distribution 0.6.0 → 0.7.0

data/History.txt

@@ -1,3 +1,10 @@
+=== 0.7.0 / 2011-11-30
+
++ Basic log-normal distribution support, with pdf and cdf for ruby [dennyabraham and clbustos]
+* Matthew Peterson add Java support for Poisson and Normal distributions. 
+* Updated Logistic, Normal spec. Added LogNormal spec [clbustos]
+* Updated template for new distributions
+
 === 0.6.0 / 2011-09-23
 * Incomplete Beta functions on math renamed to Regularized beta, because MathExtension::IncompleteBeta calculates regularized beta function, not Incomplete Beta. 
 * Corrected documention on F distribution and added comments on gamma and beta[Claudio Bustos]

data/Manifest.txt

@@ -53,6 +53,9 @@ lib/distribution/hypergeometric/java.rb
 lib/distribution/hypergeometric/ruby.rb
 lib/distribution/logistic.rb
 lib/distribution/logistic/ruby.rb
+lib/distribution/lognormal.rb
+lib/distribution/lognormal/gsl.rb
+lib/distribution/lognormal/ruby.rb
 lib/distribution/math_extension.rb
 lib/distribution/math_extension/chebyshev_series.rb
 lib/distribution/math_extension/erfc.rb
@@ -70,6 +73,7 @@ lib/distribution/normal/statistics2.rb
 lib/distribution/normalmultivariate.rb
 lib/distribution/poisson.rb
 lib/distribution/poisson/gsl.rb
+lib/distribution/poisson/java.rb
 lib/distribution/poisson/ruby.rb
 lib/distribution/t.rb
 lib/distribution/t/gsl.rb
@@ -86,6 +90,7 @@ spec/f_spec.rb
 spec/gamma_spec.rb
 spec/hypergeometric_spec.rb
 spec/logistic_spec.rb
+spec/lognormal_spec.rb
 spec/math_extension_spec.rb
 spec/normal_spec.rb
 spec/poisson_spec.rb
@@ -93,3 +98,4 @@ spec/shorthand_spec.rb
 spec/spec.opts
 spec/spec_helper.rb
 spec/t_spec.rb
+vendor/java/commons-math-2.2.jar

data/README.txt

@@ -4,7 +4,7 @@
 
 == DESCRIPTION:
 
-Statistical Distributions library. Includes Normal univariate and bivariate, T, F, Chi Square, Binomial, Hypergeometric, Exponential, Poisson, Beta and Gamma.
+Statistical Distributions library. Includes Normal univariate and bivariate, T, F, Chi Square, Binomial, Hypergeometric, Exponential, Poisson, Beta, LogNormal and Gamma.
 
 Uses Ruby by default and C (statistics2/GSL) or Java extensions where available.
 
@@ -15,7 +15,6 @@ Includes code from statistics2 on Normal, T, F and Chi Square ruby code [http://
 * Very fast ruby 1.8.7/1.9.+ implementation, with improved method to calculate factorials and others common functions
 * All methods tested on several ranges. See spec/
 * On Jruby and Rubinius, BivariateNormal returns incorrect pdf
-* Ruby t distribution's cdf can't calculate fractional df. Install gsl, for now.
 
 == API structure
 
@@ -46,6 +45,7 @@ Shortnames for distributions:
 * Poisson: pois
 * Beta: beta
 * Gamma: gamma
+* LogNormal: lognormal
 
 For example
 
@@ -68,8 +68,8 @@ could be called after including Distribution::Shorthand
 
 I try to provide a Ruby version for each method. To increase (notably!) the speed, please install
 
-* Ruby 1.8-1.9: gsl or statistics2
-* Java: Apache Math (not yet implemented)
+* Ruby 1.8-1.9: gsl (prefered) or statistics2
+* Java: Not yet implemented
 
 == INSTALL:
 

data/data/template/spec.erb

@@ -41,13 +41,14 @@ describe Distribution::<%= distribution.capitalize %> do
     it_should_behave_like "<%= distribution %> engine"
     
   end
-    
-  describe Distribution::<%= distribution.capitalize %>::GSL_ do
-    before do
-      @engine=Distribution::<%= distribution.capitalize %>::GSL_
+  
+  if Distribution.has_gsl?
+    describe Distribution::<%= distribution.capitalize %>::GSL_ do
+      before do
+        @engine=Distribution::<%= distribution.capitalize %>::GSL_
+      end
+      it_should_behave_like "<%= distribution %> engine"
     end
-    it_should_behave_like "<%= distribution %> engine"
-    
   end
   
