148
142
  _p = 1
149
143
 
150
- while y < 8
151
- _p *= y; y += 1
152
- end
144
+ _p *= y; y += 1 while y < 8
153
145
 
154
146
  lr = stieltjes_ln_factorial(y)
155
147
  r = Math.exp(lr)
@@ -219,7 +211,6 @@ module Distribution
219
211
  end
220
212
  end
221
213
 
222
-
223
214
  # Incomplete beta function: B(x;a,b)
224
215
  # +a+ and +b+ are parameters and +x+ is
225
216
  # integration upper limit.
@@ -330,8 +321,8 @@ end
330
321
  module CMath # :nodoc:
331
322
  include Distribution::MathExtension
332
323
  module_function :factorial, :beta, :loggamma, :unnormalized_incomplete_gamma,
333
- :incomplete_gamma, :gammp, :gammq, :erfc_e, :binomial_coefficient,
334
- :binomial_coefficient_gamma, :incomplete_beta, :exact_regularized_beta,
335
- :regularized_beta, :permutations, :rising_factorial, :fast_factorial,
336
- :combinations, :logbeta, :lbeta
324
+ :incomplete_gamma, :gammp, :gammq, :erfc_e, :binomial_coefficient,
325
+ :binomial_coefficient_gamma, :incomplete_beta, :exact_regularized_beta,
326
+ :regularized_beta, :permutations, :rising_factorial, :fast_factorial,
327
+ :combinations, :logbeta, :lbeta
337
328
  end
data/lib/distribution/math_extension/chebyshev_series.rb CHANGED
@@ -5,352 +5,352 @@ module Distribution
5
5
  module MathExtension
6
6
  # Adapted from GSL-1.9.
7
7
  class ChebyshevSeries
8
- DATA = {:lopx => [ 2.16647910664395270521272590407,
9
- -0.28565398551049742084877469679,
10
- 0.01517767255690553732382488171,
11
- -0.00200215904941415466274422081,
12
- 0.00019211375164056698287947962,
13
- -0.00002553258886105542567601400,
14
- 2.9004512660400621301999384544e-06,
15
- -3.8873813517057343800270917900e-07,
16
- 4.7743678729400456026672697926e-08,
17
- -6.4501969776090319441714445454e-09,
18
- 8.2751976628812389601561347296e-10,
19
- -1.1260499376492049411710290413e-10,
20
- 1.4844576692270934446023686322e-11,
21
- -2.0328515972462118942821556033e-12,
22
- 2.7291231220549214896095654769e-13,
23
- -3.7581977830387938294437434651e-14,
24
- 5.1107345870861673561462339876e-15,
25
- -7.0722150011433276578323272272e-16,
26
- 9.7089758328248469219003866867e-17,
27
- -1.3492637457521938883731579510e-17,
28
- 1.8657327910677296608121390705e-18 ],
29
- :lopxmx => [ -1.12100231323744103373737274541,
30
- 0.19553462773379386241549597019,
31
- -0.01467470453808083971825344956,
32
- 0.00166678250474365477643629067,
33
- -0.00018543356147700369785746902,
34
- 0.00002280154021771635036301071,
35
- -2.8031253116633521699214134172e-06,
36
- 3.5936568872522162983669541401e-07,
37
- -4.6241857041062060284381167925e-08,
38
- 6.0822637459403991012451054971e-09,
39
- -8.0339824424815790302621320732e-10,
40
- 1.0751718277499375044851551587e-10,
41
- -1.4445310914224613448759230882e-11,
42
- 1.9573912180610336168921438426e-12,
43
- -2.6614436796793061741564104510e-13,
44
- 3.6402634315269586532158344584e-14,
45
- -4.9937495922755006545809120531e-15,
46
- 6.8802890218846809524646902703e-16,
47
- -9.5034129794804273611403251480e-17,
48
- 1.3170135013050997157326965813e-17],
49
- :gstar_a => [ 2.16786447866463034423060819465,
50
- -0.05533249018745584258035832802,
51
- 0.01800392431460719960888319748,
52
- -0.00580919269468937714480019814,
53
- 0.00186523689488400339978881560,
54
- -0.00059746524113955531852595159,
55
- 0.00019125169907783353925426722,
56
- -0.00006124996546944685735909697,
57
- 0.00001963889633130842586440945,
58
- -6.3067741254637180272515795142e-06,
59
- 2.0288698405861392526872789863e-06,
60
- -6.5384896660838465981983750582e-07,
61
- 2.1108698058908865476480734911e-07,
62
- -6.8260714912274941677892994580e-08,
63
- 2.2108560875880560555583978510e-08,
64
- -7.1710331930255456643627187187e-09,
65
- 2.3290892983985406754602564745e-09,
66
- -7.5740371598505586754890405359e-10,
67
- 2.4658267222594334398525312084e-10,
68
- -8.0362243171659883803428749516e-11,
69
- 2.6215616826341594653521346229e-11,
70
- -8.5596155025948750540420068109e-12,
71
- 2.7970831499487963614315315444e-12,
72
- -9.1471771211886202805502562414e-13,
73
- 2.9934720198063397094916415927e-13,
74
- -9.8026575909753445931073620469e-14,
75
- 3.2116773667767153777571410671e-14,
76
- -1.0518035333878147029650507254e-14,
77
- 3.4144405720185253938994854173e-15,
78
- -1.0115153943081187052322643819e-15 ],
79
- :gstar_b => [ 0.0057502277273114339831606096782,
80
- 0.0004496689534965685038254147807,
81
- -0.0001672763153188717308905047405,
82
- 0.0000615137014913154794776670946,
83
- -0.0000223726551711525016380862195,
84
- 8.0507405356647954540694800545e-06,
85
- -2.8671077107583395569766746448e-06,
86
- 1.0106727053742747568362254106e-06,
87
- -3.5265558477595061262310873482e-07,
88
- 1.2179216046419401193247254591e-07,
89
- -4.1619640180795366971160162267e-08,
90
- 1.4066283500795206892487241294e-08,
91
- -4.6982570380537099016106141654e-09,
92
- 1.5491248664620612686423108936e-09,
93
- -5.0340936319394885789686867772e-10,
94
- 1.6084448673736032249959475006e-10,
95
- -5.0349733196835456497619787559e-11,
96
- 1.5357154939762136997591808461e-11,
97
- -4.5233809655775649997667176224e-12,
98
- 1.2664429179254447281068538964e-12,
99
- -3.2648287937449326771785041692e-13,
100
- 7.1528272726086133795579071407e-14,
101
- -9.4831735252566034505739531258e-15,
102
- -2.3124001991413207293120906691e-15,
103
- 2.8406613277170391482590129474e-15,
104
- -1.7245370321618816421281770927e-15,
105
- 8.6507923128671112154695006592e-16,
106
- -3.9506563665427555895391869919e-16,
107
- 1.6779342132074761078792361165e-16,
108
- -6.0483153034414765129837716260e-17 ],
109
- :e11 => [ -16.11346165557149402600,
110
- 7.79407277874268027690,
8
+ DATA = { lopx: [2.16647910664395270521272590407,
9
+ -0.28565398551049742084877469679,
10
+ 0.01517767255690553732382488171,
11
+ -0.00200215904941415466274422081,
12
+ 0.00019211375164056698287947962,
13
+ -0.00002553258886105542567601400,
14
+ 2.9004512660400621301999384544e-06,
15
+ -3.8873813517057343800270917900e-07,
16
+ 4.7743678729400456026672697926e-08,
17
+ -6.4501969776090319441714445454e-09,
18
+ 8.2751976628812389601561347296e-10,
19
+ -1.1260499376492049411710290413e-10,
20
+ 1.4844576692270934446023686322e-11,
21
+ -2.0328515972462118942821556033e-12,
22
+ 2.7291231220549214896095654769e-13,
23
+ -3.7581977830387938294437434651e-14,
24
+ 5.1107345870861673561462339876e-15,
25
+ -7.0722150011433276578323272272e-16,
26
+ 9.7089758328248469219003866867e-17,
27
+ -1.3492637457521938883731579510e-17,
28
+ 1.8657327910677296608121390705e-18],
29
+ lopxmx: [-1.12100231323744103373737274541,
30
+ 0.19553462773379386241549597019,
31
+ -0.01467470453808083971825344956,
32
+ 0.00166678250474365477643629067,
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+ -0.00018543356147700369785746902,
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+ 0.00002280154021771635036301071,
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+ -2.8031253116633521699214134172e-06,
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+ 3.5936568872522162983669541401e-07,
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+ -4.6241857041062060284381167925e-08,
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+ 6.0822637459403991012451054971e-09,
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+ -8.0339824424815790302621320732e-10,
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+ 1.0751718277499375044851551587e-10,
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+ -1.4445310914224613448759230882e-11,
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+ 1.9573912180610336168921438426e-12,
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+ -2.6614436796793061741564104510e-13,
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+ 3.6402634315269586532158344584e-14,
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+ -4.9937495922755006545809120531e-15,
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+ 6.8802890218846809524646902703e-16,
47
+ -9.5034129794804273611403251480e-17,
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+ 1.3170135013050997157326965813e-17],
49
+ gstar_a: [2.16786447866463034423060819465,
50
+ -0.05533249018745584258035832802,
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+ 0.01800392431460719960888319748,
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+ -0.00580919269468937714480019814,
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+ 0.00186523689488400339978881560,
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+ -0.00059746524113955531852595159,
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+ 0.00019125169907783353925426722,
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+ -0.00006124996546944685735909697,
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+ 0.00001963889633130842586440945,
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+ -6.3067741254637180272515795142e-06,
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+ 2.0288698405861392526872789863e-06,
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+ -6.5384896660838465981983750582e-07,
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+ 2.1108698058908865476480734911e-07,
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+ 2.2108560875880560555583978510e-08,
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+ -7.1710331930255456643627187187e-09,
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+ 2.3290892983985406754602564745e-09,
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+ -7.5740371598505586754890405359e-10,
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+ 2.4658267222594334398525312084e-10,
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+ -8.0362243171659883803428749516e-11,
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+ lopx: [20, -1, 1, 10],
340
+ lopxmx: [19, -1, 1, 9],
341
+ gstar_a: [29, -1, 1, 17],
342
+ gstar_b: [29, -1, 1, 18],
343
+ e11: [18, -1, 1, 13],
344
+ e12: [15, -1, 1, 10],
345
+ ae11: [38, -1, 1, 20],
346
+ ae12: [24, -1, 1, 15],
347
+ ae13: [24, -1, 1, 15],
348
+ ae14: [25, -1, 1, 13],
349
+ erfc_xlt1: [19, -1, 1, 12],
350
+ erfc_x15: [24, -1, 1, 16],
351
+ erfc_x510: [19, -1, 1, 12],
352
+ sin: [11, -1, 1, 11]
353
+ }
354
354
 