   

data/lib/distribution.rb

@@ -27,16 +27,16 @@
 # Specific notices will be placed where there are appropiate
 # 
 if !respond_to? :define_singleton_method
-class Module
-  public :define_method
-end
-
-class Object
-  def define_singleton_method(name,&block)
-    sc=class <<self;self;end
-    sc.define_method(name,&block)
+  class Module
+    public :define_method
+  end
+  
+  class Object
+    def define_singleton_method(name,&block)
+      sc=class <<self;self;end
+      sc.define_method(name,&block)
+    end
   end
-end
 end
 require 'distribution/math_extension'
 
@@ -50,8 +50,7 @@ require 'distribution/math_extension'
 #    Distribution::Normal.p_value(0.95)
 #    => 1.64485364660836
 module Distribution
-  VERSION="0.6.0"
-  
+  VERSION="0.7.0"
   module Shorthand
     EQUIVALENCES={:p_value=>:p, :cdf=>:cdf, :pdf=>:pdf, :rng=>:r, :exact_pdf=>:epdf, :exact_cdf=>:ecdf, :exact_p_value=>:ep}
     def self.add_shortcut(sh,m, &block)
@@ -111,7 +110,6 @@ module Distribution
     # This section was created between a very long reunion
     # and a 456 Km. travel
     def create_distribution_methods()
-      
       Distribution.libraries_order.each do |l_name|
       if const_defined? l_name
         l =const_get(l_name)
@@ -138,19 +136,30 @@ module Distribution
     end
 
   end
+  def self.init_java()
+    $:.unshift(File.dirname(__FILE__)+"/../vendor/java")
+    require 'commons-math-2.2.jar'
+    java_import 'org.apache.commons.math.distribution.NormalDistributionImpl'
+    java_import 'org.apache.commons.math.distribution.PoissonDistributionImpl'
 
-  autoload(:Normal, 'distribution/normal')  
-  autoload(:ChiSquare, 'distribution/chisquare')
-  autoload(:Gamma, 'distribution/gamma')
-  autoload(:Beta, 'distribution/beta')
-  autoload(:T, 'distribution/t')
-  autoload(:F, 'distribution/f')
-  autoload(:BivariateNormal, 'distribution/bivariatenormal')
-  autoload(:Binomial, 'distribution/binomial')
-  autoload(:Hypergeometric, 'distribution/hypergeometric')
-  autoload(:Exponential, 'distribution/exponential')
-  autoload(:Poisson, 'distribution/poisson')
-  autoload(:Logistic, 'distribution/logistic')
+  end
+  require 'distribution/normal'  
+  require 'distribution/chisquare'
+  require 'distribution/gamma'
+  require 'distribution/beta'
+  require 'distribution/t'
+  require 'distribution/f'
+  require 'distribution/bivariatenormal'
+  require 'distribution/binomial'
+  require 'distribution/hypergeometric'
+  require 'distribution/exponential'
+  require 'distribution/poisson'
+  require 'distribution/logistic'
+  require 'distribution/lognormal'
+  
+  if has_java?
+    init_java()
+  end
 end
 
 

data/lib/distribution/logistic.rb

@@ -23,7 +23,7 @@ module Distribution
     # * s: variance related parameter
     
     ##
-    # :singleton-method: cdf(x , u,s)
+    # :singleton-method: cdf(x,u,s)
     # Returns the cdf for logistic distribution (F(x,u,s))
     # * u: mean
     # * s: variance related parameter

data/lib/distribution/logistic/ruby.rb

@@ -2,14 +2,14 @@ module Distribution
   module Logistic
     module Ruby_
       class << self
-	def rng(u,s)
-	  lambda {p_value(rand(),u,s)}
-	end
+        def rng(u,s)
+          lambda {p_value(rand(),u,s)}
+        end
         def pdf(x,u,s )
-          (Math.exp(-(x-u)/s))/(s*(1+Math.exp(-(x-u)/s)**2))
+          (Math.exp(-(x-u) / s)) / (s*(1+Math.exp(-(x-u) / s)**2))
         end
         def cdf(x,u,s )
-          1/(1+Math.exp(-(x-u)/s))
+          1/(1+Math.exp(-(x-u) / s))
         end
         def p_value(pr,u,s )
           u+s*Math.log(pr/(1-pr))

data/lib/distribution/lognormal.rb

@@ -0,0 +1,39 @@
+require 'distribution/lognormal/gsl'
+require 'distribution/lognormal/ruby'
+
+module Distribution
+  # From Wikipedia:
+  #    In probability theory, a log-normal distribution is a probability
+  #    distribution of a random variable whose logarithm is normally
+  #    distributed. If X is a random variable with a normal distribution, then
+  #    Y = exp(X) has a log-normal distribution; likewise, if Y is
+  #    log-normally distributed, then X = log(Y) is normally distributed. (This
+  #    is true regardless of the base of the logarithmic function: if loga(Y) is
+  #    normally distributed, then so is logb(Y), for any two positive numbers
+  #    a, b ≠ 1.)
+  #
+  # This module calculate the pdf, cdf and inverse cdf for Beta Distribution.
+  #
+  module LogNormal
+    extend Distributable
+    SHORTHAND='lognormal'
+    create_distribution_methods
+
+    ##
+    # :singleton-method: pdf(x,u,s)
+    # Returns PDF of of Lognormal distribution with parameters u (position) and
+    # s (deviation)
+
+
+    ##
+    # :singleton-method: cdf(x,u,s)
+    # Returns the CDF of Lognormal distribution of x with parameters 
+    # u (position) and s(deviation)
+
+    ##
+    # :singleton-method: p_value(pr,u,s)
+    # Return the quantile of the corresponding integral +pr+
+    # on a lognormal distribution's cdf with parameters z and s
+
+  end
+end

data/lib/distribution/lognormal/gsl.rb

@@ -0,0 +1,19 @@
+module Distribution
+  module LogNormal
+    module GSL_
+      class << self
+        def pdf(x,u,s)
+          GSL::Ran::lognormal_pdf(x.to_f, u.to_f, s.to_f)
+        end
+
+        def p_value(pr,u,s)
+          GSL::Cdf::lognormal_Pinv(pr.to_f, u.to_f, s.to_f)
+        end
+
+        def cdf(x,u,s)
+          GSL::Cdf::lognormal_P(x.to_f, u.to_f, s.to_f)
+        end
+      end
+    end
+  end
+end

data/lib/distribution/lognormal/ruby.rb

@@ -0,0 +1,20 @@
+module Distribution
+  module LogNormal
+    module Ruby_
+      class << self
+        
+        def pdf(x,u,s)
+          raise "x should be > 0 " if x < 0
+          (1.0/(x*s*Math.sqrt(2*Math::PI)))*Math.exp(-((Math.log(x)-u)**2 / (2*s**2)))
+        end
+
+        #def p_value(pr,u,s)
+        #end
+
+        def cdf(x,u,s)
+          Distribution::Normal.cdf((Math.log(x)-u) / s)
+        end
+      end
+    end
+  end
+end

data/lib/distribution/math_extension.rb

@@ -68,10 +68,13 @@ module Distribution
     # From statistics2    
     def gamma(x)
       if (x < 0.0)
-        return Math::PI / (Math.sin(Math.PI * x) * Math.exp(loggamma(1 - x))) #/
+        return Math::PI / (Math.sin(Math::PI * x) * Math.exp(loggamma(1 - x))) #/
       end
       Math.exp(loggamma(x))
     end
+    def lgamma(x)
+      [loggamma(x.abs), Math.gamma(x) < 0 ? -1 : 1]
+    end
   end
   # Useful additions to Math
   module MathExtension
@@ -281,7 +284,7 @@ module Distribution
     end
 
     # Not the same as erfc. This is the GSL version, which may have slightly different results.
-    def erfc_e x, with_error = false
+    def erfc_e(x, with_error = false)
       Erfc.evaluate(x, with_error)
     end
     
@@ -365,7 +368,7 @@ if RUBY_VERSION<"1.9"
   module Math
     remove_method :loggamma
     include Distribution::MathExtension18
-    module_function :gamma, :loggamma
+    module_function :gamma, :loggamma, :lgamma
   end
 end
 

data/lib/distribution/math_extension/erfc.rb

@@ -23,7 +23,7 @@ module Distribution
       class << self
         # Estimates erfc(x) valid for 8 < x < 100
         # erfc8_sum from GSL-1.9
-        def erfc8_sum x
+        def erfc8_sum(x)
           num = P[5]
           4.downto(0) { |i| num = x*num + P[i] }
           den = Q[6]
@@ -31,7 +31,7 @@ module Distribution
           num / den
         end
 