355
355
  def initialize(coefficients, expansion_order, lower_interval_point, upper_interval_point, single_precision_order)
356
356
  @c = coefficients.is_a?(Symbol) ? DATA[coefficients] : coefficients
@@ -359,53 +359,62 @@ module Distribution
359
359
  @upper_interval_point = upper_interval_point
360
360
  @single_precision_order = single_precision_order
361
361
  end
362
- #double * c; /* coefficients */
363
- #int order; /* order of expansion */
364
- #double a; /* lower interval point */
365
- #double b; /* upper interval point */
366
- #int order_sp; /* effective single precision order */
362
+ # double * c; /* coefficients */
363
+ # int order; /* order of expansion */
364
+ # double a; /* lower interval point */
365
+ # double b; /* upper interval point */
366
+ # int order_sp; /* effective single precision order */
367
367
 
368
368
  attr_reader :lower_interval_point, :upper_interval_point, :single_precision_order, :order, :c
369
- def a; @lower_interval_point; end
370
- def b; @upper_interval_point; end
371
- def order_sp; @single_precision_order; end
372
- def coefficients(idx); @c[idx]; end
369
+ def a
370
+ @lower_interval_point
371
+ end
372
+
373
+ def b
374
+ @upper_interval_point
375
+ end
376
+
377
+ def order_sp
378
+ @single_precision_order
379
+ end
380
+
381
+ def coefficients(idx)
382
+ @c[idx]
383
+ end
373
384
 
374
385
  class << self
375
386
  # cheb_eval_e in specfunc/cheb_eval.c (gsl-1.9)
376
- def evaluate series, x, with_error = false
387
+ def evaluate(series, x, with_error = false)
377
388
  cs = Math.const_get "#{series.to_s.upcase}_CS"
378
- raise(ArgumentError, "Unrecognized series #{series.to_s}") if cs.nil?
389
+ fail(ArgumentError, "Unrecognized series #{series}") if cs.nil?
379
390
 
380
391
  d = 0.0
381
392
  dd = 0.0
382
- y = (2*x - cs.a - cs.b).quo(cs.b - cs.a)
383
- y2 = 2*y
393
+ y = (2 * x - cs.a - cs.b).quo(cs.b - cs.a)
394
+ y2 = 2 * y
384
395
 
385
396
  e = 0.0
386
397
 
387
398
  cs.order.downto(1) do |j|
388
399
  temp = d
389
- d = y2*d - dd + cs.c[j]
390
- e += (y2*temp).abs + dd.abs + cs.c[j].abs
400
+ d = y2 * d - dd + cs.c[j]
401
+ e += (y2 * temp).abs + dd.abs + cs.c[j].abs
391
402
  dd = temp
392
403
  end
393
404
 
394
405
  begin
395
406
  temp = d
396
- d = y*d - dd + 0.5 * cs.c[0]
397
- e += (y*temp).abs + dd.abs + 0.5*cs.c[0].abs
407
+ d = y * d - dd + 0.5 * cs.c[0]
408
+ e += (y * temp).abs + dd.abs + 0.5 * cs.c[0].abs
398
409
  end
399
410
 
400
- with_error ? [d, Float::EPSILON*e + (cs.c[cs.order])] : d
411
+ with_error ? [d, Float::EPSILON * e + (cs.c[cs.order])] : d
401
412
  end
402
413
  end
403
-
404
414
  end
405
415
 
406
416
  ChebyshevSeries::DATA.keys.each do |series|
407
417
  Math.const_set "#{series.to_s.upcase}_CS", ChebyshevSeries.new(series, *(ChebyshevSeries::PARAMS[series]))
408
418
  end
409
-
410
419
  end
411
- end
420
+ end