-        def erfc8 x
+        def erfc8(x)
           erfc8_sum(x) * Math.exp(-x*x)
         end
 
@@ -54,7 +54,7 @@ module Distribution
               e *= ex2
             end
           elsif ax < 10.0
-            exterm = Math.exp(-x*x)/ax
+            exterm = Math.exp(-x*x) / ax
             t      = (2*ax-15).quo(5)
             e = ChebyshevSeries.evaluate(:erfc_x510, t, with_error)
             if with_error

data/lib/distribution/normal/java.rb

@@ -3,6 +3,34 @@ module Distribution
     # TODO
     module Java_
       class << self
+        #==
+        # Generate random variables from the provided distribution
+        def rng(mean=0,sigma=1,seed=nil)
+          dist = NormalDistributionImpl.new(mean, sigma)
+          lambda { dist.sample }
+        end
+        
+        #==
+        # Get the inverse cumulative density function (p-value) for qn
+        def p_value(qn)
+          dist = NormalDistributionImpl.new
+          dist.inverseCumulativeProbability(qn)
+        end
+        
+        #==
+        # Return the cumulative density function at x
+        def cdf(x)
+          dist = NormalDistributionImpl.new
+          dist.cumulativeProbability(x)
+        end
+        
+        #==
+        # Return the probability density function at x
+        def pdf(x)
+          dist = NormalDistributionImpl.new
+          dist.density(x)
+        end
+      
       end
     end
   end

data/lib/distribution/poisson.rb

@@ -1,6 +1,6 @@
 require 'distribution/poisson/ruby'
 require 'distribution/poisson/gsl'
-#require 'distribution/poisson/java'
+require 'distribution/poisson/java'
 
 
 module Distribution

data/lib/distribution/poisson/java.rb

@@ -0,0 +1,31 @@
+module Distribution
+  module Poisson
+    module Java_
+      class << self
+      #==
+      # Create the PoissonDistributionImpl object for use in calculations
+      # with mean of l
+      def create_distribution(l)
+        PoissonDistributionImpl.new(l)
+      end
+      
+      #==
+      # 
+      def pdf(k,l)
+        dist = create_distribution(l)
+        dist.probability(k)
+      end
+      
+      def cdf(k,l)
+        dist = create_distribution(l)
+        dist.cumulativeProbability(k)
+      end
+      
+#      def p_value(pr,l)
+#        dist = create_distribution(l)
+#        dist.inverseCumulativeProbability(pr)
+#      end
+      end
+    end
+  end
+end

data/lib/distribution/t.rb

@@ -1,6 +1,8 @@
 require 'distribution/t/ruby'
 require 'distribution/t/gsl'
-require 'distribution/t/statistics2'
+# Removed statistics2 support for t, because
+# can't calculate correctly cdf for rational d.f
+# require 'distribution/t/statistics2'
 require 'distribution/t/java'
 
 module Distribution

data/spec/beta_spec.rb

@@ -19,18 +19,18 @@ describe Distribution::Beta do
   it_only_with_gsl "should return correct cdf" do
     if @engine.respond_to? :cdf
       # From GSL-1.9.
-      TOL = 1048576.0*Float::EPSILON
+      tol = 1048576.0*Float::EPSILON
       @engine.cdf(0.0, 1.2, 1.3).should eq(0.0)
-      @engine.cdf(1e-100, 1.2, 1.3).should be_within(TOL).of(1.34434944656489596e-120)
-      @engine.cdf(0.001, 1.2, 1.3).should be_within(TOL).of(3.37630042504535813e-4)
-      @engine.cdf(0.01, 1.2, 1.3).should be_within(TOL).of(5.34317264038929473e-3)
-      @engine.cdf(0.1, 1.2, 1.3).should be_within(TOL).of(8.33997828306748346e-2)
-      @engine.cdf(0.325, 1.2, 1.3).should be_within(TOL).of(3.28698654180583916e-1)
-      @engine.cdf(0.5, 1.2, 1.3).should be_within(TOL).of(5.29781429451299081e-1)
-      @engine.cdf(0.9, 1.2, 1.3).should be_within(TOL).of(9.38529397224430659e-1)
-      @engine.cdf(0.99, 1.2, 1.3).should be_within(TOL).of(9.96886438341254380e-1)
-      @engine.cdf(0.999, 1.2, 1.3).should be_within(TOL).of(9.99843792833067634e-1)
-      @engine.cdf(1.0, 1.2, 1.3).should be_within(TOL).of(1.0)
+      @engine.cdf(1e-100, 1.2, 1.3).should be_within(tol).of(1.34434944656489596e-120)
+      @engine.cdf(0.001, 1.2, 1.3).should be_within(tol).of(3.37630042504535813e-4)
+      @engine.cdf(0.01, 1.2, 1.3).should be_within(tol).of(5.34317264038929473e-3)
+      @engine.cdf(0.1, 1.2, 1.3).should be_within(tol).of(8.33997828306748346e-2)
+      @engine.cdf(0.325, 1.2, 1.3).should be_within(tol).of(3.28698654180583916e-1)
+      @engine.cdf(0.5, 1.2, 1.3).should be_within(tol).of(5.29781429451299081e-1)
+      @engine.cdf(0.9, 1.2, 1.3).should be_within(tol).of(9.38529397224430659e-1)
+      @engine.cdf(0.99, 1.2, 1.3).should be_within(tol).of(9.96886438341254380e-1)
+      @engine.cdf(0.999, 1.2, 1.3).should be_within(tol).of(9.99843792833067634e-1)
+      @engine.cdf(1.0, 1.2, 1.3).should be_within(tol).of(1.0)
     else
       pending("No #{@engine}.cdf")
     end

data/spec/gamma_spec.rb

@@ -19,21 +19,21 @@ shared_examples_for "Gamma engine" do
   it_only_with_gsl "should return correct cdf" do
     if @engine.respond_to? :cdf
       # From GSL-1.9.
-      TOL = 1048576.0*Float::EPSILON
+      tol = 1048576.0*Float::EPSILON
       @engine.cdf(0.0, 1.0, 1.0).should eq(0.0)
-      @engine.cdf(1e-100, 1.0, 1.0).should be_within(TOL).of(1e-100)
-      @engine.cdf(0.001, 1.0, 1.0).should be_within(TOL).of(9.99500166625008332e-4)
-      @engine.cdf(0.01, 1.0, 1.0).should be_within(TOL).of(9.95016625083194643e-3)
-      @engine.cdf(0.1, 1.0, 1.0).should be_within(TOL).of(9.51625819640404268e-2)
-      @engine.cdf(0.325, 1.0, 1.0).should be_within(TOL).of(2.77472646357927811e-1)
-      @engine.cdf(1.0, 1.0, 1.0).should be_within(TOL).of(6.32120558828557678e-1)
-      @engine.cdf(1.5, 1.0, 1.0).should be_within(TOL).of(7.76869839851570171e-1)
-      @engine.cdf(2.0, 1.0, 1.0).should be_within(TOL).of(8.64664716763387308e-1)
-      @engine.cdf(10.0, 1.0, 1.0).should be_within(TOL).of(9.99954600070237515e-1)
-      @engine.cdf(20.0, 1.0, 1.0).should be_within(TOL).of(9.99999997938846378e-1)
-      @engine.cdf(100.0, 1.0, 1.0).should be_within(TOL).of(1e0)
-      @engine.cdf(1000.0, 1.0, 1.0).should be_within(TOL).of(1e0)
-      @engine.cdf(10000.0, 1.0, 1.0).should be_within(TOL).of(1e0)
+      @engine.cdf(1e-100, 1.0, 1.0).should be_within(tol).of(1e-100)
+      @engine.cdf(0.001, 1.0, 1.0).should be_within(tol).of(9.99500166625008332e-4)
+      @engine.cdf(0.01, 1.0, 1.0).should be_within(tol).of(9.95016625083194643e-3)
+      @engine.cdf(0.1, 1.0, 1.0).should be_within(tol).of(9.51625819640404268e-2)
+      @engine.cdf(0.325, 1.0, 1.0).should be_within(tol).of(2.77472646357927811e-1)
+      @engine.cdf(1.0, 1.0, 1.0).should be_within(tol).of(6.32120558828557678e-1)
+      @engine.cdf(1.5, 1.0, 1.0).should be_within(tol).of(7.76869839851570171e-1)
+      @engine.cdf(2.0, 1.0, 1.0).should be_within(tol).of(8.64664716763387308e-1)
+      @engine.cdf(10.0, 1.0, 1.0).should be_within(tol).of(9.99954600070237515e-1)
+      @engine.cdf(20.0, 1.0, 1.0).should be_within(tol).of(9.99999997938846378e-1)
+      @engine.cdf(100.0, 1.0, 1.0).should be_within(tol).of(1e0)
+      @engine.cdf(1000.0, 1.0, 1.0).should be_within(tol).of(1e0)
+      @engine.cdf(10000.0, 1.0, 1.0).should be_within(tol).of(1e0)
     else
       pending("No #{@engine}.cdf")
     end

data/spec/logistic_spec.rb

@@ -6,7 +6,7 @@ describe Distribution::Logistic do
     it "should return correct pdf" do
       if @engine.respond_to? :pdf
         1.upto(10) {
-	u=rand()
+          u=rand()
         s=rand()+1
         x=rand()*100-50
         exp=Math.exp(-(x-u) / s) / (s*(1+Math.exp(-(x-u) / s)**2))
@@ -19,14 +19,13 @@ describe Distribution::Logistic do
     
     it "should return correct cdf" do
       if @engine.respond_to? :cdf
-
-
         1.upto(100) {
-	u=rand()
-        s=rand()+1
-        x=rand()*100-50
-	exp=1/(1+Math.exp(-(x-u)/s))
-	@engine.cdf(x,u,s).should eq(exp)
+          u=rand()
+          s=rand()*100
+          x=rand()*100-50
+          exp=1/(1+Math.exp(-(x-u) / s))
+         
+          @engine.cdf(x,u,s).should eq(exp)
         }
       
       else
@@ -38,11 +37,11 @@ describe Distribution::Logistic do
     it "should return correct p_value" do
       if @engine.respond_to? :p_value
        1.upto(9) {|i|
-       u=rand()
-       s=rand()+1
-       x=@engine.p_value(i/10,u,s)
-       @engine.cdf(x,u,s).should eq i/10
-        }
+         u=rand()
+         s=rand()*100
+         x=@engine.p_value(i/10.0,u,s)
+         @engine.cdf(x,u,s).should be_within(1e-10).of(i/10.0)
+       }
       else
         pending("No #{@engine}.cdf")
       end

data/spec/lognormal_spec.rb

@@ -0,0 +1,60 @@
+require File.expand_path(File.dirname(__FILE__)+"/spec_helper.rb")
+  
+describe Distribution::LogNormal do
+    
+  shared_examples_for "log-normal engine" do
+    it "should return correct pdf" do
+      if @engine.respond_to? :pdf
+        1.upto(10) {
+          u=rand()
+          s=rand()*100
+          x=rand()*50
+          exp=(1.0/(x*s*Math.sqrt(2*Math::PI)))*Math.exp(-((Math.log(x)-u)**2 / (2*s**2)))
+          @engine.pdf(x,u,s).should be_within(1e-10).of(exp)
+        }
+      else
+        pending("No #{@engine}.pdf")
+       end
+    end
+    it "should return correct cdf" do
+      if @engine.respond_to? :cdf
+        1.upto(10) {
+          u=rand()
+          s=rand()*100
+          x=rand()*50
+          exp=Distribution::Normal.cdf((Math.log(x) - u) / s)
+          @engine.cdf(x,u,s).should be_within(1e-10).of(exp)
+        }
+      else
+        pending("No #{@engine}.cdf")
+       end
+    end
+    
+  end
+  
+  describe "singleton" do
+    before do
+      @engine=Distribution::LogNormal
+    end
+    it_should_behave_like "log-normal engine"
+  end
+  
+  describe Distribution::LogNormal::Ruby_ do
+    before do
+      @engine=Distribution::LogNormal::Ruby_
+    end
+    it_should_behave_like "log-normal engine"
+    
+  end
+  if Distribution.has_gsl?
+    describe Distribution::LogNormal::GSL_ do
+      before do
+        @engine=Distribution::LogNormal::GSL_
+      end
+    it_should_behave_like "log-normal engine"     
+    end
+  end  
+
+  
+    
+end

data/spec/math_extension_spec.rb

@@ -119,16 +119,18 @@ describe Distribution::MathExtension do
 
 
   it "unnormalized_incomplete_gamma with x=0 should return correct values" do
-    Math.unnormalized_incomplete_gamma(-1.5, 0).should be_within(1e-10).of(4.0*Math.sqrt(Math::PI)/3.0)
+    Math.unnormalized_incomplete_gamma(-1.5, 0).should be_within(1e-10).of(4.0*Math.sqrt(Math::PI) / 3.0)
     Math.unnormalized_incomplete_gamma(-0.5, 0).should be_within(1e-10).of(-2*Math.sqrt(Math::PI))
     Math.unnormalized_incomplete_gamma(0.5, 0).should be_within(1e-10).of(Math.sqrt(Math::PI))
     Math.unnormalized_incomplete_gamma(1.0, 0).should eq 1.0
-    Math.unnormalized_incomplete_gamma(1.5, 0).should be_within(1e-10).of(Math.sqrt(Math::PI)/2.0)
+    Math.unnormalized_incomplete_gamma(1.5, 0).should be_within(1e-10).of(Math.sqrt(Math::PI) / 2.0)
     Math.unnormalized_incomplete_gamma(2.0, 0).should eq 1.0
     Math.unnormalized_incomplete_gamma(2.5, 0).should be_within(1e-10).of(0.75*Math.sqrt(Math::PI))
-    Math.unnormalized_incomplete_gamma(3.0, 0).should eq 2.0
+    
+    Math.unnormalized_incomplete_gamma(3.0, 0).should be_within(1e-12).of(2.0)
+    
     Math.unnormalized_incomplete_gamma(3.5, 0).should be_within(1e-10).of(15.0*Math.sqrt(Math::PI) / 8.0)
-    Math.unnormalized_incomplete_gamma(4.0, 0).should eq 6.0
+    Math.unnormalized_incomplete_gamma(4.0, 0).should be_within(1e-12).of(6.0)
   end
 
   it "incomplete_gamma should return correct values" do

data/spec/poisson_spec.rb

@@ -7,7 +7,7 @@ describe Distribution::Poisson do
       if @engine.respond_to? :pdf
         [0.5,1,1.5].each {|l|
           1.upto(5) {|k|
-            @engine.pdf(k,l).should be_within(1e-10).of((l**k*Math.exp(-l)).quo(Math.factorial(k)))
+            @engine.pdf(k,l).should be_within(1e-10).of( (l**k*Math.exp(-l)).quo(Math.factorial(k)) )
           }
         }
       else
@@ -27,6 +27,8 @@ describe Distribution::Poisson do
         pending("No #{@engine}.cdf")
       end
     end
+    
+    
   
     
     it "should return correct p_value" do
@@ -59,14 +61,32 @@ describe Distribution::Poisson do
     it_should_behave_like "poisson engine"
     
   end
-    
-  describe Distribution::Poisson::GSL_ do
-    before do
-      @engine=Distribution::Poisson::GSL_
+  if Distribution.has_gsl?
+    describe Distribution::Poisson::GSL_ do
+      before do
+        @engine=Distribution::Poisson::GSL_
+      end
+      it_should_behave_like "poisson engine"
+      
+    end
+  end
+  if Distribution.has_java?
+    describe Distribution::Poisson::Java_ do
+      before do
+        @engine=Distribution::Poisson::Java_
+      end
+      it_should_behave_like "poisson engine"
+      
+      
+      it "should return correct cdf" do
+        [0.5,1,1.5,4,10].each {|l|
+          1.upto(5) {|k|
+            @engine.cdf(k,l).should be_within(1e-10).of(Distribution::Poisson::Ruby_.cdf(k,l))
+          }
+        }
+      end
+
+      
     end
-    it_should_behave_like "poisson engine"
-    
   end
-  
-  
 end

data/spec/spec_helper.rb

@@ -20,4 +20,15 @@ module ExampleWithGSL
       end
     end
   end
+  
+  def it_only_with_java(name,&block)
+    it(name) do
+      if Distribution.has_java?
+        instance_eval(&block)
+      else
+        pending("Requires Java")  
+      end
+    end
+  end
+  
 end

metadata

@@ -1,8 +1,13 @@
 --- !ruby/object:Gem::Specification 
 name: distribution
 version: !ruby/object:Gem::Version 
-  prerelease: 
-  version: 0.6.0
+  hash: 3
+  prerelease: false
+  segments: 
+  - 0
+  - 7
+  - 0
+  version: 0.7.0
 platform: ruby
 authors: 
 - Claudio Bustos
@@ -31,7 +36,7 @@ cert_chain:
   rpP0jjs0
   -----END CERTIFICATE-----
 
-date: 2011-08-23 00:00:00 -03:00
+date: 2011-11-30 00:00:00 -03:00
 default_executable: 
 dependencies: 
 - !ruby/object:Gem::Dependency 
@@ -42,6 +47,11 @@ dependencies:
     requirements: 
     - - ">="
       - !ruby/object:Gem::Version 
+        hash: 7
+        segments: 
+        - 2
+        - 0
+        - 4
         version: 2.0.4
   type: :development
   version_requirements: *id001
@@ -53,6 +63,10 @@ dependencies:
     requirements: 
     - - ">="
       - !ruby/object:Gem::Version 
+        hash: 3
+        segments: 
+        - 2
+        - 0
         version: "2.0"
   type: :development
   version_requirements: *id002
@@ -64,6 +78,9 @@ dependencies:
     requirements: 
     - - ">="
       - !ruby/object:Gem::Version 
+        hash: 3
+        segments: 
+        - 0
         version: "0"
   type: :development
   version_requirements: *id003
@@ -73,13 +90,18 @@ dependencies:
   requirement: &id004 !ruby/object:Gem::Requirement 
     none: false
     requirements: 
-    - - ~>
+    - - ">="
       - !ruby/object:Gem::Version 
-        version: "2.12"
+        hash: 47
+        segments: 
+        - 2
+        - 8
+        - 0
+        version: 2.8.0
   type: :development
   version_requirements: *id004
 description: |-
-  Statistical Distributions library. Includes Normal univariate and bivariate, T, F, Chi Square, Binomial, Hypergeometric, Exponential, Poisson, Beta and Gamma.
+  Statistical Distributions library. Includes Normal univariate and bivariate, T, F, Chi Square, Binomial, Hypergeometric, Exponential, Poisson, Beta, LogNormal and Gamma.
   
   Uses Ruby by default and C (statistics2/GSL) or Java extensions where available.
   
@@ -150,6 +172,9 @@ files:
 - lib/distribution/hypergeometric/ruby.rb
 - lib/distribution/logistic.rb
 - lib/distribution/logistic/ruby.rb
+- lib/distribution/lognormal.rb
+- lib/distribution/lognormal/gsl.rb
+- lib/distribution/lognormal/ruby.rb
 - lib/distribution/math_extension.rb
 - lib/distribution/math_extension/chebyshev_series.rb
 - lib/distribution/math_extension/erfc.rb
@@ -167,6 +192,7 @@ files:
 - lib/distribution/normalmultivariate.rb
 - lib/distribution/poisson.rb
 - lib/distribution/poisson/gsl.rb
+- lib/distribution/poisson/java.rb
 - lib/distribution/poisson/ruby.rb
 - lib/distribution/t.rb
 - lib/distribution/t/gsl.rb
@@ -183,6 +209,7 @@ files:
 - spec/gamma_spec.rb
 - spec/hypergeometric_spec.rb
 - spec/logistic_spec.rb
+- spec/lognormal_spec.rb
 - spec/math_extension_spec.rb
 - spec/normal_spec.rb
 - spec/poisson_spec.rb
@@ -190,7 +217,7 @@ files:
 - spec/spec.opts
 - spec/spec_helper.rb
 - spec/t_spec.rb
-- .gemtest
+- vendor/java/commons-math-2.2.jar
 has_rdoc: true
 homepage: https://github.com/clbustos/distribution
 licenses: []
@@ -206,17 +233,23 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements: 
   - - ">="
     - !ruby/object:Gem::Version 
+      hash: 3
+      segments: 
+      - 0
       version: "0"
 required_rubygems_version: !ruby/object:Gem::Requirement 
   none: false
   requirements: 
   - - ">="
     - !ruby/object:Gem::Version 
+      hash: 3
+      segments: 
+      - 0
       version: "0"
 requirements: []
 
 rubyforge_project: distribution
-rubygems_version: 1.6.0
+rubygems_version: 1.3.7
 signing_key: 
 specification_version: 3
 summary: Statistical Distributions library